Search results for: vehicle simulation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3900

Search results for: vehicle simulation

2040 Influence of Heterogeneous Traffic on the Roadside Fine (PM2.5 and PM1) and Coarse(PM10) Particulate Matter Concentrations in Chennai City, India

Authors: Srimuruganandam. B, S.M. Shiva Nagendra

Abstract:

In this paper the influence of heterogeneous traffic on the temporal variation of ambient PM10, PM2.5 and PM1 concentrations at a busy arterial route (Sardar Patel Road) in the Chennai city has been analyzed. The hourly PM concentration, traffic counts and average speed of the vehicles have been monitored at the study site for one week (19th-25th January 2009). Results indicated that the concentrations of coarse (PM10) and fine PM (PM2.5 and PM1) concentrations at SP road are having similar trend during peak and non-peak hours, irrespective of the days. The PM concentrations showed daily two peaks corresponding to morning (8 to 10 am) and evening (7 to 9 pm) peak hour traffic flow. The PM10 concentration is dominated by fine particles (53% of PM2.5 and 45% of PM1). The high PM2.5/PM10 ratio indicates that the majority of PM10 particles originate from re-suspension of road dust. The analysis of traffic flow at the study site showed that 2W, 3W and 4W are having similar diurnal trend as PM concentrations. This confirms that the 2W, 3W and 4W are the main emission source contributing to ambient PM concentration at SP road. The speed measurement at SP road showed that the average speed of 2W, 3W, 4W, LCV and HCV are 38, 40, 38, 40 and 38 km/hr and 43, 41, 42, 40 and 41 km/hr respectively for the weekdays and weekdays.

Keywords: particulate matter, heterogeneous traffic, fineparticles, coarse particles, vehicle speed, weekend and weekday.

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2039 3D Definition for Human Smiles

Authors: Shyue-Ran Li, Kuohsiang Chen

Abstract:

The study explored varied types of human smiles and extracted most of the key factors affecting the smiles. These key factors then were converted into a set of control points which could serve to satisfy the needs for creation of facial expression for 3D animators and be further applied to the face simulation for robots in the future. First, hundreds of human smile pictures were collected and analyzed to identify the key factors for face expression. Then, the factors were converted into a set of control points and sizing parameters calculated proportionally. Finally, two different faces were constructed for validating the parameters via the process of simulating smiles of the same type as the original one.

Keywords: 3D animation, facial expression, numerical, robot, smile parameter.

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2038 Extended Dynamic Source Routing Protocol for the Non Co-Operating Nodes in Mobile Adhoc Networks

Authors: V. Narasimha Raghavan, T. Peer Meera Labbai, N. Bhalaji, Suvitha Kesavan

Abstract:

In this paper, a new approach based on the extent of friendship between the nodes is proposed which makes the nodes to co-operate in an ad hoc environment. The extended DSR protocol is tested under different scenarios by varying the number of malicious nodes and node moving speed. It is also tested varying the number of nodes in simulation used. The result indicates the achieved throughput by extended DSR is greater than the standard DSR and indicates the percentage of malicious drops over total drops are less in the case of extended DSR than the standard DSR.

Keywords: Mobile Adhoc Networks, DSR, Grudger protocol, Nodes.

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2037 Per Flow Packet Scheduling Scheme to Improve the End-to-End Fairness in Mobile Ad Hoc Wireless Network

Authors: K. Sasikala, R. S. D Wahidabanu

Abstract:

Various fairness models and criteria proposed by academia and industries for wired networks can be applied for ad hoc wireless network. The end-to-end fairness in an ad hoc wireless network is a challenging task compared to wired networks, which has not been addressed effectively. Most of the traffic in an ad hoc network are transport layer flows and thus the fairness of transport layer flows has attracted the interest of the researchers. The factors such as MAC protocol, routing protocol, the length of a route, buffer size, active queue management algorithm and the congestion control algorithms affects the fairness of transport layer flows. In this paper, we have considered the rate of data transmission, the queue management and packet scheduling technique. The ad hoc network is dynamic in nature due to various parameters such as transmission of control packets, multihop nature of forwarding packets, changes in source and destination nodes, changes in the routing path influences determining throughput and fairness among the concurrent flows. In addition, the effect of interaction between the protocol in the data link and transport layers has also plays a role in determining the rate of the data transmission. We maintain queue for each flow and the delay information of each flow is maintained accordingly. The pre-processing of flow is done up to the network layer only. The source and destination address information is used for separating the flow and the transport layer information is not used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and the transport layer information is used. This minimizes the delay in the network. Each flow is attached to a timer and is updated dynamically. Finite State Machine (FSM) is proposed for queue and transmission control mechanism. The performance of the proposed approach is evaluated in ns-2 simulation environment. The throughput and fairness based on not mobility for different flows used as performance metrics. We have compared the performance of the proposed approach with ATP and MC-MLAS and the performance of the proposed approach is encouraging.

Keywords: ATP, End-to-End fairness, FSM, MAC, QoS.

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2036 Stochastic Repair and Replacement with a Single Repair Channel

Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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2035 Discrete Tracking Control of Nonholonomic Mobile Robots: Backstepping Design Approach

Authors: Alexander S. Andreev, Olga A. Peregudova

Abstract:

In this paper we propose a discrete tracking control of nonholonomic mobile robots with two degrees of freedom. The electromechanical model of a mobile robot moving on a horizontal surface without slipping, with two rear wheels controlled by two independent DC electric, and one front roal wheel is considered. We present backstepping design based on the Euler approximate discretetime model of a continuous-time plant. Theoretical considerations are verified by numerical simulation.

Keywords: Actuator Dynamics, Backstepping, Discrete-Time Controller, Lyapunov Function, Wheeled Mobile Robot.

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2034 A Method to Compute Efficient 3D Helicopters Flight Trajectories Based on a Motion Polymorph-Primitives Algorithm

Authors: Konstanca Nikolajevic, Nicolas Belanger, David Duvivier, Rabie Ben Atitallah, Abdelhakim Artiba

Abstract:

Finding the optimal 3D path of an aerial vehicle under flight mechanics constraints is a major challenge, especially when the algorithm has to produce real time results in flight. Kinematics models and Pythagorian Hodograph curves have been widely used in mobile robotics to solve this problematic. The level of difficulty is mainly driven by the number of constraints to be saturated at the same time while minimizing the total length of the path. In this paper, we suggest a pragmatic algorithm capable of saturating at the same time most of dimensioning helicopter 3D trajectories’ constraints like: curvature, curvature derivative, torsion, torsion derivative, climb angle, climb angle derivative, positions. The trajectories generation algorithm is able to generate versatile complex 3D motion primitives feasible by a helicopter with parameterization of the curvature and the climb angle. An upper ”motion primitives’ concatenation” algorithm is presented based. In this article we introduce a new way of designing three-dimensional trajectories based on what we call the ”Dubins gliding symmetry conjecture”. This extremely performing algorithm will be soon integrated to a real-time decisional system dealing with inflight safety issues.

Keywords: Aerial robots, Motion primitives, Robotics.

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2033 Optimization of a Hybrid Wind-Pv-Diesel Standalone System: Case Chlef, Algeria

Authors: T. Tahri, A. Bettahar, M. Douani

Abstract:

In this work, an attempt is made to design an optimal wind/pv/diesel hybrid power system for a village of Ain Merane, Chlef, Algeria, where the wind speed and solar radiation measurements were made. The aim of this paper is the optimization of a hybrid wind/solar/diesel system applied in term of technical and economic feasibility by simulation using HOMER. A comparison was made between the performance of wind/pv/diesel system and the classic connecting system.

Keywords: Chlef-Algeria, Homer, Renewable energy, Wind-pvdiesel hybrid system.

