Search results for: Discrete ill-posed problem
3827 Localization by DKF Multi Sensor Fusion in the Uncertain Environments for Mobile Robot
Authors: Omid Sojodishijani, Saeed Ebrahimijam, Vahid Rostami
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This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.
Keywords: Discrete Kalman filter, odometry sensor, omnidirectional vision sensor, Robot Localization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14293826 A Robust Hybrid Blind Digital Image Watermarking System Using Discrete Wavelet Transform and Contourlet Transform
Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy
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In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.
Keywords: DWT, contourlet transform, digital image watermarking, copyright protection, geometric attack.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10383825 A Multi-Objective Optimization Model to the Integrating Flexible Process Planning And Scheduling Based on Modified Particle Swarm Optimization Algorithm (MPSO)
Authors: R. Sahraian, A. Karampour Haghighi, E. Ghasemi
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Process planning and production scheduling play important roles in manufacturing systems. In this paper a multiobjective mixed integer linear programming model is presented for the integrated planning and scheduling of multi-product. The aim is to find a set of high-quality trade-off solutions. This is a combinatorial optimization problem with substantially large solution space, suggesting that it is highly difficult to find the best solutions with the exact search method. To account for it, a PSO-based algorithm is proposed by fully utilizing the capability of the exploration search and fast convergence. To fit the continuous PSO in the discrete modeled problem, a solution representation is used in the algorithm. The numerical experiments have been performed to demonstrate the effectiveness of the proposed algorithm.Keywords: Integrated process planning and scheduling, multi objective, MILP, Particle swarm optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14303824 A 3 Dimensional Simulation of the Repeated Load Triaxial Test
Authors: Bao Thach Nguyen, Abbas Mohajerani
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A typical flexible pavement structure consists of the surface, base, sub-base and subgrade soil. The loading traffic is transferred from the top layer with higher stiffness to the layer below with less stiffness. Under normal traffic loading, the behaviour of flexible pavement is very complex and can be predicted by using the repeated load triaxial test equipment in the laboratory. However, the nature of the repeated load triaxial testing procedure is considered time-consuming, complicated and expensive, and it is a challenge to carry out as a routine test in the laboratory. Therefore, the current paper proposes a numerical approach to simulate the repeated load triaxial test by employing the discrete element method. A sample with particle size ranging from 2.36mm to 19.0mm was constructed. Material properties, which included normal stiffness, shear stiffness, coefficient of friction, maximum dry density and particle density, were used as the input for the simulation. The sample was then subjected to a combination of deviator and confining stress and it was found that the discrete element method is able to simulate the repeated load triaxial test in the laboratory.
Keywords: Discrete element method, repeated load triaxial, pavement materials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31533823 An Efficient Motion Recognition System Based on LMA Technique and a Discrete Hidden Markov Model
Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier
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Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.Keywords: Human Motion Recognition, Motion representation, Laban Movement Analysis, Discrete Hidden Markov Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7283822 High Capacity Spread-Spectrum Watermarking for Telemedicine Applications
Authors: Basant Kumar, Animesh Anand, S.P. Singh, Anand Mohan
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This paper presents a new spread-spectrum watermarking algorithm for digital images in discrete wavelet transform (DWT) domain. The algorithm is applied for embedding watermarks like patient identification /source identification or doctors signature in binary image format into host digital radiological image for potential telemedicine applications. Performance of the algorithm is analysed by varying the gain factor, subband decomposition levels, and size of watermark. Simulation results show that the proposed method achieves higher watermarking capacity.Keywords: Watermarking, spread-spectrum, discrete wavelettransform, telemedicine
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22183821 An Advanced Method for Speech Recognition
Authors: Meysam Mohamad pour, Fardad Farokhi
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In this paper in consideration of each available techniques deficiencies for speech recognition, an advanced method is presented that-s able to classify speech signals with the high accuracy (98%) at the minimum time. In the presented method, first, the recorded signal is preprocessed that this section includes denoising with Mels Frequency Cepstral Analysis and feature extraction using discrete wavelet transform (DWT) coefficients; Then these features are fed to Multilayer Perceptron (MLP) network for classification. Finally, after training of neural network effective features are selected with UTA algorithm.Keywords: Multilayer perceptron (MLP) neural network, Discrete Wavelet Transform (DWT) , Mels Scale Frequency Filter , UTA algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23663820 Classification of Fuzzy Petri Nets, and Their Applications
Authors: M.H.Aziz, Erik L.J.Bohez, Manukid Parnichkun, Chanchal Saha
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Petri Net (PN) has proven to be effective graphical, mathematical, simulation, and control tool for Discrete Event Systems (DES). But, with the growth in the complexity of modern industrial, and communication systems, PN found themselves inadequate to address the problems of uncertainty, and imprecision in data. This gave rise to amalgamation of Fuzzy logic with Petri nets and a new tool emerged with the name of Fuzzy Petri Nets (FPN). Although there had been a lot of research done on FPN and a number of their applications have been anticipated, but their basic types and structure are still ambiguous. Therefore, in this research, an effort is made to categorize FPN according to their structure and algorithms Further, literature review of the applications of FPN in the light of their classifications has been done.
