Search results for: Common linear co-positive Lyapunov functions
Commenced in January 2007
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Edition: International
Paper Count: 3976

Search results for: Common linear co-positive Lyapunov functions

2236 Interactive Compromise Approach with Particle Swarm Optimization for Environmental/Economic Power Dispatch

Authors: Ming-Tang Tsai, Chih-Wei Yen

Abstract:

In this paper, an Interactive Compromise Approach with Particle Swarm Optimization(ICA-PSO) is presented to solve the Economic Emission Dispatch(EED) problem. The cost function and emission function are modeled as the nonsmooth functions, respectively. The bi-objective including both the minimization of cost and emission is formulated in this paper. ICA-PSO is proposed to solve EED problem for finding a better compromise solution. The solution methodology can offer a global or near-global solution for decision-making requirements. The effectiveness and efficiency of ICA-PSO are demonstrated by a sample test system. Test results can be shown that the proposed method provide a practical and flexible framework for power dispatch.

Keywords: Interactive Compromise Approach, Emission Control, Economic Dispatch, Particle Swarm Optimization.

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2235 Histogram Slicing to Better Reveal Special Thermal Objects

Authors: S. Ratna Sulistiyanti, Adhi Susanto, Thomas Sri Widodo, Gede Bayu Suparta

Abstract:

In this paper, an experimentation to enhance the visibility of hot objects in a thermal image acquired with ordinary digital camera is reported, after the applications of lowpass and median filters to suppress the distracting granular noises. The common thresholding and slicing techniques were used on the histogram at different gray levels, followed by a subjective comparative evaluation. The best result came out with the threshold level 115 and the number of slices 3.

Keywords: enhance, thermal image, thresholding and slicingtechniques, granular noise, hot objects.

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2234 Risk Management Analysis: An Empirical Study Using Bivariate GARCH

Authors: Chin Wen Cheong

Abstract:

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Keywords: multivariate ARCH, structural change, value at risk.

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2233 Yield Performance of Two Locally Adapted and Two Introductions of Common Cowpea in Response to Amended In-Row-Spaces and Planting Dates

Authors: Mohamed M. A. Abdalla, M. F Mohamed, A. M. A. Rashwan

Abstract:

A field experiment was conducted in the Agricultural Research Station, at El-Ghoraieb, Assiut to study dry seed yield performance of two locally adapted cultivars (‘Azmerly’ and ‘Cream 7’) and two line introductions (IT81D-1032 and IT82D-812) of common cowpea (Vigna unguiculata (L.) Walp) grown at three different within-row spaces (20, 30 and 40 cm) and two planting dates in the summer (April 15th and 30th) and in the fall season (Aug. 12th and 27th) of two successive seasons. The data showed that total dry-seed yield produced by plants grown at 20 cm was greater than at 30 cm in all cvs/lines in both years. Increases in 1000-seed weight were detected in cv ‘Azmerly’ and line IT82D-812 when they were grown at 30 cm as compared with 20 cm in the summer season. However, in the fall season such increases were found in all cvs/lines. Planting at 40 cm produced seeds of greater weight than planting at 30 cm for all cvs/lines in the fall season and also in cv. Cream 7 and line IT82D-812 in the summer season, while all cvs/lines in the fall Planting on April 15th in the summer and also planting on Aug. 12th in the fall had plants which showed increases in 1000-seed weight and total dry-seed yield. The greatest 1000-seed weight was found in the line IT81D-1032 in the summer season and in the line IT82D-812 in the fall season. The sum up results revealed that ‘Azmerly’ produced greater dry-seed yield than ‘Cream 7’ and both of them were superior to the line IT82D-812 and IT81D-1032 in the summer season. In the fall, however, the line IT82D-812 produced greater dry-seed yield than the other cultivars/lines.

Keywords: Cowpea, Assiut, fall, planting dates, El-Ghoraieb.

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2232 Face Recognition using a Kernelization of Graph Embedding

Authors: Pang Ying Han, Hiew Fu San, Ooi Shih Yin

Abstract:

Linearization of graph embedding has been emerged as an effective dimensionality reduction technique in pattern recognition. However, it may not be optimal for nonlinearly distributed real world data, such as face, due to its linear nature. So, a kernelization of graph embedding is proposed as a dimensionality reduction technique in face recognition. In order to further boost the recognition capability of the proposed technique, the Fisher-s criterion is opted in the objective function for better data discrimination. The proposed technique is able to characterize the underlying intra-class structure as well as the inter-class separability. Experimental results on FRGC database validate the effectiveness of the proposed technique as a feature descriptor.

