Search results for: Particle Swarm Optimization algorithm

Authors: Kazuyoshi Mori, Keisuke Hashimoto

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In this paper, we consider the two-stage compensator designs of SISO plants. As an investigation of the characteristics of the two-stage compensator designs, which is not well investigated yet, of SISO plants, we implement three dimensional visualization systems of output signals and optimization system for SISO plants by the parametrization of stabilizing controllers based on the two-stage compensator design. The system runs on Mathematica by using “Three Dimensional Surface Plots,” so that the visualization can be interactively manipulated by users. In this paper, we use the discrete-time LTI system model. Even so, our approach is the factorization approach, so that the result can be applied to many linear models.

Keywords: Linear systems, visualization, optimization, two-Stage compensator design, Mathematica.

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Authors: Kavi K. Khedo, R. K. Subramanian

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Wireless sensor networks (WSN) are currently receiving significant attention due to their unlimited potential. These networks are used for various applications, such as habitat monitoring, automation, agriculture, and security. The efficient nodeenergy utilization is one of important performance factors in wireless sensor networks because sensor nodes operate with limited battery power. In this paper, we proposed the MiSense hierarchical cluster based routing algorithm (MiCRA) to extend the lifetime of sensor networks and to maintain a balanced energy consumption of nodes. MiCRA is an extension of the HEED algorithm with two levels of cluster heads. The performance of the proposed protocol has been examined and evaluated through a simulation study. The simulation results clearly show that MiCRA has a better performance in terms of lifetime than HEED. Indeed, MiCRA our proposed protocol can effectively extend the network lifetime without other critical overheads and performance degradation. It has been noted that there is about 35% of energy saving for MiCRA during the clustering process and 65% energy savings during the routing process compared to the HEED algorithm.

Keywords: Clustering algorithm, energy consumption, hierarchical model, sensor networks.

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Authors: El Mahdi Barrah, Said Safi, Abdessamad Malaoui

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In this paper, we present an algorithm for reconstruction from incomplete 2D scans for tifinagh characters. This algorithm is based on using correlation between the lost block and its neighbors. This system proposed contains three main parts: pre-processing, features extraction and recognition. In the first step, we construct a database of tifinagh characters. In the second step, we will apply “shape analysis algorithm”. In classification part, we will use Neural Network. The simulation results demonstrate that the proposed method give good results.

Keywords: Tifinagh character recognition, Neural networks, Local cost computation.

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Authors: Qing Zhang, Jiachen Nie, Yujia Wen, Guanyuan Kou, Peng Yu, Kun Xia, Qin Yang, Li Ding

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Background: A facility layout problem (FLP) is an NP-complete (non-deterministic polynomial) problem, for which is hard to obtain an exact optimal solution. FLP has been widely studied in various limited spaces and workflows. For example, cafeterias with many types of equipment for troops cause chaotic processes when dining. Objective: This article tried to optimize the layout of a troops’ cafeteria and to improve the overall efficiency of the dining process. Methods: First, the original cafeteria layout design scheme was analyzed from an ergonomic perspective and two new design schemes were generated. Next, three facility layout models were designed, and further simulation was applied to compare the total time and density of troops between each scheme. Last, an experiment of the dining process with video observation and analysis verified the simulation results. Results: In a simulation, the dining time under the second new layout is shortened by 2.25% and 1.89% (p<0.0001, p=0.0001) compared with the other two layouts, while troops-flow density and interference both greatly reduced in the two new layouts. In the experiment, process completing time and the number of interferences reduced as well, which verified corresponding simulation results. Conclusion: Our two new layout schemes are tested to be optimal by a series of simulation and space experiments. In future research, similar approaches could be applied when taking layout-design algorithm calculation into consideration.

