Search results for: trading algorithm

Authors: Jorge Rodriguez-Guerra, Carlos Calleja, Aron Pujana, Iker Elorza, Ana Maria Macarulla

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Society demands more reliable manufacturing processes capable of producing high quality products in shorter production cycles. New control algorithms have been studied to satisfy this paradigm, in which Fault-Tolerant Control (FTC) plays a significant role. It is suitable to detect, isolate and adapt a system when a harmful or faulty situation appears. In this paper, a general overview about FTC characteristics are exposed; highlighting the properties a system must ensure to be considered faultless. In addition, a research to identify which are the main FTC techniques and a classification based on their characteristics is presented in two main groups: Active Fault-Tolerant Controllers (AFTCs) and Passive Fault-Tolerant Controllers (PFTCs). AFTC encompasses the techniques capable of re-configuring the process control algorithm after the fault has been detected, while PFTC comprehends the algorithms robust enough to bypass the fault without further modifications. The mentioned re-configuration requires two stages, one focused on detection, isolation and identification of the fault source and the other one in charge of re-designing the control algorithm by two approaches: fault accommodation and control re-design. From the algorithms studied, one has been selected and applied to a case study based on an industrial hydraulic-press. The developed model has been embedded under a real-time validation platform, which allows testing the FTC algorithms and analyse how the system will respond when a fault arises in similar conditions as a machine will have on factory. One AFTC approach has been picked up as the methodology the system will follow in the fault recovery process. In a first instance, the fault will be detected, isolated and identified by means of a neural network. In a second instance, the control algorithm will be re-configured to overcome the fault and continue working without human interaction.

Keywords: Fault-tolerant control, electro-hydraulic actuator, fault detection and isolation, control re-design, real-time.

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Authors: P.S. Prakash, S. Selvan

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Quality of Service (QoS) Routing aims to find path between source and destination satisfying the QoS requirements which efficiently using the network resources and underlying routing algorithm and to fmd low-cost paths that satisfy given QoS constraints. One of the key issues in providing end-to-end QoS guarantees in packet networks is determining feasible path that satisfies a number of QoS constraints. We present a Optimized Multi- Constrained Routing (OMCR) algorithm for the computation of constrained paths for QoS routing in computer networks. OMCR applies distance vector to construct a shortest path for each destination with reference to a given optimization metric, from which a set of feasible paths are derived at each node. OMCR is able to fmd feasible paths as well as optimize the utilization of network resources. OMCR operates with the hop-by-hop, connectionless routing model in IP Internet and does not create any loops while fmding the feasible paths. Nodes running OMCR not necessarily maintaining global view of network state such as topology, resource information and routing updates are sent only to neighboring nodes whereas its counterpart link-state routing method depend on complete network state for constrained path computation and that incurs excessive communication overhead.

Keywords: QoS Routing, Optimization, feasible path, multiple constraints.

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Authors: Stefan Wagenpfeil, Felix Engel, Paul McKevitt, Matthias Hemmje

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Multimedia Indexing and Retrieval is generally de-signed and implemented by employing feature graphs. These graphs typically contain a significant number of nodes and edges to reflect the level of detail in feature detection. A higher level of detail increases the effectiveness of the results but also leads to more complex graph structures. However, graph-traversal-based algorithms for similarity are quite inefficient and computation intensive, espe-cially for large data structures. To deliver fast and effective retrieval, an efficient similarity algorithm, particularly for large graphs, is mandatory. Hence, in this paper, we define a graph-projection into a 2D space (Graph Code) as well as the corresponding algorithms for indexing and retrieval. We show that calculations in this space can be performed more efficiently than graph-traversals due to a simpler processing model and a high level of parallelisation. In consequence, we prove that the effectiveness of retrieval also increases substantially, as Graph Codes facilitate more levels of detail in feature fusion. Thus, Graph Codes provide a significant increase in efficiency and effectiveness (especially for Multimedia indexing and retrieval) and can be applied to images, videos, audio, and text information.

