Search results for: Linear matrix inequality
713 Nonlinear Optimal Line-Of-Sight Stabilization with Fuzzy Gain-Scheduling
Authors: A. Puras Trueba, J. R. Llata García
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A nonlinear optimal controller with a fuzzy gain scheduler has been designed and applied to a Line-Of-Sight (LOS) stabilization system. Use of Linear Quadratic Regulator (LQR) theory is an optimal and simple manner of solving many control engineering problems. However, this method cannot be utilized directly for multigimbal LOS systems since they are nonlinear in nature. To adapt LQ controllers to nonlinear systems at least a linearization of the model plant is required. When the linearized model is only valid within the vicinity of an operating point a gain scheduler is required. Therefore, a Takagi-Sugeno Fuzzy Inference System gain scheduler has been implemented, which keeps the asymptotic stability performance provided by the optimal feedback gain approach. The simulation results illustrate that the proposed controller is capable of overcoming disturbances and maintaining a satisfactory tracking performance.Keywords: Fuzzy Gain-Scheduling, Gimbal, Line-Of-SightStabilization, LQR, Optimal Control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2331712 Synthetic Transmit Aperture Method in Medical Ultrasonic Imaging
Authors: Ihor Trots, Andrzej Nowicki, Marcin Lewandowski
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The work describes the use of a synthetic transmit aperture (STA) with a single element transmitting and all elements receiving in medical ultrasound imaging. STA technique is a novel approach to today-s commercial systems, where an image is acquired sequentially one image line at a time that puts a strict limit on the frame rate and the amount of data needed for high image quality. The STA imaging allows to acquire data simultaneously from all directions over a number of emissions, and the full image can be reconstructed. In experiments a 32-element linear transducer array with 0.48 mm inter-element spacing was used. Single element transmission aperture was used to generate a spherical wave covering the full image region. The 2D ultrasound images of wire phantom are presented obtained using the STA and commercial ultrasound scanner Antares to demonstrate the benefits of the SA imaging.Keywords: Ultrasound imaging, synthetic aperture, frame rate, beamforming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2108711 Optimization of Process Parameters Affecting Biogas Production from Organic Fraction of Municipal Solid Waste via Anaerobic Digestion
Authors: Sajeena Beevi. B, Jose P. P., G. Madhu
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The aim of this study was to obtain the optimal conditions for biogas production from anaerobic digestion of organic fraction of municipal solid waste (OFMSW) using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The highest level of biogas produced was 53.4 L/Kg VS at optimum pH, substrate concentration and total organic carbon of 6.5, 99gTS/L and 20.32 g/L respectively.
Keywords: Anaerobic Digestion, Biogas, Optimization, Response Surface Methodology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4777710 Highly Linear and Low Noise AMR Sensor Using Closed Loop and Signal-Chopped Architecture
Authors: N. Hadjigeorgiou, A. C. Tsalikidou, E. Hristoforou, P. P. Sotiriadis
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During the last few decades, the continuously increasing demand for accurate and reliable magnetic measurements has paved the way for the development of different types of magnetic sensing systems as well as different measurement techniques. Sensor sensitivity and linearity, signal-to-noise ratio, measurement range, cross-talk between sensors in multi-sensor applications are only some of the aspects that have been examined in the past. In this paper, a fully analog closed loop system in order to optimize the performance of AMR sensors has been developed. The operation of the proposed system has been tested using a Helmholtz coil calibration setup in order to control both the amplitude and direction of magnetic field in the vicinity of the AMR sensor. Experimental testing indicated that improved linearity of sensor response, as well as low noise levels can be achieved, when the system is employed.
