Search results for: Saddle point problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5069

Search results for: Saddle point problem

3239 Currency Exchange Rate Forecasts Using Quantile Regression

Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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3238 Inverse Matrix in the Theory of Dynamic Systems

Authors: R. Masarova, M. Juhas, B. Juhasova, Z. Sutova

Abstract:

In dynamic system theory a mathematical model is often used to describe their properties. In order to find a transfer matrix of a dynamic system we need to calculate an inverse matrix. The paper contains the fusion of the classical theory and the procedures used in the theory of automated control for calculating the inverse matrix. The final part of the paper models the given problem by the Matlab.

Keywords: Dynamic system, transfer matrix, inverse matrix, modeling.

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3237 H∞ Approach to Functional Projective Synchronization for Chaotic Systems with Disturbances

Authors: S. M. Lee, J. H. Park, H. Y. Jung

Abstract:

This paper presents a method for functional projective H∞ synchronization problem of chaotic systems with external disturbance. Based on Lyapunov theory and linear matrix inequality (LMI) formulation, the novel feedback controller is established to not only guarantee stable synchronization of both drive and response systems but also reduce the effect of external disturbance to an H∞ norm constraint.

Keywords: Chaotic systems, functional projective H∞ synchronization, LMI.

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3236 Parameters Estimation of Multidimensional Possibility Distributions

Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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3235 Overview of Adaptive Spline Interpolation

Authors: Rongli Gai, Zhiyuan Chang, Xiaohong Wang, Jingyu Liu

Abstract:

In view of various situations in the interpolation process, most researchers use self-adaptation to adjust the interpolation process, which is also one of the current and future research hotspots in the field of CNC (Computerized Numerical Control) machining. In the interpolation process, according to the overview of the spline curve interpolation algorithm, the adaptive analysis is carried out from the factors affecting the interpolation process. The adaptive operation is reflected in various aspects, such as speed, parameters, errors, nodes, feed rates, random period, sensitive point, step size, curvature, adaptive segmentation, adaptive optimization, etc. This paper will analyze and summarize the research of adaptive imputation in the direction of the above factors affecting imputation.

Keywords: Adaptive algorithm, CNC machining, interpolation constraints, spline curve interpolation.

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3234 Some Applications of Gröbner bases

Authors: Hassan Noori, Abdolali Basiri, Sajjad Rahmany

Abstract:

In this paper we will introduce a brief introduction to theory of Gr¨obner bases and some applications of Gr¨obner bases to graph coloring problem, automatic geometric theorem proving and cryptography.

Keywords: Gr¨obner bases, Application of Gr¨obner bases, Automatic Geometric Theorem Proving, Graph Coloring, Cryptography.

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3233 Fabrication of ZnO Nanorods Based Biosensor via Hydrothermal Method

Authors: Muhammad Tariq, Jafar Khan Kasi, Samiullah, Ajab Khan Kasi

Abstract:

Biosensors are playing vital role in industrial, clinical, and chemical analysis applications. Among other techniques, ZnO based biosensor is an easy approach due to its exceptional chemical and electrical properties. ZnO nanorods have positively charged isoelectric point which helps immobilize the negative charge glucose oxides (GOx). Here, we report ZnO nanorods based biosensors for the immobilization of GOx. The ZnO nanorods were grown by hydrothermal method on indium tin oxide substrate (ITO). The fabrication of biosensors was carried through batch processing using conventional photolithography. The buffer solutions of GOx were prepared in phosphate with a pH value of around 7.3. The biosensors effectively immobilized the GOx and result was analyzed by calculation of voltage and current on nanostructures.

Keywords: Hydrothermal growth, zinc dioxide, biosensors.

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3232 Modelling of a Stress-Strain State of Screws of Transpedicular Spine Fixation System

Authors: Oleksandr Poliakov, Genadiy Olinichenko, Yevgen Pashkov, Vadym Kramar, Mykhaylo Kalinin

Abstract:

For maintenance of a spine stability during the postoperative period a transpedicular fixing of its elements is often used. Usually the transpedicular systems are formed of rods which as a result form a design of the frame type, fastening by screws to vertebras. Such design should be rigid and perceive loadings operating from the spine without essential deformations. From the perfection point of view of known designs their stress whole, and each of elements, in particular is of interest. In this study the modeling of the transpedicular screw is performed and estimation of its deformations taking into account interaction with a vertebra body having variable structure is made.