Keywords: Troops’ cafeteria, layout optimization, dining efficiency, AnyLogic simulation, field experiment

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Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, Daniel Vélez-Díaz, Edith Olaco García

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In this paper, we present the use of the discriminant analysis to select evolutionary algorithms that better solve instances of the vehicle routing problem with time windows. We use indicators as independent variables to obtain the classification criteria, and the best algorithm from the generic genetic algorithm (GA), random search (RS), steady-state genetic algorithm (SSGA), and sexual genetic algorithm (SXGA) as the dependent variable for the classification. The discriminant classification was trained with classic instances of the vehicle routing problem with time windows obtained from the Solomon benchmark. We obtained a classification of the discriminant analysis of 66.7%.

Keywords: Intelligent transportation systems, data-mining techniques, evolutionary algorithms, discriminant analysis, machine learning.

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Authors: Partha P. Gopmandal, S. Bhattacharyya

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We have studied the migration of a charged permeable aggregate in electrolyte under the influence of an axial electric field and pressure gradient. The migration of the positively charged aggregate leads to a deformation of the anionic cloud around it. The hydrodynamics of the aggregate is governed by the interaction of electroosmotic flow in and around the particle, hydrodynamic friction and electric force experienced by the aggregate. We have computed the non-linear Nernest-Planck equations coupled with the Dracy- Brinkman extended Navier-Stokes equations and Poisson equation for electric field through a finite volume method. The permeability of the aggregate enable the counterion penetration. The penetration of counterions depends on the volume charge density of the aggregate and ionic concentration of electrolytes at a fixed field strength. The retardation effect due to the double layer polarization increases the drag force compared to an uncharged aggregate. Increase in migration sped from the electrophretic velocity of the aggregate produces further asymmetry in charge cloud and reduces the electric body force exerted on the particle. The permeability of the particle have relatively little influence on the electric body force when Double layer is relatively thin. The impact of the key parameters of electrokinetics on the hydrodynamics of the aggregate is analyzed.

Keywords: Electrophoresis, Advective flow, Polarization effect, Numerical solution.

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Authors: Wong Poh Lee, Mohd. Azam Osman, Abdullah Zawawi Talib, Ahmad Izani Md. Ismail

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Traffic congestion has become a major problem in many countries. One of the main causes of traffic congestion is due to road merges. Vehicles tend to move slower when they reach the merging point. In this paper, an enhanced algorithm for traffic simulation based on the fluid-dynamic algorithm and kinematic wave theory is proposed. The enhanced algorithm is used to study traffic congestion at a road merge. This paper also describes the development of a dynamic traffic simulation tool which is used as a scenario planning and to forecast traffic congestion level in a certain time based on defined parameter values. The tool incorporates the enhanced algorithm as well as the two original algorithms. Output from the three above mentioned algorithms are measured in terms of traffic queue length, travel time and the total number of vehicles passing through the merging point. This paper also suggests an efficient way of reducing traffic congestion at a road merge by analyzing the traffic queue length and travel time.

Keywords: Dynamic, fluid-dynamic, kinematic wave theory, simulation, traffic congestion.

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Authors: H. B. Kekre, Tanuja K. Sarode, Bhakti Raul

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In this paper we propose segmentation approach based on Vector Quantization technique. Here we have used Kekre-s fast codebook generation algorithm for segmenting low-altitude aerial image. This is used as a preprocessing step to form segmented homogeneous regions. Further to merge adjacent regions color similarity and volume difference criteria is used. Experiments performed with real aerial images of varied nature demonstrate that this approach does not result in over segmentation or under segmentation. The vector quantization seems to give far better results as compared to conventional on-the-fly watershed algorithm.

Keywords: Image Segmentation, , Codebook, Codevector, data compression, Encoding

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Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

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The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: Clustering algorithm, potential function, speech signal, the UBSS model.

