Search results for: mixed finite element formulation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2865

Search results for: mixed finite element formulation

825 Meandered Microstrip Open Circuited Stub with Bandstop Characteristic

Authors: Goh Chin Hock, Chandan Kumar Chakrabarty, Mohammad Hadi Badjian, Sanjay Devkumar

Abstract:

This paper presents a microstrip meandered open circuited stub with bandstop characteristic. The proposed structure is designed on a high frequency laminate with dielectric constant of 4.0 and board thickness of 0.508 millimeters. The scattering parameters and electromagnetic field distributions at various frequencies are investigated by modeling the structure with three dimensional electromagnetic simulation tool. In order to describe the resonant and bandstop characteristic of the meandered open circuited stub, a Smith chart as well as electric field at various frequencies and phases is illustrated accordingly. The structure can be an alternative method in suppressing the harmonic response of a bandpass filter.

Keywords: Bandstop, Equivalent Lumped Element Model, Electromagnetic Model, Meandered Open Circuited Stub

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824 Analysis of Take-off Phase of Somersaults with Twisting along the Longitudinal Body Axis

Authors: P. Hedbávný, M. Kalichová

Abstract:

The contribution deals with problem of take-off phase of back somersault with twisting with various numbers of twists along longitudinal body axis. The aim was to evaluate the changes in angles during transition phase from back handspring to back somersault using 3D kinematic analysis of the somersaults. We used Simi Motion System for the 3D kinematic analysis of the observed gymnastic element performed by Czech Republic female representative and 2008 Summer Olympic Games participant. The results showed that the higher the number of twists, the smaller the touchdown angle in which the gymnasts lands on the pad in the beginning of take-off phase. In back somersault with one twist (180°) the average angle is 54°, in 1080° back somersault the average angle is 45.9°. These results may help to improve technical training of sports gymnasts.

Keywords: back somersault with twisting, biomechanicalanalysis, take-off

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823 Unsteady Flow and Heat Transfer of Nanofluid from Circular Tube in Cross-Flow

Authors: H. Bayat, M. Majidi, M. Bolhasani, A. Karbalaie Alilou, A. Mirabdolah Lavasani

Abstract:

Unsteady flow and heat transfer from a circular cylinder in cross-flow is studied numerically. The governing equations are solved by using finite volume method. Reynolds number varies in range of 50 to 200; in this range flow is considered to be laminar and unsteady. Al2O3 nanoparticle with volume fraction in range of 5% to 20% is added to pure water. Effects of adding nanoparticle to pure water on lift and drag coefficient and Nusselt number is presented. Addition of Al2O3 has inconsiderable effect on the value of drags and lift coefficient. However, it has significant effect on heat transfer; results show that heat transfer of Al2O3 nanofluid is about 9% to 36% higher than pure water.

Keywords: Nanofluid, heat transfer, unsteady flow, forced convection, cross-flow.

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822 Gluten-Free Cookies Enriched with Blueberry Pomace: Optimization of Baking Process

Authors: Aleksandra Mišan, Bojana Šarić, Nataša Nedeljković, Mladenka Pestorić, Pavle Jovanov, Milica Pojić, Jelena Tomić, Bojana Filipčev, Miroslav Hadnađev, Anamarija Mandić

Abstract:

With the aim of improving nutritional profile and antioxidant capacity of gluten-free cookies, blueberry pomace, by-product of juice production, was processed into a new food ingredient by drying and grinding and used for a gluten-free cookie formulation. Since the quality of a baked product is highly influenced by the baking conditions, the objective of this work was to optimize the baking time and thickness of dough pieces, by applying Response Surface Methodology (RSM) in order to obtain the best technological quality of the cookies. The experiments were carried out according to a Central Composite Design (CCD) by selecting the dough thickness and baking time as independent variables, while hardness, color parameters (L*, a* and b* values), water activity, diameter and short/long ratio were response variables. According to the results of RSM analysis, the baking time of 13.74min and dough thickness of 4.08mm was found to be the optimal for the baking temperature of 170°C. As similar optimal parameters were obtained by previously conducted experiment based on sensory analysis, response surface methodology (RSM) can be considered as a suitable approach to optimize the baking process.

