Search results for: Weighting matrices.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 342

Search results for: Weighting matrices.

162 Hybrid Algorithm for Hammerstein System Identification Using Genetic Algorithm and Particle Swarm Optimization

Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata

Abstract:

This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.

Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.

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161 Optimization of PEM Fuel Cell Biphasic Model

Authors: Boubekeur Dokkar, Nasreddine Chennouf, Noureddine Settou, Belkhir Negrou, Abdesslam Benmhidi

Abstract:

The optimal operation of proton exchange membrane fuel cell (PEMFC) requires good water management which is presented under two forms vapor and liquid. Moreover, fuel cells have to reach higher output require integration of some accessories which need electrical power. In order to analyze fuel cells operation and different species transport phenomena a biphasic mathematical model is presented by governing equations set. The numerical solution of these conservation equations is calculated by Matlab program. A multi-criteria optimization with weighting between two opposite objectives is used to determine the compromise solutions between maximum output and minimal stack size. The obtained results are in good agreement with available literature data.

Keywords: Biphasic model, PEM fuel cell, optimization, simulation, specie transport.

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160 An Iterative Method for the Symmetric Arrowhead Solution of Matrix Equation

Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

In this paper, according to the classical algorithm LSQR for solving the least-squares problem, an iterative method is proposed for least-squares solution of constrained matrix equation. By using the Kronecker product, the matrix-form LSQR is presented to obtain the like-minimum norm and minimum norm solutions in a constrained matrix set for the symmetric arrowhead matrices. Finally, numerical examples are also given to investigate the performance.

Keywords: Symmetric arrowhead matrix, iterative method, like-minimum norm, minimum norm, Algorithm LSQR.

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159 Design of Variable Fractional-Delay FIR Differentiators

Authors: Jong-Jy Shyu, Soo-Chang Pei, Min-Han Chang

Abstract:

In this paper, the least-squares design of variable fractional-delay (VFD) finite impulse response (FIR) digital differentiators is proposed. The used transfer function is formulated so that Farrow structure can be applied to realize the designed system. Also, the symmetric characteristics of filter coefficients are derived, which leads to the complexity reduction by saving almost a half of the number of coefficients. Moreover, all the elements of related vectors or matrices for the optimal process can be represented in closed forms, which make the design easier. Design example is also presented to illustrate the effectiveness of the proposed method.

Keywords: Differentiator, variable fractional-delay filter, FIR filter, least-squares method, Farrow structure.

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158 New Stabilization for Switched Neutral Systems with Perturbations

Authors: Lianglin Xiong, Shouming Zhong, Mao Ye

Abstract:

This paper addresses the stabilization issues for a class of uncertain switched neutral systems with nonlinear perturbations. Based on new classes of piecewise Lyapunov functionals, the stability assumption on all the main operators or the convex combination of coefficient matrices is avoid, and a new switching rule is introduced to stabilize the neutral systems. The switching rule is designed from the solution of the so-called Lyapunov-Metzler linear matrix inequalities. Finally, three simulation examples are given to demonstrate the significant improvements over the existing results.

Keywords: Switched neutral system, piecewise Lyapunov functional, nonlinear perturbation, Lyapunov-Metzler linear matrix inequality.

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157 A Intelligent Inference Model about Complex Systems- Stability: Inspiration from Nature

Authors: Naiqin Feng, Yuhui Qiu, Yingshan Zhang, Fang Wang

Abstract:

A logic model for analyzing complex systems- stability is very useful to many areas of sciences. In the real world, we are enlightened from some natural phenomena such as “biosphere", “food chain", “ecological balance" etc. By research and practice, and taking advantage of the orthogonality and symmetry defined by the theory of multilateral matrices, we put forward a logic analysis model of stability of complex systems with three relations, and prove it by means of mathematics. This logic model is usually successful in analyzing stability of a complex system. The structure of the logic model is not only clear and simple, but also can be easily used to research and solve many stability problems of complex systems. As an application, some examples are given.

Keywords: Complex system, logic model, relation, stability.

