Search results for: infinite series.
891 Gender Based Variability Time Series Complexity Analysis
Authors: Ramesh K. Sunkaria, Puneeta Marwaha
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Non linear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy normal sinus rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.
Keywords: Heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1766890 Forecasting US Dollar/Euro Exchange Rate with Genetic Fuzzy Predictor
Authors: R. Mechgoug, A. Titaouine
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Fuzzy systems have been successfully used for exchange rate forecasting. However, fuzzy system is very confusing and complex to be designed by an expert, as there is a large set of parameters (fuzzy knowledge base) that must be selected, it is not a simple task to select the appropriate fuzzy knowledge base for an exchange rate forecasting. The researchers often look the effect of fuzzy knowledge base on the performances of fuzzy system forecasting. This paper proposes a genetic fuzzy predictor to forecast the future value of daily US Dollar/Euro exchange rate time’s series. A range of methodologies based on a set of fuzzy predictor’s which allow the forecasting of the same time series, but with a different fuzzy partition. Each fuzzy predictor is built from two stages, where each stage is performed by a real genetic algorithm.
Keywords: Foreign exchange rate, time series forecasting, Fuzzy System, and Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1997889 Forecasting Issues in Energy Markets within a Reg-ARIMA Framework
Authors: Ilaria Lucrezia Amerise
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Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.Keywords: Forecasting problem, interval forecasts, time series, electricity prices, reg-plus-SARMA methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 811888 Chaos Theory and Application in Foreign Exchange Rates vs. IRR (Iranian Rial)
Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas
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Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.
Keywords: Chaos, Exchange Rate, Nonlinear Models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2476887 Efficient Spectral Analysis of Quasi Stationary Time Series
Authors: Khalid M. Aamir, Mohammad A. Maud
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Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.
Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1965886 Application of Stochastic Models to Annual Extreme Streamflow Data
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 722885 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models
Authors: Ramin Vafadary, Maryam Khanbaghi
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Forecasting electricity load is important for various purposes like planning, operation and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria namely, the Mean Absolute Error and Root Mean Square Error. The National Renewable Energy Laboratory (NREL) residential energy consumption data are used to train the models. The results of this study show that SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts we can improve the robustness of the models for 24 hour ahead electricity load forecasting.
Keywords: Bagging, Fbprophet, Holt-Winters, LSTM, Load Forecast, SARIMA, tensorflow probability, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 483884 High-Resolution 12-Bit Segmented Capacitor DAC in Successive Approximation ADC
Authors: Wee Leong Son, Hasmayadi Abdul Majid, Rohana Musa
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This paper study the segmented split capacitor Digital-to-Analog Converter (DAC) implemented in a differentialtype 12-bit Successive Approximation Analog-to-Digital Converter (SA-ADC). The series capacitance split array method employed as it reduced the total area of the capacitors required for high resolution DACs. A 12-bit regular binary array structure requires 2049 unit capacitors (Cs) while the split array needs 127 unit Cs. These results in the reduction of the total capacitance and power consumption of the series split array architectures as to regular binary-weighted structures. The paper will show the 12-bit DAC series split capacitor with 4-bit thermometer coded DAC architectures as well as the simulation and measured results.Keywords: Successive Approximation Register Analog-to- Digital Converter, SAR ADC, Low voltage ADC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9561883 Time Series Simulation by Conditional Generative Adversarial Net
Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto
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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.
Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1199882 Reduced Dynamic Time Warping for Handwriting Recognition Based on Multidimensional Time Series of a Novel Pen Device
Authors: Muzaffar Bashir, Jürgen Kempf
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The purpose of this paper is to present a Dynamic Time Warping technique which reduces significantly the data processing time and memory size of multi-dimensional time series sampled by the biometric smart pen device BiSP. The acquisition device is a novel ballpoint pen equipped with a diversity of sensors for monitoring the kinematics and dynamics of handwriting movement. The DTW algorithm has been applied for time series analysis of five different sensor channels providing pressure, acceleration and tilt data of the pen generated during handwriting on a paper pad. But the standard DTW has processing time and memory space problems which limit its practical use for online handwriting recognition. To face with this problem the DTW has been applied to the sum of the five sensor signals after an adequate down-sampling of the data. Preliminary results have shown that processing time and memory size could significantly be reduced without deterioration of performance in single character and word recognition. Further excellent accuracy in recognition was achieved which is mainly due to the reduced dynamic time warping RDTW technique and a novel pen device BiSP.Keywords: Biometric character recognition, biometric person authentication, biometric smart pen BiSP, dynamic time warping DTW, online-handwriting recognition, multidimensional time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2405881 Tensorial Transformations of Double Gai Sequence Spaces
Authors: N.Subramanian, U.K.Misra
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The precise form of tensorial transformations acting on a given collection of infinite matrices into another ; for such classical ideas connected with the summability field of double gai sequence spaces. In this paper the results are impose conditions on the tensor g so that it becomes a tensorial transformations from the metric space χ2 to the metric space C
Keywords: tensorial transformations, double gai sequences , double analytic, dual.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1146880 Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series
Authors: Chokri Slim
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The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.
Keywords: Neuro-fuzzy, Extended Kalman filter, nonlinear systems, financial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2011879 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey
Authors: Fatih Tosunoğlu, İbrahim Can
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The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3791878 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh
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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.
Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 799877 Fuzzy Time Series Forecasting Using Percentage Change as the Universe of Discourse
Authors: Meredith Stevenson, John E. Porter
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Since the pioneering work of Zadeh, fuzzy set theory has been applied to a myriad of areas. Song and Chissom introduced the concept of fuzzy time series and applied some methods to the enrollments of the University of Alabama. In recent years, a number of techniques have been proposed for forecasting based on fuzzy set theory methods. These methods have either used enrollment numbers or differences of enrollments as the universe of discourse. We propose using the year to year percentage change as the universe of discourse. In this communication, the approach of Jilani, Burney, and Ardil is modified by using the year to year percentage change as the universe of discourse. We use enrollment figures for the University of Alabama to illustrate our proposed method. The proposed method results in better forecasting accuracy than existing models.
Keywords: Fuzzy forecasting, fuzzy time series, fuzzified enrollments, time-invariant model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2503876 Stochastic Comparisons of Heterogeneous Samples with Homogeneous Exponential Samples
Authors: Nitin Gupta, Rakesh Kumar Bajaj
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In the present communication, stochastic comparison of a series (parallel) system having heterogeneous components with random lifetimes and series (parallel) system having homogeneous exponential components with random lifetimes has been studied. Further, conditions under which such a comparison is possible has been established.Keywords: Exponential distribution, Order statistics, Star ordering, Stochastic ordering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1564875 Analysis of Precipitation Time Series of Urban Centers of Northeastern Brazil using Wavelet Transform
Authors: Celso A. G. Santos, Paula K. M. M. Freire
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The urban centers within northeastern Brazil are mainly influenced by the intense rainfalls, which can occur after long periods of drought, when flood events can be observed during such events. Thus, this paper aims to study the rainfall frequencies in such region through the wavelet transform. An application of wavelet analysis is done with long time series of the total monthly rainfall amount at the capital cities of northeastern Brazil. The main frequency components in the time series are studied by the global wavelet spectrum and the modulation in separated periodicity bands were done in order to extract additional information, e.g., the 8 and 16 months band was examined by an average of all scales, giving a measure of the average annual variance versus time, where the periods with low or high variance could be identified. The important increases were identified in the average variance for some periods, e.g. 1947 to 1952 at Teresina city, which can be considered as high wet periods. Although, the precipitation in those sites showed similar global wavelet spectra, the wavelet spectra revealed particular features. This study can be considered an important tool for time series analysis, which can help the studies concerning flood control, mainly when they are applied together with rainfall-runoff simulations.Keywords: rainfall data, urban center, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2447874 In vitro Biological Activity of Some Synthesized Monoazo Heterocycles Based On Thiophene and Thiazolyl-Thiophene Analogues
Authors: M. E. Khalifa, A. A. Gobouri
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Potential synthesis of a series of 3-amino-4-arylazothiophene derivatives from reaction of 2-cyano-2-phenylthiocarbamoyl acetamide and the appropriate α-halogenated reagents, followed by coupling with different aryl diazonium salts (Japp-Klingemann reaction), and another series of 5-arylazo-thiazol-2-ylcarbamoyl-thiophene derivatives from base-catalyzed intramolecular condensation of 5-arylazo-2-(N-chloroacetyl)amino-thiazole with selected b-keto compounds (Thorpe-Ziegler reaction) was performed. The biological activity of the two series was studied in vitro. Their versatility for pharmaceutical purposes was reported, where they displayed remarkable activities against selected pathogenic microorganisms; Bacillus subtilis, Staphylococcus aureus (Gram positive bacteria), Escherichia coli, Pseudomonas aeruginosa (Gram negative bacteria), and Aspergillus flavus, Candida albicans (fungi) with various degrees related to their chemical structures.