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Authors: M. Zerikat, M. Bendjebbar, N. Benouzza

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In this paper, a novel approach for robust trajectory tracking of induction motor drive is presented. By combining variable structure systems theory with fuzzy logic concept and neural network techniques, a new algorithm is developed. Fuzzy logic was used for the adaptation of the learning algorithm to improve the robustness of learning and operating of the neural network. The developed control algorithm is robust to parameter variations and external influences. It also assures precise trajectory tracking with the prescribed dynamics. The algorithm was verified by simulation and the results obtained demonstrate the effectiveness of the designed controller of induction motor drives which considered as highly non linear dynamic complex systems and variable characteristics over the operating conditions.

Keywords: Induction motor, fuzzy-logic control, neural network control, indirect field oriented control.

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Authors: Nathar Shah, Bu Kiat Seng

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Mobile application development is different from regular application development due to the hardware resource limitations existed in the mobile platforms. In the mobile environment, the application needs to be optimized by the developer to produce optimal software with least overhead. This study discussed about performance optimization techniques that are employed in general application development, and how such techniques are performing on mobile platforms through some empirical evaluations on a mobile emulator, Nokia X3-02 and Nokia C5-03devices. The scope of the work is only confined to mobile platform based on Java Mobile edition architecture. The empirical results showed that techniques such as loop unrolling, dependency chain, and linearized getter and setter performed better by a factor of 3 to 7. Whereas declaration and initialization on the same line or separate line did not improve the performance.

Keywords: Optimization Techniques, Mobile Applications, Performance Evaluation, J2ME, Empirical Experiments

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Authors: Kazunori Kojima, Masaaki Ishigame, Goutam Chakraborty, Hiroshi Hatsuo, Shozo Makino

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In most of the popular implementation of Parallel GAs the whole population is divided into a set of subpopulations, each subpopulation executes GA independently and some individuals are migrated at fixed intervals on a ring topology. In these studies, the migrations usually occur 'synchronously' among subpopulations. Therefore, CPUs are not used efficiently and the communication do not occur efficiently either. A few studies tried asynchronous migration but it is hard to implement and setting proper parameter values is difficult. The aim of our research is to develop a migration method which is easy to implement, which is easy to set parameter values, and which reduces communication traffic. In this paper, we propose a traffic reduction method for the Asynchronous Parallel Distributed GA by migration of elites only. This is a Server-Client model. Every client executes GA on a subpopulation and sends an elite information to the server. The server manages the elite information of each client and the migrations occur according to the evolution of sub-population in a client. This facilitates the reduction in communication traffic. To evaluate our proposed model, we apply it to many function optimization problems. We confirm that our proposed method performs as well as current methods, the communication traffic is less, and setting of the parameters are much easier.

Keywords: Parallel Distributed Genetic Algorithm (PDGA), asynchronousPDGA, Server-Client configuration, Elite Migration

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Authors: Kero T., Söderberg R., Andersson M., Lindkvist L.

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The introduction of mass-customization has enabled new ways to treat patients within medicine. However, the introduction of industrialized treatments has also meant new obstacles. The purpose of this study was to introduce and theoretically test a method for improving dental crown fit. The optimization method allocates support points in order to check the final variation for dental crowns. Three different types of geometries were tested and compared. The three geometries were also divided into three sub-geometries: Current method, Optimized method and Feasible method. The Optimized method, using the whole surface for support points, provided the best results. The results support the objective of the study. It also seems that the support optimization method can dramatically improve the robustness of dental crown treatments.

Keywords: Bio-medicine, Dentistry, Mass-customization, Optimization and Robust design.

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Authors: J. G. Batista, T. S. Santiago, E. A. Ribeiro, ¬G. A. P. Thé

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This work deals with parameter identification of permanent magnet motors, a class of ac motor which is particularly important in industrial automation due to characteristics like applications high performance, are very attractive for applications with limited space and reducing the need to eliminate because they have reduced size and volume and can operate in a wide speed range, without independent ventilation. By using experimental data and genetic algorithm we have been able to extract values for both the motor inductance and the electromechanical coupling constant, which are then compared to measure and/or expected values.

Keywords: Modeling, AC servomotor, Permanent Magnet Synchronous Motor-PMSM, Genetic Algorithm, Vector Control, Robotic Manipulator, Control.