Keywords: Baking process, blueberry pomace, gluten-free cookies, Response Surface Methodology.

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821 Analysis of Fixed Beamforming Algorithms for Smart Antenna Systems

Authors: Muhammad Umair Shahid, Abdul Rehman, Mudassir Mukhtar, Muhammad Nauman

Abstract:

The smart antenna is the prominent technology that has become known in recent years to meet the growing demands of wireless communications. In an overcrowded atmosphere, its application is growing gradually. A methodical evaluation of the performance of Fixed Beamforming algorithms for smart antennas such as Multiple Sidelobe Canceller (MSC), Maximum Signal-to-interference ratio (MSIR) and minimum variance (MVDR) has been comprehensively presented in this paper. Simulation results show that beamforming is helpful in providing optimized response towards desired directions. MVDR beamformer provides the most optimal solution.

Keywords: Fixed weight beamforming, array pattern, signal to interference ratio, power efficiency, element spacing, array elements, optimum weight vector.

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820 Magnetohydrodynamic Damping of Natural Convection Flows in a Rectangular Enclosure

Authors: M. Battira, R. Bessaih

Abstract:

We numerically study the three-dimensional magnetohydrodynamics (MHD) stability of oscillatory natural convection flow in a rectangular cavity, with free top surface, filled with a liquid metal, having an aspect ratio equal to A=L/H=5, and subjected to a transversal temperature gradient and a uniform magnetic field oriented in x and z directions. The finite volume method was used in order to solve the equations of continuity, momentum, energy, and potential. The stability diagram obtained in this study highlights the dependence of the critical value of the Grashof number Grcrit , with the increase of the Hartmann number Ha for two orientations of the magnetic field. This study confirms the possibility of stabilization of a liquid metal flow in natural convection by application of a magnetic field and shows that the flow stability is more important when the direction of magnetic field is longitudinal than when the direction is transversal.

Keywords: Natural convection, Magnetic field, Oscillatory, Cavity, Liquid metal.

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819 A New Composition Method of Admissible Support Vector Kernel Based on Reproducing Kernel

Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang

Abstract:

Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression

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818 Radar Task Schedulers based on Multiple Queue

Authors: María I. Jiménez, Alberto Izquierdo, Juan J. Villacorta, Lara del Val, Mariano Raboso

Abstract:

There are very complex communication systems, as the multifunction radar, MFAR (Multi-Function Array Radar), where functions are integrated all together, and simultaneously are performed the classic functions of tracking and surveillance, as all the functions related to the communication, countermeasures, and calibration. All these functions are divided into the tasks to execute. The task scheduler is a key element of the radar, since it does the planning and distribution of energy and time resources to be shared and used by all tasks. This paper presents schedulers based on the use of multiple queue. Several schedulers have been designed and studied, and it has been made a comparative analysis of different performed schedulers. The tests and experiments have been done by means of system software simulation. Finally a suitable set of radar characteristics has been selected to evaluate the behavior of the task scheduler working.

Keywords: Queue Theory, Radar, Scheduler, Task.

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817 A Comparative Studies on Methanesulfonic and p-Touluene Sulfonic Acid Incorporated Polyacrylamide Gel Polymer Electrolyte for Tin-Air Battery

Authors: S. Sumathi, V. Sethuprakhash, W. J. Basirun

Abstract:

This study was focused on polymer electrolytes containing methanesulfonic acid (MSA) and p-toluene sulfonic acid (pTSA) mixed with polyacrylamide (PAAm) respectively. Impedance Spectroscopy technique has been employed to compare the ionic conductivity of these polymer electrolytes. The ionic conductivity of the PAAm hydrogel electrolytes increase upon adding the sulfonic acids. Ionic conductivity of PAAm-pTSA is higher than PAAm-MSA. The electrochemical performance evaluations were done with the tin-air cells discharge at zero current for 30minutes and at constant current density of 2.5, 5, 7.5, 10, 12.5 and 15mA/cm2. The tin-air cell of PAAm-MSA produce higher specific discharge capacity compared to PAAm-pTSA. Open-circuit voltage measurement revealed a higher voltage for tin-air cell of PAAm-MSA which is 1.27V.

Keywords: Methane sulfonic acid, polyacrylamide, polymer gel electrolytes, p-toluene sulfonic acid.