Keywords: indexing, retrieval, multimedia, graph code, graph algorithm

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Authors: Parvinder S. Sandhu, Roma Jaswal, Sandeep Khimta, Shailendra Singh

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As the majority of faults are found in a few of its modules so there is a need to investigate the modules that are affected severely as compared to other modules and proper maintenance need to be done in time especially for the critical applications. As, Neural networks, which have been already applied in software engineering applications to build reliability growth models predict the gross change or reusability metrics. Neural networks are non-linear sophisticated modeling techniques that are able to model complex functions. Neural network techniques are used when exact nature of input and outputs is not known. A key feature is that they learn the relationship between input and output through training. In this present work, various Neural Network Based techniques are explored and comparative analysis is performed for the prediction of level of need of maintenance by predicting level severity of faults present in NASA-s public domain defect dataset. The comparison of different algorithms is made on the basis of Mean Absolute Error, Root Mean Square Error and Accuracy Values. It is concluded that Generalized Regression Networks is the best algorithm for classification of the software components into different level of severity of impact of the faults. The algorithm can be used to develop model that can be used for identifying modules that are heavily affected by the faults.

Keywords: Neural Network, Software faults, Software Metric.

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Authors: Maad Kamal Al-Anni

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This study is about an algorithmic dependence of Artificial Neural Network on Multilayer Perceptron (MPL) pertaining to the classification and clustering presentations for Mobile Adhoc Network vulnerabilities. Moreover, mobile ad hoc network (MANET) is ubiquitous intelligent internetworking devices in which it has the ability to detect their environment using an autonomous system of mobile nodes that are connected via wireless links. Security affairs are the most important subject in MANET due to the easy penetrative scenarios occurred in such an auto configuration network. One of the powerful techniques used for inspecting the network packets is Intrusion Detection System (IDS); in this article, we are going to show the effectiveness of artificial neural networks used as a machine learning along with stochastic approach (information gain) to classify the malicious behaviors in simulated network with respect to different IDS techniques. The monitoring agent is responsible for detection inference engine, the audit data is collected from collecting agent by simulating the node attack and contrasted outputs with normal behaviors of the framework, whenever. In the event that there is any deviation from the ordinary behaviors then the monitoring agent is considered this event as an attack , in this article we are going to demonstrate the  signature-based IDS approach in a MANET by implementing the back propagation algorithm over ensemble-based Traffic Table (TT), thus the signature of malicious behaviors or undesirable activities are often significantly prognosticated and efficiently figured out, by increasing the parametric set-up of Back propagation algorithm during the experimental results which empirically shown its effectiveness  for the ratio of detection index up to 98.6 percentage. Consequently it is proved in empirical results in this article, the performance matrices are also being included in this article with Xgraph screen show by different through puts like Packet Delivery Ratio (PDR), Through Put(TP), and Average Delay(AD).

Keywords: Mobile ad hoc network, MANET, intrusion detection system, back propagation algorithm, neural networks, traffic table, multilayer perceptron, feed-forward back-propagation, network simulator 2.

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Authors: Christian Endisch, Christoph Hackl, Dierk Schröder

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This paper presents an exact pruning algorithm with adaptive pruning interval for general dynamic neural networks (GDNN). GDNNs are artificial neural networks with internal dynamics. All layers have feedback connections with time delays to the same and to all other layers. The structure of the plant is unknown, so the identification process is started with a larger network architecture than necessary. During parameter optimization with the Levenberg- Marquardt (LM) algorithm irrelevant weights of the dynamic neural network are deleted in order to find a model for the plant as simple as possible. The weights to be pruned are found by direct evaluation of the training data within a sliding time window. The influence of pruning on the identification system depends on the network architecture at pruning time and the selected weight to be deleted. As the architecture of the model is changed drastically during the identification and pruning process, it is suggested to adapt the pruning interval online. Two system identification examples show the architecture selection ability of the proposed pruning approach.

Keywords: System identification, dynamic neural network, recurrentneural network, GDNN, optimization, Levenberg Marquardt, realtime recurrent learning, network pruning, quasi-online learning.