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2032 Integrated Drunken Driving Prevention System

Authors: T. Shyam Ramanath, A. Sudharsan, A. Kavitha

Abstract:

As is needless to say; a majority of accidents, which occur, are due to drunk driving. As such, there is no effective mechanism to prevent this. Here we have designed an integrated system for the same purpose. Alcohol content in the driver-s body is detected by means of an infrared breath analyzer placed at the steering wheel. An infrared cell directs infrared energy through the sample and any unabsorbed energy at the other side is detected. The higher the concentration of ethanol, the more infrared absorption occurs (in much the same way that a sunglass lens absorbs visible light, alcohol absorbs infrared light). Thus the alcohol level of the driver is continuously monitored and calibrated on a scale. When it exceeds a particular limit the fuel supply is cutoff. If the device is removed also, the fuel supply will be automatically cut off or an alarm is sounded depending upon the requirement. This does not happen abruptly and special indicators are fixed at the back to avoid inconvenience to other drivers using the highway signals. Frame work for integration of sensors and control module in a scalable multi-agent system is provided .A SMS which contains the current GPS location of the vehicle is sent via a GSM module to the police control room to alert the police. The system is foolproof and the driver cannot tamper with it easily. Thus it provides an effective and cost effective solution for the problem of drunk driving in vehicles.

Keywords: Global system monitoring, global positioning system.

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2031 Analysis of Self Excited Induction Generator using Particle Swarm Optimization

Authors: Hassan E. A. Ibrahim, Mohamed F. Serag

Abstract:

In this paper, Novel method, Particle Swarm Optimization (PSO) algorithm, based technique is proposed to estimate and analyze the steady state performance of self-excited induction generator (SEIG). In this novel method the tedious job of deriving the complex coefficients of a polynomial equation and solving it, as in previous methods, is not required. By comparing the simulation results obtained by the proposed method with those obtained by the well known mathematical methods, a good agreement between these results is obtained. The comparison validates the effectiveness of the proposed technique.

Keywords: Evolution theory, MATLAB, optimization, PSO, SEIG.

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2030 A Cost-Effective Design and Analysis of Full Bridge LLC Resonant Converter

Authors: Kaibalya Prasad Panda, Sreyasee Rout

Abstract:

LLC (Inductor-inductor-capacitor) resonant converter has lots of advantages over other type of resonant converters which include high efficiency, more reliable and have high power density. This paper presents the design and analysis of a full bridge LLC resonant converter. In addition to the operational principle, the ZVS and ZCS conditions are also explained with the DC characteristics. Simulation of the LLC resonant converter is performed in MATLAB/ Simulink and the practical prototype setup is analyzed in Proteus software. The result is verified through analysis and design of a low cost, 200 watt prototype converter.

Keywords: LLC, Proteus, Resonant converter ZCS, ZVS.

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2029 A Cooperative Space-Time Transmission Scheme Based On Symbol Combinations

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes a cooperative Alamouti space time transmission scheme with low relay complexity for the cooperative communication systems. In the proposed scheme, the source node combines the data symbols to construct the Alamouti-coded form at the destination node, while the conventional scheme performs the corresponding operations at the relay nodes. In simulation results, it is shown that the proposed scheme achieves the second order cooperative diversity while maintaining the same bit error rate (BER) performance as that of the conventional scheme.

Keywords: Space-time transmission, cooperative communication system, MIMO.

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2028 Research on Morning Commuting Behavior under Autonomous Vehicle Environment Based on Activity Method

Authors: Qing Dai, Zhengkui Lin, Jiajia Zhang, Yi Qu

Abstract:

Based on activity method, this paper focuses on morning commuting behavior when commuters travel with autonomous vehicles (AVs). Firstly, a net utility function of commuters is constructed by the activity utility of commuters at home, in car and at workplace, and the disutility of travel time cost and that of schedule delay cost. Then, this net utility function is applied to build an equilibrium model. Finally, under the assumption of constant marginal activity utility, the properties of equilibrium are analyzed. The results show that, in autonomous driving, the starting and ending time of morning peak and the number of commuters who arrive early and late at workplace are the same as those in manual driving. In automatic driving, however, the departure rate of arriving early at workplace is higher than that of manual driving, while the departure rate of arriving late is just the opposite. In addition, compared with manual driving, the departure time of arriving at workplace on time is earlier and the number of people queuing at the bottleneck is larger in automatic driving. However, the net utility of commuters and the total net utility of system in automatic driving are greater than those in manual driving.