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816 Three-Dimensional Numerical Simulation of Drops Suspended in Poiseuille Flow: Effect of Reynolds Number

Authors: A. Nourbakhsh

Abstract:

A finite difference/front tracking method is used to study the motion of three-dimensional deformable drops suspended in plane Poiseuille flow at non-zero Reynolds numbers. A parallel version of the code was used to study the behavior of suspension on a reasonable grid resolution (grids). The viscosity and density of drops are assumed to be equal to that of the suspending medium. The effect of the Reynolds number is studied in detail. It is found that drops with small deformation behave like rigid particles and migrate to an equilibrium position about half way between the wall and the centerline (the Segre-Silberberg effect). However, for highly deformable drops there is a tendency for drops to migrate to the middle of the channel, and the maximum concentration occurs at the centerline. The effective viscosity of suspension and the fluctuation energy of the flow across the channel increases with the Reynolds number of the flow.

Keywords: Suspensions, Poiseuille flow, Effective viscosity, Reynolds number.

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815 Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space

Authors: Vichai Rungreunganaun, Chirawat Woarawichai

Abstract:

The objective of this research is to calculate the optimal inventory lot-sizing for each supplier and minimize the total inventory cost which includes joint purchase cost of the products, transaction cost for the suppliers, and holding cost for remaining inventory. Genetic algorithms (GAs) are applied to the multi-product and multi-period inventory lot-sizing problems with supplier selection under storage space. Also a maximum storage space for the decision maker in each period is considered. The decision maker needs to determine what products to order in what quantities with which suppliers in which periods. It is assumed that demand of multiple products is known over a planning horizon. The problem is formulated as a mixed integer programming and is solved with the GAs. The detailed computation results are presented.

Keywords: Genetic Algorithms, Inventory lot-sizing, Supplier selection, Storage space.

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814 Genetic Combined with a Simplex Algorithm as an Efficient Method for the Detection of a Depressed Ellipsoidal Flaw using the Boundary Element Method

Authors: Clio G. Vossou, Ioannis N. Koukoulis, Christopher G. Provatidis

Abstract:

The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.

Keywords: Defect identification, genetic algorithms, optimization.

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813 Influence of Ambient Condition on Performance of Wet Compression Process

Authors: Kyoung Hoon Kim

Abstract:

Gas turbine systems with wet compression have a potential for future power generation, since they can offer a high efficiency and a high specific power with a relatively low cost. In this study influence of ambient condition on the performance of the wet compression process is investigated with a non-equilibrium analytical modeling based on droplet evaporation. Transient behaviors of droplet diameter and temperature of mixed air are investigated for various ambient temperatures. Special attention is paid for the effects of ambient temperature, pressure ratio, and water injection ratios on the important wet compression variables including compressor outlet temperature and compression work. Parametric studies show that downing of the ambient temperature leads to lower compressor outlet temperature and consequently lower consumption of compression work even in wet compression processes.

Keywords: water injection, droplet evaporation, wet compression, gas turbine, ambient condition

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812 Formation of Protective Silicide-Aluminide Coating on Gamma-TiAl Advanced Material

Authors: S. Nouri

Abstract:

In this study, the Si-aluminide coating was prepared on gamma-TiAl [Ti-45Al-2Nb-2Mn-1B (at. %)] via liquid-phase slurry procedure. The high temperature oxidation resistance of this diffusion coating was evaluated at 1100 °C for 400 hours. The results of the isothermal oxidation showed that the formation of Si-aluminide coating can remarkably improve the high temperature oxidation of bare gamma-TiAl alloy. The identification of oxide scale microstructure showed that the formation of protective Al2O3+SiO2 mixed oxide scale along with a continuous, compact and uniform layer of Ti5Si3 beneath the surface oxide scale can act as an oxygen diffusion barrier during the high temperature oxidation. The other possible mechanisms related to the formation of Si-aluminide coating and oxide scales were also discussed.

Keywords: Gamma-TiAl alloy, Si-aluminide coating, slurry procedure, high temperature oxidation.