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Authors: Zhang Xiaodong, Tang Zixin, Liu Xin

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In order to avoid self-collision of space manipulators during operation process, a real-time detection method is proposed in this paper. The manipulator is fitted into a cylinder-enveloping surface, and then, a kind of detection algorithm of collision between cylinders is analyzed. The collision model of space manipulator self-links can be detected by using this algorithm in real-time detection during the operation process. To ensure security of the operation, a safety threshold is designed. The simulation and experiment results verify the effectiveness of the proposed algorithm for a 7-DOF space manipulator.

Keywords: Space manipulator, Collision detection, Self-collision, the real-time collision detection.

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Authors: M. Derakhshanfar, B. Minaei-Bidgoli

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Spatial trends are one of the valuable patterns in geo databases. They play an important role in data analysis and knowledge discovery from spatial data. A spatial trend is a regular change of one or more non spatial attributes when spatially moving away from a start object. Spatial trend detection is a graph search problem therefore heuristic methods can be good solution. Artificial immune system (AIS) is a special method for searching and optimizing. AIS is a novel evolutionary paradigm inspired by the biological immune system. The models based on immune system principles, such as the clonal selection theory, the immune network model or the negative selection algorithm, have been finding increasing applications in fields of science and engineering. In this paper, we develop a novel immunological algorithm based on clonal selection algorithm (CSA) for spatial trend detection. We are created neighborhood graph and neighborhood path, then select spatial trends that their affinity is high for antibody. In an evolutionary process with artificial immune algorithm, affinity of low trends is increased with mutation until stop condition is satisfied.

Keywords: Spatial Data Mining, Spatial Trend Detection, Heuristic Methods, Artificial Immune System, Clonal Selection Algorithm (CSA)

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Authors: D. P. Sharma, A. Chaturvedi, G.Purohit , R.Shivarudraswamy

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In today scenario, to meet enhanced demand imposed by domestic, commercial and industrial consumers, various operational & control activities of Radial Distribution Network (RDN) requires a focused attention. Irrespective of sub-domains research aspects of RDN like network reconfiguration, reactive power compensation and economic load scheduling etc, network performance parameters are usually estimated by an iterative process and is commonly known as load (power) flow algorithm. In this paper, a simple mechanism is presented to implement the load flow analysis (LFA) algorithm. The reported algorithm utilizes graph theory principles and is tested on a 69- bus RDN.

Keywords: Radial Distribution network, Graph, Load-flow, Array.

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Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

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A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

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Authors: Basant Kumar, Animesh Anand, S.P. Singh, Anand Mohan

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This paper presents a new spread-spectrum watermarking algorithm for digital images in discrete wavelet transform (DWT) domain. The algorithm is applied for embedding watermarks like patient identification /source identification or doctors signature in binary image format into host digital radiological image for potential telemedicine applications. Performance of the algorithm is analysed by varying the gain factor, subband decomposition levels, and size of watermark. Simulation results show that the proposed method achieves higher watermarking capacity.

Keywords: Watermarking, spread-spectrum, discrete wavelettransform, telemedicine

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Authors: Saad Nahi Saleh

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This paper presents the prediction of air flow, humidity and temperature patterns in a co-current pilot plant spray dryer fitted with a pressure nozzle using a three dimensional model. The modelling was done with a Computational Fluid Dynamic package (Fluent 6.3), in which the gas phase is modelled as continuum using the Euler approach and the droplet/ particle phase is modelled by the Discrete Phase model (Lagrange approach).Good agreement was obtained with published experimental data where the CFD simulation correctly predicts a fast downward central flowing core and slow recirculation zones near the walls. In this work, the effects of the air flow pattern on droplets trajectories, residence time distribution of droplets and deposition of the droplets on the wall also were investigated where atomizing of maltodextrin solution was used.

Keywords: Spray, CFD, multiphase, drying, droplet, particle.