Keywords: Spine, screw, stress-strain state, transpedicular fixation system, vertebra

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3231 Human-s Anthropological Appearance in Abai Kunanbayev-s Works

Authors: Zh. D. Dadebayev, M.T. Kozhakanova, I.K.Azimbayeva

Abstract:

The issue of human anthropology took an important role in the last epochs and still hasn-t lost its importance. Scientists of different countries were interested in investigating the appearance of human being and the idea of life after death. While writing this article we noticed that scientists who made research in this issue, despite of the different countries and different epochs in which they lived, had similarities in their opinions. In given article we wrote great Kazakh poet AbaiKunanbayev-s philosophical view to the problem of human anthropology.

Keywords: anthropology, concept, human, nature

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3230 Ant System with Acoustic Communication

Authors: S. Bougrine, S. Ouchraa, B. Ahiod, A. A. El Imrani

Abstract:

Ant colony optimization is an ant algorithm framework that took inspiration from foraging behavior of ant colonies. Indeed, ACO algorithms use a chemical communication, represented by pheromone trails, to build good solutions. However, ants involve different communication channels to interact. Thus, this paper introduces the acoustic communication between ants while they are foraging. This process allows fine and local exploration of search space and permits optimal solution to be improved.

Keywords: Acoustic Communication, Ant Colony Optimization, Local Search, Traveling Salesman Problem.

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3229 Design Modelling Control and Simulation of DC/DC Power Buck Converter

Authors: H. Abaali

Abstract:

The power buck converter is the most widely used DC/DC converter topology. They have a very large application area such as DC motor drives, photovoltaic power system which require fast transient responses and high efficiency over a wide range of load current. This work proposes, the modelling of DC/DC power buck converter using state-space averaging method and the current-mode control using a proportional-integral controller. The efficiency of the proposed model and control loop are evaluated with operating point changes. The simulation results proved the effectiveness of the linear model of DC/DC power buck converter.

Keywords: DC/DC power buck converter, Linear current control, State-space averaging method.

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3228 Automatic Segmentation of the Clean Speech Signal

Authors: M. A. Ben Messaoud, A. Bouzid, N. Ellouze

Abstract:

Speech Segmentation is the measure of the change point detection for partitioning an input speech signal into regions each of which accords to only one speaker. In this paper, we apply two features based on multi-scale product (MP) of the clean speech, namely the spectral centroid of MP, and the zero crossings rate of MP. We focus on multi-scale product analysis as an important tool for segmentation extraction. The MP is based on making the product of the speech wavelet transform coefficients (WTC). We have estimated our method on the Keele database. The results show the effectiveness of our method. It indicates that the two features can find word boundaries, and extracted the segments of the clean speech.

Keywords: Speech segmentation, Multi-scale product, Spectral centroid, Zero crossings rate.

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3227 Auto-Selective Three Term Control of Position and Compliance of a Pneumatic Actuator

Authors: M. G. Papoutsidakis, G. Chamilothoris, A Pipe

Abstract:

Due to their high power-to-weight ratio and low cost, pneumatic actuators are attractive for robotics and automation applications; however, achieving fast and accurate control of their position have been known as a complex control problem. The paper presents a methodology for obtaining controllers that achieve high position accuracy and preserve the closed-loop characteristics over a broad operating range. Experimentation with a number of conventional (or "classical") three-term controllers shows that, as repeated operations accumulate, the characteristics of the pneumatic actuator change requiring frequent re-tuning of the controller parameters (PID gains). Furthermore, three-term controllers are found to perform poorly in recovering the closed-loop system after the application of load or other external disturbances. The key reason for these problems lies in the non-linear exchange of energy inside the cylinder relating, in particular, to the complex friction forces that develop on the piston-wall interface. In order to overcome this problem but still remain within the boundaries of classical control methods, we designed an auto selective classicaql controller so that the system performance would benefit from all three control gains (KP, Kd, Ki) according to system requirements and the characteristics of each type of controller. This challenging experimentation took place for consistent performance in the face of modelling imprecision and disturbances. In the work presented, a selective PID controller is presented for an experimental rig comprising an air cylinder driven by a variable-opening pneumatic valve and equipped with position and pressure sensors. The paper reports on tests carried out to investigate the capability of this specific controller to achieve consistent control performance under, repeated operations and other changes in operating conditions.

