Search results for: Motion estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1687

Search results for: Motion estimation

397 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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396 The Estimation of Human Vital Signs Complexity

Authors: L. Bikulciene, E. Venskaityte, G. Jarusevicius

Abstract:

Nonstationary and nonlinear signals generated by living complex systems defy traditional mechanistic approaches, which are based on homeostasis. Previous our studies have shown that the evaluation of the interactions of physiological signals by using special analysis methods is suitable for observation of physiological processes. It is demonstrated the possibility of using deep physiological model, based on the interpretation of the changes of the human body’s functional states combined with an application of the analytical method based on matrix theory for the physiological signals analysis, which was applied on high risk cardiac patients. It is shown that evaluation of cardiac signals interactions show peculiar for each individual functional changes at the onset of hemodynamic restoration procedure. Therefore, we suggest that the alterations of functional state of the body, after patients overcome surgery can be complemented by the data received from the suggested approach of the evaluation of functional variables’ interactions.

Keywords: Cardiac diseases, Complex systems theory, ECG analysis, matrix analysis.

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395 Spreading of Swirling Double–Concentric Jets at Low and High Pulsation Intensities

Authors: Shiferaw R. Jufar, Rong F. Huang, Ching M. Hsu

Abstract:

The spreading characteristics of acoustically excited swirling double-concentric jets were studied experimentally. The central jet was acoustically excited at low and high pulsation intensities. A smoke wire flow visualization and a hot-wire anemometer velocity measurement results show that excitation forces a vortex ring to roll-up from the edge of the central tube during each excitation period. At low pulsation intensities, the vortex ring evolves downstream, and eventually breaks up into turbulent eddies. At high pulsation intensities, the primary vortex ring evolves and a series of trailing vortex rings form during the same period of excitation. The trailing vortex rings accelerate while evolving downstream and overtake the primary vortex ring within the same cycle. In the process, the primary vortex ring becomes unstable and breaks up early. The effect of the fast traveling trailing vortex rings combined with the swirl motion of the annular flow improve jet spreading compared with the naturally evolving jets.

Keywords: Acoustic excitation, double–concentric jets, flow control, swirling jet.

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394 Nodal Load Profiles Estimation for Time Series Load Flow Using Independent Component Analysis

Authors: Mashitah Mohd Hussain, Salleh Serwan, Zuhaina Hj Zakaria

Abstract:

This paper presents a method to estimate load profile in a multiple power flow solutions for every minutes in 24 hours per day. A method to calculate multiple solutions of non linear profile is introduced. The Power System Simulation/Engineering (PSS®E) and python has been used to solve the load power flow. The result of this power flow solutions has been used to estimate the load profiles for each load at buses using Independent Component Analysis (ICA) without any knowledge of parameter and network topology of the systems. The proposed algorithm is tested with IEEE 69 test bus system represents for distribution part and the method of ICA has been programmed in MATLAB R2012b version. Simulation results and errors of estimations are discussed in this paper.

Keywords: Electrical Distribution System, Power Flow Solution, Distribution Network, Independent Component Analysis, Newton Raphson, Power System Simulation for Engineering.

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393 Speech Intelligibility Improvement Using Variable Level Decomposition DWT

Authors: Samba Raju, Chiluveru, Manoj Tripathy

Abstract:

Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.

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392 On-line Recognition of Isolated Gestures of Flight Deck Officers (FDO)

Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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391 Comparison of Hough Transform and Mean Shift Algorithm for Estimation of the Orientation Angle of Industrial Data Matrix Codes

Authors: Ion-Cosmin Dita, Vasile Gui, Franz Quint, Marius Otesteanu

Abstract:

In automatic manufacturing and assembling of mechanical, electrical and electronic parts one needs to reliably identify the position of components and to extract the information of these components. Data Matrix Codes (DMC) are established by these days in many areas of industrial manufacturing thanks to their concentration of information on small spaces. In today’s usually order-related industry, where increased tracing requirements prevail, they offer further advantages over other identification systems. This underlines in an impressive way the necessity of a robust code reading system for detecting DMC on the components in factories. This paper compares two methods for estimating the angle of orientation of Data Matrix Codes: one method based on the Hough Transform and the other based on the Mean Shift Algorithm. We concentrate on Data Matrix Codes in industrial environment, punched, milled, lasered or etched on different materials in arbitrary orientation.

Keywords: Industrial data matrix code, Hough transform, mean shift.

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390 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.

Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.