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811 The Effect of Increment in Simulation Samples on a Combined Selection Procedure

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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810 Wiener Filter as an Optimal MMSE Interpolator

Authors: Tsai-Sheng Kao

Abstract:

The ideal sinc filter, ignoring the noise statistics, is often applied for generating an arbitrary sample of a bandlimited signal by using the uniformly sampled data. In this article, an optimal interpolator is proposed; it reaches a minimum mean square error (MMSE) at its output in the presence of noise. The resulting interpolator is thus a Wiener filter, and both the optimal infinite impulse response (IIR) and finite impulse response (FIR) filters are presented. The mean square errors (MSE-s) for the interpolator of different length impulse responses are obtained by computer simulations; it shows that the MSE-s of the proposed interpolators with a reasonable length are improved about 0.4 dB under flat power spectra in noisy environment with signal-to-noise power ratio (SNR) equal 10 dB. As expected, the results also demonstrate the improvements for the MSE-s with various fractional delays of the optimal interpolator against the ideal sinc filter under a fixed length impulse response.

Keywords: Interpolator, minimum mean square error, Wiener filter.

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809 Multi-Stakeholder Road Pricing Game: Solution Concepts

Authors: Anthony E. Ohazulike, Georg Still, Walter Kern, Eric C. van Berkum

Abstract:

A road pricing game is a game where various stakeholders and/or regions with different (and usually conflicting) objectives compete for toll setting in a given transportation network to satisfy their individual objectives. We investigate some classical game theoretical solution concepts for the road pricing game. We establish results for the road pricing game so that stakeholders and/or regions playing such a game will beforehand know what is obtainable. This will save time and argument, and above all, get rid of the feelings of unfairness among the competing actors and road users. Among the classical solution concepts we investigate is Nash equilibrium. In particular, we show that no pure Nash equilibrium exists among the actors, and further illustrate that even “mixed Nash equilibrium" may not be achievable in the road pricing game. The paper also demonstrates the type of coalitions that are not only reachable, but also stable and profitable for the actors involved.

Keywords: Road pricing game, Equilibrium problem with equilibrium constraint (EPEC), Nash equilibrium, Game stability.

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808 Online Collaborative Learning System Using Speech Technology

Authors: Sid-Ahmed. Selouani, Tang-Ho Lê, Chadia Moghrabi, Benoit Lanteigne, Jean Roy

Abstract:

A Web-based learning tool, the Learn IN Context (LINC) system, designed and being used in some institution-s courses in mixed-mode learning, is presented in this paper. This mode combines face-to-face and distance approaches to education. LINC can achieve both collaborative and competitive learning. In order to provide both learners and tutors with a more natural way to interact with e-learning applications, a conversational interface has been included in LINC. Hence, the components and essential features of LINC+, the voice enhanced version of LINC, are described. We report evaluation experiments of LINC/LINC+ in a real use context of a computer programming course taught at the Université de Moncton (Canada). The findings show that when the learning material is delivered in the form of a collaborative and voice-enabled presentation, the majority of learners seem to be satisfied with this new media, and confirm that it does not negatively affect their cognitive load.

Keywords: E-leaning, Knowledge Network, Speech recognition, Speech synthesis.

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807 Design and Māori Values: A Rebrand Project for the Social Enterprise Sector

Authors: M. Kiarna, S. Junjira, S. Casey, M. Nolwazi, M. S. Marcos, A. T. Tatiana, L. Cassandra

Abstract:

This paper details a rebrand design project developed for a non-profitable organization called Te Roopu Waiora (TRW), which is currently located in Auckland, Aotearoa New Zealand. This social enterprise is dedicated to supporting the Māori community living with sensorial, physical and intellectual disabilities (whānau hauā). As part of a year three bachelor design brief, the rebrand project enabled students to reflect on Kaupapa Māori principles and appropriately address the values of the organisation. As such, the methodology used a pragmatic paradigm approach and mixed methods design practices involving a human-centred design to problem solving. As result, the student project culminated in the development in a range of cohesive design artefacts, aiming to improve the rentability and perception of the brand with the audience and stakeholders.

Keywords: Design in Aotearoa New Zealand, Kaupapa Māori, branding, design education, human-centered design.