Keywords: Classical selective controller, long-termexperimentation, pneumatic actuator, position accuracy.

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3226 Applications of Genetic Programming in Data Mining

Authors: Saleh Mesbah Elkaffas, Ahmed A. Toony

Abstract:

This paper details the application of a genetic programming framework for induction of useful classification rules from a database of income statements, balance sheets, and cash flow statements for North American public companies. Potentially interesting classification rules are discovered. Anomalies in the discovery process merit further investigation of the application of genetic programming to the dataset for the problem domain.

Keywords: Genetic programming, data mining classification rule.

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3225 Performance Comparison and Analysis of Different Schemes and Limiters

Authors: Wang Wen-long, Li Hua, Pan Sha

Abstract:

Eight difference schemes and five limiters are applied to numerical computation of Riemann problem. The resolution of discontinuities of each scheme produced is compared. Numerical dissipation and its estimation are discussed. The result shows that the numerical dissipation of each scheme is vital to improve scheme-s accuracy and stability. MUSCL methodology is an effective approach to increase computational efficiency and resolution. Limiter should be selected appropriately by balancing compressive and diffusive performance.

Keywords: Scheme; Limiter, Numerical simulation, Riemannproblem.

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3224 Power Quality Evaluation of Electrical Distribution Networks

Authors: Mohamed Idris S. Abozaed, Suliman Mohamed Elrajoubi

Abstract:

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

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

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3223 Military Fighter Aircraft Selection Using Multiplicative Multiple Criteria Decision Making Analysis Method

Authors: C. Ardil

Abstract:

Multiplicative multiple criteria decision making analysis (MCDMA) method is a systematic decision support system to aid decision makers reach appropriate decisions. The application of multiplicative MCDMA in the military aircraft selection problem is significant for proper decision making process, which is the decisive factor in minimizing expenditures and increasing defense capability and capacity. Nine military fighter aircraft alternatives were evaluated by ten decision criteria to solve the decision making problem. In this study, multiplicative MCDMA model aims to evaluate and select an appropriate military fighter aircraft for the Air Force fleet planning. The ranking results of multiplicative MCDMA model were compared with the ranking results of additive MCDMA, logarithmic MCDMA, and regrettive MCDMA models under the L2 norm data normalization technique to substantiate the robustness of the proposed method. The final ranking results indicate the military fighter aircraft Su-57 as the best available solution.

Keywords: Aircraft Selection, Military Fighter Aircraft Selection, Air Force Fleet Planning, Multiplicative MCDMA, Additive MCDMA, Logarithmic MCDMA, Regrettive MCDMA, Mean Weight, Multiple Criteria Decision Making Analysis, Sensitivity Analysis

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3222 A Descent-projection Method for Solving Monotone Structured Variational Inequalities

Authors: Min Sun, Zhenyu Liu

Abstract:

In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem-s data, the method is proved to converges globally. Some preliminary computational results are also reported to illustrate the efficiency of the method.

Keywords: variational inequalities, monotone function, global convergence.

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3221 An Efficient Method for Solving Multipoint Equation Boundary Value Problems

Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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3220 Cryptography over Sextic Extension with Cubic Subfield

Authors: A. Chillali, M. Sahmoudi

Abstract:

In this paper, we will give a cryptographic application over the integral closure O_Lof sextic extension L, namely L is an extension of Q of degree 6 in the form Q(a,b), which is a rational quadratic and monogenic extension over a pure monogenic cubic subfield K generated by a who is a root of monic irreducible polynomial of degree 2 andb is a root of irreducible polynomial of degree 3.

Keywords: Integral bases, Cryptography, Discrete logarithm problem.

