Search results for: nonlinear signal prediction

Authors: Chiung-Ju Huang

Abstract:

This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.

Keywords: Nonlinearity, public debt, sustainability, threshold autoregressive model.

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Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin

Abstract:

This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.

Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.

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Authors: V. H. Mankar, T. S. Das, S. K. Sarkar

Abstract:

In this paper, we have proposed a novel blind watermarking architecture towards its hardware implementation in VLSI. In order to facilitate this hardware realization, cellular automata (CA) concept is introduced. The CA has been already accepted as an attractive structure for VLSI implementation because of its modularity, parallelism, high performance and reliability. The hardware realizable multiresolution spread spectrum watermarking techniques are very few in numbers in spite of their best ever resiliency against signal impairments. This is because of the computational cost and complexity associated with their different filter banks and lifting techniques. The concept of cellular automata theory in order to form a new transform domain technique i.e. Cellular Automata Transform (CAT) have been incorporated. Since CA provides spreading sequences having very low cross-correlation properties, the CA based pseudorandom sequence generator is considered in the present work. Considering the watermarking technique as a digital communication process, an error control coding (ECC) must be incorporated in the data hiding schemes. Besides the hardware implementation of entire CA based data hiding technique, the individual blocks of the algorithm using CA provide the best result than that of some other methods irrespective of the hardware and software technique. The Cellular Automata Transform, CA based PN sequence generator, and CA ECC are the requisite blocks that are developed not only to meet the reliable hardware requirements but also for the basic spread spectrum watermarking features. The proposed algorithm shows statistical invisibility and resiliency against various common signal-processing operations. This algorithmic design utilizes the existing allocated bandwidth in the data transmission channel in a more efficient manner.

Keywords: Cellular automata, watermarking, error control coding, PN sequence, VLSI.

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Authors: Sylvain Amailland, Jean-Hugh Thomas, Charles Pézerat, Romuald Boucheron, Jean-Claude Pascal

Abstract:

The noise requirements for naval and research vessels have seen an increasing demand for quieter ships in order to fulfil current regulations and to reduce the effects on marine life. Hence, new methods dedicated to the characterization of propeller noise, which is the main source of noise in the far-field, are needed. The study of cavitating propellers in closed-section is interesting for analyzing hydrodynamic performance but could involve significant difficulties for hydroacoustic study, especially due to reverberation and boundary layer noise in the tunnel. The aim of this paper is to present a numerical methodology for the identification of hydroacoustic sources on marine propellers using hydrophone arrays in a large hydrodynamic tunnel. The main difficulties are linked to the reverberation of the tunnel and the boundary layer noise that strongly reduce the signal-to-noise ratio. In this paper it is proposed to estimate the reflection coefficients using an inverse method and some reference transfer functions measured in the tunnel. This approach allows to reduce the uncertainties of the propagation model used in the inverse problem. In order to reduce the boundary layer noise, a cleaning algorithm taking advantage of the low rank and sparse structure of the cross-spectrum matrices of the acoustic and the boundary layer noise is presented. This approach allows to recover the acoustic signal even well under the boundary layer noise. The improvement brought by this method is visible on acoustic maps resulting from beamforming and DAMAS algorithms.

Keywords: Acoustic imaging, boundary layer noise denoising, inverse problems, model adaptation.

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Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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Authors: M. Saeedi, R. Wuchner, K.-U. Bletzinger

Abstract:

In order to study the aerodynamic performance of a semi-flexible membrane wing, Fluid-Structure Interaction simulations have been performed. The fluid problem has been modeled using two different approaches which are the vortex panel method and the numerical solution of the Navier-Stokes equations. Nonlinear analysis of the structural problem is performed using the Finite Element Method. Comparison between the two fluid solvers has been made. Aerodynamic performance of the wing is discussed regarding its lift and drag coefficients and they are compared with those of the equivalent rigid wing.

Keywords: CFD, FSI, Membrane wing, Vortex panel method.

