Search results for: ISE Parameter Optimization.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2850

Search results for: ISE Parameter Optimization.

1470 Futures Trading: Design of a Strategy

Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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1469 Robust Adaptive Observer Design for Lipschitz Class of Nonlinear Systems

Authors: M. Pourgholi, V.J.Majd

Abstract:

This paper addresses parameter and state estimation problem in the presence of the perturbation of observer gain bounded input disturbances for the Lipschitz systems that are linear in unknown parameters and nonlinear in states. A new nonlinear adaptive resilient observer is designed, and its stability conditions based on Lyapunov technique are derived. The gain for this observer is derived systematically using linear matrix inequality approach. A numerical example is provided in which the nonlinear terms depend on unmeasured states. The simulation results are presented to show the effectiveness of the proposed method.

Keywords: Adaptive observer, linear matrix inequality, nonlinear systems, nonlinear observer, resilient observer, robust estimation.

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1468 Approach to Design of Composition of Current Concrete with Respect to Strength and Static Elasticity Modulus

Authors: Klara Krizova, Rudolf Hela

Abstract:

The paper reflects current state of popularization of static elasticity modulus of concrete. This parameter is undoubtedly very important for designing of concrete structures, and very often neglected and rarely determined before designing concrete technology itself. The paper describes assessment and comparison of four mix designs with almost constant dosage of individual components. The only difference is area of origin of small size fraction of aggregate 0/4. Development of compressive strength and static elasticity modulus at the age of 7, 28 and 180 days were observed. As the experiment showed, designing of individual components and their quality are the basic factor influencing elasticity modulus of current concrete.

Keywords: Concrete, Aggregate, Strength, Elasticity Modulus, Quality

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1467 Robust Variogram Fitting Using Non-Linear Rank-Based Estimators

Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean

Abstract:

In this paper numerous robust fitting procedures are considered in estimating spatial variograms. In spatial statistics, the conventional variogram fitting procedure (non-linear weighted least squares) suffers from the same outlier problem that has plagued this method from its inception. Even a 3-parameter model, like the variogram, can be adversely affected by a single outlier. This paper uses the Hogg-Type adaptive procedures to select an optimal score function for a rank-based estimator for these non-linear models. Numeric examples and simulation studies will demonstrate the robustness, utility, efficiency, and validity of these estimates.

Keywords: Asymptotic relative efficiency, non-linear rank-based, robust, rank estimates, variogram.

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1466 Comparative Kinetic Study on Alkylation of p-cresol with Tert-butyl Alcohol using Different SO3-H Functionalized Ionic Liquid Catalysts

Authors: Pandian Elavarasan, Kishore Kondamudi, Sreedevi Upadhyayula

Abstract:

Ionic liquids are well known as green solvents, reaction media and catalysis. Here, three different sulfonic acid functional ionic liquids prepared in the laboratory are used as catalysts in alkylation of p-cresol with tert-butyl alcohol. The kinetics on each of the catalysts was compared and a kinetic model was developed based on the product distribution over these catalysts. The kinetic parameters were estimated using Marquadt's algorithm to minimize the error function. The Arrhenius plots show a curvature which is best interpreted by the extended Arrhenius equation.

Keywords: Alkylation, p-cresol, tert-butyl alcohol, kinetics, activation parameter, extended Arrhenius equation.

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1465 Kinematic Analysis of a Novel Complex DoF Parallel Manipulator

Authors: M.A. Hosseini, P. Ebrahimi Naghani

Abstract:

In this research work, a novel parallel manipulator with high positioning and orienting rate is introduced. This mechanism has two rotational and one translational degree of freedom. Kinematics and Jacobian analysis are investigated. Moreover, workspace analysis and optimization has been performed by using genetic algorithm toolbox in Matlab software. Because of decreasing moving elements, it is expected much more better dynamic performance with respect to other counterpart mechanisms with the same degrees of freedom. In addition, using couple of cylindrical and revolute joints increased mechanism ability to have more extended workspace.

Keywords: Kinematics, Workspace, 3-CRS/PU, Parallel robot

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1464 Evolutionary Design of Polynomial Controller

Authors: R. Matousek, S. Lang, P. Minar, P. Pivonka

Abstract:

In the control theory one attempts to find a controller that provides the best possible performance with respect to some given measures of performance. There are many sorts of controllers e.g. a typical PID controller, LQR controller, Fuzzy controller etc. In the paper will be introduced polynomial controller with novel tuning method which is based on the special pole placement encoding scheme and optimization by Genetic Algorithms (GA). The examples will show the performance of the novel designed polynomial controller with comparison to common PID controller.

