Search results for: stochastic signals.

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

Abstract:

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

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

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Authors: Turgay Temel, John Hallam

Abstract:

A recent neurospiking coding scheme for feature extraction from biosonar echoes of various plants is examined with avariety of stochastic classifiers. Feature vectors derived are employedin well-known stochastic classifiers, including nearest-neighborhood,single Gaussian and a Gaussian mixture with EM optimization.Classifiers' performances are evaluated by using cross-validation and bootstrapping techniques. It is shown that the various classifers perform equivalently and that the modified preprocessing configuration yields considerably improved results.

Keywords: Classification, neuro-spike coding, non-parametricmodel, parametric model, Gaussian mixture, EM algorithm.

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Authors: S. Chadsuthi, W. Triampo, C. Modchang, P. Kanthang, D. Triampo, N. Nuttavut

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We present analysis of spatial patterns of generic disease spread simulated by a stochastic long-range correlation SIR model, where individuals can be infected at long distance in a power law distribution. We integrated various tools, namely perimeter, circularity, fractal dimension, and aggregation index to characterize and investigate spatial pattern formations. Our primary goal was to understand for a given model of interest which tool has an advantage over the other and to what extent. We found that perimeter and circularity give information only for a case of strong correlation– while the fractal dimension and aggregation index exhibit the growth rule of pattern formation, depending on the degree of the correlation exponent (β). The aggregation index method used as an alternative method to describe the degree of pathogenic ratio (α). This study may provide a useful approach to characterize and analyze the pattern formation of epidemic spreading

Keywords: spatial pattern epidemics, aggregation index, fractaldimension, stochastic, long-rang epidemics

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Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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Authors: Dia I. Abu-Al-Nadi, M. J. Mismar, T. H. Ismail

Abstract:

A technique for estimating the direction-of-arrival (DOA) of unknown number of source signals is presented using the eigen-approach. The eigenvector corresponding to the minimum eigenvalue of the autocorrelation matrix yields the minimum output power of the array. Also, the array polynomial with this eigenvector possesses roots on the unit circle. Therefore, the pseudo-spectrum is found by perturbing the phases of the roots one by one and calculating the corresponding array output power. The results indicate that the DOAs and the number of source signals are estimated accurately in the presence of a wide range of input noise levels.

Keywords: Array signal processing, direction-of-arrival, antenna arrays, eigenvalues, eigenvectors.

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Authors: Ayaz Keerio, Bhargav Kumar Mitra, Philip Birch, Rupert Young, Chris Chatwin

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Preprocessing of speech signals is considered a crucial step in the development of a robust and efficient speech or speaker recognition system. In this paper, we present some popular statistical outlier-detection based strategies to segregate the silence/unvoiced part of the speech signal from the voiced portion. The proposed methods are based on the utilization of the 3 σ edit rule, and the Hampel Identifier which are compared with the conventional techniques: (i) short-time energy (STE) based methods, and (ii) distribution based methods. The results obtained after applying the proposed strategies on some test voice signals are encouraging.

Keywords: STE based methods, Mahalanobis distance, 3 edit σ rule, Hampel Identifier.

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Authors: Yueming Wang, Zenghui Zhang, Rendong Ying, Peilin Liu

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Sparse representation has long been studied and several dictionary learning methods have been proposed. The dictionary learning methods are widely used because they are adaptive. In this paper, a new dictionary learning method for audio is proposed. Signals are at first decomposed into different degrees of Intrinsic Mode Functions (IMF) using Empirical Mode Decomposition (EMD) technique. Then these IMFs form a learned dictionary. To reduce the size of the dictionary, the K-means method is applied to the dictionary to generate a K-EMD dictionary. Compared to K-SVD algorithm, the K-EMD dictionary decomposes audio signals into structured components, thus the sparsity of the representation is increased by 34.4% and the SNR of the recovered audio signals is increased by 20.9%.

Keywords: Dictionary Learning, EMD, K-means Method, Sparse Representation.