Keywords: Discrete event systems, Fuzzy logic, Fuzzy Petri nets, and Petri nets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16323819 Localizing Acoustic Touch Impacts using Zip-stuffing in Complex k-space Domain
Authors: R. Bremananth, Andy W. H. Khong, A. Chitra
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Visualizing sound and noise often help us to determine an appropriate control over the source localization. Near-field acoustic holography (NAH) is a powerful tool for the ill-posed problem. However, in practice, due to the small finite aperture size, the discrete Fourier transform, FFT based NAH couldn-t predict the activeregion- of-interest (AROI) over the edges of the plane. Theoretically few approaches were proposed for solving finite aperture problem. However most of these methods are not quite compatible for the practical implementation, especially near the edge of the source. In this paper, a zip-stuffing extrapolation approach has suggested with 2D Kaiser window. It is operated on wavenumber complex space to localize the predicted sources. We numerically form a practice environment with touch impact databases to test the localization of sound source. It is observed that zip-stuffing aperture extrapolation and 2D window with evanescent components provide more accuracy especially in the small aperture and its derivatives.Keywords: Acoustic source localization, Near-field acoustic holography (NAH), FFT, Extrapolation, k-space wavenumber errors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16483818 Sensor Fusion Based Discrete Kalman Filter for Outdoor Robot Navigation
Authors: Mbaitiga Zacharie
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The objective of the presented work is to implement the Kalman Filter into an application that reduces the influence of the environmental changes over the robot expected to navigate over a terrain of varying friction properties. The Discrete Kalman Filter is used to estimate the robot position, project the estimated current state ahead at time through time update and adjust the projected estimated state by an actual measurement at that time via the measurement update using the data coming from the infrared sensors, ultrasonic sensors and the visual sensor respectively. The navigation test has been performed in a real world environment and has been found to be robust.
Keywords: Kalman filter, sensors fusion, robot navigation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21153817 A New Stability Analysis and Stabilization of Discrete-Time Switched Linear Systems Using Vector Norms Approach
Authors: Marwen Kermani, Anis Sakly, Faouzi M'sahli
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In this paper, we aim to investigate a new stability analysis for discrete-time switched linear systems based on the comparison, the overvaluing principle, the application of Borne-Gentina criterion and the Kotelyanski conditions. This stability conditions issued from vector norms correspond to a vector Lyapunov function. In fact, the switched system to be controlled will be represented in the Companion form. A comparison system relative to a regular vector norm is used in order to get the simple arrow form of the state matrix that yields to a suitable use of Borne-Gentina criterion for the establishment of sufficient conditions for global asymptotic stability. This proposed approach could be a constructive solution to the state and static output feedback stabilization problems.
Keywords: Discrete-time switched linear systems, Global asymptotic stability, Vector norms, Borne-Gentina criterion, Arrow form state matrix, Arbitrary switching, State feedback controller, Static output feedback controller.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16393816 Split-Pipe Design of Water Distribution Network Using Simulated Annealing
Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura
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In this paper a procedure for the split-pipe design of looped water distribution network based on the use of simulated annealing is proposed. Simulated annealing is a heuristic-based search algorithm, motivated by an analogy of physical annealing in solids. It is capable for solving the combinatorial optimization problem. In contrast to the split-pipe design that is derived from a continuous diameter design that has been implemented in conventional optimization techniques, the split-pipe design proposed in this paper is derived from a discrete diameter design where a set of pipe diameters is chosen directly from a specified set of commercial pipes. The optimality and feasibility of the solutions are found to be guaranteed by using the proposed method. The performance of the proposed procedure is demonstrated through solving the three well-known problems of water distribution network taken from the literature. Simulated annealing provides very promising solutions and the lowest-cost solutions are found for all of these test problems. The results obtained from these applications show that simulated annealing is able to handle a combinatorial optimization problem of the least cost design of water distribution network. The technique can be considered as an alternative tool for similar areas of research. Further applications and improvements of the technique are expected as well.Keywords: Combinatorial problem, Heuristics, Least-cost design, Looped network, Pipe network, Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26783815 Discrete Modified Internal Model Control for a nth-order Plant with an Integrator and Dead-time
Authors: Manato Ono, Hiromitsu Ogawa, Naohiro Ban, Yoshihisa Ishida
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This paper deals with a design method of a discrete modified Internal Model Control (IMC) for a plant with an integrator and dead time. If there is a load disturbance in the input or output side of the plant, the proposed control system can eliminate the steady-state error caused by it. The disturbance compensator in this method is simple and its order is low regardless of that of a plant. The simulation studies show that the proposed method has superior performance for a load disturbance rejection and robustness.Keywords: Internal Model Control, Smith Predictor, Dead time, Integrator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16593814 GPS and Discrete Kalman Filter for Indoor Robot Navigation