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806 Effect of Climate Change on Runoff in the Upper Mun River Basin, Thailand

Authors: Preeyaphorn Kosa, Thanutch Sukwimolseree

Abstract:

The climate change is a main parameter which affects the element of hydrological cycle especially runoff. Then, the purpose of this study is to determine the impact of the climate change on surface runoff using land use map on 2008 and daily weather data during January 1, 1979 to September 30, 2010 for SWAT model. SWAT continuously simulate time model and operates on a daily time step at basin scale. The results present that the effect of temperature change cannot be clearly presented on the change of runoff while the rainfall, relative humidity and evaporation are the parameters for the considering of runoff change. If there are the increasing of rainfall and relative humidity, there is also the increasing of runoff. On the other hand, if there is the increasing of evaporation, there is the decreasing of runoff.

Keywords: Climate, Runoff, SWAT, Upper Mun River Basin

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805 SMART: Solution Methods with Ants Running by Types

Authors: Nicolas Zufferey

Abstract:

Ant algorithms are well-known metaheuristics which have been widely used since two decades. In most of the literature, an ant is a constructive heuristic able to build a solution from scratch. However, other types of ant algorithms have recently emerged: the discussion is thus not limited by the common framework of the constructive ant algorithms. Generally, at each generation of an ant algorithm, each ant builds a solution step by step by adding an element to it. Each choice is based on the greedy force (also called the visibility, the short term profit or the heuristic information) and the trail system (central memory which collects historical information of the search process). Usually, all the ants of the population have the same characteristics and behaviors. In contrast in this paper, a new type of ant metaheuristic is proposed, namely SMART (for Solution Methods with Ants Running by Types). It relies on the use of different population of ants, where each population has its own personality.

Keywords: Optimization, Metaheuristics, Ant Algorithms, Evolutionary Procedures, Population-Based Methods.

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804 Effect of Speed and Torque on Statistical Parameters in Tapered Bearing Fault Detection

Authors: Sylvester A. Aye, Philippus S. Heyns

Abstract:

The effect of the rotational speed and axial torque on the diagnostics of tapered rolling element bearing defects was investigated. The accelerometer was mounted on the bearing housing and connected to Sound and Vibration Analyzer (SVAN 958) and was used to measure the accelerations from the bearing housing. The data obtained from the bearing was processed to detect damage of the bearing using statistical tools and the results were subsequently analyzed to see if bearing damage had been captured. From this study it can be seen that damage is more evident when the bearing is loaded. Also, at the incipient stage of damage the crest factor and kurtosis values are high but as time progresses the crest factors and kurtosis values decrease whereas the peak and RMS values are low at the incipient stage but increase with damage.

Keywords: crest factor, damage detection, kurtosis, RMS, tapered roller bearing.

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803 A Survey of Response Generation of Dialogue Systems

Authors: Yifan Fan, Xudong Luo, Pingping Lin

Abstract:

An essential task in the field of artificial intelligence is to allow computers to interact with people through natural language. Therefore, researches such as virtual assistants and dialogue systems have received widespread attention from industry and academia. The response generation plays a crucial role in dialogue systems, so to push forward the research on this topic, this paper surveys various methods for response generation. We sort out these methods into three categories. First one includes finite state machine methods, framework methods, and instance methods. The second contains full-text indexing methods, ontology methods, vast knowledge base method, and some other methods. The third covers retrieval methods and generative methods. We also discuss some hybrid methods based knowledge and deep learning. We compare their disadvantages and advantages and point out in which ways these studies can be improved further. Our discussion covers some studies published in leading conferences such as IJCAI and AAAI in recent years.

Keywords: Retrieval, generative, deep learning, response generation, knowledge.

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802 Simulation of 3D Flow using Numerical Model at Open-channel Confluences

Authors: R.Goudarzizadeh, S.H.Mousavi Jahromi, N.Hedayat

Abstract:

This paper analytically investigates the 3D flow pattern at the confluences of two rectangular channels having 900 angles using Navier-Stokes equations based on Reynolds Stress Turbulence Model (RSM). The equations are solved by the Finite- Volume Method (FVM) and the flow is analyzed in terms of steadystate (single-phased) conditions. The Shumate experimental findings were used to test the validity of data. Comparison of the simulation model with the experimental ones indicated a close proximity between the flow patterns of the two sets. Effects of the discharge ratio on separation zone dimensions created in the main-channel downstream of the confluence indicated an inverse relation, where a decrease in discharge ratio, will entail an increase in the length and width of the separation zone. The study also found the model as a powerful analytical tool in the feasibility study of hydraulic engineering projects.