Keywords: AMR sensor, closed loop, memory effects, chopper, linearity improvement, sensitivity improvement, magnetic noise, electronic noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1185709 Safety Culture Implementation Based on Occupational Health and Safety Assessment
Authors: Nyambayar Davaadorj, Ichiro Koshijima
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Safety or the state of being safe can be described as a condition of being not dangerous or not harmful. It is necessary for an individual to avoid dangerous situations every day. Also, an organization is subject to legal requirements for the health and safety of persons inside and around the immediate workplace, or who are exposed to the workplace activities. Although it might be difficult to keep a situation where complete safety is ensured, efforts must nonetheless be made to consider ways of removing any potential danger within an organization. In order to ensure a safe working environment, the capability of responding (i.e., resilience) to signals (i.e., information concerning events that could pose future problems that must be taken into account) that occur in and around corporations is necessary. The ability to evaluate this essential point is thus one way in which safety and security can be managed. This study focuses on OHSAS18001, an internationally applied standard for the construction and operation of occupational health and safety management systems, by using IDEF0 for Function Modeling (IDEF0) and the Resilience Matrix originally made by Bracco. Further, this study discusses a method for evaluating a manner in which Occupational Health and Safety Assessment Series (OHSAS) systematically functions within corporations. Based on the findings, this study clarifies the potential structural objection for corporations when implementing and operating the OHSAS standard.
Keywords: OHSAS18001, IDEF0, safety culture, resilience engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1433708 Determining of Stage-Discharge Relationship for Meandering Compound Channels Using M5 Decision Tree Model
Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Khalil Ghorbani
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In modeling phenomena, the presence of local conditions may cause the use of a general relation not to produce good results and thus fail to demonstrate local changes. If possible, identifying homogenous limits and providing simple linear relations for each of these limits will increase the accuracy of models. Accordingly, the models are divided into simpler and smaller problems to solve complicated problems, and the obtained answers will be combined. This simple idea can be applied to decision tree models. For this aim, the input data values are divided into several sub-intervals or sub-regions, and an appropriate model is extracted for an appropriate model or equation. This research proposes the M5 decision tree method as a solution to accurately compute the flow discharge in meandering compound channels.
Keywords: Stage-discharge relationship, decision tree, M5 decision tree model, meandering compound channels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 250707 Preliminary Studies of MWCNT/PVDF Polymer Composites
Authors: Esther Lorrayne M. Pereira, Adriana Souza M. Batista, Fabíola A. S. Ribeiro, Adelina P. Santos, Clascídia A. Furtado, Luiz O. Faria
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The combination of multi–walled carbon nanotubes (MWCNTs) with polymers offers an attractive route to reinforce the macromolecular compounds as well as the introduction of new properties based on morphological modifications or electronic interactions between the two constituents. As they are only a few nanometers in dimension, it offers ultra-large interfacial area per volume between the nano-element and polymer matrix. Nevertheless, the use of MWCNTs as a rough material in different applications has been largely limited by their poor processability, insolubility, and infusibility. Studies concerning the nanofiller reinforced polymer composites are justified in an attempt to overcome these limitations. This work presents one preliminary study of MWCNTs dispersion into the PVDF homopolymer. For preparation, the composite components were diluted in n,n-dimethylacetamide (DMAc) with mechanical agitation assistance. After complete dilution, followed by slow evaporation of the solvent at 60°C, the samples were dried. Films of about 80 μm were obtained. FTIR and UV-Vis spectroscopic techniques were used to characterize the nanocomposites. The appearance of absorption bands in the FTIR spectra of nanofilled samples, when compared to the spectrum of pristine PVDF samples, are discussed and compared with the UV-Vis measurements.Keywords: Composites materials, FTIR, MWNTs, PVDF, UVVis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1920706 Near Perfect Reconstruction Quadrature Mirror Filter
Authors: A. Kumar, G. K. Singh, R. S. Anand
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In this paper, various algorithms for designing quadrature mirror filter are reviewed and a new algorithm is presented for the design of near perfect reconstruction quadrature mirror filter bank. In the proposed algorithm, objective function is formulated using the perfect reconstruction condition or magnitude response condition of prototype filter at frequency (ω = 0.5π) in ideal condition. The cutoff frequency is iteratively changed to adjust the filters coefficients using optimization algorithm. The performances of the proposed algorithm are evaluated in term of computation time, reconstruction error and number of iterations. The design examples illustrate that the proposed algorithm is superior in term of peak reconstruction error, computation time, and number of iterations. The proposed algorithm is simple, easy to implement, and linear in nature.