Authors: Mbaitiga Zacharie
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This paper discusses the implementation of the Kalman Filter along with the Global Positioning System (GPS) for indoor robot navigation. Two dimensional coordinates is used for the map building, and refers to the global coordinate which is attached to the reference landmark for position and direction information the robot gets. The Discrete Kalman Filter is used to estimate the robot position, project the estimated current state ahead in time through time update and adjust the projected estimated state by an actual measurement at that time via the measurement update. The navigation test has been performed and has been found to be robust.Keywords: Global positioning System, kalman filter, robot navigation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20493813 Characteristic of Discrete Raman Amplifier at Different Pump Configurations
Authors: Parekhan M. Jaff
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This paper describes the gain and noise performances of discrete Raman amplifier as a function of fiber lengths and the signal input powers for different pump configurations. Simulation has been done by using optisystem 7.0 software simulation at signal wavelength of 1550 nm and a pump wavelength of 1450nm. The results showed that the gain is higher in bidirectional pumping than in counter pumping, the gain changes with increasing the fiber length while the noise figure remain the same for short fiber lengths and the gain saturates differently for different pumping configuration at different fiber lengths and power levels of the signal.Keywords: Optical Amplifier, Raman Amplifier DiscreteRaman Amplifier (DRA), Wavelength Division Multiplexing(WDM).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26183812 Design of Liquids Mixing Control System using Fuzzy Time Control Discrete Event Model for Industrial Applications
Authors: M.Saleem Khan, Khaled Benkrid
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This paper presents a time control liquids mixing system in the tanks as an application of fuzzy time control discrete model. The system is designed for a wide range of industrial applications. The simulation design of control system has three inputs: volume, viscosity, and selection of product, along with the three external control adjustments for the system calibration or to take over the control of the system autonomously in local or distributed environment. There are four controlling elements: rotatory motor, grinding motor, heating and cooling units, and valves selection, each with time frame limit. The system consists of three controlled variables measurement through its sensing mechanism for feed back control. This design also facilitates the liquids mixing system to grind certain materials in tanks and mix with fluids under required temperature controlled environment to achieve certain viscous level. Design of: fuzzifier, inference engine, rule base, deffuzifiers, and discrete event control system, is discussed. Time control fuzzy rules are formulated, applied and tested using MATLAB simulation for the system.Keywords: Fuzzy time control, industrial application and timecontrol systems, adjustment of Fuzzy system, liquids mixing system, design of fuzzy time control DEV system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25503811 Bi-linear Complementarity Problem
Authors: Chao Wang, Ting-Zhu Huang Chen Jia
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In this paper, we propose a new linear complementarity problem named as bi-linear complementarity problem (BLCP) and the method for solving BLCP. In addition, the algorithm for error estimation of BLCP is also given. Numerical experiments show that the algorithm is efficient.
Keywords: Bi-linear complementarity problem, Linear complementarity problem, Extended linear complementarity problem, Error estimation, P-matrix, M-matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17253810 Stability of a Special Class of Switched Positive Systems
Authors: Xiuyong Ding, Lan Shu, Xiu Liu
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This paper is concerned with the existence of a linear copositive Lyapunov function(LCLF) for a special class of switched positive linear systems(SPLSs) composed of continuousand discrete-time subsystems. Firstly, by using system matrices, we construct a special kind of matrices in appropriate manner. Secondly, our results reveal that the Hurwitz stability of these matrices is equivalent to the existence of a common LCLF for arbitrary finite sets composed of continuous- and discrete-time positive linear timeinvariant( LTI) systems. Finally, a simple example is provided to illustrate the implication of our results.
Keywords: Linear co-positive Lyapunov functions, positive systems, switched systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15193809 Application of the Discrete-Event Simulation When Optimizing of Business Processes in Trading Companies
Authors: Maxat Bokambayev, Bella Tussupova, Aisha Mamyrova, Erlan Izbasarov
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Optimization of business processes in trading companies is reviewed in the report. There is the presentation of the “Wholesale Customer Order Handling Process” business process model applicable for small and medium businesses. It is proposed to apply the algorithm for automation of the customer order processing which will significantly reduce labor costs and time expenditures and increase the profitability of companies. An optimized business process is an element of the information system of accounting of spare parts trading network activity. The considered algorithm may find application in the trading industry as well.