Keywords: 900 confluence angle, flow separation zone, numerical modeling, turbulent flow.

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801 Framework for Government ICT Projects

Authors: Manal Rayes

Abstract:

In its efforts to utilize the information and communication technology to enhance the quality of public service delivery, national and local governments around the world are competing to introduce more ICT applications as tools to automate processes related to law enforcement or policy execution, increase citizen orientation, trust, and satisfaction, and create one-stop-shops for public services. In its implementation, e-Government ICTs need to maintain transparency, participation, and collaboration. Due to this diverse of mixed goals and requirements, e-Government systems need to be designed based on special design considerations in order to eliminate the risks of failure to compliance to government regulations, citizen dissatisfaction, or market repulsion. In this article we suggest a framework with guidelines for designing government information systems that takes into consideration the special requirements of the public sector. Then we introduce two case studies and show how applying those guidelines would result in a more solid system design.

Keywords: e-government, framework, guidelines, system design.

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800 Impairments Correction of Six-Port Based Millimeter-Wave Radar

Authors: Dan Ohev Zion, Alon Cohen

Abstract:

In recent years, the presence of short-range millimeter-wave radar in civil application has increased significantly. Autonomous driving, security, 3D imaging and high data rate communication systems are a few examples. The next challenge is the integration inside small form-factor devices, such as smartphones (e.g. gesture recognition). The main challenge is implementation of a truly low-power, low-complexity high-resolution radar. The most popular approach is the Frequency Modulated Continuous Wave (FMCW) radar, with an analog multiplication front-end. In this paper, we present an approach for adaptive estimation and correction of impairments of such front-end, specifically implemented using the Six-Port Device (SPD) as the multiplier element. The proposed algorithm was simulated and implemented on a 60 GHz radar lab prototype.

Keywords: Radar, millimeter-wave, six-port, FMCW Radar, IQ mismatch.

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799 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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798 A Comparative Analysis of Artificial Neural Network and Autoregressive Integrated Moving Average Model on Modeling and Forecasting Exchange Rate

Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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797 Optimal Bayesian Control of the Proportion of Defectives in a Manufacturing Process

Authors: Viliam Makis, Farnoosh Naderkhani, Leila Jafari

Abstract:

In this paper, we present a model and an algorithm for the calculation of the optimal control limit, average cost, sample size, and the sampling interval for an optimal Bayesian chart to control the proportion of defective items produced using a semi-Markov decision process approach. Traditional p-chart has been widely used for controlling the proportion of defectives in various kinds of production processes for many years. It is well known that traditional non-Bayesian charts are not optimal, but very few optimal Bayesian control charts have been developed in the literature, mostly considering finite horizon. The objective of this paper is to develop a fast computational algorithm to obtain the optimal parameters of a Bayesian p-chart. The decision problem is formulated in the partially observable framework and the developed algorithm is illustrated by a numerical example.

Keywords: Bayesian control chart, semi-Markov decision process, quality control, partially observable process.

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796 A Survey: Clustering Ensembles Techniques

Authors: Reza Ghaemi , Md. Nasir Sulaiman , Hamidah Ibrahim , Norwati Mustapha

Abstract:

The clustering ensembles combine multiple partitions generated by different clustering algorithms into a single clustering solution. Clustering ensembles have emerged as a prominent method for improving robustness, stability and accuracy of unsupervised classification solutions. So far, many contributions have been done to find consensus clustering. One of the major problems in clustering ensembles is the consensus function. In this paper, firstly, we introduce clustering ensembles, representation of multiple partitions, its challenges and present taxonomy of combination algorithms. Secondly, we describe consensus functions in clustering ensembles including Hypergraph partitioning, Voting approach, Mutual information, Co-association based functions and Finite mixture model, and next explain their advantages, disadvantages and computational complexity. Finally, we compare the characteristics of clustering ensembles algorithms such as computational complexity, robustness, simplicity and accuracy on different datasets in previous techniques.

Keywords: Clustering Ensembles, Combinational Algorithm, Consensus Function, Unsupervised Classification.

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