Keywords: Aliasing cancellations filter bank, Filter banks, quadrature mirror filter (QMF), subband coding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2536705 Software Effort Estimation Using Soft Computing Techniques
Authors: Parvinder S. Sandhu, Porush Bassi, Amanpreet Singh Brar
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Various models have been derived by studying large number of completed software projects from various organizations and applications to explore how project sizes mapped into project effort. But, still there is a need to prediction accuracy of the models. As Neuro-fuzzy based system is able to approximate the non-linear function with more precision. So, Neuro-Fuzzy system is used as a soft computing approach to generate model by formulating the relationship based on its training. In this paper, Neuro-Fuzzy technique is used for software estimation modeling of on NASA software project data and performance of the developed models are compared with the Halstead, Walston-Felix, Bailey-Basili and Doty Models mentioned in the literature.
Keywords: Effort Estimation, Neural-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2080704 Robust Coherent Noise Suppression by Point Estimation of the Cauchy Location Parameter
Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.
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This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.
Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1929703 Investigation of Regional Differences in Strong Ground Motions for the Iranian Plateau
Authors: Farhad Sedaghati, Shahram Pezeshk
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Regional variations in strong ground motions for the Iranian Plateau have been investigated by using a simple statistical method called Analysis of Variance (ANOVA). In this respect, a large database consisting of 1157 records occurring within the Iranian Plateau with moment magnitudes of greater than or equal to 5 and Joyner-Boore distances up to 200 km has been considered. Geometric averages of horizontal peak ground accelerations (PGA) as well as 5% damped linear elastic response spectral accelerations (SA) at periods of 0.2, 0.5, 1.0, and 2.0 sec are used as strong motion parameters. The initial database is divided into two different datasets, for Northern Iran (NI) and Central and Southern Iran (CSI). The comparison between strong ground motions of these two regions reveals that there is no evidence for significant differences; therefore, data from these two regions may be combined to estimate the unknown coefficients of attenuation relationships.
Keywords: ANOVA, attenuation relationships, Iranian Plateau, PGA, regional variation, SA, strong ground motion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1301702 Investigation of Chlorophylls a and b Interaction with Inner and Outer Surfaces of Single-Walled Carbon Nanotube Using Molecular Dynamics Simulation
Authors: M. Dehestani, M. Ghasemi-Kooch
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In this work, adsorption of chlorophylls a and b pigments in aqueous solution on the inner and outer surfaces of single-walled carbon nanotube (SWCNT) has been studied using molecular dynamics simulation. The linear interaction energy algorithm has been used to calculate the binding free energy. The results show that the adsorption of two pigments is fine on the both positions. Although there is the close similarity between these two pigments, their interaction with the nanotube is different. This result is useful to separate these pigments from one another. According to interaction energy between the pigments and carbon nanotube, interaction between these pigments-SWCNT on the inner surface is stronger than the outer surface. The interaction of SWCNT with chlorophylls phytol tail is stronger than the interaction of SWCNT with porphyrin ring of chlorophylls.