Keywords: Business processes, discrete-event simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15643808 A Method for Solving a Bi-Objective Transportation Problem under Fuzzy Environment
Authors: Sukhveer Singh, Sandeep Singh
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A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.
Keywords: Transportation problem, efficient solution, ranking function, fuzzy transportation problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13563807 Losses Analysis in TEP Considering Uncertainity in Demand by DPSO
Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri
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This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.Keywords: DPSO, TEP, Uncertainty
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14763806 Comparison of S-transform and Wavelet Transform in Power Quality Analysis
Authors: Mohammad Javad Dehghani
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In the power quality analysis non-stationary nature of voltage distortions require some precise and powerful analytical techniques. The time-frequency representation (TFR) provides a powerful method for identification of the non-stationary of the signals. This paper investigates a comparative study on two techniques for analysis and visualization of voltage distortions with time-varying amplitudes. The techniques include the Discrete Wavelet Transform (DWT), and the S-Transform. Several power quality problems are analyzed using both the discrete wavelet transform and S–transform, showing clearly the advantage of the S– transform in detecting, localizing, and classifying the power quality problems.Keywords: Power quality, S-Transform, Short Time FourierTransform , Wavelet Transform, instantaneous sag, swell.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28133805 Extended Set of DCT-TPLBP and DCT-FPLBP for Face Recognition
Authors: El Mahdi Barrah, Said Safi, Abdessamad Malaoui
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In this paper, we describe an application for face recognition. Many studies have used local descriptors to characterize a face, the performance of these local descriptors remain low by global descriptors (working on the entire image). The application of local descriptors (cutting image into blocks) must be able to store both the advantages of global and local methods in the Discrete Cosine Transform (DCT) domain. This system uses neural network techniques. The letter method provides a good compromise between the two approaches in terms of simplifying of calculation and classifying performance. Finally, we compare our results with those obtained from other local and global conventional approaches.Keywords: Face detection, face recognition, discrete cosine transform (DCT), FPLBP, TPLBP, NN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19733804 Discrete Polyphase Matched Filtering-based Soft Timing Estimation for Mobile Wireless Systems
Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk
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In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.
Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16923803 Evaluation of Algorithms for Sequential Decision in Biosonar Target Classification
Authors: Turgay Temel, John Hallam
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A sequential decision problem, based on the task ofidentifying the species of trees given acoustic echo data collectedfrom them, is considered with well-known stochastic classifiers,including single and mixture Gaussian models. Echoes are processedwith a preprocessing stage based on a model of mammalian cochlearfiltering, using a new discrete low-pass filter characteristic. Stoppingtime performance of the sequential decision process is evaluated andcompared. It is observed that the new low pass filter processingresults in faster sequential decisions.
Keywords: Classification, neuro-spike coding, parametricmodel, Gaussian mixture with EM algorithm, sequential decision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15473802 Dynamic Analyses for Passenger Volume of Domestic Airline and High Speed Rail
Authors: Shih-Ching Lo
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Discrete choice model is the most used methodology for studying traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. In this study, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, different models are compared so as to propose the best one. From the results, systematic equations forecast better than single equation do. Models with the external variable, which is oil price, are better than models based on closed system assumption.
Keywords: forecasting, passenger volume, dynamic competition model, external variable, oil price
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14633801 An Engineering Approach to Forecast Volatility of Financial Indices
Authors: Irwin Ma, Tony Wong, Thiagas Sankar
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16303800 Bee Colony Optimization Applied to the Bin Packing Problem
Authors: Kenza Aida Amara, Bachir Djebbar
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We treat the two-dimensional bin packing problem which involves packing a given set of rectangles into a minimum number of larger identical rectangles called bins. This combinatorial problem is NP-hard. We propose a pretreatment for the oriented version of the problem that allows the valorization of the lost areas in the bins and the reduction of the size problem. A heuristic method based on the strategy first-fit adapted to this problem is presented. We present an approach of resolution by bee colony optimization. Computational results express a comparison of the number of bins used with and without pretreatment.Keywords: Bee colony optimization, bin packing, heuristic algorithm, pretreatment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11023799 A Microscopic Simulation Model for Earthmoving Operations
Authors: Jiali Fu
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Earthmoving operations are a major part of many construction projects. Because of the complexity and fast-changing environment of such operations, the planning and estimating are crucial on both planning and operational levels. This paper presents the framework ofa microscopic discrete-event simulation system for modeling earthmoving operations and conducting productivity estimations on an operational level.A prototype has been developed to demonstrate the applicability of the proposed framework, and this simulation system is presented via a case study based on an actual earthmoving project. The case study shows that the proposed simulation model is capable of evaluating alternative operating strategies and resource utilization at a very detailed level.Keywords: Earthmoving operation, microscopic simulation, discrete-event simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19863798 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations
Authors: A. M. Sagir
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Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVPs) in ordinary differential equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.
Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.
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