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156 A New Direct Updating Method for Undamped Structural Systems

Authors: Yongxin Yuan, Jiashang Jiang

Abstract:

A new numerical method for simultaneously updating mass and stiffness matrices based on incomplete modal measured data is presented. By using the Kronecker product, all the variables that are to be modified can be found out and then can be updated directly. The optimal approximation mass matrix and stiffness matrix which satisfy the required eigenvalue equation and orthogonality condition are found under the Frobenius norm sense. The physical configuration of the analytical model is preserved and the updated model will exactly reproduce the modal measured data. The numerical example seems to indicate that the method is quite accurate and efficient.

Keywords: Finite element model, model updating, modal data, optimal approximation.

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155 Blind Identification of MA Models Using Cumulants

Authors: Mohamed Boulouird, Moha M'Rabet Hassani

Abstract:

In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.

Keywords: Cumulants, Identification, MA models, Parameter estimation

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154 Piecewise Interpolation Filter for Effective Processing of Large Signal Sets

Authors: Anatoli Torokhti, Stanley Miklavcic

Abstract:

Suppose KY and KX are large sets of observed and reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori information only on few signals, p  N, from KX but performs better than the known filters based on a priori information on every reference signal from KX? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.

Keywords: Wiener filter, filtering of stochastic signals.

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153 Hybrid Algorithm for Frequency Channel Selection in Wi-Fi Networks

Authors: Cesar Hernández, Diego Giral, Ingrid Páez

Abstract:

This article proposes a hybrid algorithm for spectrum allocation in cognitive radio networks based on the algorithms Analytical Hierarchical Process (AHP) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) to improve the performance of the spectrum mobility of secondary users in cognitive radio networks. To calculate the level of performance of the proposed algorithm a comparative analysis between the proposed AHP-TOPSIS, Grey Relational Analysis (GRA) and Multiplicative Exponent Weighting (MEW) algorithm is performed. Four evaluation metrics are used. These metrics are accumulative average of failed handoffs, accumulative average of handoffs performed, accumulative average of transmission bandwidth, and accumulative average of the transmission delay. The results of the comparison show that AHP-TOPSIS Algorithm provides 2.4 times better performance compared to a GRA Algorithm and, 1.5 times better than the MEW Algorithm.

Keywords: Cognitive radio, decision making, hybrid algorithm, spectrum handoff, wireless networks.

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152 Evaluating the Innovation Ability of Manufacturing Resources

Authors: M.F. Zaeh, G. Reinhart, U. Lindemann, F. Karl, W. Biedermann

Abstract:

Due to today-s turbulent environment, manufacturing resources, particularly in assembly, must be reconfigured frequently. These reconfigurations are caused by various, partly cyclic, influencing factors. Hence, it is important to evaluate the innovation ability - the capability of resources to implement innovations quickly and efficiently without large expense - of manufacturing resources. For this purpose, a new methodology is presented in this article. Within the methodology, design structure matrices and graph theory are used. The results of the methodology include different indices to evaluate the innovation ability of the manufacturing resources. Due to the cyclicity of the influencing factors, the methodology can be used to synchronize the realization of adaptations.

Keywords: Changeability, Cycle Management, Design StructureMatrices, Graph Theory, Manufacturing Resource Planning, Production Management

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151 A Decision Tree Approach to Estimate Permanent Residents Using Remote Sensing Data in Lebanese Municipalities

Authors: K. Allaw, J. Adjizian Gerard, M. Chehayeb, A. Raad, W. Fahs, A. Badran, A. Fakherdin, H. Madi, N. Badaro Saliba

Abstract:

Population estimation using Geographic Information System (GIS) and remote sensing faces many obstacles such as the determination of permanent residents. A permanent resident is an individual who stays and works during all four seasons in his village. So, all those who move towards other cities or villages are excluded from this category. The aim of this study is to identify the factors affecting the percentage of permanent residents in a village and to determine the attributed weight to each factor. To do so, six factors have been chosen (slope, precipitation, temperature, number of services, time to Central Business District (CBD) and the proximity to conflict zones) and each one of those factors has been evaluated using one of the following data: the contour lines map of 50 m, the precipitation map, four temperature maps and data collected through surveys. The weighting procedure has been done using decision tree method. As a result of this procedure, temperature (50.8%) and percentage of precipitation (46.5%) are the most influencing factors.