Keywords: Autonomous cars, bottleneck model, activity utility, user equilibrium.

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2027 Smith Predictor Design by CDM for Temperature Control System

Authors: Roengruen P., Tipsuwanporn V., Puawade P., Numsomran A.

Abstract:

Smith Predictor control is theoretically a good solution to the problem of controlling the time delay systems. However, it seldom gets use because it is almost impossible to find out a precise mathematical model of the practical system and very sensitive to uncertain system with variable time-delay. In this paper is concerned with a design method of smith predictor for temperature control system by Coefficient Diagram Method (CDM). The simulation results show that the control system with smith predictor design by CDM is stable and robust whilst giving the desired time domain system performance.

Keywords: CDM, Smith Predictor, temperature process

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2026 Optimization Based Tuning of Autopilot Gains for a Fixed Wing UAV

Authors: Mansoor Ahsan, Khalid Rafique, Farrukh Mazhar

Abstract:

Unmanned Aerial Vehicles (UAVs) have gained tremendous importance, in both Military and Civil, during first decade of this century. In a UAV, onboard computer (autopilot) autonomously controls the flight and navigation of the aircraft. Based on the aircraft role and flight envelope, basic to complex and sophisticated controllers are used to stabilize the aircraft flight parameters. These controllers constitute the autopilot system for UAVs. The autopilot systems, most commonly, provide lateral and longitudinal control through Proportional-Integral-Derivative (PID) controllers or Phase-lead or Lag Compensators. Various techniques are commonly used to ‘tune’ gains of these controllers. Some techniques used are, in-flight step-by-step tuning, software-in-loop or hardware-in-loop tuning methods. Subsequently, numerous in-flight tests are required to actually ‘fine-tune’ these gains. However, an optimization-based tuning of these PID controllers or compensators, as presented in this paper, can greatly minimize the requirement of in-flight ‘tuning’ and substantially reduce the risks and cost involved in flight-testing.

Keywords: Unmanned aerial vehicle (UAV), autopilot, autonomous controls, PID controler gains tuning, optimization.

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2025 Ignition Time Delay in Swirling Supersonic Flow Combustion

Authors: A. M. Tahsini

Abstract:

Supersonic hydrogen-air cylindrical mixing layer is numerically analyzed to investigate the effect of inlet swirl on ignition time delay in scramjets. Combustion is treated using detail chemical kinetics. One-equation turbulence model of Spalart and Allmaras is chosen to study the problem and advection upstream splitting method is used as computational scheme. The results show that swirling both fuel and oxidizer streams may drastically decrease the ignition distance in supersonic combustion, unlike using the swirl just in fuel stream which has no helpful effect.

Keywords: Ignition delay, Supersonic combustion, Swirl, Numerical simulation, Turbulence.

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2024 Analytic Network Process in Location Selection and Its Application to a Real Life Problem

Authors: Eylem Koç, Hasan Arda Burhan

Abstract:

Location selection presents a crucial decision problem in today’s business world where strategic decision making processes have critical importance. Thus, location selection has strategic importance for companies in boosting their strength regarding competition, increasing corporate performances and efficiency in addition to lowering production and transportation costs. A right choice in location selection has a direct impact on companies’ commercial success. In this study, a store location selection problem of Carglass Turkey which operates in vehicle glass branch is handled. As this problem includes both tangible and intangible criteria, Analytic Network Process (ANP) was accepted as the main methodology. The model consists of control hierarchy and BOCR subnetworks which include clusters of actors, alternatives and criteria. In accordance with the management’s choices, five different locations were selected. In addition to the literature review, a strict cooperation with the actor group was ensured and maintained while determining the criteria and during whole process. Obtained results were presented to the management as a report and its feasibility was confirmed accordingly.

Keywords: Analytic Network Process, BOCR, location selection, multi-actor decision making, multi-criteria decision making, real life problem.

