Search results for: linear estimation
1009 A Meta-Model for Tubercle Design of Wing Planforms Inspired by Humpback Whale Flippers
Authors: A. Taheri
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Inspired by topology of humpback whale flippers, a meta-model is designed for wing planform design. The net is trained based on experimental data using cascade-forward artificial neural network (ANN) to investigate effects of the amplitude and wavelength of sinusoidal leading edge configurations on the wing performance. Afterwards, the trained ANN is coupled with a genetic algorithm method towards an optimum design strategy. Finally, flow physics of the problem for an optimized rectangular planform and also a real flipper geometry planform is simulated using Lam-Bremhorst low Reynolds number turbulence model with damping wall-functions resolving to the wall. Lift and drag coefficients and also details of flow are presented along with comparisons to available experimental data. Results show that the proposed strategy can be adopted with success as a fast-estimation tool for performance prediction of wing planforms with wavy leading edge at preliminary design phase.
Keywords: Humpback whale flipper, cascade-forward ANN, GA, CFD, Bionics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36421008 Axisymmetric Vibration of Pyrocomposite Hollow Cylinder
Authors: V. K. Nelson, S. Karthikeyan
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Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15031007 Effect of Groove Location on the Dynamic Characteristics of Multiple Axial Groove Water Lubricated Journal Bearing
Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai
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The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.
Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21311006 Determinants of Capital Structure in Malaysia Electrical and Electronic Sector
Authors: Mazila Md-Yusuf, Fauziah Mohamad Yunus, Nur Zahraatul Lail Md Supaat
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Capital structure is one of the most important financial decisions in corporate financing strategy. It involves the choice of debt and equity level in financing a company-s operations. This study aims to investigate whether the capital structure choice of Malaysian electrical and electronic manufacturing companies that are listed in the Bursa Malaysia can be explained by factors that have been found by most studies as dominant determinants of capital structure (company size, profitability, asset tangibility, liquidity and growth). Using debt ratio as the proxy for capital structure and applying pooled ordinary least square multiple regression estimation, the results showed that on average, Malaysian electrical and electronic manufacturing companies used less debt in funding their business operations. The findings also showed that size and asset tangibility has a significant positive relationship with debt level, while liquidity has a negative significant relationship with leverage.Keywords: Capital structure, capital structure theories, leverage, manufacturing companies.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 53361005 Face Detection using Gabor Wavelets and Neural Networks
Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani
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This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21621004 A Robust Controller for Output Variance Reduction and Minimum Variance with Application on a Permanent Field DC-Motor
Authors: Mahmood M. Al-Imam, M. Mustafa
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In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.Keywords: Output variance, minimum variance, overparameterization, DC-Motor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13591003 Comparison of Meshing Stiffness of Altered Tooth Sum Spur Gear Tooth with Different Pressure Angles
Authors: H. K. Sachidananda, K. Raghunandana, B. Shivamurthy
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The estimation of gear tooth stiffness is important for finding the load distribution between the gear teeth when two consecutive sets of teeth are in contact. Based on dynamic model a C-program has been developed to compute mesh stiffness. By using this program position dependent mesh stiffness of spur gear tooth for various profile shifts have been computed for a fixed center distance and altering tooth-sum gearing (100 by ± 4%). It is found that the C-program using dynamic model is one of the rapid soft computing technique which helps in design of gears. The mesh tooth stiffness along the path of contact is studied for both 20° and 25° pressure angle gears at various profile shifts. Better tooth stiffness is noticed in case of negative alteration tooth-sum gears compared to standard and positive alteration tooth-sum gears. Also, in case of negative alteration tooth-sum gearing better mesh stiffness is noticed in 20° pressure angle when compared to 25°.