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Authors: Emanuele Stomeo, Tatiana Kalganova, Cyrille Lambert

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Evolvable hardware (EHW) is a developing field that applies evolutionary algorithm (EA) to automatically design circuits, antennas, robot controllers etc. A lot of research has been done in this area and several different EAs have been introduced to tackle numerous problems, as scalability, evolvability etc. However every time a specific EA is chosen for solving a particular task, all its components, such as population size, initialization, selection mechanism, mutation rate, and genetic operators, should be selected in order to achieve the best results. In the last three decade the selection of the right parameters for the EA-s components for solving different “test-problems" has been investigated. In this paper the behaviour of mutation rate for designing logic circuits, which has not been done before, has been deeply analyzed. The mutation rate for an EHW system modifies the number of inputs of each logic gates, the functionality (for example from AND to NOR) and the connectivity between logic gates. The behaviour of the mutation has been analyzed based on the number of generations, genotype redundancy and number of logic gates for the evolved circuits. The experimental results found provide the behaviour of the mutation rate during evolution for the design and optimization of simple logic circuits. The experimental results propose the best mutation rate to be used for designing combinational logic circuits. The research presented is particular important for those who would like to implement a dynamic mutation rate inside the evolutionary algorithm for evolving digital circuits. The researches on the mutation rate during the last 40 years are also summarized.

Keywords: Design of logic circuit, evolutionary computation, evolvable hardware, mutation rate.

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Authors: A. R. Malekpour, A.R. Seifi

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This paper discusses a genetic algorithm (GA) based optimal load shedding that can apply for electrical distribution networks with and without dispersed generators (DG). Also, the proposed method has the ability for considering constant and variable capacity deficiency caused by unscheduled outages in the bulked generation and transmission system of bulked power supply. The genetic algorithm (GA) is employed to search for the optimal load shedding strategy in distribution networks considering DGs in two cases of constant and variable modelling of bulked power supply of distribution networks. Electrical power distribution systems have a radial network and unidirectional power flows. With the advent of dispersed generations, the electrical distribution system has a locally looped network and bidirectional power flows. Therefore, installed DG in the electrical distribution systems can cause operational problems and impact on existing operational schemes. Introduction of DGs in electrical distribution systems has introduced many new issues in operational and planning level. Load shedding as one of operational issue has no exempt. The objective is to minimize the sum of curtailed load and also system losses within the frame-work of system operational and security constraints. The proposed method is tested on a radial distribution system with 33 load points for more practical applications.

Keywords: DG, Load shedding, Optimization, Capacity Deficiency Modelling.

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Authors: Andrea Tundis, Carlos García Cordero, Rolf Egert, Alfredo Garro, Max Mühlhäuser

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Resilience is an important system property that relies on the ability of a system to automatically recover from a degraded state so as to continue providing its services. Resilient systems have the means of detecting faults and failures with the added capability of automatically restoring their normal operations. Mastering resilience in the domain of Cyber-Physical Systems is challenging due to the interdependence of hybrid hardware and software components, along with physical limitations, laws, regulations and standards, among others. In order to overcome these challenges, this paper presents a modeling approach, based on the concept of Dynamic Cells, tailored to the management of Smart Grids. Additionally, a heuristic algorithm that works on top of the proposed modeling approach, to find resilient configurations, has been defined and implemented. More specifically, the model supports a flexible representation of Smart Grids and the algorithm is able to manage, at different abstraction levels, the resource consumption of individual grid elements on the presence of failures and faults. Finally, the proposal is evaluated in a test scenario where the effectiveness of such approach, when dealing with complex scenarios where adequate solutions are difficult to find, is shown.

Keywords: Cyber-physical systems, energy management, optimization, smart grids, self-healing, resilience, security.