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Authors: Silvio R. R. Sanches, Bianca C. Barbosa, Beatriz R. Brum, Cléber G.Corrêa

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In order to evaluate the quality of a segmentation algorithm, the researchers use subjective or objective metrics. Although subjective metrics are more accurate than objective ones, objective metrics do not require user feedback to test an algorithm. Objective metrics require subjective experiments only during their development. Subjective experiments typically display to users some videos (generated from frames with segmentation errors) that simulate the environment of an application domain. This user feedback is crucial information for metric definition. In the subjective experiments applied to develop some state-of-the-art metrics used to test segmentation algorithms, the videos displayed during the experiments did not contain audio. Audio is an essential component in applications such as videoconference and augmented reality. If the audio influences the user’s perception, using only videos without audio in subjective experiments can compromise the efficiency of an objective metric generated using data from these experiments. This work aims to identify if the audio influences the user’s perception of segmentation quality in background substitution applications with audio. The proposed approach used a subjective method based on formal video quality assessment methods. The results showed that audio influences the quality of segmentation perceived by a user.

Keywords: Background substitution, influence of audio, segmentation evaluation, segmentation quality.

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Authors: Chalakorn Chitsaart, Suchada Rianmora, Mann Rattana-Areeyagon, Wutichai Namjaiprasert

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G-code is the main factor in computer numerical control (CNC) machine for controlling the toolpaths and generating the profile of the object’s features. For obtaining high surface accuracy of the surface finish, non-stop operation is required for CNC machine. Recently, to design a new product, the strategy that concerns about a change that has low impact on business and does not consume lot of resources has been introduced. Cost and time for designing minor changes can be reduced since the traditional geometric details of the existing models are applied. In order to support this strategy as the alternative channel for machining operation, this research proposes the automatic generating codes for CNC milling operation. Using this technique can assist the manufacturer to easily change the size and the geometric shape of the product during the operation where the time spent for setting up or processing the machine are reduced. The algorithm implemented on MATLAB platform is developed by analyzing and evaluating the geometric information of the part. Codes are created rapidly to control the operations of the machine. Comparing to the codes obtained from CAM, this developed algorithm can shortly generate and simulate the cutting profile of the part.

Keywords: Geometric shapes, Milling operation, Minor changes, CNC Machine, G-code, and Cutting parameters.

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Authors: Shrikrishan Yadav, Akhilesh Saini, Krishna Chandra Roy

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The electromagnetic spectrum is a natural resource and hence well-organized usage of the limited natural resources is the necessities for better communication. The present static frequency allocation schemes cannot accommodate demands of the rapidly increasing number of higher data rate services. Therefore, dynamic usage of the spectrum must be distinguished from the static usage to increase the availability of frequency spectrum. Cognitive radio is not a single piece of apparatus but it is a technology that can incorporate components spread across a network. It offers great promise for improving system efficiency, spectrum utilization, more effective applications, reduction in interference and reduced complexity of usage for users. Cognitive radio is aware of its environmental, internal state, and location, and autonomously adjusts its operations to achieve designed objectives. It first senses its spectral environment over a wide frequency band, and then adapts the parameters to maximize spectrum efficiency with high performance. This paper only focuses on the analysis of Bit-Error-Rate in cognitive radio by using Particle Swarm Optimization Algorithm. It is theoretically as well as practically analyzed and interpreted in the sense of advantages and drawbacks and how BER affects the efficiency and performance of the communication system.

Keywords: BER, Cognitive Radio, Environmental Parameters, PSO, Radio spectrum, Transmission Parameters

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Authors: Mandana Kariminejad, Ali Ghaffari

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Today, the treatment of cancer, in a relatively short period, with minimum adverse effects is a great concern for oncologists. In this paper, based on a recently used mathematical model for cancer, a guideline has been proposed for the amount and duration of drug doses for cancer treatment by immunotherapy. Dynamically speaking, the mathematical ordinary differential equation (ODE) model of cancer has different equilibrium points; one of them is unstable, which is called the no tumor equilibrium point. In this paper, based on the number of tumor cells an intelligent soft computing controller (a combination of fuzzy logic controller and genetic algorithm), decides regarding the amount and duration of drug doses, to eliminate the tumor cells and stabilize the unstable point in a relatively short time. Two different immunotherapy approaches; active and adoptive, have been studied and presented. It is shown that the rate of decay of tumor cells is faster and the doses of drug are lower in comparison with the result of some other literatures. It is also shown that the period of treatment and the doses of drug in adoptive immunotherapy are significantly less than the active method. A recommendation to oncologists has also been presented.