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Authors: Jamal Amani Rad, Kourosh Parand

Abstract:

In this paper, we have applied the homotopy perturbation method (HPM) for obtaining the analytical solution of unsteady flow of gas through a porous medium and we have also compared the findings of this research with some other analytical results. Results showed a very good agreement between results of HPM and the numerical solutions of the problem rather than other analytical solutions which have previously been applied. The results of homotopy perturbation method are of high accuracy and the method is very effective and succinct.

Keywords: Unsteady gas equation, Homotopy perturbation method(HPM), Porous medium, Nonlinear ODE

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Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich

Abstract:

The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.

Keywords: global optimization, probability theory, probability of globality

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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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Authors: Satyendra Nath Mandal, J. Pal Choudhury, Dilip De, S. R. Bhadra Chaudhuri

Abstract:

The selection for plantation of a particular type of mustard plant depending on its productivity (pod yield) at the stage of maturity. The growth of mustard plant dependent on some parameters of that plant, these are shoot length, number of leaves, number of roots and roots length etc. As the plant is growing, some leaves may be fall down and some new leaves may come, so it can not gives the idea to develop the relationship with the seeds weight at mature stage of that plant. It is not possible to find the number of roots and root length of mustard plant at growing stage that will be harmful of this plant as roots goes deeper to deeper inside the land. Only the value of shoot length which increases in course of time can be measured at different time instances. Weather parameters are maximum and minimum humidity, rain fall, maximum and minimum temperature may effect the growth of the plant. The parameters of pollution, water, soil, distance and crop management may be dominant factors of growth of plant and its productivity. Considering all parameters, the growth of the plant is very uncertain, fuzzy environment can be considered for the prediction of shoot length at maturity of the plant. Fuzzification plays a greater role for fuzzification of data, which is based on certain membership functions. Here an effort has been made to fuzzify the original data based on gaussian function, triangular function, s-function, Trapezoidal and L –function. After that all fuzzified data are defuzzified to get normal form. Finally the error analysis (calculation of forecasting error and average error) indicates the membership function appropriate for fuzzification of data and use to predict the shoot length at maturity. The result is also verified using residual (Absolute Residual, Maximum of Absolute Residual, Mean Absolute Residual, Mean of Mean Absolute Residual, Median of Absolute Residual and Standard Deviation) analysis.

Keywords: Fuzzification, defuzzification, gaussian function, triangular function, trapezoidal function, s-function, , membership function, residual analysis.

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Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special operator and using fixed point index theorem of cone, we get the sufficient conditions for symmetric positive solution of a class of nonlinear singular boundary value problems with p-Laplace operator, which improved and generalized the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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Authors: Irina Eglite, Andrei A. Kolyshkin

Abstract:

Method of multiple scales is used in the paper in order to derive an amplitude evolution equation for the most unstable mode from two-dimensional shallow water equations under the rigid-lid assumption. It is assumed that shallow mixing layer is slightly curved in the longitudinal direction and contains small particles. Dynamic interaction between carrier fluid and particles is neglected. It is shown that the evolution equation is the complex Ginzburg-Landau equation. Explicit formulas for the computation of the coefficients of the equation are obtained.

Keywords: Shallow water equations, mixing layer, weakly nonlinear analysis, Ginzburg-Landau equation

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Authors: Kouamana Bousson, Paulo Machado

Abstract:

The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.

Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories

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Authors: M. M. Kassem, A. S. Rashed

Abstract:

The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.

Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.

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Authors: Chiung-Yun Chang, Po-Chou Chen, Jiun-Shiang Tzeng, Ka-Wai Mac, Chia-Chi Hsiao, Jo-Chi Jao

Abstract:

This study was aimed to measure effective transverse relaxation rates (R2*) in the liver and muscle of normal New Zealand White (NZW) rabbits. R2* relaxation rate has been widely used in various hepatic diseases for iron overload by quantifying iron contents in liver. R2* relaxation rate is defined as the reciprocal of T2* relaxation time and mainly depends on the constituents of tissue. Different tissues would have different R2* relaxation rates. The signal intensity decay in Magnetic resonance imaging (MRI) may be characterized by R2* relaxation rates. In this study, a 1.5T GE Signa HDxt whole body MR scanner equipped with an 8-channel high resolution knee coil was used to observe R2* values in NZW rabbit’s liver and muscle. Eight healthy NZW rabbits weighted 2 ~ 2.5 kg were recruited. After anesthesia using Zoletil 50 and Rompun 2% mixture, the abdomen of rabbit was landmarked at the center of knee coil to perform 3-plane localizer scan using fast spoiled gradient echo (FSPGR) pulse sequence. Afterwards, multi-planar fast gradient echo (MFGR) scans were performed with 8 various echo times (TEs) to acquire images for R2* measurements. Regions of interest (ROIs) at liver and muscle were measured using Advantage workstation. Finally, the R2* was obtained by a linear regression of ln(sı) on TE. The results showed that the longer the echo time, the smaller the signal intensity. The R2* values of liver and muscle were 44.8 ± 10.9 s-1 and 37.4 ± 9.5 s-1, respectively. It implies that the iron concentration of liver is higher than that of muscle. In conclusion, the more the iron contents in tissue, the higher the R2*. The correlations between R2* and iron content in NZW rabbits might be valuable for further exploration.

Keywords: Liver, MRI, multi-planar fast gradient echo, muscle, R2* relaxation rate.

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Authors: Jarno Haapamäki, Juha Röning

Abstract:

Scale defects are common surface defects in hot steel rolling. The modelling of such defects is problematic and their causes are not straightforward. In this study, we investigated genetic algorithms in search for a mathematical solution to scale formation. For this research, a high-dimensional data set from hot steel rolling process was gathered. The synchronisation of the variables as well as the allocation of the measurements made on the steel strip were solved before the modelling phase.

Keywords: Genetic algorithms, hot strip rolling, knowledge discovery, modeling.

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Authors: Mousavian, M. Moghimi Mofrad, M. H. Vakili, D. Ashouri, R. Alizadeh

Abstract:

The aim of this research is to use artificial neural networks computing technology for estimating the net heating value (NHV) of crude oil by its Properties. The approach is based on training the neural network simulator uses back-propagation as the learning algorithm for a predefined range of analytically generated well test response. The network with 8 neurons in one hidden layer was selected and prediction of this network has been good agreement with experimental data.

Keywords: Neural Network, Net Heating Value, Crude Oil, Experimental, Modeling.

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Authors: M. Ouassaid, M. Cherkaoui, A. Nejmi, M. Maaroufi

Abstract:

This study presents a novel means of designing a simple and effective torque controller for Permanent Magnet Synchronous Motor (PMSM). The overall stability of the system is shown using Lyapunov technique. The Lyapunov functions used contain a term penalizing the integral of the tracking error, enhancing the stability. The tracking error is shown to be globally uniformly bounded. Simulation results are presented to show the effectiveness of the approach.

Keywords: Integral action, Lyapunov Technique, Non Linear Control, Permanent Magnet Synchronous Motors, Torque Control, Stability.

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Authors: Seongsoo Lee, Jong-Bae Lee, Wookkang Lee, Duyen Hai Pham

Abstract:

In the image sensors, the acquired image often differs from the real image in luminance or chrominance due to fabrication defects or nonlinear characteristics, which often lead to pixel defects or sensor failure. Therefore, the image acquisition characteristics of image sensors should be measured and tested before they are mounted on the target product. In this paper, the standardized test and measurement methods of image sensors are introduced. It applies standard light source to the image sensor under test, and the characteristics of the acquired image is compared with ideal values.

Keywords: Image Sensor, Image Acquisition Characteristics, Defect, Failure, Standard, Test, Measurement.

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Authors: Ventura Assuncao

Abstract:

In automotive systems almost all steps concerning the calibration of several control systems, e.g., low idle governor or boost pressure governor, are made with the vehicle because the timeto- production and cost requirements on the projects do not allow for the vehicle analysis necessary to build reliable models. Here is presented a procedure using parametric and NN (neural network) models that enables the generation of vehicle system models based on normal ECU engine control unit) vehicle measurements. These models are locally valid and permit pre and follow-up calibrations so that, only the final calibrations have to be done with the vehicle.

Keywords: Automotive systems, neuro-hybrid models, demodulator, nonlinear systems, identification, and neural networks.