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3219 Conjugate Gradient Algorithm for the Symmetric Arrowhead Solution of Matrix Equation AXB=C

Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

Based on the conjugate gradient (CG) algorithm, the constrained matrix equation AXB=C and the associate optimal approximation problem are considered for the symmetric arrowhead matrix solutions in the premise of consistency. The convergence results of the method are presented. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Iterative method, symmetric arrowhead matrix, conjugate gradient algorithm.

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3218 Effects of Asphalt Modification with Nanomaterials on Fresh and Stored Bitumen

Authors: Ahmed W. Oda, Ahmed El-Desouky, Hassan Mahdy, Osama M. Moussa

Abstract:

Nanomaterials have many applications in the field of asphalt paving. Two locally produced nanomaterials were used in the asphalt binder modification. The nanomaterials used are Nanosilica (NS), and Nanoclay (NC). The virgin asphalt binder was characterized by the conventional tests. The bitumen was modified by 3%, 5% and 7% of NS and NC. The penetration index (PI), and the retaining penetration (RP) was calculated based on the results of the penetration and the softening point tests. The results show that the RP becomes 95.35% at 5% NS modified bitumen and reaches 97.56% when bitumen is modified with 3% NC. The results show significant improvement in the bitumen stiffness when modified by the two types of nanomaterials, either fresh or aged (stored).

Keywords: Bitumen, modified bitumen, aged, stored, nanomaterials.

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3217 Main Tendencies of Youth Unemployment and the Regulation Mechanisms for Decreasing Its Rate in Georgia

Authors: Nino Paresashvili, Nino Abesadze

Abstract:

The modern world faces huge challenges. Globalization changed the socio-economic conditions of many countries. The current processes in the global environment have a different impact on countries with different cultures. However, an alleviation of poverty and improvement of living conditions is still the basic challenge for the majority of countries, because much of the population still lives under the official threshold of poverty. It is very important to stimulate youth employment. In order to prepare young people for the labour market, it is essential to provide them with the appropriate professional skills and knowledge. It is necessary to plan efficient activities for decreasing an unemployment rate and for developing the perfect mechanisms for regulation of a labour market. Such planning requires thorough study and analysis of existing reality, as well as development of corresponding mechanisms. Statistical analysis of unemployment is one of the main platforms for regulation of the labour market key mechanisms. The corresponding statistical methods should be used in the study process. Such methods are observation, gathering, grouping, and calculation of the generalized indicators. Unemployment is one of the most severe socioeconomic problems in Georgia. According to the past as well as the current statistics, unemployment rates always have been the most problematic issue to resolve for policy makers. Analytical works towards to the above-mentioned problem will be the basis for the next sustainable steps to solve the main problem. The results of the study showed that the choice of young people is not often due to their inclinations, their interests and the labour market demand. That is why the wrong professional orientation of young people in most cases leads to their unemployment. At the same time, it was shown that there are a number of professions in the labour market with a high demand because of the deficit the appropriate specialties. To achieve healthy competitiveness in youth employment, it is necessary to formulate regional employment programs with taking into account the regional infrastructure specifications.

Keywords: Unemployment. analysis, methods, tendencies, regulation mechanisms.

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3216 On a Class of Inverse Problems for Degenerate Differential Equations

Authors: Fadi Awawdeh, H.M. Jaradat

Abstract:

In this paper, we establish existence and uniqueness of solutions for a class of inverse problems of degenerate differential equations. The main tool is the perturbation theory for linear operators.

Keywords: Inverse Problem, Degenerate Differential Equations, Perturbation Theory for Linear Operators

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3215 The Partial Non-combinatorially Symmetric N10 -Matrix Completion Problem

Authors: Gu-Fang Mou, Ting-Zhu Huang

Abstract:

An n×n matrix is called an N1 0 -matrix if all principal minors are non-positive and each entry is non-positive. In this paper, we study the partial non-combinatorially symmetric N1 0 -matrix completion problems if the graph of its specified entries is a transitive tournament or a double cycle. In general, these digraphs do not have N1 0 -completion. Therefore, we have given sufficient conditions that guarantee the existence of the N1 0 -completion for these digraphs.

Keywords: Matrix completion, matrix completion, N10 -matrix, non-combinatorially symmetric, cycle, digraph.