Keywords: 2-Aminothiazole, antimicrobial, monoazo compounds, thiophene, pathogenic microorganisms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2229873 Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series
Authors: S. Mahmoodzadeh, J. Shahrabi, M. A. Torkamani, J. Sabaghzadeh Ghomi
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Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.Keywords: Chaos, Japanese candlestick, generalized box counting, strange attractor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2436872 Noise Performance of Millimeter-wave Silicon Based Mixed Tunneling Avalanche Transit Time(MITATT) Diode
Authors: Aritra Acharyya, Moumita Mukherjee, J. P. Banerjee
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A generalized method for small-signal simulation of avalanche noise in Mixed Tunneling Avalanche Transit Time (MITATT) device is presented in this paper where the effect of series resistance is taken into account. The method is applied to a millimeter-wave Double Drift Region (DDR) MITATT device based on Silicon to obtain noise spectral density and noise measure as a function of frequency for different values of series resistance. It is found that noise measure of the device at the operating frequency (122 GHz) with input power density of 1010 Watt/m2 is about 35 dB for hypothetical parasitic series resistance of zero ohm (estimated junction temperature = 500 K). Results show that the noise measure increases as the value of parasitic resistance increases.Keywords: Noise Analysis, Silicon MITATT, Admittancecharacteristics, Noise spectral density.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1606871 Numerical Inverse Laplace Transform Using Chebyshev Polynomial
Authors: Vinod Mishra, Dimple Rani
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In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.
Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1402870 Time Series Regression with Meta-Clusters
Authors: Monika Chuchro
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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.
Keywords: Clustering, Data analysis, Data mining, Predictive models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1951869 First Studies of the Influence of Single Gene Perturbations on the Inference of Genetic Networks
Authors: Frank Emmert-Streib, Matthias Dehmer
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Inferring the network structure from time series data is a hard problem, especially if the time series is short and noisy. DNA microarray is a technology allowing to monitor the mRNA concentration of thousands of genes simultaneously that produces data of these characteristics. In this study we try to investigate the influence of the experimental design on the quality of the result. More precisely, we investigate the influence of two different types of random single gene perturbations on the inference of genetic networks from time series data. To obtain an objective quality measure for this influence we simulate gene expression values with a biologically plausible model of a known network structure. Within this framework we study the influence of single gene knock-outs in opposite to linearly controlled expression for single genes on the quality of the infered network structure.Keywords: Dynamic Bayesian networks, microarray data, structure learning, Markov chain Monte Carlo.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1549868 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise
Authors: K. Kamalanand, P. Mannar Jawahar
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1988867 Artificial Neural Network Model for a Low Cost Failure Sensor: Performance Assessment in Pipeline Distribution
Authors: Asar Khan, Peter D. Widdop, Andrew J. Day, Aliaster S. Wood, Steve, R. Mounce, John Machell
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This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by sensors to construct an empirical model for time series prediction and classification of events. These two components have been installed, tested and verified in an experimental site in a UK water distribution system. Verification of the system has been achieved from a series of simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network management.Keywords: Detection, leakage, neural networks, sensors, water distribution networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1744866 Incorporation of SVS CBVLC Supplementary Controller for Damping SSR in Power System
Authors: Narendra Kumar, Sanjiv Kumar
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Static VAR System (SVS) is a kind of FACTS device which is used in power system primarily for the purpose of voltage and reactive power control. In this paper presents a systematic approach for designing SVS supplementary controller, which is used to improve the damping of power system oscillation. The combined bus voltage and line current (CBVLC) supplementary controller has been developed and incorporated in the SVS control system located at the middle of the series compensated long transmission line. Damping of torsional stresses due to subsynchronous resonance resulting from series capacitive compensation using CBVLC is investigated in this paper. Simulation results are carried out with MATLAB/Simulink on the IEEE first benchmark model (FBM). The simulation results show that the oscillations are satisfactorily damped out by the SVS supplementary controller. Time domain simulation is performed on power system and the results demonstrate the effectiveness of the proposed controller.