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Authors: Deng Shiwei

Abstract:

The users are now expecting higher level of DSP(Digital Signal Processing) software quality than ever before. Prevention and detection of defect are critical elements of software quality assurance. In this paper, principles and rules for prevention and detection of defect are suggested, which are not universal guidelines, but are useful for both novice and experienced DSP software developers.

Keywords: defect detection, defect prevention, DSP-software, software development, software testing.

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Authors: P.-W. Tsai, J.-W. Chen, C.-W. Chen, C.-Y. Chen

Abstract:

In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.

Keywords: Half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method.

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Authors: Ahmed Mohammed Youssef Mohammed, Mohammad Reza Okhovat, Koichi Maekawa

Abstract:

The large and small-scale shaking table tests, which was conducted for investigating damage evolution of piles inside liquefied soil, are numerically simulated and experimental verified by the3D nonlinear finite element analysis. Damage evolution of elasto-plastic circular steel piles and reinforced concrete (RC) one with cracking and yield of reinforcement are focused on, and the failure patterns and residual damages are captured by the proposed constitutive models. The superstructure excitation behind quay wall is reproduced as well.

Keywords: Soil-Structure Interaction, Piles, Soil Liquefaction.

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Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco

Abstract:

LABVIEW is a graphical programming language that has its roots in automation control and data acquisition. In this paper we have utilized this platform to provide a powerful toolset for process identification and control of nonlinear systems based on artificial neural networks (ANN). This tool has been applied to the monitoring and control of a lab-scale distillation column DELTALAB DC-SP. The proposed control scheme offers high speed of response for changes in set points and null stationary error for dual composition control and shows robustness in presence of externally imposed disturbance.

Keywords: Distillation, neural networks, LABVIEW, monitoring, identification, control.

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Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: Recurrent Neural Network, players lineup, basketball data, decision making model.

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Authors: Munawwar Mohabuth, Andrei Kotousov, Ching-Tai Ng

Abstract:

On the basis of the theory of nonlinear elasticity, the effect of homogeneous stress on the propagation of Lamb waves in an initially isotropic hyperelastic plate is analysed. The equations governing the propagation of small amplitude waves in the prestressed plate are derived using the theory of small deformations superimposed on large deformations. By enforcing traction free boundary conditions at the upper and lower surfaces of the plate, acoustoelastic dispersion equations for Lamb wave propagation are obtained, which are solved numerically. Results are given for an aluminum plate subjected to a range of applied stresses.

Keywords: Acoustoelasticity, dispersion, finite deformation, lamb waves.

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Authors: Rohit Gupta, Ruchika

Abstract:

In this paper, a PSO based fractional order PID (FOPID) controller is proposed for concentration control of an isothermal Continuous Stirred Tank Reactor (CSTR) problem. CSTR is used to carry out chemical reactions in industries, which possesses complex nonlinear dynamic characteristics. Particle Swarm Optimization algorithm technique, which is an evolutionary optimization technique based on the movement and intelligence of swarm is proposed for tuning of the controller for this system. Comparisons of proposed controller with conventional and fuzzy based controller illustrate the superiority of proposed PSO-FOPID controller.

Keywords: CSTR, Fractional Order PID Controller, Partical Swarm Optimization.

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Authors: Maysam Saidi, Reza Maddahian, Bijan Farhanieh

Abstract:

In this research a comparison between k-epsilon and LES model for a deoiling hydrocyclone is conducted. Flow field of hydrocyclone is obtained by three-dimensional simulations with OpenFOAM code. Potential of prediction for both methods of this complex swirl flow is discussed. Large eddy simulation method results have more similarity to experiment and its results are presented in figures from different hydrocyclone cross sections.

Keywords: Deoiling hydrocyclones, k-epsilon model, Largeeddy simulation, OpenFOAM

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Authors: Sadaoui Djaouida

Abstract:

In the paper, the predictive control method is proposed to control the synchronization of two perturbed satellites attitude motion. Based on delayed feedback control of continuous-time systems combines with the prediction-based method of discrete-time systems, this approach only needs a single controller to realize synchronization, which has considerable significance in reducing the cost and complexity for controller implementation.

Keywords: Predictive control, Synchronization, Satellite attitude.

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