Search results for: radial basis function network.

Authors: Danilo López, Johana Hernández, Edwin Rivas

Abstract:

The use of the Multilayer Perceptron Neural Networks (MLPNN) technique is presented to estimate the future state of use of a licensed channel by primary users (PUs); this will be useful at the spectral decision stage in cognitive radio networks (CRN) to determine approximately in which time instants of future may secondary users (SUs) opportunistically use the spectral bandwidth to send data through the primary wireless network. To validate the results, sequences of occupancy data of channel were generated by simulation. The results show that the prediction percentage is greater than 60% in some of the tests carried out.

Keywords: Cognitive radio, neural network, prediction, primary user.

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Authors: Igor Astrov, Natalya Berezovski

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a neural network motion control procedure to address the dynamics variation and performance requirement difference of flight trajectory for a VTAV. This control strategy with using of NARMAL2 neurocontroller for chosen model of VTAV has been verified by simulation of take-off and forward maneuvers using software package Simulink and demonstrated good performance for fast stabilization of motors, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: NARMA-L2 neurocontroller, situational awareness, vectored thrust aerial vehicle.

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Authors: Durga Prasad Sapkota, Madhu Sudan Kayastha, Koichi Wakita

Abstract:

In this paper, we have compared and analyzed the electroabsorption properties between with and without excitonic effect bulk in high purity GaAs spatial light modulator for optical fiber communication network. The eletroabsorption properties such as absorption spectra, change in absorption spectra, change in refractive index and extinction ration has been calculated. We have also compared the result of absorption spectra and change in absorption spectra with the experimental results and found close agreement with experimental results.

Keywords: Exciton, Refractive index change, Extinction ratio.

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Authors: J. Kluabwang

Abstract:

An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).

Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search

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Authors: Atul Dev, Pankaj Jha

Abstract:

Dr. Genichi Taguchi looked at quality in a broader term and gave an excellent definition of quality in terms of loss to society. However the scope of this definition is limited to the losses imparted by a poor quality product to the customer only and are considered during the useful life of the product and further in a certain situation this loss can even be zero. In this paper, it has been proposed that the scope of quality of a product shall be further enhanced by considering the losses imparted by a poor quality product to society at large, due to associated environmental and safety related factors, over the complete life cycle of the product. Moreover, though these losses can be further minimized with the use of techno-safety interventions, the net losses to society however can never be made zero. This paper proposes an entirely new approach towards defining product quality and is based on Taguchi’s definition of quality.

Keywords: Existing concept, goal post philosophy, life cycle, proposed concept, quality loss function.

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Authors: Mohd Nizam Omar, Rahmat Budiarto

Abstract:

This research intends to introduce a new usage of Artificial Intelligent (AI) approaches in Stepping Stone Detection (SSD) fields of research. By using Self-Organizing Map (SOM) approaches as the engine, through the experiment, it is shown that SOM has the capability to detect the number of connection chains that involved in a stepping stones. Realizing that by counting the number of connection chain is one of the important steps of stepping stone detection and it become the research focus currently, this research has chosen SOM as the AI techniques because of its capabilities. Through the experiment, it is shown that SOM can detect the number of involved connection chains in Network-based Stepping Stone Detection (NSSD).

Keywords: Artificial Intelligent, Self-Organizing Map (SOM), Stepping Stone Detection, Tracing Intruder.

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Authors: Dewi Nasien, Siti S. Yuhaniz, Habibollah Haron

Abstract:

In a handwriting recognition problem, characters can be represented using chain codes. The main problem in representing characters using chain code is optimizing the length of the chain code. This paper proposes to use randomized algorithm to minimize the length of Freeman Chain Codes (FCC) generated from isolated handwritten characters. Feedforward neural network is used in the classification stage to recognize the image characters. Our test results show that by applying the proposed model, we reached a relatively high accuracy for the problem of isolated handwritten when tested on NIST database.

Keywords: Handwriting Recognition, Freeman Chain Code andFeedforward Backpropagation Neural Networks.

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Authors: A. Salmanpour, Sh. Mohammad Nejad

Abstract:

One of the methods for detecting the target position error in the laser tracking systems is using Four Quadrant (4Q) detectors. If the coordinates of the target center is yielded through the usual relations of the detector outputs, the results will be nonlinear, dependent on the shape, target size and its position on the detector screen. In this paper we have designed an algorithm with using neural network that coordinates of the target center in laser tracking systems is calculated by using detector outputs obtained from visual modeling. With this method, the results except from the part related to the detector intrinsic limitation, are linear and dependent from the shape and target size.