Keywords: Bus voltage and line current (BVLC), series compensation, sub synchronous resonance (SSR), supplementary controller, eigenvalue investigation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1848865 Prediction of Research Topics Using Ensemble of Best Predictors from Similar Dataset
Authors: Indra Budi, Rizal Fathoni Aji, Agus Widodo
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Prediction of future research topics by using time series analysis either statistical or machine learning has been conducted previously by several researchers. Several methods have been proposed to combine the forecasting results into single forecast. These methods use fixed combination of individual forecast to get the final forecast result. In this paper, quite different approach is employed to select the forecasting methods, in which every point to forecast is calculated by using the best methods used by similar validation dataset. The dataset used in the experiment is time series derived from research report in Garuda, which is an online sites belongs to the Ministry of Education in Indonesia, over the past 20 years. The experimental result demonstrates that the proposed method may perform better compared to the fix combination of predictors. In addition, based on the prediction result, we can forecast emerging research topics for the next few years.
Keywords: Combination, emerging topics, ensemble, forecasting, machine learning, prediction, research topics, similarity measure, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2124864 New Class of Chaotic Mappings in Symbol Space
Authors: Inese Bula
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Symbolic dynamics studies dynamical systems on the basis of the symbol sequences obtained for a suitable partition of the state space. This approach exploits the property that system dynamics reduce to a shift operation in symbol space. This shift operator is a chaotic mapping. In this article we show that in the symbol space exist other chaotic mappings.
Keywords: Infinite symbol space, prefix metric, chaotic mapping, generator function, jump mapping.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1517863 Two-dimensional Differential Transform Method for Solving Linear and Non-linear Goursat Problem
Authors: H. Taghvafard, G. H. Erjaee
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A method for solving linear and non-linear Goursat problem is given by using the two-dimensional differential transform method. The approximate solution of this problem is calculated in the form of a series with easily computable terms and also the exact solutions can be achieved by the known forms of the series solutions. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. Several examples are given to demonstrate the reliability and the performance of the presented method.Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2384862 Optimal Control for Coordinated Control of SVeC and PSS Damping Controllers
Authors: K. Himaja, T. S. Surendra, S. Tara Kalyani
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In this article, Optimal Control for Coordinated Control (COC) of Series Vectorial Compensator (SVeC) and Power System Stabilizer (PSS) in order to damp Low Frequency Oscillations (LFO) is proposed. SVeC is a series Flexible Alternating Current Transmission System (FACTS) device. The Optimal Control strategy based on state feedback control for coordination of PSS and SVeC controllers under different loading conditions has not been developed. So, the Optimal State Feedback Controller (OSFC) for incorporating of PSS and SVeC controllers in COC manner has been developed in this paper. The performance of the proposed controller is checked through eigenvalue analysis and nonlinear time domain simulation results. The proposed Optimal Controller design for the COC of SVeC and PSS results will be analyzed without controller. The comparative results show that Optimal Controller for COC of SVeC and PSSs improve greatly the system damping LFO than without controller.Keywords: Coordinated control, damping controller, optimal state feedback controller, power system stabilizer, series vectorial compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 763