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2023 A New Approach for Controlling Overhead Traveling Crane Using Rough Controller

Authors: Mazin Z. Othman

Abstract:

This paper presents the idea of a rough controller with application to control the overhead traveling crane system. The structure of such a controller is based on a suggested concept of a fuzzy logic controller. A measure of fuzziness in rough sets is introduced. A comparison between fuzzy logic controller and rough controller has been demonstrated. The results of a simulation comparing the performance of both controllers are shown. From these results we infer that the performance of the proposed rough controller is satisfactory.

Keywords: Accuracy measure, Fuzzy Logic Controller (FLC), Overhead Traveling Crane (OTC), Rough Set Theory (RST), Roughness measure

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2022 Solving the Economic Dispatch Problem by Using Differential Evolution

Authors: S. Khamsawang, S. Jiriwibhakorn

Abstract:

This paper proposes an application of the differential evolution (DE) algorithm for solving the economic dispatch problem (ED). Furthermore, the regenerating population procedure added to the conventional DE in order to improve escaping the local minimum solution. To test performance of DE algorithm, three thermal generating units with valve-point loading effects is used for testing. Moreover, investigating the DE parameters is presented. The simulation results show that the DE algorithm, which had been adjusted parameters, is better convergent time than other optimization methods.

Keywords: Differential evolution, Economic dispatch problem, Valve-point loading effect, Optimization method.

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2021 Kalman Filter Based Adaptive Reduction of Motion Artifact from Photoplethysmographic Signal

Authors: S. Seyedtabaii, L. Seyedtabaii

Abstract:

Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.

Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.

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2020 Simulating Gradient Contour and Mesh of a Scalar Field

Authors: Usman Ali Khan, Bismah Tariq, Khalida Raza, Saima Malik, Aoun Muhammad

Abstract:

This research paper is based upon the simulation of gradient of mathematical functions and scalar fields using MATLAB. Scalar fields, their gradient, contours and mesh/surfaces are simulated using different related MATLAB tools and commands for convenient presentation and understanding. Different mathematical functions and scalar fields are examined here by taking their gradient, visualizing results in 3D with different color shadings and using other necessary relevant commands. In this way the outputs of required functions help us to analyze and understand in a better way as compared to just theoretical study of gradient.

Keywords: MATLAB, Gradient, Contour, Scalar Field, Mesh

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2019 Pinch Analysis of Triple Pressure Reheat Supercritical Combined Cycle Power Plant

Authors: Sui Yan Wong, Keat Ping Yeoh, Chi Wai Hui

Abstract:

In this study, supercritical steam is introduced to Combined Cycle Power Plant (CCPP) in an attempt to further optimize energy recovery. Subcritical steam is commonly used in the CCPP, operating at maximum pressures around 150-160 bar. Supercritical steam is an alternative to increase heat recovery during vaporization period of water. The idea of improvement using supercritical steam is further examined with the use of exergy, pinch analysis and Aspen Plus simulation.

Keywords: Exergy, pinch, combined cycle power plant, CCPP, supercritical steam.

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2018 Simulation and Analysis of Polyetheretherketone Implants for Diaphysis Femur Fracture

Authors: Abhishek Soni, Bhagat Singh

Abstract:

In the present work, reverse engineering approach has been used to create a 3D model of a fractured femur diaphysis bone using the computed tomography (CT) scan data. Thereafter, a counter fit fixation plate of polyetheretherketone (PEEK) composite has been designed and analyzed considering static physiological loading conditions. Static stress distribution and deformation analysis of the plate have been performed. From the analysis, it has been found that the stresses and deformation developed are quite low. This implies that these designed fixation plates will be able to provide stable fixation and thus resulting in improved fracture union.

Keywords: Customized implant, deformation, femur diaphysis, stress.