Keywords: Remote sensing and GIS, permanent residence, decision tree, Lebanon.

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150 ROI Based Embedded Watermarking of Medical Images for Secured Communication in Telemedicine

Authors: Baisa L. Gunjal, Suresh N. Mali

Abstract:

Medical images require special safety and confidentiality because critical judgment is done on the information provided by medical images. Transmission of medical image via internet or mobile phones demands strong security and copyright protection in telemedicine applications. Here, highly secured and robust watermarking technique is proposed for transmission of image data via internet and mobile phones. The Region of Interest (ROI) and Non Region of Interest (RONI) of medical image are separated. Only RONI is used for watermark embedding. This technique results in exact recovery of watermark with standard medical database images of size 512x512, giving 'correlation factor' equals to 1. The correlation factor for different attacks like noise addition, filtering, rotation and compression ranges from 0.90 to 0.95. The PSNR with weighting factor 0.02 is up to 48.53 dBs. The presented scheme is non blind and embeds hospital logo of 64x64 size.

Keywords: Compression, DWT, ROI, Scrambling, Vertices

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149 Stability of Interconnected Systems under Structural Perturbation: Decomposition-Aggregation Approach

Authors: M. Kidouche, H. Habbi, M. Zelmat

Abstract:

In this paper, the decomposition-aggregation method is used to carry out connective stability criteria for general linear composite system via aggregation. The large scale system is decomposed into a number of subsystems. By associating directed graphs with dynamic systems in an essential way, we define the relation between system structure and stability in the sense of Lyapunov. The stability criteria is then associated with the stability and system matrices of subsystems as well as those interconnected terms among subsystems using the concepts of vector differential inequalities and vector Lyapunov functions. Then, we show that the stability of each subsystem and stability of the aggregate model imply connective stability of the overall system. An example is reported, showing the efficiency of the proposed technique.

Keywords: Composite system, Connective stability, Lyapunovfunctions.

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148 Efficient Feature Fusion for Noise Iris in Unconstrained Environment

Authors: Yao-Hong Tsai

Abstract:

This paper presents an efficient fusion algorithm for iris images to generate stable feature for recognition in unconstrained environment. Recently, iris recognition systems are focused on real scenarios in our daily life without the subject’s cooperation. Under large variation in the environment, the objective of this paper is to combine information from multiple images of the same iris. The result of image fusion is a new image which is more stable for further iris recognition than each original noise iris image. A wavelet-based approach for multi-resolution image fusion is applied in the fusion process. The detection of the iris image is based on Adaboost algorithm and then local binary pattern (LBP) histogram is then applied to texture classification with the weighting scheme. Experiment showed that the generated features from the proposed fusion algorithm can improve the performance for verification system through iris recognition.

Keywords: Image fusion, iris recognition, local binary pattern, wavelet.

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147 Assessment of Vulnerability and Risk of Taijiang Coastal Areas to Climatic Changes

Authors: Yu-Chen Lin, Tzong-Yeang Lee

Abstract:

This study aims to assess the vulnerability and risk of the coastal areas of Taijiang to abnormal oceanographic phenomena. In addition, this study aims to investigate and collect data regarding the disaster losses, land utilization, and other social, economic, and environmental issues in these coastal areas to construct a coastal vulnerability and risk map based on the obtained climate-change risk assessment results. Considering the indexes of the three coastal vulnerability dimensions, namely, man-made facilities, environmental geography, and social economy, this study adopted the equal weighting process and Analytic Hierarchy Process to analyze the vulnerability of these coastal areas to disasters caused by climatic changes. Among the areas with high coastal vulnerability to climatic changes, three towns had the highest coastal vulnerability and four had the highest relative vulnerability. Areas with lower disaster risks were found to be increasingly vulnerable to disasters caused by climatic changes as time progresses.