Keywords: Dynamic simulation, single walled carbon nanotube, chlorophyll, adsorption.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 901701 Color View Synthesis for Animated Depth Security X-ray Imaging
Authors: O. Abusaeeda, J. P. O Evans, D. Downes
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We demonstrate the synthesis of intermediary views within a sequence of color encoded, materials discriminating, X-ray images that exhibit animated depth in a visual display. During the image acquisition process, the requirement for a linear X-ray detector array is replaced by synthetic image. Scale Invariant Feature Transform, SIFT, in combination with material segmented morphing is employed to produce synthetic imagery. A quantitative analysis of the feature matching performance of the SIFT is presented along with a comparative study of the synthetic imagery. We show that the total number of matches produced by SIFT reduces as the angular separation between the generating views increases. This effect is accompanied by an increase in the total number of synthetic pixel errors. The trends observed are obtained from 15 different luggage items. This programme of research is in collaboration with the UK Home Office and the US Dept. of Homeland Security.Keywords: X-ray, kinetic depth, view synthesis, KDE
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1664700 CRLH and SRR Based Microwave Filter Design Useful for Communication Applications
Authors: Subal Kar, Amitesh Kumar, A. Majumder, S. K. Ghosh, S. Saha, S. S. Sikdar, T. K. Saha
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CRLH (composite right/left-handed) based and SRR (split-ring resonator) based filters have been designed at microwave frequency which can provide better performance compared to conventional edge-coupled band-pass filter designed around the same frequency, 2.45 GHz. Both CRLH and SRR are unit cells used in metamaterial design. The primary aim of designing filters with such structures is to realize size reduction and also to realize novel filter performance. The CRLH based filter has been designed in microstrip transmission line, while the SRR based filter is designed with SRR loading in waveguide. The CRLH based filter designed at 2.45 GHz provides an insertion loss of 1.6 dB with harmonic suppression up to 10 GHz with 67 % size reduction when compared with a conventional edge-coupled band-pass filter designed around the same frequency. One dimensional (1-D) SRR matrix loaded in a waveguide shows the possibility of realizing a stop-band with sharp skirts in the pass-band while a stop-band in the pass-band of normal rectangular waveguide with tailoring of the dimensions of SRR unit cells. Such filters are expected to be very useful for communication systems at microwave frequency.
Keywords: BPF, CRLH, Harmonic, Metamaterial, SRR, Waveguide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1773699 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering
Authors: Hamza Nejib, Okba Taouali
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This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1058698 Nonlinear Effects in Stiffness Modeling of Robotic Manipulators
Authors: A. Pashkevich, A. Klimchik, D. Chablat
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The paper focuses on the enhanced stiffness modeling of robotic manipulators by taking into account influence of the external force/torque acting upon the end point. It implements the virtual joint technique that describes the compliance of manipulator elements by a set of localized six-dimensional springs separated by rigid links and perfect joints. In contrast to the conventional formulation, which is valid for the unloaded mode and small displacements, the proposed approach implicitly assumes that the loading leads to the non-negligible changes of the manipulator posture and corresponding amendment of the Jacobian. The developed numerical technique allows computing the static equilibrium and relevant force/torque reaction of the manipulator for any given displacement of the end-effector. This enables designer detecting essentially nonlinear effects in elastic behavior of manipulator, similar to the buckling of beam elements. It is also proposed the linearization procedure that is based on the inversion of the dedicated matrix composed of the stiffness parameters of the virtual springs and the Jacobians/Hessians of the active and passive joints. The developed technique is illustrated by an application example that deals with the stiffness analysis of a parallel manipulator of the Orthoglide familyKeywords: Robotic manipulators, Stiffness model, Loaded mode, Nonlinear effects, Buckling, Orthoglide manipulator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1462697 Design of Two-Channel Quadrature Mirror Filter Banks Using Digital All-Pass Filters
Authors: Ju-Hong Lee, Yi-Lin Shieh
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The paper deals with the minimax design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using infinite impulse response (IIR) digital all-pass filters (DAFs). Based on the theory of two-channel QMF banks using two IIR DAFs, the design problem is appropriately formulated to result in an appropriate Chebyshev approximation for the desired group delay responses of the IIR DAFs and the magnitude response of the low-pass analysis filter. Through a frequency sampling and iterative approximation method, the design problem can be solved by utilizing a weighted least squares approach. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.