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389 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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388 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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387 Efficient Web-Learning Collision Detection Tool on Five-Axis Machine

Authors: Chia-Jung Chen, Rong-Shine Lin, Rong-Guey Chang

Abstract:

As networking has become popular, Web-learning tends to be a trend while designing a tool. Moreover, five-axis machining has been widely used in industry recently; however, it has potential axial table colliding problems. Thus this paper aims at proposing an efficient web-learning collision detection tool on five-axis machining. However, collision detection consumes heavy resource that few devices can support, thus this research uses a systematic approach based on web knowledge to detect collision. The methodologies include the kinematics analyses for five-axis motions, separating axis method for collision detection, and computer simulation for verification. The machine structure is modeled as STL format in CAD software. The input to the detection system is the g-code part program, which describes the tool motions to produce the part surface. This research produced a simulation program with C programming language and demonstrated a five-axis machining example with collision detection on web site. The system simulates the five-axis CNC motion for tool trajectory and detects for any collisions according to the input g-codes and also supports high-performance web service benefiting from C. The result shows that our method improves 4.5 time of computational efficiency, comparing to the conventional detection method.

Keywords: Collision detection, Five-axis machining, Separating axis.

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386 Dynamic Stability of Axially Moving Viscoelastic Plates under Non-Uniform In-Plane Edge Excitations

Authors: T. H. Young, S. J. Huang, Y. S. Chiu

Abstract:

This paper investigates the parametric stability of an axially moving web subjected to non-uniform in-plane edge excitations on two opposite, simply-supported edges. The web is modeled as a viscoelastic plate whose constitutive relation obeys the Kelvin-Voigt model, and the in-plane edge excitations are expressed as the sum of a static tension and a periodical perturbation. Due to the in-plane edge excitations, the moving plate may bring about parametric instability under certain situations. First, the in-plane stresses of the plate due to the non-uniform edge excitations are determined by solving the in-plane forced vibration problem. Then, the dependence on the spatial coordinates in the equation of transverse motion is eliminated by the generalized Galerkin method, which results in a set of discretized system equations in time. Finally, the method of multiple scales is utilized to solve the set of system equations analytically if the periodical perturbation of the in-plane edge excitations is much smaller as compared with the static tension of the plate, from which the stability boundaries of the moving plate are obtained. Numerical results reveal that only combination resonances of the summed-type appear under the in-plane edge excitations considered in this work.

Keywords: Axially moving viscoelastic plate, in-plane periodic excitation, non-uniformly distributed edge tension, dynamic stability.

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385 Human Fall Detection by FMCW Radar Based on Time-Varying Range-Doppler Features

Authors: Xiang Yu, Chuntao Feng, Lu Yang, Meiyang Song, Wenhao Zhou

Abstract:

The existing two-dimensional micro-Doppler features extraction ignores the correlation information between the spatial and temporal dimension features. For the range-Doppler map, the time dimension is introduced, and a frequency modulation continuous wave (FMCW) radar human fall detection algorithm based on time-varying range-Doppler features is proposed. Firstly, the range-Doppler sequence maps are generated from the echo signals of the continuous motion of the human body collected by the radar. Then the three-dimensional data cube composed of multiple frames of range-Doppler maps is input into the three-dimensional Convolutional Neural Network (3D CNN). The spatial and temporal features of time-varying range-Doppler are extracted by the convolution layer and pool layer at the same time. Finally, the extracted spatial and temporal features are input into the fully connected layer for classification. The experimental results show that the proposed fall detection algorithm has a detection accuracy of 95.66%.

Keywords: FMCW radar, fall detection, 3D CNN, time-varying range-Doppler features.

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384 Ionanofluids as Novel Fluids for Advanced Heat Transfer Applications

Authors: S. M. Sohel Murshed, C. A. Nieto de Castro, M. J. V. Lourenço, J. França, A. P. C. Ribeiro, S. I. C.Vieira, C. S. Queirós

Abstract:

Ionanofluids are a new and innovative class of heat transfer fluids which exhibit fascinating thermophysical properties compared to their base ionic liquids. This paper deals with the findings of thermal conductivity and specific heat capacity of ionanofluids as a function of a temperature and concentration of nanotubes. Simulation results using ionanofluids as coolants in heat exchanger are also used to access their feasibility and performance in heat transfer devices. Results on thermal conductivity and heat capacity of ionanofluids as well as the estimation of heat transfer areas for ionanofluids and ionic liquids in a model shell and tube heat exchanger reveal that ionanofluids possess superior thermal conductivity and heat capacity and require considerably less heat transfer areas as compared to those of their base ionic liquids. This novel class of fluids shows great potential for advanced heat transfer applications.