Keywords: four quadrant detector, laser tracking system, rangefinder, tracking sensor

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Authors: Kyoungjin Kim

Abstract:

Viscous heating becomes significant in the high speed resin coating process of glass fibers for optical fiber manufacturing. This study focuses on the coating resin flows inside the capillary coating die of optical fiber coating applicator and they are numerically simulated to examine the effects of viscous heating and subsequent temperature increase in coating resin. Resin flows are driven by fast moving glass fiber and the pressurization at the coating die inlet, while the temperature dependent viscosity of liquid coating resin plays an important role in the resin flow. It is found that the severe viscous heating near the coating die wall profoundly alters the radial velocity profiles and that the increase of final coating thickness by die pressurization is amplified if viscous heating is present.

Keywords: Optical fiber manufacturing, Optical fiber coating, Capillary flow, Viscous heating, Flow simulation

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Authors: Henry Hexmoor, Kailash Yelasani

Abstract:

We present vehicular platooning as a special case of crowd-sensing framework where sharing sensory information among a crowd is used for their collective benefit. After offering an abstract policy that governs processes involving a vehicular platoon, we review several common scenarios and components surrounding vehicular platooning. We then present a simulated prototype that illustrates efficiency of road usage and vehicle travel time derived from platooning. We have argued that one of the paramount benefits of platooning that is overlooked elsewhere, is the substantial computational savings (i.e., economizing benefits) in acquisition and processing of sensory data among vehicles sharing the road. The most capable vehicle can share data gathered from its sensors with nearby vehicles grouped into a platoon.

Keywords: Cloud network, collaboration, Internet of Things, social network.

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Authors: Nader Gharibnavaz, Hossein Yazdi

Abstract:

If organizations like Mellat Bank want to identify its customer market completely to reach its specified goals, it can segment the market to offer the product package to the right segment. Our objective is to offer a segmentation model for Iran banking market in Mellat bank view. The methodology of this project is combined by “segmentation on the basis of four part-quality variables" and “segmentation on the basis of different in means". Required data are gathered from E-Systems and researcher personal observation. Finally, the research offers the organization that at first step form a four dimensional matrix with 756 segments using four variables named value-based, behavioral, activity style, and activity level, and at the second step calculate the means of profit for every cell of matrix in two distinguished work level (levels α1:normal condition and α2: high pressure condition) and compare the segments by checking two conditions that are 1- homogeneity every segment with its sub segment and 2- heterogeneity with other segments, and so it can do the necessary segmentation process. After all, the last offer (more explained by an operational example and feedback algorithm) is to test and update the model because of dynamic environment, technology, and banking system.

Keywords: market segmentation model, banking system, Mellat bank

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Authors: S. Kahvecioglu, A. Karamancioglu, A. Yazici

Abstract:

In this paper, a nonlinear model predictive swing-up and stabilizing sliding controller is proposed for an inverted pendulum-cart system. In the swing up phase, the nonlinear model predictive control is formulated as a nonlinear programming problem with energy based objective function. By solving this problem at each sampling instant, a sequence of control inputs that optimize the nonlinear objective function subject to various constraints over a finite horizon are obtained. Then, this control drives the pendulum to a predefined neighborhood of the upper equilibrium point, at where sliding mode based model predictive control is used to stabilize the systems with the specified constraints. It is shown by the simulations that, due to the way of formulating the problem, short horizon lengths are sufficient for attaining the swing up goal.

Keywords: Inverted pendulum, model predictive control, swingup, stabilization.

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Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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Authors: Samia Salah, M’hamed Hadj Sadok, Abderrezak Guessoum

Abstract:

In this paper, we propose a new modular approach called neuroglial consisting of two neural networks slow and fast which emulates a biological reality recently discovered. The implementation is based on complex multi-time scale systems; validation is performed on the model of the asynchronous machine. We applied the geometric approach based on the Gerschgorin circles for the decoupling of fast and slow variables, and the method of singular perturbations for the development of reductions models.

This new architecture allows for smaller networks with less complexity and better performance in terms of mean square error and convergence than the single network model.

Keywords: Gerschgorin’s Circles, Neuroglial Network, Multi time scales systems, Singular perturbation method.

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Authors: Shunzuo Wu, Xudong Luo, Yuanxiu Liao

Abstract:

Recently, the rapid development of deep learning makes artificial intelligence (AI) penetrate into many fields, replacing manual work there. In particular, AI systems also become a research focus in the field of automatic office. To meet real needs in automatic officiating, in this paper we develop an automatic form filling system. Specifically, it uses two classical neural network models and several word embedding models to classify various relevant information elicited from the Internet. When training the neural network models, we use less noisy and balanced data for training. We conduct a series of experiments to test my systems and the results show that our system can achieve better classification results.