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Authors: Tatsuya Sakoda, Yuta Nakamura, Junichiro Kitajima, Masaki Sugiura, Satoshi Kurihara, Kenji Baba, Koichiro Kaneko, Takayoshi Yarimitsu

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An acoustic emission (AE) technique is useful for detection of partial discharges (PDs) at a joint and a terminal section of a cross-linked polyethylene (XLPE) cable. For AE technique, it is not difficult to detect a PD using AE sensors. However, it is difficult to grasp whether the detected AE signal is owing to a single discharge or not. Additionally, when an AE technique is applied at a terminal section of a XLPE cable in salt pollution district, for example, there is possibility of detection of AE signals owing to creeping discharges on the surface of electric power apparatus. In this study, we evaluated AE signals in order to grasp what kind of information we can get from detected AE signals. The results showed that envelop detection of AE signal and a period which some AE signals were continuously detected were good indexes for estimating state-of-discharge.

Keywords: acoustic emission, creeping discharge, partial discharge, XLPE cable

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Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

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A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: Damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification.

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Authors: Xianqing Liu, Shouming Zhong, Lijiang Xiang

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In this paper, a stochastic predator-prey system with Bedding-DeAngelis functional response is studied. By constructing a suitable Lyapunov founction, sufficient conditions for species to be stochastically permanent is established. Meanwhile, we show that the species will become extinct with probability one if the noise is sufficiently large.

Keywords: Stochastically permanent, extinct, white noise, Bedding-DeAngelis functional response.

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Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper utilized a Poisson modulated-weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multidiversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: Cellular communication, femto- and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process.

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Authors: Nebi Gedik

Abstract:

The goal of motor image brain computer interface research is to create a link between the central nervous system and a computer or device. The most important signal for brain-computer interface is the electroencephalogram. The aim of this research is to explore a set of effective features from EEG signals, separated into frequency bands, using wave atom sub-bands to discriminate right and left-hand motor imagery signals. Over the transform coefficients, feature vectors are constructed for each frequency range and each transform sub-band, and their classification performances are tested. The method is validated using EEG signals from the BCI competition III dataset IIIa and classifiers such as support vector machine and k-nearest neighbors.

Keywords: motor imagery, EEG, Wave atom transform sub-bands, SVM, k-NN

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Authors: Athanasios T. Alexiou, Maria M. Psiha, John A. Rekkas, Panayiotis M. Vlamos

Abstract:

Mitochondria are dynamic organelles, capable to interact with each other. While the number of mitochondria in a cell varies, their quality and functionality depends on the operation of fusion, fission, motility and mitophagy. Nowadays, several researches declare as an important factor in neurogenerative diseases the disruptions in the regulation of mitochondrial dynamics. In this paper a stochastic model in BioAmbients calculus is presented, concerning mitochondrial fusion and its distribution in the renewal of mitochondrial population in a cell. This model describes the successive and dependent stages of protein synthesis, protein-s activation and merging of two independent mitochondria.

Keywords: Mitochondrial Dynamics, P-Calculus, StochasticModeling.

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Authors: Hosein Hamisheh Bahar, Mohammad Hossein Fazel Zarandi, Akbar Esfahanipour

Abstract:

In this paper, a hybrid expert system is developed by using fuzzy genetic network programming with reinforcement learning (GNP-RL). In this system, the frame-based structure of the system uses the trading rules extracted by GNP. These rules are extracted by using technical indices of the stock prices in the training time period. For developing this system, we applied fuzzy node transition and decision making in both processing and judgment nodes of GNP-RL. Consequently, using these method not only did increase the accuracy of node transition and decision making in GNP's nodes, but also extended the GNP's binary signals to ternary trading signals. In the other words, in our proposed Fuzzy GNP-RL model, a No Trade signal is added to conventional Buy or Sell signals. Finally, the obtained rules are used in a frame-based system implemented in Kappa-PC software. This developed trading system has been used to generate trading signals for ten companies listed in Tehran Stock Exchange (TSE). The simulation results in the testing time period shows that the developed system has more favorable performance in comparison with the Buy and Hold strategy.

Keywords: Fuzzy genetic network programming, hybrid expert system, technical trading signal, Tehran stock exchange.

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Authors: T. T. Manikandan, Rajeev Sukumaran

Abstract:

Coral Reefs are very important for the majority of marine ecosystems. But, such vital species are under major threat due to the factors such as ocean acidification, overfishing, and coral bleaching. To conserve the coral reefs, reef restoration activities are carried out across the world. After reef restoration, various parameters have to be monitored in order to ensure the overall effectiveness of the reef restoration. Underwater Wireless Sensor Network (UWSN) based  monitoring is widely adopted for such long monitoring activities. Since monitoring of coral reef restoration activities is time sensitive, the QoS guarantee offered by the network with respect to delay is vital. So this research focuses on the analytical modeling of network layer delay using Stochastic Network Calculus (SNC). The core focus of the proposed model will be on the analysis of stochastic dependencies between the network flow and deriving the stochastic delay bounds for the flows that traverse in tandem in UWSNs. The derived analytical bounds are evaluated for their effectiveness using discrete event simulations.