Keywords: Altered tooth-sum gearing, bending fatigue, mesh stiffness, spur gear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17211002 Formal Modeling and Verification of Software Models
Authors: Siamak Rasulzadeh
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Graph transformation has recently become more and more popular as a general visual modeling language to formally state the dynamic semantics of the designed models. Especially, it is a very natural formalism for languages which basically are graph (e.g. UML). Using this technique, we present a highly understandable yet precise approach to formally model and analyze the behavioral semantics of UML 2.0 Activity diagrams. In our proposal, AGG is used to design Activities, then using our previous approach to model checking graph transformation systems, designers can verify and analyze designed Activity diagrams by checking the interesting properties as combination of graph rules and LTL (Linear Temporal Logic) formulas on the Activities.Keywords: UML 2.0 Activity, Verification, Model Checking, Graph Transformation, Dynamic Semantics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14451001 Dynamic Metrics for Polymorphism in Object Oriented Systems
Authors: Parvinder Singh Sandhu, Gurdev Singh
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Metrics is the process by which numbers or symbols are assigned to attributes of entities in the real world in such a way as to describe them according to clearly defined rules. Software metrics are instruments or ways to measuring all the aspect of software product. These metrics are used throughout a software project to assist in estimation, quality control, productivity assessment, and project control. Object oriented software metrics focus on measurements that are applied to the class and other characteristics. These measurements convey the software engineer to the behavior of the software and how changes can be made that will reduce complexity and improve the continuing capability of the software. Object oriented software metric can be classified in two types static and dynamic. Static metrics are concerned with all the aspects of measuring by static analysis of software and dynamic metrics are concerned with all the measuring aspect of the software at run time. Major work done before, was focusing on static metric. Also some work has been done in the field of dynamic nature of the software measurements. But research in this area is demanding for more work. In this paper we give a set of dynamic metrics specifically for polymorphism in object oriented system.Keywords: Metrics, Software, Quality, Object oriented system, Polymorphism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17631000 Robust H8 Fuzzy Control Design for Nonlinear Two-Time Scale System with Markovian Jumps based on LMI Approach
Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang
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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.
Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1456999 Dynamic Ultrasound Scatterer Simulation Model Using Field-II and FEM for Speckle Tracking
Authors: Aws Al-azawi, John Soraghan
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There is a growing interest in the use of ultrasonic speckle tracking for biomedical image formation of tissue deformation. Speckle tracking is angle independent and has an ability to differentiate soft tissue into benign and malignant regions. In this paper a simulation model for dynamic ultrasound scatterer is presented. The model composes Field-II ultrasonic scatterers and FEM (ANSYS-11) nodes as a regional tissue deformation. A performance evaluation is presented on axial displacement and strain fields estimation of a uniformly elastic model, using speckle tracking based 1D cross-correlation of optimally segmented pre and post-deformation frames. Optimum correlation window length is investigated in terms of highest signal-to-noise ratio (SNR) for a selected region of interest of a smoothed displacement field. Finally, gradient based strain field of both smoothed and non-smoothed displacement fields are compared. Simulation results from the model are shown to compare favorably with FEM results.
Keywords: Speckle tracking, tissue deformation, ultrasonic simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3060998 Solid Waste Management Challenges and Possible Solution in Kabul City
Authors: Ghulam Haider Haidaree, Nsenda Lukumwena
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Most developing nations face energy production and supply problems. This is also the case of Afghanistan whose generating capacity does not meet its energy demand. This is due in part to high security and risk caused by war which deters foreign investments and insufficient internal revenue. To address the issue above, this paper would like to suggest an alternative and affordable way to deal with the energy problem. That is by converting Solid Waste to energy. As a result, this approach tackles the municipal solid waste issue (potential cause of several diseases), contributes to the improvement of the quality of life, local economy, and so on. While addressing the solid waste problem in general, this paper samples specifically one municipality which is District-12, one of the 22 districts of Kabul city. Using geographic information system (GIS) technology, District-12 is divided into nine different zones whose municipal solid waste is respectively collected, processed, and converted into electricity and distributed to the closest area. It is important to mention that GIS has been used to estimate the amount of electricity to be distributed and to optimally position the production plant.
Keywords: Energy problem, estimation of electricity, GIS zones, solid waste management system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1705997 Modelling of a Direct Drive Industrial Robot
Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia
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For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.
Keywords: Robot modelling, parameter identification and validation, AC servo-motors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1564996 Limit Cycle Behaviour of a Neural Controller with Delayed Bang-Bang Feedback
Authors: Travis Wiens, Greg Schoenau, Rich Burton
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It is well known that a linear dynamic system including a delay will exhibit limit cycle oscillations when a bang-bang sensor is used in the feedback loop of a PID controller. A similar behaviour occurs when a delayed feedback signal is used to train a neural network. This paper develops a method of predicting this behaviour by linearizing the system, which can be shown to behave in a manner similar to an integral controller. Using this procedure, it is possible to predict the characteristics of the neural network driven limit cycle to varying degrees of accuracy, depending on the information known about the system. An application is also presented: the intelligent control of a spark ignition engine.Keywords: Control and automation, artificial neural networks, limit cycle
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1278995 Teaching Approach and Self-Confidence Effect Model Consistency between Taiwan and Singapore Multi-Group HLM
Authors: PeiWen Liao, Tsung Hau Jen
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This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.
Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1843994 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands
Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa
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Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.
Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1658993 Estimation of Wind Characteristics and Energy Yield at Different Towns in Libya
Authors: Farag Ahwide, Souhel Bousheha
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A technical assessment has been made of electricity generation, considering wind turbines ranging between Vestas (V80-2.0 MW and V112-3.0 MW) and the air density is equal to 1.225 Kg/m3, at different towns in Libya. Wind speed might have been measured each 3 hours during 10 m stature at a time for 10 quite sometime between 2000 Furthermore 2009, these towns which are spotted on the bank from claiming Mediterranean ocean also how in the desert, which need aid Derna 1, Derna 2, Shahat, Benghazi, Ajdabya, Sirte, Misurata, Tripoli-Airport, Al-Zawya, Al-Kofra, Sabha, Nalut. The work presented long term "wind data analysis in terms of annual, seasonal, monthly and diurnal variations at these sites. Wind power density with different heights has been studied. Excel sheet program was used to calculate the values of wind power density and the values of wind speed frequency for the stations; their seasonally values have been estimated. Limit variable with rated wind pace to 10 different wind turbines need to be been estimated, which is used to focus those required yearly vitality yield of a wind vitality change framework (WECS), acknowledging wind turbines extending between 600 kW and 3000 kW).
Keywords: Energy yield, wind turbines, wind speed, wind power density.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1150992 A Development of a Simulation Tool for Production Planning with Capacity-Booking at Specialty Store Retailer of Private Label Apparel Firms
Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto
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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.
Keywords: Capacity-booking, SPA, monthly production planning, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1330991 New Approaches on Exponential Stability Analysis for Neural Networks with Time-Varying Delays
Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong
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In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.
Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2064990 Improved Root-Mean-Square-Gain-Combining for SIMO Channels
Authors: Rania Minkara, Jean-Pierre Dubois
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The major problem that wireless communication systems undergo is multipath fading caused by scattering of the transmitted signal. However, we can treat multipath propagation as multiple channels between the transmitter and receiver to improve the signal-to-scattering-noise ratio. While using Single Input Multiple Output (SIMO) systems, the diversity receivers extract multiple signal branches or copies of the same signal received from different channels and apply gain combining schemes such as Root Mean Square Gain Combining (RMSGC). RMSGC asymptotically yields an identical performance to that of the theoretically optimal Maximum Ratio Combining (MRC) for values of mean Signal-to- Noise-Ratio (SNR) above a certain threshold value without the need for SNR estimation. This paper introduces an improvement of RMSGC using two different issues. We found that post-detection and de-noising the received signals improve the performance of RMSGC and lower the threshold SNR.Keywords: Bit error rate, de-noising, pre-detection, root-meansquare gain combining, single-input multiple-output channels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1339989 Modelling Sudden Deaths from Myocardial Infarction and Stroke
Authors: Yusoff Y. S., Streftaris, G., Waters, H. R
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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.
Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791988 Batteryless DCM Boost Converter for Kinetic Energy Harvesting Applications
Authors: Andrés Gomez-Casseres, Rubén Contreras
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In this paper, a bidirectional boost converter operated in Discontinuous Conduction Mode (DCM) is presented as a suitable power conditioning circuit for tuning of kinetic energy harvesters without the need of a battery. A nonlinear control scheme, composed by two linear controllers, is used to control the average value of the input current, enabling the synthesization of complex loads. The converter, along with the control system, is validated through SPICE simulations using the LTspice tool. The converter model and the controller transfer functions are derived. From the simulation results, it was found that the input current distortion increases with the introduced phase shift and that, such distortion, is almost entirely present at the zero-crossing point of the input voltage.Keywords: Average current control, boost converter, electrical tuning, energy harvesting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1108987 Towards Automatic Recognition and Grading of Ganoderma Infection Pattern Using Fuzzy Systems
Authors: Mazliham Mohd Su'ud, Pierre Loonis, Idris Abu Seman
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This paper deals with the extraction of information from the experts to automatically identify and recognize Ganoderma infection in oil palm stem using tomography images. Expert-s knowledge are used as rules in a Fuzzy Inference Systems to classify each individual patterns observed in he tomography image. The classification is done by defining membership functions which assigned a set of three possible hypotheses : Ganoderma infection (G), non Ganoderma infection (N) or intact stem tissue (I) to every abnormalities pattern found in the tomography image. A complete comparison between Mamdani and Sugeno style,triangular, trapezoids and mixed triangular-trapezoids membership functions and different methods of aggregation and defuzzification is also presented and analyzed to select suitable Fuzzy Inference System methods to perform the above mentioned task. The results showed that seven out of 30 initial possible combination of available Fuzzy Inference methods in MATLAB Fuzzy Toolbox were observed giving result close to the experts estimation.