Keywords: Tumor, immunotherapy, fuzzy controller, Genetic algorithm, mathematical model.

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Authors: Kyoung-Jong Park, Woong-Gi Jeon, Hee-Cheol Kim, Dong-Eog Kim, Heung-Kook Choi

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The brain MR imaging-based clinical research and analysis system were specifically built and the development for a large-scale data was targeted. We used the general clinical data available for building large-scale data. Registration period for the selection of the lesion ROI and the region growing algorithm was used and the Mesh-warp algorithm for matching was implemented. The accuracy of the matching errors was modified individually. Also, the large ROI research data can accumulate by our developed compression method. In this way, the correctly decision criteria to the research result was suggested. The experimental groups were age, sex, MR type, patient ID and smoking which can easily be queries. The result data was visualized of the overlapped images by a color table. Its data was calculated by the statistical package. The evaluation for the utilization of this system in the chronic ischemic damage in the area has done from patients with the acute cerebral infarction. This is the cause of neurologic disability index location in the center portion of the lateral ventricle facing. The corona radiate was found in the position. Finally, the system reliability was measured both inter-user and intra-user registering correlation.

Keywords: Software tool design, Cerebral infarction, Brain MR image, Registration

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Authors: Galal H. Senussi, Muamar Benisa, Sanja Vasin

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In our business field today, one of the most important issues for any enterprises is cost minimization and profit maximization. Second issue is how to develop a strong and capable model that is able to give us desired forecasting of these two issues. Many researches deal with these issues using different methods. In this study, we developed a model for multi-criteria production program optimization, integrated with Artificial Neural Network.

The prediction of the production cost and profit per unit of a product, dealing with two obverse functions at same time can be extremely difficult, especially if there is a great amount of conflict information about production parameters.

Feed-Forward Neural Networks are suitable for generalization, which means that the network will generate a proper output as a result to input it has never seen. Therefore, with small set of examples the network will adjust its weight coefficients so the input will generate a proper output.

This essential characteristic is of the most important abilities enabling this network to be used in variety of problems spreading from engineering to finance etc.

From our results as we will see later, Feed-Forward Neural Networks has a strong ability and capability to map inputs into desired outputs.

Keywords: Project profitability, multi-objective optimization, genetic algorithm, Pareto set, Neural Networks.

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Authors: Harish Chander, Balwinder Singh, Ravinder Khanna

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In this paper, we present the comparative subjective analysis of Improved Minima Controlled Recursive Averaging (IMCRA) Algorithm, the Kalman filter and the cascading of IMCRA and Kalman filter algorithms. Performance of speech enhancement algorithms can be predicted in two different ways. One is the objective method of evaluation in which the speech quality parameters are predicted computationally. The second is a subjective listening test in which the processed speech signal is subjected to the listeners who judge the quality of speech on certain parameters. The comparative objective evaluation of these algorithms was analyzed in terms of Global SNR, Segmental SNR and Perceptual Evaluation of Speech Quality (PESQ) by the authors and it was reported that with cascaded algorithms there is a substantial increase in objective parameters. Since subjective evaluation is the real test to judge the quality of speech enhancement algorithms, the authenticity of superiority of cascaded algorithms over individual IMCRA and Kalman algorithms is tested through subjective analysis in this paper. The results of subjective listening tests have confirmed that the cascaded algorithms perform better under all types of noise conditions.

Keywords: Speech enhancement, spectral domain, time domain, PESQ, subjective analysis, objective analysis.