Keywords: Face recognition, Fisher discriminant, graph embedding, kernelization.

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2231 Modelling for Temperature Non-Isothermal Continuous Stirred Tank Reactor Using Fuzzy Logic

Authors: Nasser Mohamed Ramli, Mohamad Syafiq Mohamad

Abstract:

Many types of controllers were applied on the continuous stirred tank reactor (CSTR) unit to control the temperature. In this research paper, Proportional-Integral-Derivative (PID) controller are compared with Fuzzy Logic controller for temperature control of CSTR. The control system for temperature non-isothermal of a CSTR will produce a stable response curve to its set point temperature. A mathematical model of a CSTR using the most general operating condition was developed through a set of differential equations into S-function using MATLAB. The reactor model and S-function are developed using m.file. After developing the S-function of CSTR model, User-Defined functions are used to link to SIMULINK file. Results that are obtained from simulation and temperature control were better when using Fuzzy logic control compared to PID control.

Keywords: CSTR, temperature, PID, fuzzy logic.

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2230 Active Disturbance Rejection Control for Wind System Based On a DFIG

Authors: R. Chakib, A. Essadki, M. Cherkaoui

Abstract:

This paper proposes the study of a robust control of the doubly fed induction generator (DFIG) used in a wind energy production. The proposed control is based on the linear active disturbance rejection control (ADRC) and it is applied to the control currents rotor of the DFIG, the DC bus voltage and active and reactive power exchanged between the DFIG and the network. The system under study and the proposed control are simulated using MATLAB/SIMULINK.

Keywords: Doubly fed induction generator DFIG, Active disturbance rejection control ADRC, Vector control, MPPT, Extended state observer, back to back converter, Wind turbine.

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2229 Reducing Power in Error Correcting Code using Genetic Algorithm

Authors: Heesung Lee, Joonkyung Sung, Euntai Kim

Abstract:

This paper proposes a method which reduces power consumption in single-error correcting, double error-detecting checker circuits that perform memory error correction code. Power is minimized with little or no impact on area and delay, using the degrees of freedom in selecting the parity check matrix of the error correcting codes. The genetic algorithm is employed to solve the non linear power optimization problem. The method is applied to two commonly used SEC-DED codes: standard Hamming and odd column weight Hsiao codes. Experiments were performed to show the performance of the proposed method.

Keywords: Error correcting codes, genetic algorithm, non-linearpower optimization, Hamming code, Hsiao code.

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2228 Transverse Vibration of Non-Homogeneous Rectangular Plates of Variable Thickness Using GDQ

Authors: R. Saini, R. Lal

Abstract:

The effect of non-homogeneity on the free transverse vibration of thin rectangular plates of bilinearly varying thickness has been analyzed using generalized differential quadrature (GDQ) method. The non-homogeneity of the plate material is assumed to arise due to linear variations in Young’s modulus and density of the plate material with the in-plane coordinates x and y. Numerical results have been computed for fully clamped and fully simply supported boundary conditions. The solution procedure by means of GDQ method has been implemented in a MATLAB code. The effect of various plate parameters has been investigated for the first three modes of vibration. A comparison of results with those available in literature has been presented.

Keywords: Bilinear thickness, generalized differential quadrature (GDQ), non-homogeneous, Rectangular.

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2227 Arsenate Removal by Nano Zero-valent Iron in the Gas Bubbling System

Authors: V. Tanboonchuy, J.C. Hsu, N. Grisdanurak, C.H. Liao

Abstract:

This study focused on arsenate removal by nano zero-valent iron (NZVI) in the gas-bubbled aqueous solution. It appears that solution acidified by H2SO4 is far more favorable than by CO2-bubbled acidification. In addition, as dissolved oxygen was stripped out of solution by N2 gas bubbling, the arsenate removal dropped significantly. To take advantages of common practice of carbonation and oxic condition, pretreatment of CO2 and air bubbling in sequence are recommended for a better removal of arsenate.

Keywords: Arsenic, arsenate, zero-valent iron.

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2226 Empirical Statistical Modeling of Rainfall Prediction over Myanmar

Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

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2225 Fuzzy Rules Emulated Network Adaptive Controller with Unfixed Learning Rate for a Class of Unknown Discrete-time Nonlinear Systems

Authors: Chidentree Treesatayapun

Abstract:

A direct adaptive controller for a class of unknown nonlinear discrete-time systems is presented in this article. The proposed controller is constructed by fuzzy rules emulated network (FREN). With its simple structure, the human knowledge about the plant is transferred to be if-then rules for setting the network. These adjustable parameters inside FREN are tuned by the learning mechanism with time varying step size or learning rate. The variation of learning rate is introduced by main theorem to improve the system performance and stabilization. Furthermore, the boundary of adjustable parameters is guaranteed through the on-line learning and membership functions properties. The validation of the theoretical findings is represented by some illustrated examples.