Keywords: Chebyshev approximation, Digital All-Pass Filter, Quadrature Mirror Filter, Weighted Least Squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2746696 Examining the Potential of Linear Parks as Sustainable Development Components
Authors: Andreas Savvides, Chloe Kadi
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The objective of this study is to investigate how the planning and design of open parks within neighborhoods and communities can promote physical activity in order to enhance the health of the local population. A review of relevant literature was conducted for studies regarding the relationship between health and physical activity and the park characteristics that can promote physical activity among people. The findings of the literature review were then compared and analyzed, in order to identify the main characteristics of urban parks that can promote physical activity and enhance public health. In order to find out how the characteristics identified in the literature were applied in real life, an analysis of three existing parks in three different countries was conducted. The parks, apart from their geographical location, also vary in size and layout. The parks were chosen because they are urban open parks and they include facilities for physical activity.
Keywords: Urban planning, active living behavior, open parks, sustainable mobility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 207695 The Fuel Consumption and Non Linear Model Metropolitan and Large City Transportation System
Authors: Mudjiastuti Handajani
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The national economy development affects the vehicle ownership which ultimately increases fuel consumption. The rise of the vehicle ownership is dominated by the increasing number of motorcycles. This research aims to analyze and identify the characteristics of fuel consumption, the city transportation system, and to analyze the relationship and the effect of the city transportation system on the fuel consumption. A multivariable analysis is used in this study. The data analysis techniques include: a Multivariate Multivariable Analysis by using the R software. More than 84% of fuel on Java is consumed in metropolitan and large cities. The city transportation system variables that strongly effect the fuel consumption are population, public vehicles, private vehicles and private bus. This method can be developed to control the fuel consumption by considering the urban transport system and city tipology. The effect can reducing subsidy on the fuel consumption, increasing state economic.Keywords: city, consumption, fuel, transportation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1957694 Identification of LTI Autonomous All Pole System Using Eigenvector Algorithm
Authors: Sudipta Majumdar
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This paper presents a method for identification of a linear time invariant (LTI) autonomous all pole system using singular value decomposition. The novelty of this paper is two fold: First, MUSIC algorithm for estimating complex frequencies from real measurements is proposed. Secondly, using the proposed algorithm, we can identify the coefficients of differential equation that determines the LTI system by switching off our input signal. For this purpose, we need only to switch off the input, apply our complex MUSIC algorithm and determine the coefficients as symmetric polynomials in the complex frequencies. This method can be applied to unstable system and has higher resolution as compared to time series solution when, noisy data are used. The classical performance bound, Cramer Rao bound (CRB), has been used as a basis for performance comparison of the proposed method for multiple poles estimation in noisy exponential signal.Keywords: MUSIC algorithm, Cramer Rao bound, frequency estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 937693 A Quantitative Tool for Analyze Process Design
Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río
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Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.
Keywords: Characteristics matrix, covariance structure analysis, LISREL.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1602692 Investigations of Flame Retardant Properties of Beneficiated Huntite and Hydromagnesite Mineral Reinforced Polymer Composites
Authors: H. Yilmaz Atay
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Huntite and hydromagnesite minerals have been used as additive materials to achieve incombustible material due to their inflammability property. Those fire retardants materials can help to extinguish in the early stages of fire. Thus dispersion of the flame can be prevented even if the fire started. Huntite and hydromagnesite minerals are known to impart fire-proofing of the polymer composites. However, the additives used in the applications led to deterioration in the mechanical properties due to the usage of high amount of the powders in the composites. In this study, by enriching huntite and hydromagnesite, it was aimed to use purer minerals to reinforce the polymer composites. Thus, predictably, using purer mineral will lead to use lower amount of mineral powders. By this manner, the minerals free from impurities by various processes were added to the polymer matrix with different loading level and grades. Different types of samples were manufactured, and subsequently characterized by XRD, SEM-EDS, XRF and flame-retardant tests. Tensile strength and elongation at break values were determined according to loading levels and grades. Besides, a comparison on the properties of the polymer composites produced by using of minerals with and without impurities was performed. As a result of the work, it was concluded that it is required to use beneficiated minerals to provide better fire-proofing behaviors in the polymer composites.