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Authors: Alireza Gholami, Amir H. D. Markazi

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In this paper, an observer-based direct adaptive fuzzy sliding mode (OAFSM) algorithm is proposed. In the proposed algorithm, the zero-input dynamics of the plant could be unknown. The input connection matrix is used to combine the sliding surfaces of individual subsystems, and an adaptive fuzzy algorithm is used to estimate an equivalent sliding mode control input directly. The fuzzy membership functions, which were determined by time consuming try and error processes in previous works, are adjusted by adaptive algorithms. The other advantage of the proposed controller is that the input gain matrix is not limited to be diagonal, i.e. the plant could be over/under actuated provided that controllability and observability are preserved. An observer is constructed to directly estimate the state tracking error, and the nonlinear part of the observer is constructed by an adaptive fuzzy algorithm. The main advantage of the proposed observer is that, the measured outputs is not limited to the first entry of a canonical-form state vector. The closed-loop stability of the proposed method is proved using a Lyapunov-based approach. The proposed method is applied numerically on a multi-link robot manipulator, which verifies the performance of the closed-loop control. Moreover, the performance of the proposed algorithm is compared with some conventional control algorithms.

Keywords: Adaptive algorithm, fuzzy systems, membership functions, observer.

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Authors: V.P.Subramanyam Rallabandi, S.K.Sett

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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.

Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.

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Authors: M. Hosseinzadeh, S. A. Zamani, A. Taheri

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During the last few years, several sheet hydroforming processes have been introduced. Despite the advantages of these methods, they have some limitations. Of the processes, the two main ones are the standard hydroforming and hydromechanical deep drawing. A new sheet hydroforming die set was proposed that has the advantages of both processes and eliminates their limitations. In this method, a polyurethane plate was used as a part of the die-set to control the blank holder force. This paper outlines the Taguchi optimization methodology, which is applied to optimize the effective parameters in forming cylindrical cups by the new die set of sheet hydroforming process. The process parameters evaluated in this research are polyurethane hardness, polyurethane thickness, forming pressure path and polyurethane hole diameter. The design of experiments based upon L9 orthogonal arrays by Taguchi was used and analysis of variance (ANOVA) was employed to analyze the effect of these parameters on the forming pressure. The analysis of the results showed that the optimal combination for low forming pressure is harder polyurethane, bigger diameter of polyurethane hole and thinner polyurethane. Finally, the confirmation test was derived based on the optimal combination of parameters and it was shown that the Taguchi method is suitable to examine the optimization process.

Keywords: Sheet Hydroforming, Optimization, Taguchi Method

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Authors: S. Vural, H. Yamauchi

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Current systems for face recognition techniques often use either SVM or Adaboost techniques for face detection part and use PCA for face recognition part. In this paper, we offer a novel method for not only a powerful face detection system based on Six-segment-filters (SSR) and Adaboost learning algorithms but also for a face recognition system. A new exclusive face detection algorithm has been developed and connected with the recognition algorithm. As a result of it, we obtained an overall high-system performance compared with current systems. The proposed algorithm was tested on CMU, FERET, UNIBE, MIT face databases and significant performance has obtained.

Keywords: Adaboost, Face Detection, Face recognition, SVM, Gabor filters, PCA-ICA.

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Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

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A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance. Therefore, in this paper, we introduce a new approach aimed to solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that 2PO outperform the original algorithms in terms of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

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Authors: Khaled M.EL-Naggar

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In power systems, protective relays must filter their inputs to remove undesirable quantities and retain signal quantities of interest. This job must be performed accurate and fast. A new method for filtering the undesirable components such as DC and harmonic components associated with the fundamental system signals. The method is s based on a dynamic filtering algorithm. The filtering algorithm has many advantages over some other classical methods. It can be used as dynamic on-line filter without the need of parameters readjusting as in the case of classic filters. The proposed filter is tested using different signals. Effects of number of samples and sampling window size are discussed. Results obtained are presented and discussed to show the algorithm capabilities.

Keywords: Protection, DC-offset, Dynamic Filter, Estimation.

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Authors: Satjaporn Tungsong, Gun Srijuntongsiri

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This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs

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