Keywords: Neuro-Fuzzy, learning algorithm, nonlinear discrete time.

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2224 Cryptography Over Elliptic Curve Of The Ring Fq[e], e4 = 0

Authors: Chillali Abdelhakim

Abstract:

Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

Keywords: Elliptic Curve Over Ring, Discrete Logarithm Problem.

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2223 2-Dimensional Finger Gesture Based Mobile Robot Control Using Touch Screen

Authors: O. Ejale, N.B. Siddique, R. Seals

Abstract:

The purpose of this study was to present a reliable mean for human-computer interfacing based on finger gestures made in two dimensions, which could be interpreted and adequately used in controlling a remote robot's movement. The gestures were captured and interpreted using an algorithm based on trigonometric functions, in calculating the angular displacement from one point of touch to another as the user-s finger moved within a time interval; thereby allowing for pattern spotting of the captured gesture. In this paper the design and implementation of such a gesture based user interface was presented, utilizing the aforementioned algorithm. These techniques were then used to control a remote mobile robot's movement. A resistive touch screen was selected as the gesture sensor, then utilizing a programmed microcontroller to interpret them respectively.

Keywords: 2-Dimensional interface, finger gesture, mobile robot control, touch screen.

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2222 Power Quality Evaluation of Electrical Distribution Networks

Authors: Mohamed Idris S. Abozaed, Suliman Mohamed Elrajoubi

Abstract:

Researches and concerns in power quality gained significant momentum in the field of power electronics systems over the last two decades globally. This sudden increase in the number of concerns over power quality problems is a result of the huge increase in the use of non-linear loads. In this paper, power quality evaluation of some distribution networks at Misurata - Libya has been done using a power quality and energy analyzer (Fluke 437 Series II). The results of this evaluation are used to minimize the problems of power quality. The analysis shows the main power quality problems that exist and the level of awareness of power quality issues with the aim of generating a start point which can be used as guidelines for researchers and end users in the field of power systems.

Keywords: Power Quality Disturbances, Power Quality Evaluation, Statistical Analysis.

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2221 Multimachine Power System Stabilizers Design Using PSO Algorithm

Authors: H. Shayeghi, A. Safari, H. A. Shayanfar

Abstract:

In this paper, multiobjective design of multi-machine Power System Stabilizers (PSSs) using Particle Swarm Optimization (PSO) is presented. The stabilizers are tuned to simultaneously shift the lightly damped and undamped electro-mechanical modes of all machines to a prescribed zone in the s-plane. A multiobjective problem is formulated to optimize a composite set of objective functions comprising the damping factor, and the damping ratio of the lightly damped electromechanical modes. The PSSs parameters tuning problem is converted to an optimization problem which is solved by PSO with the eigenvalue-based multiobjective function. The proposed PSO based PSSs is tested on a multimachine power system under different operating conditions and disturbances through eigenvalue analysis and some performance indices to illustrate its robust performance.

Keywords: PSS Design, Particle Swarm Optimization, Dynamic Stability, Multiobjective Optimization.

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2220 An Analytical Method to Analysis of Foam Drainage Problem

Authors: A. Nikkar, M. Mighani

Abstract:

In this study, a new reliable technique use to handle the foam drainage equation. This new method is resulted from VIM by a simple modification that is Reconstruction of Variational Iteration Method (RVIM). The drainage of liquid foams involves the interplay of gravity, surface tension, and viscous forces. Foaming occurs in many distillation and absorption processes. Results are compared with those of Adomian’s decomposition method (ADM).The comparisons show that the Reconstruction of Variational Iteration Method is very effective and overcome the difficulty of traditional methods and quite accurate to systems of non-linear partial differential equations.

Keywords: Reconstruction of Variational Iteration Method (RVIM), Foam drainage, nonlinear partial differential equation.

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2219 Optimal Dynamic Economic Load Dispatch Using Artificial Immune System

Authors: I. A. Farhat

Abstract:

The The dynamic economic dispatch (DED) problem is one of the complex constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand. Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.

Keywords: Artificial Immune System (AIS), Dynamic Economic Dispatch (DED).