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Authors: Vipin Pal, Girdhari Singh, R P Yadav

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As wireless sensor networks are energy constraint networks so energy efficiency of sensor nodes is the main design issue. Clustering of nodes is an energy efficient approach. It prolongs the lifetime of wireless sensor networks by avoiding long distance communication. Clustering algorithms operate in rounds. Performance of clustering algorithm depends upon the round time. A large round time consumes more energy of cluster heads while a small round time causes frequent re-clustering. So existing clustering algorithms apply a trade off to round time and calculate it from the initial parameters of networks. But it is not appropriate to use initial parameters based round time value throughout the network lifetime because wireless sensor networks are dynamic in nature (nodes can be added to the network or some nodes go out of energy). In this paper a variable round time approach is proposed that calculates round time depending upon the number of active nodes remaining in the field. The proposed approach makes the clustering algorithm adaptive to network dynamics. For simulation the approach is implemented with LEACH in NS-2 and the results show that there is 6% increase in network lifetime, 7% increase in 50% node death time and 5% improvement over the data units gathered at the base station.

Keywords: Wireless Sensor Network, Clustering, Energy Efficiency, Round Time.

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Authors: Anupama Pande, Ashok Kumar Thakur, Swapnoneel Roy

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A complex valued neural network is a neural network which consists of complex valued input and/or weights and/or thresholds and/or activation functions. Complex-valued neural networks have been widening the scope of applications not only in electronics and informatics, but also in social systems. One of the most important applications of the complex valued neural network is in signal processing. In Neural networks, generalized mean neuron model (GMN) is often discussed and studied. The GMN includes a new aggregation function based on the concept of generalized mean of all the inputs to the neuron. This paper aims to present exhaustive results of using Generalized Mean Neuron model in a complex-valued neural network model that uses the back-propagation algorithm (called -Complex-BP-) for learning. Our experiments results demonstrate the effectiveness of a Generalized Mean Neuron Model in a complex plane for signal processing over a real valued neural network. We have studied and stated various observations like effect of learning rates, ranges of the initial weights randomly selected, error functions used and number of iterations for the convergence of error required on a Generalized Mean neural network model. Some inherent properties of this complex back propagation algorithm are also studied and discussed.

Keywords: Complex valued neural network, Generalized Meanneuron model, Signal processing.

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Authors: Ho-Young Kim, Jae-Hoon Lee, Do-Kyu Hwang, Im-Jong Kwahk, Tae-Hoon Kim, Seung-Hoon Lee

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Hollow section for bridge columns has some advantages. However, current seismic design codes do not provide design regulations for hollow bridge piers. There have been many experimental studied for hollow reinforced concrete piers in the world. But, Study for hollow section for bridge piers in Korea has been begun with approximately 2000s. There has been conducted experimental study for hollow piers of flexural controlled sections by Yeungnam University, Sung kyunkwan University, Korea Expressway Corporation in 2009. This study concluded that flexural controlled sections for hollow piers showed the similar behavior to solid sections. And there have been conducted experimental study for hollow piers of compression controlled sections by Yeungnam University, Korea Institute of Construction Technology in 2012. This study concluded that compression controlled sections for hollow piers showed compression fracture of concrete in inside wall face. Samsung Construction & Trading Corporation has been conducted study with Yeungnam University for reduce the quantity of reinforcement details about hollow piers. Reduce the quantity of reinforcement details are triangular cross tie. This study concluded that triangular reinforcement details showed the similar behavior as compared with existing reinforcement details.

Keywords: Hollow pier, flexural controlled section, compression controlled section, reduce the quantity of reinforcement details.

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Authors: Yanwei Pang, Lei Zhang, Zhengkai Liu

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Studies in neuroscience suggest that both global and local feature information are crucial for perception and recognition of faces. It is widely believed that local feature is less sensitive to variations caused by illumination, expression and illumination. In this paper, we target at designing and learning local features for face recognition. We designed three types of local features. They are semi-global feature, local patch feature and tangent shape feature. The designing of semi-global feature aims at taking advantage of global-like feature and meanwhile avoiding suppressing AdaBoost algorithm in boosting weak classifies established from small local patches. The designing of local patch feature targets at automatically selecting discriminative features, and is thus different with traditional ways, in which local patches are usually selected manually to cover the salient facial components. Also, shape feature is considered in this paper for frontal view face recognition. These features are selected and combined under the framework of boosting algorithm and cascade structure. The experimental results demonstrate that the proposed approach outperforms the standard eigenface method and Bayesian method. Moreover, the selected local features and observations in the experiments are enlightening to researches in local feature design in face recognition.