Keywords: Climate change, coastal disaster, risk, vulnerability

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146 Experiments on Element and Document Statistics for XML Retrieval

Authors: Mohamed Ben Aouicha, Mohamed Tmar, Mohand Boughanem, Mohamed Abid

Abstract:

This paper presents an information retrieval model on XML documents based on tree matching. Queries and documents are represented by extended trees. An extended tree is built starting from the original tree, with additional weighted virtual links between each node and its indirect descendants allowing to directly reach each descendant. Therefore only one level separates between each node and its indirect descendants. This allows to compare the user query and the document with flexibility and with respect to the structural constraints of the query. The content of each node is very important to decide weither a document element is relevant or not, thus the content should be taken into account in the retrieval process. We separate between the structure-based and the content-based retrieval processes. The content-based score of each node is commonly based on the well-known Tf × Idf criteria. In this paper, we compare between this criteria and another one we call Tf × Ief. The comparison is based on some experiments into a dataset provided by INEX1 to show the effectiveness of our approach on one hand and those of both weighting functions on the other.

Keywords: XML retrieval, INEX, Tf × Idf, Tf × Ief

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145 An Application of Geographic Information System to Select Areas for Sanitary Landfill in Bang Nok- Khwaek Municipality

Authors: Musthaya Patchanee

Abstract:

The study of Sanitary landfill in Bang Nok-khwaek municipality consists of two procedures. First, to survey and create the spatial database by using physical factor, environmental factor, economical factor and social factor to follow the method of Geographic information system: GIS, second, to analyze the proper spatial for allocating the sanitary landfill in Bang Nok-khwaek municipality by using Overlay techniques to calculate the weighting linear total in Arc GIS program. The study found that there are 2.49 sq.km. proper spatial for the sanitary landfill in Bang Nok-khwaek municipals city which is 66.76% of the whole area. The highest proper spatial is 0.02 sq.km. which is 0.54%, The high proper spatial is 0.3 sq.km. which is 8.04%, the moderate spatial is 1.62 sq.km. which is 43.43% and the low proper spatial is 0.55 sq.km. which is 14.75%. These results will be used as the guideline to select the sanitary landfill area in accordance with sanitation standard for Subdistrict Administrative Organization and Subbdistrict Municipality in Samut Songkhram provice.

Keywords: An application of Geographic Information System, select areas for sanitary landfill and Bang Nok-khwaek municipality.

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144 Testing Visual Abilities of Machines - Visual Intelligence Tests

Authors: Zbigniew Les, Magdalena Les

Abstract:

Intelligence tests are series of tasks designed to measure the capacity to make abstractions, to learn, and to deal with novel situations. Testing of the visual abilities of the shape understanding system (SUS) is performed based on the visual intelligence tests. In this paper the progressive matrices tests are formulated as tasks given to SUS. These tests require good visual problem solving abilities of the human subject. SUS solves these tests by performing complex visual reasoning transforming the visual forms (tests) into the string forms. The experiment proved that the proposed method, which is part of the SUS visual understanding abilities, can solve a test that is very difficult for human subject.

Keywords: Shape understanding, intelligence test, visual concept, visual reasoning.

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143 Symbolic Analysis of Large Circuits Using Discrete Wavelet Transform

Authors: Ali Al-Ataby , Fawzi Al-Naima

Abstract:

Symbolic Circuit Analysis (SCA) is a technique used to generate the symbolic expression of a network. It has become a well-established technique in circuit analysis and design. The symbolic expression of networks offers excellent way to perform frequency response analysis, sensitivity computation, stability measurements, performance optimization, and fault diagnosis. Many approaches have been proposed in the area of SCA offering different features and capabilities. Numerical Interpolation methods are very common in this context, especially by using the Fast Fourier Transform (FFT). The aim of this paper is to present a method for SCA that depends on the use of Wavelet Transform (WT) as a mathematical tool to generate the symbolic expression for large circuits with minimizing the analysis time by reducing the number of computations.

Keywords: Numerical Interpolation, Sparse Matrices, SymbolicAnalysis, Wavelet Transform.