Keywords: Evolutionary design, Genetic algorithms, PID controller, Pole placement, Polynomial controller

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1463 RBF- based Meshless Method for Free Vibration Analysis of Laminated Composite Plates

Authors: Jeeoot Singh, Sandeep Singh, K. K. Shukla

Abstract:

The governing differential equations of laminated plate utilizing trigonometric shear deformation theory are derived using energy approach. The governing differential equations discretized by different radial basis functions are used to predict the free vibration behavior of symmetric laminated composite plates. Effect of orthotropy and span to thickness ratio on frequency parameter of simply supported laminated plate is presented. Numerical results show the accuracy and good convergence of radial basis functions.

Keywords: Composite plates, Meshfree method, free vibration, Shear deformation, RBFs

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1462 Studies on Automatic Measurement Technology for Surface Braided Angle of Three-Dimensional Braided Composite Material Performs

Authors: Na Li

Abstract:

This paper describes a new measuring algorithm for three-dimensional (3-D) braided composite material .Braided angle is an important parameter of braided composites. The objective of this paper is to present an automatic measuring system. In the paper, the algorithm is performed by using vcµ6.0 language on PC. An advanced filtered algorithm for image of 3-D braided composites material performs has been developed. The procedure is completely automatic and relies on the gray scale information content of the images and their local wavelet transform modulus maxims. Experimental results show that the proposed method is feasible. The algorithm was tested on both carbon-fiber and glass-fiber performs.

Keywords: Three-Dimensional composite material, Mathematical morphology.

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1461 Dual Solutions in Mixed Convection Boundary Layer Flow: A Stability Analysis

Authors: Anuar Ishak

Abstract:

The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, mixed convection, stability analysis.

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1460 Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation with Integral Boundary Conditions

Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

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1459 The Care Management Network as an Effective Intervention in Mitigating the Risks of Hypertension

Authors: Feng-Chuan Pan, Fang-Yue Liu

Abstract:

Hospitals in southern Hualien teamed with the Hypertension Joint Care Network. Working with the network, the team provided a special designed health education to the individual who had been identified as a hypertension patient in the outpatient department. Some metabolism improvements achieved. This is a retrospective study by purposively taking 106 patients from a hospital between 2008 and 2010. Records of before and after education intervention of the objects was collected and analyzed to see the how the intervention affected the patients- hypertension control via clinical parameter monitoring. The results showed that the clinical indicators, the LDL-C, the cholesterol and the systolic blood pressure were significantly improved. The study provides evidence for the effectiveness of the network in controlling hypertension.

Keywords: hypertension, joint care management network, cardiovascular diseases, metabolic syndrome.

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1458 Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints

Authors: Min Sun, Jing Liu

Abstract:

In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.

Keywords: variational inequality problems, alternating direction method, global convergence

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1457 A Compact Wearable Slot Antenna for LTE and WLAN Applications

Authors: Haider K. Raad

Abstract:

In this paper, a compact wide-band, ultra-thin and flexible slot antenna intended for wearable applications is presented. The presented antenna is designed to provide Wireless Local Area Network (WLAN) and Long Term Evolution (LTE) connectivity. The presented design exhibits a relatively wide bandwidth (1600-3500 MHz below -6 dB impedance bandwidth limit). The antenna is positioned on a 33 mm x 30 mm flexible substrate with a thickness of 50 µm. Antenna properties, such as the far-field radiation patterns, scattering parameter S11 are provided. The presented compact, thin and flexible design along with excellent radiation characteristics are deemed suitable for integration into flexible and wearable devices.

Keywords: Wearable Electronics, Slot Antenna, LTE, WLAN.

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1456 Delay and Energy Consumption Analysis of Conventional SRAM

Authors: Arash Azizi-Mazreah, Mohammad T. Manzuri Shalmani, Hamid Barati, Ali Barati

Abstract:

The energy consumption and delay in read/write operation of conventional SRAM is investigated analytically as well as by simulation. Explicit analytical expressions for the energy consumption and delay in read and write operation as a function of device parameters and supply voltage are derived. The expressions are useful in predicting the effect of parameter changes on the energy consumption and speed as well as in optimizing the design of conventional SRAM. HSPICE simulation in standard 0.25μm CMOS technology confirms precision of analytical expressions derived from this paper.