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2218 The Effect of Soil Surface Slope on Splash Distribution under Water Drop Impact

Authors: H. Aissa, L. Mouzai, M. Bouhadef

Abstract:

The effects of down slope steepness on soil splash distribution under a water drop impact have been investigated in this study. The equipment used are the burette to simulate a water drop, a splash cup filled with sandy soil which forms the source area and a splash board to collect the ejected particles. The results found in this study have shown that the apparent mass increased with increasing downslope angle following a linear regression equation with high coefficient of determination. In the same way, the radial soil splash distribution over the distance has been analyzed statistically, and an exponential function was the best fit of the relationship for the different slope angles. The curves and the regressions equations validate the well known FSDF and extend the theory of Van Dijk.

Keywords: Splash distribution, water drop, slope steepness, soil detachment.

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2217 Curvature Ductility Factor of Rectangular Sections Reinforced Concrete Beams

Authors: Y. Si Youcef, M. Chemrouk

Abstract:

The present work presents a method of calculating the ductility of rectangular sections of beams considering nonlinear behavior of concrete and steel. This calculation procedure allows us to trace the curvature of the section according to the bending moment, and consequently deduce ductility. It also allowed us to study the various parameters that affect the value of the ductility. A comparison of the effect of maximum rates of tension steel, adopted by the codes, ACI [1], EC8 [2] and RPA [3] on the value of the ductility was made. It was concluded that the maximum rate of steels permitted by the ACI [1] codes and RPA [3] are almost similar in their effect on the ductility and too high. Therefore, the ductility mobilized in case of an earthquake is low, the inverse of code EC8 [2]. Recommendations have been made in this direction.

Keywords: Ductility, beam, reinforced concrete, seismic code, relationship, time bending, resistance, non-linear behavior.

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2216 Multi Objective Micro Genetic Algorithm for Combine and Reroute Problem

Authors: Soottipoom Yaowiwat, Manoj Lohatepanont, Proadpran Punyabukkana

Abstract:

Several approaches such as linear programming, network modeling, greedy heuristic and decision support system are well-known approaches in solving irregular airline operation problem. This paper presents an alternative approach based on Multi Objective Micro Genetic Algorithm. The aim of this research is to introduce the concept of Multi Objective Micro Genetic Algorithm as a tool to solve irregular airline operation, combine and reroute problem. The experiment result indicated that the model could obtain optimal solutions within a few second.

Keywords: Irregular Airline Operation, Combine and RerouteRoutine, Genetic Algorithm, Micro Genetic Algorithm, Multi ObjectiveOptimization, Evolutionary Algorithm.

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2215 Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints

Authors: Min Sun, Jing Liu

Abstract:

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

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

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2214 Evolutionary Design of Polynomial Controller

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

Abstract:

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

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

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2213 Seismic Response Reduction of Structures using Smart Base Isolation System

Authors: H.S. Kim

Abstract:

In this study, control performance of a smart base isolation system consisting of a friction pendulum system (FPS) and a magnetorheological (MR) damper has been investigated. A fuzzy logic controller (FLC) is used to modulate the MR damper so as to minimize structural acceleration while maintaining acceptable base displacement levels. To this end, a multi-objective optimization scheme is used to optimize parameters of membership functions and find appropriate fuzzy rules. To demonstrate effectiveness of the proposed multi-objective genetic algorithm for FLC, a numerical study of a smart base isolation system is conducted using several historical earthquakes. It is shown that the proposed method can find optimal fuzzy rules and that the optimized FLC outperforms not only a passive control strategy but also a human-designed FLC and a conventional semi-active control algorithm.

Keywords: Fuzzy logic controller, genetic algorithm, MR damper, smart base isolation system

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2212 Fuzzy PID based PSS Design Using Genetic Algorithm

Authors: Ermanu A. Hakim, Adi Soeprijanto, Mauridhi H.P

Abstract:

This paper presents PSS (Power system stabilizer) design based on optimal fuzzy PID (OFPID). OFPID based PSS design is considered for single-machine power systems. The main motivation for this design is to stabilize or to control low-frequency oscillation on power systems. Firstly, describing the linear PID control then to combine this PID control with fuzzy logic control mechanism. Finally, Fuzzy PID parameters (Kp. Kd, KI, Kupd, Kui) are tuned by Genetic Algorthm (GA) to reach optimal global stability. The effectiveness of the proposed PSS in increasing the damping of system electromechanical oscillation is demonstrated in a one-machine-infinite-bus system

Keywords: Fuzzy PID, Genetic Algorithm, power system stabilizer.