Keywords: Fuzzy Inference Systems, Tomography analysis, Modelizationof expert's information, Ganoderma Infection pattern recognition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1836986 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case
Authors: Kazuyoshi Mori
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In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.Keywords: Linear systems, parametrization, Coprime Factorization, number of parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 806985 Operational Risk – Scenario Analysis
Authors: Milan Rippel, Petr Teply
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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2429984 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2425983 Novel GPU Approach in Predicting the Directional Trend of the S&P 500
Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble
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Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.
Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1734982 Estimation of Missing or Incomplete Data in Road Performance Measurement Systems
Authors: Kristjan Kuhi, Kati K. Kaare, Ott Koppel
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Modern management in most fields is performance based; both planning and implementation of maintenance and operational activities are driven by appropriately defined performance indicators. Continuous real-time data collection for management is becoming feasible due to technological advancements. Outdated and insufficient input data may result in incorrect decisions. When using deterministic models the uncertainty of the object state is not visible thus applying the deterministic models are more likely to give false diagnosis. Constructing structured probabilistic models of the performance indicators taking into consideration the surrounding indicator environment enables to estimate the trustworthiness of the indicator values. It also assists to fill gaps in data to improve the quality of the performance analysis and management decisions. In this paper authors discuss the application of probabilistic graphical models in the road performance measurement and propose a high-level conceptual model that enables analyzing and predicting more precisely future pavement deterioration based on road utilization.
Keywords: Probabilistic graphical models, performance indicators, road performance management, data collection
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1834981 Empirical Modeling of Air Dried Rubberwood Drying System
Authors: S. Khamtree, T. Ratanawilai, C. Nuntadusit
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Rubberwood is a crucial commercial timber in Southern Thailand. All processes in a rubberwood production depend on the knowledge and expertise of the technicians, especially the drying process. This research aims to develop an empirical model for drying kinetics in rubberwood. During the experiment, the temperature of the hot air and the average air flow velocity were kept at 80-100 °C and 1.75 m/s, respectively. The moisture content in the samples was determined less than 12% in the achievement of drying basis. The drying kinetic was simulated using an empirical solver. The experimental results illustrated that the moisture content was reduced whereas the drying temperature and time were increased. The coefficient of the moisture ratio between the empirical and the experimental model was tested with three statistical parameters, R-square (R²), Root Mean Square Error (RMSE) and Chi-square (χ²) to predict the accuracy of the parameters. The experimental moisture ratio had a good fit with the empirical model. Additionally, the results indicated that the drying of rubberwood using the Henderson and Pabis model revealed the suitable level of agreement. The result presented an excellent estimation (R² = 0.9963) for the moisture movement compared to the other models. Therefore, the empirical results were valid and can be implemented in the future experiments.
Keywords: Empirical models, hot air, moisture ratio, rubberwood.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 780980 Model based Soft-Sensor for Industrial Crystallization: On-line Mass of Crystals and Solubility Measurement
Authors: Cédric Damour, Michel Benne, Brigitte Grondin-Perez, Jean-Pierre Chabriat
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Monitoring and control of cane sugar crystallization processes depend on the stability of the supersaturation (σ ) state. The most widely used information to represent σ is the electrical conductivity κ of the solutions. Nevertheless, previous studies point out the shortcomings of this approach: κ may be regarded as inappropriate to guarantee an accurate estimation of σ in impure solutions. To improve the process control efficiency, additional information is necessary. The mass of crystals in the solution ( c m ) and the solubility (mass ratio of sugar to water / s w m m ) are relevant to complete information. Indeed, c m inherently contains information about the mass balance and / s w m m contains information about the supersaturation state of the solution. The main problem is that c m and / s w m m are not available on-line. In this paper, a model based soft-sensor is presented for a final crystallization stage (C sugar). Simulation results obtained on industrial data show the reliability of this approach, c m and the crystal content ( cc ) being estimated with a sufficient accuracy for achieving on-line monitoring in industryKeywords: Soft-sensor, on-line monitoring, cane sugarcrystallization.
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