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142 H-Infinity and RST Position Controllers of Rotary Traveling Wave Ultrasonic Motor

Authors: M. Brahim, I. Bahri, Y. Bernard

Abstract:

Traveling Wave Ultrasonic Motor (TWUM) is a compact, precise, and silent actuator generating high torque at low speed without gears. Moreover, the TWUM has a high holding torque without supply, which makes this motor as an attractive solution for holding position of robotic arms. However, their nonlinear dynamics, and the presence of load-dependent dead zones often limit their use. Those issues can be overcome in closed loop with effective and precise controllers. In this paper, robust H-infinity (H∞) and discrete time RST position controllers are presented. The H∞ controller is designed in continuous time with additional weighting filters to ensure the robustness in the case of uncertain motor model and external disturbances. Robust RST controller based on the pole placement method is also designed and compared to the H∞. Simulink model of TWUM is used to validate the stability and the robustness of the two proposed controllers.

Keywords: Piezoelectric motors, position control, H∞, RST, stability criteria, robustness.

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141 Semantic Indexing Approach of a Corpora Based On Ontology

Authors: Mohammed Erritali

Abstract:

The growth in the volume of text data such as books and articles in libraries for centuries has imposed to establish effective mechanisms to locate them. Early techniques such as abstraction, indexing and the use of classification categories have marked the birth of a new field of research called "Information Retrieval". Information Retrieval (IR) can be defined as the task of defining models and systems whose purpose is to facilitate access to a set of documents in electronic form (corpus) to allow a user to find the relevant ones for him, that is to say, the contents which matches with the information needs of the user. This paper presents a new semantic indexing approach of a documentary corpus. The indexing process starts first by a term weighting phase to determine the importance of these terms in the documents. Then the use of a thesaurus like Wordnet allows moving to the conceptual level. Each candidate concept is evaluated by determining its level of representation of the document, that is to say, the importance of the concept in relation to other concepts of the document. Finally, the semantic index is constructed by attaching to each concept of the ontology, the documents of the corpus in which these concepts are found.

Keywords: Semantic, indexing, corpora, WordNet, ontology.

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140 A Fuzzy Classifier with Evolutionary Design of Ellipsoidal Decision Regions

Authors: Leehter Yao, Kuei-Song Weng, Cherng-Dir Huang

Abstract:

A fuzzy classifier using multiple ellipsoids approximating decision regions for classification is to be designed in this paper. An algorithm called Gustafson-Kessel algorithm (GKA) with an adaptive distance norm based on covariance matrices of prototype data points is adopted to learn the ellipsoids. GKA is able toadapt the distance norm to the underlying distribution of the prototypedata points except that the sizes of ellipsoids need to be determined a priori. To overcome GKA's inability to determine appropriate size ofellipsoid, the genetic algorithm (GA) is applied to learn the size ofellipsoid. With GA combined with GKA, it will be shown in this paper that the proposed method outperforms the benchmark algorithms as well as algorithms in the field.

Keywords: Ellipsoids, genetic algorithm, classification, fuzzyc-means (FCM)

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139 Kinematic Parameters for Asa River Routing

Authors: A. O. Ogunlela, B. Adelodun

Abstract:

Flood routing is used in estimating the travel time and attenuation of flood waves as they move downstream a river or channel. The routing procedure is usually classified as hydrologic or hydraulic. Hydraulic methods utilize the equations of continuity and motion. Kinematic routing, a hydraulic technique was used in routing Asa River at Ilorin. The river is of agricultural and industrial importance to Ilorin, the capital of Kwara State, Nigeria. This paper determines the kinematic parameters of kinematic wave velocity, time step, time required to traverse, weighting factor and change in length. Values obtained were 4.67 m/s, 19 secs, 21 secs, 0.75 and 100 m, respectively. These parameters adequately reflect the watershed and flow characteristics essential for the routing. The synthetic unit hydrograph was developed using the Natural Resources Conservation Service (NRCS) method. 24-hr 10yr, 25yr, 50yr and 100yr storm hydrographs were developed from the unit hydrograph using convolution procedures and the outflow hydrographs were obtained for each of 24-hr 10yr, 25yr, 50yr and 100yr indicating 0.11 m3/s, 0.10 m3/s, 0.10 m3/s and 0.10 m3/s attenuations respectively.