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2211 Health Post A Sustainable Prototype for the Third World

Authors: Chizzoniti Domenico, Beggiora Klizia, Cattani Letizia, Moscatelli Monica

Abstract:

This paper concerns the study of sustainable construction materials applied on the "Health Post", a prototype for the primary health care situated in alienated areas of the world. It's suitable for social and climatic Sub-Saharan context; however, it could be moved in other countries of the world with similar urgent needs. The idea is to create a Health Post with local construction materials that have a low environmental impact and promote the local workforce allowing reuse of traditional building techniques lowering production costs and transport. The aim of Primary Health Care Centre is to be a flexible and expandable structure identifying a modular form that can be repeated several times to expand its existing functions. In this way it could be not only a health care centre but also a socio-cultural facility.

Keywords: Low costs building, sustainable construction materials, green construction system, prototype, health care, emergency.

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2210 Microbiological Profile of UTI along with Their Antibiotic Sensitivity Pattern with Special Reference to Nitrofurantoin

Authors: Rupinder Bakshi, Geeta Walia, Anita Gupta

Abstract:

Urinary Tract Infections are considered as one of the most common bacterial infections with an estimated annual global incidence of 150 million. Antimicrobial drug resistance is one of the major threats due to wide spread usage of uncontrolled antibiotics. In this study, a total number of 9149 urine samples were collected from R.H Patiala and processed in the Department of Microbiology G. M. C Patiala (January 2013 to December 2013). Urine samples were inoculated on MacConkey’s and blood agar plates and incubated at 370C for 24 hrs. The organisms were identified by colony characters, Gram’s staining, and biochemical reactions. Antimicrobial susceptibility of the isolates was determined against various antimicrobial agents (Hi – Media Mumbai India) by Kirby Bauer DISK diffusion method on Muller Hinton agar plates. Maximum patients were in the age group of 21-30 yrs followed by 31-40 yrs. Males (34%) are less prone to urinary tract infections than females (66%). Culture was positive in 25% of the samples. Escherichia coli was the most common isolate 60.3% followed by Klebsiella pneumoniae 13.5%, Proteus spp. 9% and Staphylococcus aureus 7.6%. Most of the urinary isolates were sensitive to, carbepenems, Aztreonam, Amikacin, and Piperacillin + Tazobactum. All the isolates showed a good sensitivity towards Nitrofurantoin (82%). ESBL production was found to be 70.6% in Escherichia coli and 29.4% in Klebsiella pneumonia. Susceptibility of ESBL producers to Imipenem, Nitrofurantoin and Amikacin were found to be 100%, 76%, and 75% respectively. Uropathogens are increasingly showing resistance to many antibiotics making empiric management of outpatient UTIs challenging. Ampicillin, Cotrimoxazole and Ciprofloxacin should not be used in empiric treatment. Nitrofurantoin could be used in lower urinary tract infection. Knowledge of uropathogens and their antimicrobial susceptibility pattern in a geographical region will help in appropriate and judicious antibiotic usage in a health care setup.

Keywords: Urinary Tract Infection, UTI, antibiotic susceptibility pattern, ESBL.

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2209 A Comparison of Shunt Active Power Filter Control Methods under Non-Sinusoidal and Unbalanced Voltage Conditions

Authors: H. Abaali, M. T. Lamchich, M. Raoufi

Abstract:

There are a variety of reference current identification methods, for the shunt active power filter (SAPF), such as the instantaneous active and reactive power, the instantaneous active and reactive current and the synchronous detection method are evaluated and compared under ideal, non sinusoidal and unbalanced voltage conditions. The SAPF performances, for the investigated identification methods, are tested for a non linear load. The simulation results, using Matlab Power System Blockset Toolbox from a complete structure, are presented and discussed.

Keywords: Shunt active power filter, Current perturbation, Non sinusoidal and unbalanced voltage conditions.

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2208 An Engineering Approach to Forecast Volatility of Financial Indices

Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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2207 Quality Factor Variation with Transform Order in Fractional Fourier Domain

Authors: Sukrit Shankar, Chetana Shanta Patsa, K. Pardha Saradhi, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a powerful tool, which is a generalization of the classical Fourier Transform. This paper provides a mathematical relation relating the span in Fractional Fourier domain with the amplitude and phase functions of the signal, which is further used to study the variation of quality factor with different values of the transform order. It is seen that with the increase in the number of transients in the signal, the deviation of average Fractional Fourier span from the frequency bandwidth increases. Also, with the increase in the transient nature of the signal, the optimum value of transform order can be estimated based on the quality factor variation, and this value is found to be very close to that for which one can obtain the most compact representation. With the entire mathematical analysis and experimentation, we consolidate the fact that Fractional Fourier Transform gives more optimal representations for a number of transform orders than Fourier transform.

Keywords: Fractional Fourier Transform, Quality Factor, Fractional Fourier span, transient signals.

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