Keywords: Huntite, hdromagnesite, flame retardant, mechanical property, polymeric composites.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 849691 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 510690 Evolving Digital Circuits for Early Stage Breast Cancer Detection Using Cartesian Genetic Programming
Authors: Zahra Khalid, Gul Muhammad Khan, Arbab Masood Ahmad
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Cartesian Genetic Programming (CGP) is explored to design an optimal circuit capable of early stage breast cancer detection. CGP is used to evolve simple multiplexer circuits for detection of malignancy in the Fine Needle Aspiration (FNA) samples of breast. The data set used is extracted from Wisconsins Breast Cancer Database (WBCD). A range of experiments were performed, each with different set of network parameters. The best evolved network detected malignancy with an accuracy of 99.14%, which is higher than that produced with most of the contemporary non-linear techniques that are computational expensive than the proposed system. The evolved network comprises of simple multiplexers and can be implemented easily in hardware without any further complications or inaccuracy, being the digital circuit.Keywords: Breast cancer detection, cartesian genetic programming, evolvable hardware, fine needle aspiration (FNA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 824689 Distinguishing Innocent Murmurs from Murmurs caused by Aortic Stenosis by Recurrence Quantification Analysis
Authors: Christer Ahlstrom, Katja Höglund, Peter Hult, Jens Häggström, Clarence Kvart, Per Ask
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It is sometimes difficult to differentiate between innocent murmurs and pathological murmurs during auscultation. In these difficult cases, an intelligent stethoscope with decision support abilities would be of great value. In this study, using a dog model, phonocardiographic recordings were obtained from 27 boxer dogs with various degrees of aortic stenosis (AS) severity. As a reference for severity assessment, continuous wave Doppler was used. The data were analyzed with recurrence quantification analysis (RQA) with the aim to find features able to distinguish innocent murmurs from murmurs caused by AS. Four out of eight investigated RQA features showed significant differences between innocent murmurs and pathological murmurs. Using a plain linear discriminant analysis classifier, the best pair of features (recurrence rate and entropy) resulted in a sensitivity of 90% and a specificity of 88%. In conclusion, RQA provide valid features which can be used for differentiation between innocent murmurs and murmurs caused by AS.Keywords: Bioacoustics, murmur, phonocardiographic signal, recurrence quantification analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2006688 The Biomechanical Properties of the Different Modalities of Surgically Corrected Coarctation of the Aorta in Neonates and Infants
Authors: Elina Ligere, Valts Ozolins, Lauris Smits, Normunds Sikora, Ivars Melderis, Laila Feldmane, Aris Lacis, Vladimir Kasyanov
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Biomechanical properties of infantile aorta in vitro in cases of different standard anastomoses: end-to-end (ETE), extended anastomosis end-to-end (EETE) and subclavian flap aortoplasty (SFA) used for surgical correction of coarctation were analyzed to detect the influence of the method on the biomechanics of infantile aorta and possible changes in haemodinamics. 10 specimens of native aorta, 3 specimens with ETE, 4 EEET and 3 SFA were investigated. The experiments showed a non-linear relationship between stress and strain in the infantile aorta, the modulus of elasticity of the aortic wall increased with the increase of inner pressure. In the case of anastomosis end-to-end the modulus was almost constant, relevant to the modulus of elasticity of the aorta with the inner pressure 100-120 mmHg. The anastomoses EETE and SFA showed elastic properties closer to native aorta, the stiffness of ETE did not change with the changes in inner pressure.Keywords: biomechanics, coarctation, mechanical properties, neonatal aorta
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2015687 Effect of Columns Stiffness's and Number of Floors on the Accuracy of the Tributary Area Method
Authors: Anas M. Fares
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The using of finite element programs in analyzing and designing buildings are becoming very popular, but there are many engineers still using the tributary area method (TAM) in designing the structural members such as columns. This study is an attempt to investigate the accuracy of the TAM results with different load condition (gravity and lateral load), different floors numbers, and different columns stiffness's. To conduct this study, linear elastic analysis in ETABS program is used. The results from finite element method are compared to those obtained from TAM. According to the analysis of the data obtained, it can be seen that there is significance difference between the real load carried by columns and the load which is calculated by using the TAM. Thus, using 3-D models are the best choice to calculate the real load effected on columns and design these columns according to this load.Keywords: Tributary area method, finite element method, ETABS, lateral load, axial loads, reinforced concrete, stiffness, multi-floor buildings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1128686 Application of Data Envelopment Analysis and Performance Indicators to Irrigation Systems in Thessaloniki Plain (Greece)