Keywords: Personal information, deep learning, auto fill, NLP, document analysis.

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Authors: Farzana Yasmeen, Md. Nurul Huda, Md. Enamul Haque, Michihiro Aoki, Shigeki Yamada

Abstract:

Delay-Tolerant Networks (DTNs) are sparse, wireless networks where disconnections are common due to host mobility and low node density. The Message Ferrying (MF) scheme is a mobilityassisted paradigm to improve connectivity in DTN-like networks. A ferry or message ferry is a special node in the network which has a per-determined route in the deployed area and relays messages between mobile hosts (MHs) which are intermittently connected. Increased contact opportunities among mobile hosts and the ferry improve the performance of the network, both in terms of message delivery ratio and average end-end delay. However, due to the inherent mobility of mobile hosts and pre-determined periodicity of the message ferry, mobile hosts may often -miss- contact opportunities with a ferry. In this paper, we propose the combination of stationary ferry access points (FAPs) with MF routing to increase contact opportunities between mobile hosts and the MF and consequently improve the performance of the DTN. We also propose several placement models for deploying FAPs on MF routes. We evaluate the performance of the FAP placement models through comprehensive simulation. Our findings show that FAPs do improve the performance of MF-assisted DTNs and symmetric placement of FAPs outperforms other placement strategies.

Keywords: Service infrastructure, delay-tolerant network, messageferry routing, placement models.

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Authors: A. Basu, A. A. Purohit, M. M. Vaidya, M. D. Kudale

Abstract:

Mumbai, being traditionally the epicenter of India's trade and commerce, the existing major ports such as Mumbai and Jawaharlal Nehru Ports (JN) situated in Thane estuary are also developing its waterfront facilities. Various developments over the passage of decades in this region have changed the tidal flux entering/leaving the estuary. The intake at Pir-Pau is facing the problem of shortage of water in view of advancement of shoreline, while jetty near Ulwe faces the problem of ship scheduling due to existence of shallower depths between JN Port and Ulwe Bunder. In order to solve these problems, it is inevitable to have information about tide levels over a long duration by field measurements. However, field measurement is a tedious and costly affair; application of artificial intelligence was used to predict water levels by training the network for the measured tide data for one lunar tidal cycle. The application of two layered feed forward Artificial Neural Network (ANN) with back-propagation training algorithms such as Gradient Descent (GD) and Levenberg-Marquardt (LM) was used to predict the yearly tide levels at waterfront structures namely at Ulwe Bunder and Pir-Pau. The tide data collected at Apollo Bunder, Ulwe, and Vashi for a period of lunar tidal cycle (2013) was used to train, validate and test the neural networks. These trained networks having high co-relation coefficients (R= 0.998) were used to predict the tide at Ulwe, and Vashi for its verification with the measured tide for the year 2000 & 2013. The results indicate that the predicted tide levels by ANN give reasonably accurate estimation of tide. Hence, the trained network is used to predict the yearly tide data (2015) for Ulwe. Subsequently, the yearly tide data (2015) at Pir-Pau was predicted by using the neural network which was trained with the help of measured tide data (2000) of Apollo and Pir-Pau. The analysis of measured data and study reveals that: The measured tidal data at Pir-Pau, Vashi and Ulwe indicate that there is maximum amplification of tide by about 10-20 cm with a phase lag of 10-20 minutes with reference to the tide at Apollo Bunder (Mumbai). LM training algorithm is faster than GD and with increase in number of neurons in hidden layer and the performance of the network increases. The predicted tide levels by ANN at Pir-Pau and Ulwe provides valuable information about the occurrence of high and low water levels to plan the operation of pumping at Pir-Pau and improve ship schedule at Ulwe.

Keywords: Artificial neural network, back-propagation, tide data, training algorithm.

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Authors: Hyun-Ho Lee, Kee-Won Kim

Abstract:

The arithmetic operations over GF(2m) have been extensively used in error correcting codes and public-key cryptography schemes. Finite field arithmetic includes addition, multiplication, division and inversion operations. Addition is very simple and can be implemented with an extremely simple circuit. The other operations are much more complex. The multiplication is the most important for cryptosystems, such as the elliptic curve cryptosystem, since computing exponentiation, division, and computing multiplicative inverse can be performed by computing multiplication iteratively. In this paper, we present a parallel computation algorithm that operates Montgomery multiplication over finite field using redundant basis. Also, based on the multiplication algorithm, we present an efficient semi-systolic multiplier over finite field. The multiplier has less space and time complexities compared to related multipliers. As compared to the corresponding existing structures, the multiplier saves at least 5% area, 50% time, and 53% area-time (AT) complexity. Accordingly, it is well suited for VLSI implementation and can be easily applied as a basic component for computing complex operations over finite field, such as inversion and division operation.