Keywords: Asa River, Kinematic parameters, Routing

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138 Extending the Quantum Entropy to Multidimensional Signal Processing

Authors: Youssef Khmou, Said Safi, Miloud Frikel

Abstract:

This paper treats different aspects of entropy measure in classical information theory and statistical quantum mechanics, it presents the possibility of extending the definition of Von Neumann entropy to image and array processing. In the first part, we generalize the quantum entropy using singular values of arbitrary rectangular matrices to measure the randomness and the quality of denoising operation, this new definition of entropy can be implemented to compare the performance analysis of filtering methods. In the second part, we apply the concept of pure state in quantum formalism to generalize the maximum entropy method for narrowband and farfield source localization problem. Several computer simulation results are illustrated to demonstrate the effectiveness of the proposed techniques.

Keywords: Von Neumann entropy, Filtering, array, DoA, Maximum Entropy Method.

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137 Aircraft Selection Problem Using Decision Uncertainty Distance in Fuzzy Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

Aircraft have different capabilities and specifications according to the required strategic goals and objectives in operations. With various types on the market with different aircraft characteristics, it becomes difficult to select a suitable aircraft for certain operations and requirements. The entropy weighting method (EWM) is a useful, highly consistent, and reliable method for obtaining the weights of the criteria and is worth integrating with the decision uncertainty distance (DUD) method, which is more applicable and requires less computation than other methods. An illustrative example is presented to demonstrate the validity and usability of the proposed methodology. Comparing the ranking results matches the distance-based approach, which is the technique for order preference by similarity to ideal solution (TOPSIS) method, which shows the robustness of the entropy DUD hybrid method. Validity analysis shows that the proposed hybrid multiple criteria decision-making analysis (MCDMA) methodology is quantitatively stable and reliable.

Keywords: aircraft selection, decision uncertainty distance (DUD), multiple criteria decision making analysis, MCDMA, TOPSIS

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136 HIV Modelling - Parallel Implementation Strategies

Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

Abstract:

We report on the development of a model to understand why the range of experience with respect to HIV infection is so diverse, especially with respect to the latency period. To investigate this, an agent-based approach is used to extract highlevel behaviour which cannot be described analytically from the set of interaction rules at the cellular level. A network of independent matrices mimics the chain of lymph nodes. Dealing with massively multi-agent systems requires major computational effort. However, parallelisation methods are a natural consequence and advantage of the multi-agent approach and, using the MPI library, are here implemented, tested and optimized. Our current focus is on the various implementations of the data transfer across the network. Three communications strategies are proposed and tested, showing that the most efficient approach is communication based on the natural lymph-network connectivity.

Keywords: HIV, Immune modelling, MPI, Parallelisation.

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135 Some Characteristics of Systolic Arrays

Authors: Halil Snopce, Ilir Spahiu

Abstract:

In this paper is investigated a possible optimization of some linear algebra problems which can be solved by parallel processing using the special arrays called systolic arrays. In this paper are used some special types of transformations for the designing of these arrays. We show the characteristics of these arrays. The main focus is on discussing the advantages of these arrays in parallel computation of matrix product, with special approach to the designing of systolic array for matrix multiplication. Multiplication of large matrices requires a lot of computational time and its complexity is O(n3 ). There are developed many algorithms (both sequential and parallel) with the purpose of minimizing the time of calculations. Systolic arrays are good suited for this purpose. In this paper we show that using an appropriate transformation implicates in finding more optimal arrays for doing the calculations of this type.

Keywords: Data dependences, matrix multiplication, systolicarray, transformation matrix.

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134 Fuzzy Numbers and MCDM Methods for Portfolio Optimization

Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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133 Calculus Logarithmic Function for Image Encryption

Authors: Adil AL-Rammahi

Abstract:

When we prefer to make the data secure from various attacks and fore integrity of data, we must encrypt the data before it is transmitted or stored. This paper introduces a new effective and lossless image encryption algorithm using a natural logarithmic function. The new algorithm encrypts an image through a three stage process. In the first stage, a reference natural logarithmic function is generated as the foundation for the encryption image. The image numeral matrix is then analyzed to five integer numbers, and then the numbers’ positions are transformed to matrices. The advantages of this method is useful for efficiently encrypting a variety of digital images, such as binary images, gray images, and RGB images without any quality loss. The principles of the presented scheme could be applied to provide complexity and then security for a variety of data systems such as image and others.

Keywords: Linear Systems, Image Encryption, Calculus.

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