Keywords: Heat transfer, Ionanofluids, Ionic liquids, Nanotubes, Thermal conductivity.

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383 Investigating Performance of Numerical Distance Relay with Higher Order Antialiasing Filter

Authors: Venkatesh C., K. Shanti Swarup

Abstract:

This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.

Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.

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382 Affine Radial Basis Function Neural Networks for the Robust Control of Hyperbolic Distributed Parameter Systems

Authors: Eleni Aggelogiannaki, Haralambos Sarimveis

Abstract:

In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.

Keywords: Hyperbolic Distributed Parameter Systems, Radial Basis Function Neural Networks, H∞ control, Thermal systems.

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381 Evaluation of Wind Potential for the Lagoon of Venice (Italy) and Estimation of the Annual Energy Output for two Candidate Horizontal- Axis Low-Wind Turbines

Authors: M. Raciti Castelli, L. M. Moglia, E. Benini

Abstract:

This paper presents an evaluation of the wind potential in the area of the Lagoon of Venice (Italy). A full anemometric campaign of 2 year measurements, performed by the "Osservatorio Bioclimatologico dell'Ospedale al Mare di Venezia" has been analyzed to obtain the Weibull wind speed distribution and the main wind directions. The annual energy outputs of two candidate horizontal-axis wind turbines (“Aventa AV-7 LoWind" and “Gaia Wind 133-11kW") have been estimated on the basis of the computed Weibull wind distribution, registering a better performance of the former turbine, due to a higher ratio between rotor swept area and rated power of the electric generator, determining a lower cut-in wind speed.

Keywords: Wind potential, Annual Energy Output (AEO), Weibull distribution, Horizontal-Axis Wind Turbine (HAWT).

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380 Optimum Radio Capacity Estimation of a Single-Cell Spread Spectrum MIMO System under Rayleigh Fading Conditions

Authors: P. Varzakas

Abstract:

In this paper, the problem of estimating the optimal radio capacity of a single-cell spread spectrum (SS) multiple-inputmultiple- output (MIMO) system operating in a Rayleigh fading environment is examined. The optimisation between the radio capacity and the theoretically achievable average channel capacity (in the sense of information theory) per user of a MIMO single-cell SS system operating in a Rayleigh fading environment is presented. Then, the spectral efficiency is estimated in terms of the achievable average channel capacity per user, during the operation over a broadcast time-varying link, and leads to a simple novel-closed form expression for the optimal radio capacity value based on the maximization of the achieved spectral efficiency. Numerical results are presented to illustrate the proposed analysis.

Keywords: Channel capacity, MIMO systems, Radio capacity, Rayleigh fading, Spectral efficiency.

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379 Simulation-Based Optimization of a Non-Uniform Piezoelectric Energy Harvester with Stack Boundary

Authors: Alireza Keshmiri, Shahriar Bagheri, Nan Wu

Abstract:

This research presents an analytical model for the development of an energy harvester with piezoelectric rings stacked at the boundary of the structure based on the Adomian decomposition method. The model is applied to geometrically non-uniform beams to derive the steady-state dynamic response of the structure subjected to base motion excitation and efficiently harvest the subsequent vibrational energy. The in-plane polarization of the piezoelectric rings is employed to enhance the electrical power output. A parametric study for the proposed energy harvester with various design parameters is done to prepare the dataset required for optimization. Finally, simulation-based optimization technique helps to find the optimum structural design with maximum efficiency. To solve the optimization problem, an artificial neural network is first trained to replace the simulation model, and then, a genetic algorithm is employed to find the optimized design variables. Higher geometrical non-uniformity and length of the beam lowers the structure natural frequency and generates a larger power output.

Keywords: Piezoelectricity, energy harvesting, simulation-based optimization, artificial neural network, genetic algorithm.

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378 Transmitter Design for LMS-MIMO-MCCDMA Systems with Pilot Channel Estimates and Zero Forcing Equalizer

Authors: S.M. Bahri, F.T. Bendimerad

Abstract:

We propose a downlink multiple-input multipleoutput (MIMO) multi-carrier code division multiple access (MCCDMA) system with adaptive beamforming algorithm for smart antennas. The algorithm used in this paper is based on the Least Mean Square (LMS), with pilot channel estimation (PCE) and the zero forcing equalizer (ZFE) in the receiver, requiring reference signal and no knowledge channel. MC-CDMA is studied in a multiple antenna context in order to efficiently exploit robustness against multipath effects and multi-user flexibility of MC-CDMA and channel diversity offered by MIMO systems for radio mobile channels. Computer simulations, considering multi-path Rayleigh Fading Channel, interference inter symbol and interference are presented to verify the performance. Simulation results show that the scheme achieves good performance in a multi-user system.