Keywords: Coral Reef Restoration, SNC, SFA, PMOO, Tandem of Queues, Delay Bound.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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This paper studies the pth moment exponential synchronization of a class of stochastic neural networks with mixed delays. Based on Lyapunov stability theory, by establishing a new integrodifferential inequality with mixed delays, several sufficient conditions have been derived to ensure the pth moment exponential stability for the error system. The criteria extend and improve some earlier results. One numerical example is presented to illustrate the validity of the main results.

Keywords: pth Moment Exponential synchronization, Stochastic, Neural networks, Mixed time delays

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Authors: Farshad Arvin, Shyamala Doraisamy

Abstract:

This paper presents a new hardware interface using a microcontroller which processes audio music signals to standard MIDI data. A technique for processing music signals by extracting note parameters from music signals is described. An algorithm to convert the voice samples for real-time processing without complex calculations is proposed. A high frequency microcontroller as the main processor is deployed to execute the outlined algorithm. The MIDI data generated is transmitted using the EIA-232 protocol. The analyses of data generated show the feasibility of using microcontrollers for real-time MIDI generation hardware interface.

Keywords: Signal processing, MIDI, Microcontroller, EIA-232.

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Authors: M. Kollar, A. Zieba

Abstract:

In this paper, we present a method for a time synchronization between the two eNodeBs (eNBs) in E-UTRAN (Evolved Universal Terrestrial Radio Access) network. The two eNBs are cooperating in so-called inter eNB CA (Carrier Aggregation) case and connected via asymmetrical IP network. We solve the problem by using broadcasting signals generated in E-UTRAN as synchronization signals. The results show that the time synchronization with the proposed method is possible with the error significantly less than 1 ms which is sufficient considering the time transmission interval is 1 ms in E-UTRAN. This makes this method (with low complexity) more suitable than Network Time Protocol (NTP) in the mobile applications with generated broadcasting signals where time synchronization in asymmetrical network is required.

Keywords: E-UTRAN, IP scheduled throughput, initial burst delay, synchronization, NTP, delay, asymmetric network.

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Authors: Bharatendra Rai

Abstract:

Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: Degradation signal, drill-bit breakage, random forest, multinomial logistic regression.

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Authors: Davod Khojasteh Salkuyeh

Abstract:

An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.

Keywords: Ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.

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Authors: Siliang Wang, Minghui Wang, Jun Hu

Abstract:

A novel path planning approach is presented to solve optimal path in stochastic, time-varying networks under priori traffic information. Most existing studies make use of dynamic programming to find optimal path. However, those methods are proved to be unable to obtain global optimal value, moreover, how to design efficient algorithms is also another challenge. This paper employs a decision theoretic framework for defining optimal path: for a given source S and destination D in urban transit network, we seek an S - D path of lowest expected travel time where its link travel times are discrete random variables. To solve deficiency caused by the methods of dynamic programming, such as curse of dimensionality and violation of optimal principle, an integer programming model is built to realize assignment of discrete travel time variables to arcs. Simultaneously, pruning techniques are also applied to reduce computation complexity in the algorithm. The final experiments show the feasibility of the novel approach.

Keywords: pruning method, stochastic, time-varying networks, optimal path planning.

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Authors: Wael M. El-Mamlouk, Metwally A. El-Sharkawy, Hossam. E. Mostafa

Abstract:

In this paper, we analyze and test a scheme for the estimation of electrical fundamental frequency signals from the harmonic load current and voltage signals. The scheme was based on using two different Multi Layer Artificial Neural Networks (ML-ANN) one for the current and the other for the voltage. This study also analyzes and tests the effect of choosing the optimum artificial neural networks- sizes which determine the quality and accuracy of the estimation of electrical fundamental frequency signals. The simulink tool box of the Matlab program for the simulation of the test system and the test of the neural networks has been used.

Keywords: Harmonics, Neural Networks, Modeling, Simulation, Active filters, electric Networks.