Keywords: Read energy consumption, write energy consumption, read delay, write delay.

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1455 Generalized Mean-field Theory of Phase Unwrapping via Multiple Interferograms

Authors: Yohei Saika

Abstract:

On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.

Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, statistical mechanics.

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1454 Automated Knowledge Engineering

Authors: Sandeep Chandana, Rene V. Mayorga, Christine W. Chan

Abstract:

This article outlines conceptualization and implementation of an intelligent system capable of extracting knowledge from databases. Use of hybridized features of both the Rough and Fuzzy Set theory render the developed system flexibility in dealing with discreet as well as continuous datasets. A raw data set provided to the system, is initially transformed in a computer legible format followed by pruning of the data set. The refined data set is then processed through various Rough Set operators which enable discovery of parameter relationships and interdependencies. The discovered knowledge is automatically transformed into a rule base expressed in Fuzzy terms. Two exemplary cancer repository datasets (for Breast and Lung Cancer) have been used to test and implement the proposed framework.

Keywords: Knowledge Extraction, Fuzzy Sets, Rough Sets, Neuro–Fuzzy Systems, Databases

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1453 Surgery Scheduling Using Simulation with Arena

Authors: J. A. López, C.I. López, J.E. Olguín, C. Camargo, J. M. López

Abstract:

The institutions seek to improve their performance and quality of service, so that their patients are satisfied. This research project aims, conduct a time study program in the area of gynecological surgery, to determine the current level of capacity and optimize the programming time in order to adequately respond to demand. The system is analyzed by waiting lines and uses the simulation using ARENA to evaluate proposals for improvement and optimization programming time each of the surgeries.

Keywords: Time study, waiting lines, reducing time, simulation.

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1452 Feedback-Controlled Server for Scheduling Aperiodic Tasks

Authors: Shinpei Kato, Nobuyuki Yamasaki

Abstract:

This paper proposes a scheduling scheme using feedback control to reduce the response time of aperiodic tasks with soft real-time constraints. We design an algorithm based on the proposed scheduling scheme and Total Bandwidth Server (TBS) that is a conventional server technique for scheduling aperiodic tasks. We then describe the feedback controller of the algorithm and give the control parameter tuning methods. The simulation study demonstrates that the algorithm can reduce the mean response time up to 26% compared to TBS in exchange for slight deadline misses.

Keywords: Real-Time Systems, Aperiodic Task Scheduling, Feedback-Control Scheduling, Total Bandwidth Server.

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1451 The Link between Ergonomics and Occupational Diseases

Authors: Kateřina Sekulová, Michal Šimon

Abstract:

Ergonomics is a useful tool for creating a healthy and safe workplace. The long-term action of harmful conditions on the health of workers is the emergence of occupational disease, and the firm-s increased compensation costs associated with these diseases, but is also the loss of time needed for educating and including new workers in the work process. The article deals with the link of ergonomics to occupational diseases, factors which influence these diseases. In the conclusion, a model is described to help reduce the risk of selected occupational diseases using ergonomic principles and knowledge.

Keywords: ergonomics, occupational diseases, optimization, workplace health

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1450 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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1449 Design and Bandwidth Allocation of Embedded ATM Networks using Genetic Algorithm

Authors: H. El-Madbouly

Abstract:

In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.

Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.

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1448 Mechanical Buckling of Functionally Graded Engesser-Timoshenko Beams Located on a Continuous Elastic Foundation

Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies mechanical buckling of functionally graded beams subjected to axial compressive load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. Applying the Hamilton's principle, the equilibrium equation is established. The influences of dimensionless geometrical parameter, functionally graded index and foundation coefficient on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Mechanical Buckling, Functionally graded beam- Engesser-Timoshenko beam theory

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1447 An Ecological Model for Three Species with Crowley–Martin Functional Response

Authors: Randhir Singh Baghel, Govind Shay Sharma

Abstract:

In this paper, we explore an ecosystem that contains a three-species food chain. The first and second species are in competition with one another for resources. However, the third species plays an important role in providing non-linear Crowley-Martin functional support for the first species. Additionally, the third species consumes the second species in a linear fashion, taking advantage of the available resources. This intricate balance ensures the survival of all three species in the ecosystem. A set of non-linear isolated first-order differential equations establish this model. We examine the system's stability at all potential equilibrium locations using the perturbed technique. Furthermore, by spending a lot of time observing the species in their natural habitat, the numerical illustrations at suitable parameter values for the model are shown.