Keywords: Face recognition, local feature, AdaBoost, subspace analysis.

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Authors: Saad Chakkor, Mostafa Baghouri, Abderrahmane Hajraoui

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ESPRIT-TLS method appears a good choice for high resolution fault detection in induction machines. It has a very high effectiveness in the frequency and amplitude identification. Contrariwise, it presents a high computation complexity which affects its implementation in real time fault diagnosis. To avoid this problem, a Fast-ESPRIT algorithm that combined the IIR band-pass filtering technique, the decimation technique and the original ESPRIT-TLS method was employed to enhance extracting accurately frequencies and their magnitudes from the wind stator current with less computation cost. The proposed algorithm has been applied to verify the wind turbine machine need in the implementation of an online, fast, and proactive condition monitoring. This type of remote and periodic maintenance provides an acceptable machine lifetime, minimize its downtimes and maximize its productivity. The developed technique has evaluated by computer simulations under many fault scenarios. Study results prove the performance of Fast- ESPRIT offering rapid and high resolution harmonics recognizing with minimum computation time and less memory cost.

Keywords: Spectral Estimation, ESPRIT-TLS, Real Time, Diagnosis, Wind Turbine Faults, Band-Pass Filtering, Decimation.

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Authors: R. Tlili Yaakoubi, H. Nakouri, O. Blanpain, S. Lallahem

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The current tools for real time management of sewer systems are based on two software tools: the software of weather forecast and the software of hydraulic simulation. The use of the first ones is an important cause of imprecision and uncertainty, the use of the second requires temporal important steps of decision because of their need in times of calculation. This way of proceeding fact that the obtained results are generally different from those waited. The major idea of this project is to change the basic paradigm by approaching the problem by the "automatic" face rather than by that "hydrology". The objective is to make possible the realization of a large number of simulations at very short times (a few seconds) allowing to take place weather forecasts by using directly the real time meditative pluviometric data. The aim is to reach a system where the decision-making is realized from reliable data and where the correction of the error is permanent. A first model of control laws was realized and tested with different return-period rainfalls. The gains obtained in rejecting volume vary from 19 to 100 %. The development of a new algorithm was then used to optimize calculation time and thus to overcome the subsequent combinatorial problem in our first approach. Finally, this new algorithm was tested with 16- year-rainfall series. The obtained gains are 40 % of total volume rejected to the natural environment and of 65 % in the number of discharges.

Keywords: Automation, optimization, paradigm, RTC.

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Authors: S. Mohideen Badhusha, K. Duraiswamy

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Most of the existing video streaming protocols provide video services without considering security aspects in decentralized mobile ad-hoc networks. The security policies adapted to the currently existing non-streaming protocols, do not comply with the live video streaming protocols resulting in considerable vulnerability, high bandwidth consumption and unreliability which cause severe security threats, low bandwidth and error prone transmission respectively in video streaming applications. Therefore a synergized methodology is required to reduce vulnerability and bandwidth consumption, and enhance reliability in the video streaming applications in MANET. To ensure the security measures with reduced bandwidth consumption and improve reliability of the video streaming applications, a Secure Low-bandwidth Video Streaming through Reliable Multipath Propagation (SLVRMP) protocol architecture has been proposed by incorporating the two algorithms namely Secure Low-bandwidth Video Streaming Algorithm and Reliable Secure Multipath Propagation Algorithm using Layered Video Coding in non-overlapping zone routing network topology. The performances of the proposed system are compared to those of the other existing secure multipath protocols Sec-MR, SPREAD using NS 2.34 and the simulation results show that the performances of the proposed system get considerably improved.