Keywords: Finite field, Montgomery multiplication, systolic array, cryptography.

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Authors: J. Hodicky, P. Frantis

Abstract:

Command and Control (C2) system and its interfacethe Common Operational Picture (COP) are main means that supports commander in its decision making process. COP contains information about friendly and enemy unit positions. The friendly position is gathered via tactical network. In the case of tactical network failure the information about units are not available. The tactical simulator can be used as a tool that is capable to predict movements of units in respect of terrain features. Article deals with an experiment that was based on Czech C2 system that is in the case of connectivity lost fed by VR Forces simulator. Article analyzes maximum time interval in which the position created by simulator is still usable and truthful for commander in real time.

Keywords: command and control system, movement prediction, simulation

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Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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Authors: Zahzouh Zoubir, Bouzaouit Azzeddine, Gahgah Mounir

Abstract:

The use of more and more electronic power switches with a nonlinear behavior generates non-sinusoidal currents in distribution networks, which causes damage to domestic and industrial equipment. The multi-level shunt power active filter is subsequently shown to be an adequate solution to the problem raised. Nevertheless, the difficulty of adjusting the active filter DC supply voltage requires another technology to ensure it. In this article, a photovoltaic generator is associated with the DC bus power terminals of the active filter. The proposed system consists of a field of solar panels, three multi-level voltage inverters connected to the power grid and a non-linear load consisting of a six-diode rectifier bridge supplying a resistive-inductive load. Current control techniques of active and reactive power are used to compensate for both harmonic currents and reactive power as well as to inject active solar power into the distribution network. An algorithm of the search method of the maximum power point of type Perturb and observe is applied. Simulation results of the system proposed under the MATLAB/Simulink environment shows that the performance of control commands that reassure the solar power injection in the network, harmonic current compensation and power factor correction.

Keywords: MPPT, active power filter, PV array, perturb and observe algorithm, PWM-control.

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Authors: Pa Pa Lin

Abstract:

This research work is concerned with the eigenvalue problem for the integral operators which are obtained by linearization of a nonlocal evolution equation. The purpose of section II.A is to describe the nature of the problem and the objective of the project. The problem is related to the “stable solution" of the evolution equation which is the so-called “instanton" that describe the interface between two stable phases. The analysis of the instanton and its asymptotic behavior are described in section II.C by imposing the Green function and making use of a probability kernel. As a result , a classical Theorem which is important for an instanton is proved. Section III devoted to a study of the integral operators related to interface dynamics which concern the analysis of the Cauchy problem for the evolution equation with initial data close to different phases and different regions of space.

Keywords: Evolution, Green function, instanton, integral operators.

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Authors: Z. Soleymani, M. Amirzadeh

Abstract:

Quality Function Deployment (QFD) was developed in 1960 in Japan and introduced in 1983 in America and Europe. The paper presents a real application of this technique in a way that the method of applying QFD in design and production aero fuel pumps has been considered. While designing a product and in order to apply system engineering process, the first step is identification customer needs then its transition to engineering parameters. Since each change in deign after production process leads to extra human costs and also increase in products quality risk, QFD can make benefits in sale by meeting customer expectations. Since the needs identified as well, the use of QFD tool can lead to increase in communications and less deviation in design and production phases, finally it leads to produce the products with defined technical attributes.

Keywords: Customer voice, engineering parameters, QFD, gear pump.

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Authors: Rishabh Sharma, Renu Vig, Neeraj Sharma

Abstract:

The main design parameter of WSN (wireless sensor network) is the energy consumption. To compensate this parameter, hierarchical clustering is a technique that assists in extending duration of the networks life by efficiently consuming the energy. This paper focuses on dealing with the WSNs and the FIS (fuzzy interface system) which are deployed to enhance the BEENISH protocol. The node energy, mobility, pause time and density are considered for the selection of CH (cluster head). The simulation outcomes exhibited that the projected system outperforms the traditional system with regard to the energy utilization and number of packets transmitted to sink.

Keywords: Wireless sensor network, sink, sensor node, routing protocol, fuzzy rule, fuzzy inference system.