Keywords: Competition, predator, response function, local stability, numerical simulations.

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1446 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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1445 Online Measurement of Fuel Stack Elongation

Authors: Sung Ho Ahn, Jintae Hong, Chang Young Joung, Tae Ho Yang, Sung Ho Heo, Seo Yun Jang

Abstract:

The performances of nuclear fuels and materials are qualified at an irradiation system in research reactors operating under the commercial nuclear power plant conditions. Fuel centerline temperature, coolant temperature, neutron flux, deformations of fuel stack and swelling are important parameters needed to analyze the nuclear fuel performances. The dimensional stability of nuclear fuels is a key parameter measuring the fuel densification and swelling. In this study, the fuel stack elongation is measured using a LVDT. A mockup LVDT instrumented fuel rod is developed. The performances of mockup LVDT instrumented fuel rod is evaluated by experiments.

Keywords: Axial deformation, elongation measurement, in-pile instrumentation, LVDT.

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1444 Effect of Thermal Radiation on Temperature Variation in 2-D Stagnation-Point flow

Authors: Vai Kuong Sin

Abstract:

Non-isothermal stagnation-point flow with consideration of thermal radiation is studied numerically. A set of partial differential equations that governing the fluid flow and energy is converted into a set of ordinary differential equations which is solved by Runge-Kutta method with shooting algorithm. Dimensionless wall temperature gradient and temperature boundary layer thickness for different combinaton of values of Prandtl number Pr and radiation parameter NR are presented graphically. Analyses of results show that the presence of thermal radiation in the stagnation-point flow is to increase the temperature boundary layer thickness and decrease the dimensionless wall temperature gradient.

Keywords: Stagnation-point flow, Similarity solution, Thermal radiation.

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1443 Analysis of Social Network Using Clever Ant Colony Metaphor

Authors: Mohammad Al-Fayoumi, Soumya Banerjee, Jr., P. K. Mahanti

Abstract:

A social network is a set of people or organization or other social entities connected by some form of relationships. Analysis of social network broadly elaborates visual and mathematical representation of that relationship. Web can also be considered as a social network. This paper presents an innovative approach to analyze a social network using a variant of existing ant colony optimization algorithm called as Clever Ant Colony Metaphor. Experiments are performed and interesting findings and observations have been inferred based on the proposed model.

Keywords: Social Network, Ant Colony, Maximum Clique, Sub graph, Clever Ant colony.

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1442 Research on the Correlation of the Fluctuating Density Gradient of the Compressible Flows

Authors: Yasuo Obikane

Abstract:

This work is to study a roll of the fluctuating density gradient in the compressible flows for the computational fluid dynamics (CFD). A new anisotropy tensor with the fluctuating density gradient is introduced, and is used for an invariant modeling technique to model the turbulent density gradient correlation equation derived from the continuity equation. The modeling equation is decomposed into three groups: group proportional to the mean velocity, and that proportional to the mean strain rate, and that proportional to the mean density. The characteristics of the correlation in a wake are extracted from the results by the two dimensional direct simulation, and shows the strong correlation with the vorticity in the wake near the body. Thus, it can be concluded that the correlation of the density gradient is a significant parameter to describe the quick generation of the turbulent property in the compressible flows.

Keywords: Turbulence Modeling , Density Gradient Correlation, Compressible

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1441 Electron Filling Factor and Sunlight Concentration Effects on the Efficiency of Intermediate Band Solar Cell

Authors: Nima Es'haghi Gorji, Hossein Movla, Foozieh Sohrabi, Alireza Mottaghizadeh, Mohammad Houshmand, Hassan Babaei, Arash Nikniazi

Abstract:

For a determined intermediate band position, the effects of electron filling factor and sunlight concentration on the active region thickness and efficiency of the quantum-dot intermediate band solar cell are calculated. For each value of electron filling factor, the maximum point of efficiency obtained and resulted in the optimum thickness of the cell under three different sunlight concentrations. We show the importance of filling factor as a parameter to be more considered. The photon recycling effect eliminated in all calculations.

Keywords: Intermediate band, Sunlight concentration, Efficiency limits, Electron filling factor

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