Keywords: Bandwidth consumption, layered video coding, multipath propagation, reliability, security threats, video streaming applications, vulnerability.

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Authors: Nor Hafizah Anuar, M. Gul Akdeniz

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This paper attempted on emphasize on the station buildings façade elements. Station buildings were essential part of the transportation that reflected the technology. Comparative analysis on architectural styles will also be made between the railway station buildings of Malaysia and any railway station buildings which have similarities. The Malay Peninsula which is strategically situated between the Straits of Malacca and the South China Sea makes it an ideal location for trade. Malacca became an important trading port whereby merchants from around the world stopover to exchange various products. The Portuguese ruled Malacca for 130 years (1511–1641) and for the next century and a half (1641–1824), the Dutch endeavoured to maintain an economic monopoly along the coasts of Malaya. Malacca came permanently under British rule under the Anglo-Dutch Treaty, 1824. Up to Malaysian independence in 1957, Malaya saw a great influx of Chinese and Indian migrants as workers to support its growing industrial needs facilitated by the British. The growing tin ore mining and rubber industry resulted as the reason of the development of the railways as urgency to transport it from one place to another. The existence of railway transportation becomes more significant when the city started to bloom and the British started to build grandeur buildings that have different functions; administrative buildings, town and city halls, railway stations, public works department, courts, and post offices.

Keywords: Malaysia, railway station, architectural design, façade elements.

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Authors: A. K. Al-Othman, K. M. EL-Nagger

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Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: Security Constrained Economic Dispatch, Direct Search method, optimization.

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Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

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How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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Authors: Diana Fajardo, Sebastián Ortiz, Oscar Herrera, Angélica Santis

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Currently, in Colombia is arising a problem related to collecting used lubricant oils which are generated by the increment of the vehicle fleet. This situation does not allow a proper disposal of this type of waste, which in turn results in a negative impact on the environment. Therefore, through the comparative analysis of various heuristics, the best solution to the VRP (Vehicle Routing Problem) was selected by comparing costs and times for the collection of used lubricant oils in the city of Pereira, Colombia; since there is no presence of management companies engaged in the direct administration of the collection of this pollutant. To achieve this aim, six proposals of through methods of solution of two phases were discussed. First, the assignment of the group of generator points of the residue was made (previously identified). Proposals one and four of through methods are based on the closeness of points. The proposals two and five are using the scanning method and the proposals three and six are considering the restriction of the capacity of collection vehicle. Subsequently, the routes were developed - in the first three proposals by the Clarke and Wright's savings algorithm and in the following proposals by the Traveling Salesman optimization mathematical model. After applying techniques, a comparative analysis of the results was performed and it was determined which of the proposals presented the most optimal values in terms of the distance, cost and travel time.

Keywords: Heuristics, optimization model, savings algorithm used vehicular oil, VRP.

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: Rochdi Omami, Mohamed Omami, Raouf Ouni

Abstract:

Let n ≥ 3 be an integer and p be a prime odd number. Let us consider Gp(n) the subgroup of (Z/nZ)* defined by : Gp(n) = {x ∈ (Z/nZ)* / xp = 1}. In this paper, we give an algorithm that computes a generating set of this subgroup.

Keywords: Group, p-th roots, modulo, unity.

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Authors: Nkechi Neboh, Josiah Adeyemo, Abimbola Enitan, Oludayo Olugbara

Abstract:

Evolutionary Algorithms (EAs) have been used widely through evolution theory to discover acceptable solutions that corresponds to challenges such as natural resources management. EAs are also used to solve varied problems in the real world. EAs have been rapidly identified for its ease in handling multiple objective problems. Reservoir operations is a vital and researchable area which has been studied in the last few decades due to the limited nature of water resources that is found mostly in the semi-arid regions of the world. The state of some developing economy that depends on electricity for overall development through hydropower production, a renewable form of energy, is appalling due to water scarcity. This paper presents a review of the applications of evolutionary algorithms to reservoir operation for hydropower production. This review includes the discussion on areas such as genetic algorithm, differential evolution, and reservoir operation. It also identified the research gaps discovered in these areas. The results of this study will be an eye opener for researchers and decision makers to think deeply of the adverse effect of water scarcity and drought towards economic development of a nation. Hence, it becomes imperative to identify evolutionary algorithms that can address this issue which can hamper effective hydropower generation.