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2017 Long-Term Simulation of Digestive Sound Signals by CEPSTRAL Technique

Authors: Einalou Z., Najafi Z., Maghooli K. Zandi Y, Sheibeigi A

Abstract:

In this study, an investigation over digestive diseases has been done in which the sound acts as a detector medium. Pursue to the preprocessing the extracted signal in cepstrum domain is registered. After classification of digestive diseases, the system selects random samples based on their features and generates the interest nonstationary, long-term signals via inverse transform in cepstral domain which is presented in digital and sonic form as the output. This structure is updatable or on the other word, by receiving a new signal the corresponding disease classification is updated in the feature domain.

Keywords: Cepstrum, databank, digestive disease, acousticsignal.

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2016 A new Cellular Automata Model of Cardiac Action Potential Propagation based on Summation of Excited Neighbors

Authors: F. Pourhasanzade, S. H. Sabzpoushan

Abstract:

The heart tissue is an excitable media. A Cellular Automata is a type of model that can be used to model cardiac action potential propagation. One of the advantages of this approach against the methods based on differential equations is its high speed in large scale simulations. Recent cellular automata models are not able to avoid flat edges in the result patterns or have large neighborhoods. In this paper, we present a new model to eliminate flat edges by minimum number of neighbors.

Keywords: Cellular Automata, Action Potential Simulation, Isotropic Pattern.

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2015 Higher Order Statistics for Identification of Minimum Phase Channels

Authors: Mohammed Zidane, Said Safi, Mohamed Sabri, Ahmed Boumezzough

Abstract:

This paper describes a blind algorithm, which is compared with two another algorithms proposed in the literature, for estimating of the minimum phase channel parameters. In order to identify blindly the impulse response of these channels, we have used Higher Order Statistics (HOS) to build our algorithm. The simulation results in noisy environment, demonstrate that the proposed method could estimate the phase and magnitude with high accuracy of these channels blindly and without any information about the input, except that the input excitation is identically and independent distribute (i.i.d) and non-Gaussian.

Keywords: System Identification, Higher Order Statistics, Communication Channels.

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2014 Motion Protection System Design for a Parallel Motion Platform

Authors: Dongsu Wu, Hongbin Gu

Abstract:

A motion protection system is designed for a parallel motion platform with subsided cabin. Due to its complex structure, parallel mechanism is easy to encounter interference problems including link length limits, joints limits and self-collision. Thus a virtual spring algorithm in operational space is developed for the motion protection system to avoid potential damages caused by interference. Simulation results show that the proposed motion protection system can effectively eliminate interference problems and ensure safety of the whole motion platform.

Keywords: Motion protection, motion platform, parallelmechanism, Stewart platform, collision avoidance.

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2013 DPSO Based SEPIC Converter in PV System under Partial Shading Condition

Authors: K. Divya, G. Sugumaran

Abstract:

This paper proposes an improved Maximum Power Point Tracking of PhotoVoltaic system using Deterministic Partical Swarm Optimization technique. This method has the ability to track the maximum power under varying environmental conditions i.e. partial shading conditions. The advantage of this method, particles moves in the restricted value of velocity to achieve the maximum power. SEPIC converter is employed to boost up the voltage of PV system. To estimate the value of the proposed method, MATLAB simulation carried out under partial shading condition.

Keywords: DPSO, Partial shading condition, P&O, PV, SEPIC.

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2012 RBS Characteristic of Cd1−xZnxS Thin Film Fabricated by Vacuum Deposition Method

Authors: N. Dahbi, D-E. Arafah

Abstract:

Cd1−xZnxS thins films have been fabricated from ZnS/CdS/ZnS multilayer thin film systems, by using the vacuum deposition method; the Rutherford backscattering (RBS) technique have been applied in order to determine the: structure, composition, depth profile, and stoichiometric of these films. The influence of the chemical and heat treatments on the produced films also have been investigated; the RBS spectra of the films showed that homogenous Cd1−xZnxS can be synthesized with x=0.45.

Keywords: Cd1−xZnxS, chemical treatment, depth profile, heat treatment, RBS, RUMP simulation, thin film, vacuum deposition, ZnS/CdS/ZnS.

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2011 SDVAR Algorithm for Detecting Fraud in Telecommunications

Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King

Abstract:

This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.

Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.

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