Keywords: Adaptive Beamforming, LMS Algorithm, MCCDMA, MIMO System, Smart Antenna.

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377 A Modified Speech Enhancement Using Adaptive Gain Equalizer with Non linear Spectral Subtraction for Robust Speech Recognition

Authors: C. Ganesh Babu, P. T. Vanathi

Abstract:

In this paper we present an enhanced noise reduction method for robust speech recognition using Adaptive Gain Equalizer with Non linear Spectral Subtraction. In Adaptive Gain Equalizer method (AGE), the input signal is divided into a number of subbands that are individually weighed in time domain, in accordance to the short time Signal-to-Noise Ratio (SNR) in each subband estimation at every time instant. Instead of focusing on suppression the noise on speech enhancement is focused. When analysis was done under various noise conditions for speech recognition, it was found that Adaptive Gain Equalizer method algorithm has an obvious failing point for a SNR of -5 dB, with inadequate levels of noise suppression for SNR less than this point. This work proposes the implementation of AGE when coupled with Non linear Spectral Subtraction (AGE-NSS) for robust speech recognition. The experimental result shows that out AGE-NSS performs the AGE when SNR drops below -5db level.

Keywords: Adaptive Gain Equalizer, Non Linear Spectral Subtraction, Speech Enhancement, and Speech Recognition.

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376 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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375 Human Growth Curve Estimation through a Combination of Longitudinal and Cross-sectional Data

Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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374 Bandwidth Estimation Algorithms for the Dynamic Adaptation of Voice Codec

Authors: Davide Pierattoni, Ivan Macor, Pier Luca Montessoro

Abstract:

In the recent years multimedia traffic and in particular VoIP services are growing dramatically. We present a new algorithm to control the resource utilization and to optimize the voice codec selection during SIP call setup on behalf of the traffic condition estimated on the network path. The most suitable methodologies and the tools that perform realtime evaluation of the available bandwidth on a network path have been integrated with our proposed algorithm: this selects the best codec for a VoIP call in function of the instantaneous available bandwidth on the path. The algorithm does not require any explicit feedback from the network, and this makes it easily deployable over the Internet. We have also performed intensive tests on real network scenarios with a software prototype, verifying the algorithm efficiency with different network topologies and traffic patterns between two SIP PBXs. The promising results obtained during the experimental validation of the algorithm are now the basis for the extension towards a larger set of multimedia services and the integration of our methodology with existing PBX appliances.

Keywords: Integrated voice-data communication, computernetwork performance, resource optimization.

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373 Identification of Aircraft Gas Turbine Engines Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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372 Identification of Aircraft Gas Turbine Engine's Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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371 Estimation of the Upper Tail Dependence Coefficient for Insurance Loss Data Using an Empirical Copula-Based Approach

Authors: Adrian O’Hagan, Robert McLoughlin

Abstract:

Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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370 A Hybrid Scheme for on-Line Diagnostic Decision Making Using Optimal Data Representation and Filtering Technique

Authors: Hyun-Woo Cho

Abstract:

The early diagnostic decision making in industrial processes is absolutely necessary to produce high quality final products. It helps to provide early warning for a special event in a process, and finding its assignable cause can be obtained. This work presents a hybrid diagnostic schmes for batch processes. Nonlinear representation of raw process data is combined with classification tree techniques. The nonlinear kernel-based dimension reduction is executed for nonlinear classification decision boundaries for fault classes. In order to enhance diagnosis performance for batch processes, filtering of the data is performed to get rid of the irrelevant information of the process data. For the diagnosis performance of several representation, filtering, and future observation estimation methods, four diagnostic schemes are evaluated. In this work, the performance of the presented diagnosis schemes is demonstrated using batch process data.

Keywords: Diagnostics, batch process, nonlinear representation, data filtering, multivariate statistical approach

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369 Recognition Machine (RM) for On-line and Isolated Flight Deck Officer (FDO) Gestures

Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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368 Discrete Estimation of Spectral Density for Alpha Stable Signals Observed with an Additive Error

Authors: R. Sabre, W. Horrigue, J. C. Simon

Abstract:

This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: Spectral density, stable processes, aliasing, periodogram.

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