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

Abstract:

Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Anjana Goen, D. C. Tiwari

Abstract:

Myoelectric control system is the fundamental component of modern prostheses, which uses the myoelectric signals from an individual’s muscles to control the prosthesis movements. The surface electromyogram signal (sEMG) being noninvasive has been used as an input to prostheses controllers for many years. Recent technological advances has led to the development of implantable myoelectric sensors which enable the internal myoelectric signal (MES) to be used as input to these prostheses controllers. The intramuscular measurement can provide focal recordings from deep muscles of the forearm and independent signals relatively free of crosstalk thus allowing for more independent control sites. However, little work has been done to compare the two inputs. In this paper we have compared the classification accuracy of six pattern recognition based myoelectric controllers which use surface myoelectric signals recorded using untargeted (symmetric) surface electrode arrays to the same controllers with multichannel intramuscular myolectric signals from targeted intramuscular electrodes as inputs. There was no significant enhancement in the classification accuracy as a result of using the intramuscular EMG measurement technique when compared to the results acquired using the surface EMG measurement technique. Impressive classification accuracy (99%) could be achieved by optimally selecting only five channels of surface EMG.

Keywords: Discriminant Locality Preserving Projections (DLPP), myoelectric signal (MES), Sparse Principal Component Analysis (SPCA), Time Frequency Representations (TFRs).

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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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Authors: Yasuhiko Okuma, Yuichi Suzuki, Takahiro Murakami, Yoshihisa Ishida

Abstract:

In this paper, an extended method of the directionally constrained minimization of power (DCMP) algorithm for broadband signals is proposed. The DCMP algorithm is one of the useful techniques of extracting a target signal from observed signals of a microphone array system. In the DCMP algorithm, output power of the microphone array is minimized under a constraint of constant responses to directions of arrival (DOAs) of specific signals. In our algorithm, by limiting the directional constraint to the perpendicular direction to the sensor array system, the calculating time is reduced.

Keywords: Beamformer, directionally constrained minimizationof power, direction of arrival, microphone array.

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Authors: Keunhong Chae, Youngpo Lee, Seokho Yoon

Abstract:

In cognitive radio (CR) systems, the primary user (PU) signal would randomly depart or arrive during the sensing period of a CR user, which is referred to as the high traffic environment. In this paper, we propose a novel spectrum sensing scheme based on the cyclostationarity of PU signals in high traffic environments. Specifically, we obtain a test statistic by applying an estimate of spectral autocoherence function of the PU signal to the generalized- likelihood ratio. From numerical results, it is confirmed that the proposed scheme provides a better spectrum sensing performance compared with the conventional spectrum sensing scheme based on the energy of the PU signals in high traffic environments.

Keywords: Spectrum sensing, cyclostationarity, high traffic environments.

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Authors: G. Mokryani, M. R. Haghifam, J. Esmaeilpoor

Abstract:

Happening of Ferroresonance phenomenon is one of the reasons of consuming and ruining transformers, so recognition of Ferroresonance phenomenon has a special importance. A novel method for classification of Ferroresonance presented in this paper. Using this method Ferroresonance can be discriminate from other transients such as capacitor switching, load switching, transformer switching. Wavelet transform is used for decomposition of signals and Competitive Neural Network used for classification. Ferroresonance data and other transients was obtained by simulation using EMTP program. Using Daubechies wavelet transform signals has been decomposed till six levels. The energy of six detailed signals that obtained by wavelet transform are used for training and trailing Competitive Neural Network. Results show that the proposed procedure is efficient in identifying Ferroresonance from other events.

Keywords: Competitive Neural Network, Ferroresonance, EMTP program, Wavelet transform.

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Authors: Bassem Roushdy, Nahed Sobhy, Abdelrhim Abdelhamid, Ahmed Mahmoud

Abstract:

Most papers model Joint Replenishment Problem (JRP) as a (kT,S) where kT is a multiple value for a common review period T,and S is a predefined order up to level. In general the (T,S) policy is characterized by a long out of control period which requires a large amount of safety stock compared to the (R,Q) policy. In this paper a probabilistic model is built where an item, call it item(i), with the shortest order time between interval (T)is modeled under (R,Q) policy and its inventory is continuously reviewed, while the rest of items (j) are periodically reviewed at a definite time corresponding to item

Keywords: Inventory management, Joint replenishment, policy evaluation, stochastic process

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