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Authors: Elizabeth Simão Carvalho, Marcirio Silveira Chaves

Abstract:

The information visualization is still a knowledge field that lacks from a solid theory to support it and there is a myriad of existing methodologies and taxonomies that can be combined and adopted as guidelines. In this context, it is necessary to pre-evaluate as much as possible all the assumptions that are considered for its design and development. We present an exploratory study (n = 123) to detect the graphical preferences of travelers using accommodation portals of Web 2.0 (e.g. tripadvisor.com). We took into account some of the most relevant ground rules applied in the field to map visually data and design end-user interaction. Moreover, the evaluation process was completely data visualization oriented. We found out that people tend to refuse more advanced types of visualization and that a hybrid combination between radial graphs and stacked bars should be explored. In sum, this paper introduces new findings about the visual model and the cognitive response of users of accommodation booking websites.

Keywords: Information visualization, Data visualization, Visualization evaluation, Online reviews, Booking portal, Hotel booking.

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Authors: K. Hołda, D. Śliwa, K. Daniec

Abstract:

This article was created as part of the developed master's thesis. It attempts to present a developed device, which will support the work of specialists dealing with broadly understood cybersecurity terms. The device is contrived to automate security tests. In addition, it simulates potential cyberattacks in the most realistic way possible, without causing permanent damage to the network, in order to maximize the quality of the subsequent corrections to the tested network systems. The proposed solution is a fully operational prototype created from commonly available electronic components and a single board computer. The focus of the article is not only put on the hardware part of the device but also on the theoretical and applicatory way in which implemented cybersecurity tests operate and examples of their results.

Keywords: Raspberry Pi, ethernet, automated cybersecurity tests, ARP, DNS, backdoor, TCP, password sniffing.

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Authors: Susmita Das, Kala Praveen Bagadi

Abstract:

SDMA (Space-Division Multiple Access) is a MIMO (Multiple-Input and Multiple-Output) based wireless communication network architecture which has the potential to significantly increase the spectral efficiency and the system performance. The maximum likelihood (ML) detection provides the optimal performance, but its complexity increases exponentially with the constellation size of modulation and number of users. The QR decomposition (QRD) MUD can be a substitute to ML detection due its low complexity and near optimal performance. The minimum mean-squared-error (MMSE) multiuser detection (MUD) minimises the mean square error (MSE), which may not give guarantee that the BER of the system is also minimum. But the minimum bit error rate (MBER) MUD performs better than the classic MMSE MUD in term of minimum probability of error by directly minimising the BER cost function. Also the MBER MUD is able to support more users than the number of receiving antennas, whereas the rest of MUDs fail in this scenario. In this paper the performance of various MUD techniques is verified for the correlated MIMO channel models based on IEEE 802.16n standard.

Keywords: Multiple input multiple output, multiuser detection, orthogonal frequency division multiplexing, space division multiple access, Bit error rate

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Authors: Yasuo Obikane, Sofiane Khelladi

Abstract:

In the upstream we place a piece of ring and rotate it with 83Hz, 166Hz, 333Hz,and 666H to find the effect of the periodic distortion.In the experiment this type of the perturbation will not allow since the mechanical failure of any parts of the equipment in the upstream will destroy the blade system. This type of study will be only possible by CFD. We use two pumps NS32 (ENSAM) and three blades pump (Tamagawa Univ). The benchmark computations were performed without perturbation parts, and confirm the computational results well agreement in head-flow rate. We obtained the pressure fluctuation growth rate that is representing the global instability of the turbo-system. The fluctuating torque components were 0.01Nm(5000rpm), 0.1Nm(10000rmp), 0.04Nm(20000rmp), 0.15Nm( 40000rmp) respectively. Only for 10000rpm(166Hz) the output toque was random, and it implies that it creates unsteady flow by separations on the blades, and will reduce the pressure loss significantly

Keywords: inlet distorsion, perturbation, turbo-machine

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Authors: Steven W. Su , Hung Nguyen, Rob Jarman, Joe Zhu, David Lowe, Peter McLean, Shoudong Huang, Nghia T. Nguyen, Russell Nicholson, Kaili Weng

Abstract:

This paper proposed a nonlinear model predictive control (MPC) method for the control of gantry crane. One of the main motivations to apply MPC to control gantry crane is based on its ability to handle control constraints for multivariable systems. A pre-compensator is constructed to compensate the input nonlinearity (nonsymmetric dead zone with saturation) by using its inverse function. By well tuning the weighting function matrices, the control system can properly compromise the control between crane position and swing angle. The proposed control algorithm was implemented for the control of gantry crane system in System Control Lab of University of Technology, Sydney (UTS), and achieved desired experimental results.

Keywords: Model Predictive Control, Control constraints, Input nonlinearity compensation, Overhead gantry crane.

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Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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