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3214 Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints

Authors: Min Sun, Jing Liu

Abstract:

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

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

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3213 Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment

Authors: Zoran D. Banjac, Branko D. Kovacevic

Abstract:

The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

Keywords: Adaptive filtering, Non-Gaussian filtering, Robustestimation, Scale factor estimation.

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3212 A New Model to Perform Preliminary Evaluations of Complex Systems for the Production of Energy for Buildings: Case Study

Authors: Roberto de Lieto Vollaro, Emanuele de Lieto Vollaro, Gianluca Coltrinari

Abstract:

The building sector is responsible, in many industrialized countries, for about 40% of the total energy requirements, so it seems necessary to devote some efforts in this area in order to achieve a significant reduction of energy consumption and of greenhouse gases emissions. The paper presents a study aiming at providing a design methodology able to identify the best configuration of the system building/plant, from a technical, economic and environmentally point of view. Normally, the classical approach involves a building's energy loads analysis under steady state conditions, and subsequent selection of measures aimed at improving the energy performance, based on previous experience made by architects and engineers in the design team. Instead, the proposed approach uses a sequence of two wellknown scientifically validated calculation methods (TRNSYS and RETScreen), that allow quite a detailed feasibility analysis. To assess the validity of the calculation model, an existing, historical building in Central Italy, that will be the object of restoration and preservative redevelopment, was selected as a casestudy. The building is made of a basement and three floors, with a total floor area of about 3,000 square meters. The first step has been the determination of the heating and cooling energy loads of the building in a dynamic regime by means, which allows simulating the real energy needs of the building in function of its use. Traditional methodologies, based as they are on steady-state conditions, cannot faithfully reproduce the effects of varying climatic conditions and of inertial properties of the structure. With this model is possible to obtain quite accurate and reliable results that allow identifying effective combinations building-HVAC system. The second step has consisted of using output data obtained as input to the calculation model, which enables to compare different system configurations from the energy, environmental and financial point of view, with an analysis of investment, and operation and maintenance costs, so allowing determining the economic benefit of possible interventions. The classical methodology often leads to the choice of conventional plant systems, while our calculation model provides a financial-economic assessment for innovative energy systems and low environmental impact. Computational analysis can help in the design phase, particularly in the case of complex structures with centralized plant systems, by comparing the data returned by the calculation model for different design options.

Keywords: Energy, Buildings, Systems, Evaluation.

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3211 Impacts of Biofuels on Air Quality: Northern Portugal Case Study

Authors: Ribeiro I., Tavares A.M., Sá E., Lopes M.

Abstract:

The increased use of biodiesel implies variations on both greenhouse gases and air pollutant emissions. Some studies point out that the use of biodiesel blends on diesel can help in controlling air pollution and promote a reduction of CO2 emissions. Reductions on PM, SO2, VOC and CO emissions are also expected, however NOx emissions may increase, which may potentiate O3 formation. This work aims to assess the impact of the biodiesel use on air quality, through a numerical modeling study, taking the Northern region of Portugal as a case study. The emission scenarios are focused on 2008 (baseline year) and 2020 (target year of Renewable Energy Directive-RED) and on three biodiesel blends (B0, B10 and B20). In a general way the use of biodiesel by 2020 will reduce the CO2 and air pollutants emissions in the Northern Portugal, improving air quality. However it will be in a very small extension.

Keywords: air quality, biodiesel, emission scenarios, RED.

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3210 Computation of Induction Current in a Set of Dendrites

Authors: Sudhakar Tripathi, R. B. Mishra

Abstract:

In this paper, the cable model of dendrites have been considered. The dendrites are cylindrical cables of various segments having variable length and reducing radius from start point at synapse and end points. For a particular event signal being received by a neuron in response only some dendrite are active at a particular instance. Initial current signals with different current flows in dendrite are assumed. Due to overlapping and coupling of active dendrite, they induce currents in the dendrite segments of each other at a particular instance. But how these currents are induced in the various segments of active dendrites due to coupling between these dendrites, It is not presented in the literature. Here the paper presents a model for induced currents in active dendrite segments due to mutual coupling at the starting instance of an activity in dendrite. The model is as discussed further.

Keywords: Currents, dendrites, induction, simulation.

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