Authors: Ntantos P.N, Karpouzos D.K
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In this paper, a benchmarking framework is presented for the performance assessment of irrigations systems. Firstly, a data envelopment analysis (DEA) is applied to measure the technical efficiency of irrigation systems. This method, based on linear programming, aims to determine a consistent efficiency ranking of irrigation systems in which known inputs, such as water volume supplied and total irrigated area, and a given output corresponding to the total value of irrigation production are taken into account simultaneously. Secondly, in order to examine the irrigation efficiency in more detail, a cross – system comparison is elaborated using a performance indicators set selected by IWMI. The above methodologies were applied in Thessaloniki plain, located in Northern Greece while the results of the application are presented and discussed. The conjunctive use of DEA and performance indicators seems to be a very useful tool for efficiency assessment and identification of best practices in irrigation systems management.Keywords: Benchmarking, D.E.A, Performance Indicators, Irrigation systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2102685 Experimental and Theoretical Study on Hygrothermal Aging Effect on Mechanical Behavior of Fiber Reinforced Plastic Laminates
Authors: S. Larbi, R. Bensaada, S. Djebali, A. Bilek
Abstract:
The manufacture of composite parts is a major issue in many industrial domains. Polymer composite materials are ideal for structural applications where high strength-to-weight and stiffness-to-weight ratios are required. However, exposition to extreme environment conditions (temperature, humidity) affects mechanical properties of organic composite materials and lead to an undesirable degradation. Aging mechanisms in organic matrix are very diverse and vary according to the polymer and the aging conditions such as temperature, humidity etc. This paper studies the hygrothermal aging effect on the mechanical properties of fiber reinforced plastics laminates at 40 °C in different environment exposure. Two composite materials are used to conduct the study (carbon fiber/epoxy and glass fiber/vinyl ester with two stratifications for both the materials [904/04] and [454/04]). The experimental procedure includes a mechanical characterization of the materials in a virgin state and exposition of specimens to two environments (seawater and demineralized water). Absorption kinetics for the two materials and both the stratifications are determined. Three-point bending test is performed on the aged materials in order to determine the hygrothermal effect on the mechanical properties of the materials.
Keywords: FRP laminates, hygrothermal aging, mechanical properties, theory of laminates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1240684 A Review: Comparative Analysis of Different Categorical Data Clustering Ensemble Methods
Authors: S. Sarumathi, N. Shanthi, M. Sharmila
Abstract:
Over the past epoch a rampant amount of work has been done in the data clustering research under the unsupervised learning technique in Data mining. Furthermore several algorithms and methods have been proposed focusing on clustering different data types, representation of cluster models, and accuracy rates of the clusters. However no single clustering algorithm proves to be the most efficient in providing best results. Accordingly in order to find the solution to this issue a new technique, called Cluster ensemble method was bloomed. This cluster ensemble is a good alternative approach for facing the cluster analysis problem. The main hope of the cluster ensemble is to merge different clustering solutions in such a way to achieve accuracy and to improve the quality of individual data clustering. Due to the substantial and unremitting development of new methods in the sphere of data mining and also the incessant interest in inventing new algorithms, makes obligatory to scrutinize a critical analysis of the existing techniques and the future novelty. This paper exposes the comparative study of different cluster ensemble methods along with their features, systematic working process and the average accuracy and error rates of each ensemble methods. Consequently this speculative and comprehensive analysis will be very useful for the community of clustering practitioners and also helps in deciding the most suitable one to rectify the problem in hand.
Keywords: Clustering, Cluster Ensemble methods, Co-association matrix, Consensus function, Median partition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2609