Keywords: Evolutionary algorithms, genetic algorithm, hydropower, multi-objective, reservoir operations.

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Authors: Halil Ibrahim Demir, Tarık Cakar, Ibrahim Cil, Muharrem Dugenci, Caner Erden

Abstract:

Conventionally, process planning, scheduling, and due-date assignment functions are performed separately and sequentially. The interdependence of these functions requires integration. Although integrated process planning and scheduling, and scheduling with due date assignment problems are popular research topics, only a few works address the integration of these three functions. This work focuses on the integration of process planning, WMS scheduling, and WPPW due date assignment. Another novelty of this work is the use of a weighted due date assignment. In the literature, due dates are generally assigned without considering the importance of customers. However, in this study, more important customers get closer due dates. Typically, only tardiness is punished, but the JIT philosophy punishes both earliness and tardiness. In this study, all weighted earliness, tardiness, and due date related costs are penalized. As no customer desires distant due dates, such distant due dates should be penalized. In this study, various levels of integration of these three functions are tested and genetic search and random search are compared both with each other and with ordinary solutions. Higher integration levels are superior, while search is always useful. Genetic searches outperformed random searches.

Keywords: Process planning, weighted scheduling, weighted due-date assignment, genetic algorithm, random search.

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Authors: C. Gunavathi, K. Premalatha

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Microarray technology is universally used in the study of disease diagnosis using gene expression levels. The main shortcoming of gene expression data is that it includes thousands of genes and a small number of samples. Abundant methods and techniques have been proposed for tumor classification using microarray gene expression data. Feature or gene selection methods can be used to mine the genes that directly involve in the classification and to eliminate irrelevant genes. In this paper statistical measures like T-Statistics, Signal-to-Noise Ratio (SNR) and F-Statistics are used to rank the genes. The ranked genes are used for further classification. Particle Swarm Optimization (PSO) algorithm and Shuffled Frog Leaping (SFL) algorithm are used to find the significant genes from the top-m ranked genes. The Naïve Bayes Classifier (NBC) is used to classify the samples based on the significant genes. The proposed work is applied on Lung and Ovarian datasets. The experimental results show that the proposed method achieves 100% accuracy in all the three datasets and the results are compared with previous works.

Keywords: Microarray, T-Statistics, Signal-to-Noise Ratio, FStatistics, Particle Swarm Optimization, Shuffled Frog Leaping, Naïve Bayes Classifier.

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Authors: Mohamed Hamdaoui, Jean-Baptiste Mouret, Stephane Doncieux, Pierre Sagaut

Abstract:

The aim of this work is to present a multi-objective optimization method to find maximum efficiency kinematics for a flapping wing unmanned aerial vehicle. We restrained our study to rectangular wings with the same profile along the span and to harmonic dihedral motion. It is assumed that the birdlike aerial vehicle (whose span and surface area were fixed respectively to 1m and 0.15m2) is in horizontal mechanically balanced motion at fixed speed. We used two flight physics models to describe the vehicle aerodynamic performances, namely DeLaurier-s model, which has been used in many studies dealing with flapping wings, and the model proposed by Dae-Kwan et al. Then, a constrained multi-objective optimization of the propulsive efficiency is performed using a recent evolutionary multi-objective algorithm called є-MOEA. Firstly, we show that feasible solutions (i.e. solutions that fulfil the imposed constraints) can be obtained using Dae-Kwan et al.-s model. Secondly, we highlight that a single objective optimization approach (weighted sum method for example) can also give optimal solutions as good as the multi-objective one which nevertheless offers the advantage of directly generating the set of the best trade-offs. Finally, we show that the DeLaurier-s model does not yield feasible solutions.

Keywords: Flight physics, evolutionary algorithm, optimization, Pareto surface.

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