Search results for: Linear/nonlinear plants

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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Authors: Wei-Pin Tseng, Jie-Chung Lou, Ming-Ching Wu, Huang-Ming Fang

Abstract:

For stricter drinking water regulations in the future, reducing the humic acid and disinfection byproducts in raw water, namely, trihalomethanes (THMs) and haloacetic acids (HAAs) is worthy for research. To investigate the removal of waterborne organic material using a lab-scale of bio-activated carbon filter under different EBCT, the concentrations of humic acid prepared were 0.01, 0.03, 0.06, 0.12, 0.17, 0.23, and 0.29 mg/L. Then we conducted experiments using a pilot plant with in-field of the serially connected bio-activated carbon filters and hollow fiber membrane processes employed in traditional water purification plants. Results showed under low TOC conditions of humic acid in influent (0.69 to 1.03 mg TOC/L) with an EBCT of 30 min, 40 min, and 50 min, TOC removal rates increases with greater EBCT, attaining about 39 % removal rate. The removal rate of THMs and HAAs by BACF was 54.8 % and 89.0 %, respectively.

Keywords: Bio-activated carbon filter, hollow fiber membrane, humic acid, THMs, HAAs, Water Treatment

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Authors: José E. Q. Souza, Marcio Fontana, Antonio C. C. Lima

Abstract:

This paper presents analysis and characterization of a piezoelectric micro-generator for energy harvesting application. A low-cost experimental prototype was designed to operate as piezoelectric micro-generator in the laboratory. An input acceleration of 9.8m/s2 using a sine signal (peak-to-peak voltage: 1V, offset voltage: 0V) at frequencies ranging from 10Hz to 160Hz generated a maximum average power of 432.4μW (linear mass position = 25mm) and an average power of 543.3μW (angular mass position = 35°). These promising results show that the prototype can be considered for low consumption load application as an energy harvesting micro-generator.

Keywords: Piezoelectric, microgenerator, energy harvesting, cantilever beam.

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Authors: M. Y. Lee, D. H. Shin, S. H. Park, W.C. Ham, S.K. Ko, C. G. Song

Abstract:

Photoacoustic Tomography (PAT) is a promising medical imaging modality that combines optical imaging contrast with the spatial resolution of ultrasound imaging. It can also distinguish the changes in biological features. But, real-time PAT system should be confirmed due to photoacoustic effect for tissue. Thus, we have developed a real-time PAT system using a custom-developed data acquisition board and ultrasound linear probe. To evaluate performance of our system, phantom test was performed. As a result of those experiments, the system showed satisfactory performance and its usefulness has been confirmed. We monitored the degradation of inflammation which induced on the rat’s kidney using real-time PAT.

Keywords: Photoacoustic tomography, inflammation detection, rat, kidney, contrast agent, ultrasound.

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Authors: Jason Zalev, Reza Sedaghat

Abstract:

This paper describes a complex energy signal model that is isomorphic with digital human fingerprint images. By using signal models, the problem of fingerprint matching is transformed into the signal processing problem of finding a correlation between two complex signals that differ by phase-rotation and time-scaling. A technique for minutiae matching that is independent of image translation, rotation and linear-scaling, and is resistant to missing minutiae is proposed. The method was tested using random data points. The results show that for matching prints the scaling and rotation angles are closely estimated and a stronger match will have a higher correlation.

Keywords: Affine Invariant, Fingerprint Recognition, Matching, Minutiae.

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Authors: D. Bala Bhaskar

Abstract:

An algorithm is proposed for the order reduction of large scale linear dynamic multi variable systems where the reduced order model denominator is obtained by using Stability equation method and numerator coefficients are obtained by using SRAM. The proposed algorithm produces a lower order model for an original stable high order multivariable system. The reduction procedure is easy to understand, efficient and computer oriented. To highlight the advantages of the approach, the algorithm is illustrated with the help of a numerical example and the results are compared with the other existing techniques in literature.

Keywords: Multi variable systems, order reduction, stability equation method, SRAM, time domain characteristics, ISE.

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Authors: Shiuh-Jer Huang, Yu-Chi Liu, Su-Hai Hsiang

Abstract:

A novel low-cost impedance control structure is proposed for monitoring the contact force between end-effector and environment without installing an expensive force/torque sensor. Theoretically, the end-effector contact force can be estimated from the superposition of each joint control torque. There have a nonlinear matrix mapping function between each joint motor control input and end-effector actuating force/torques vector. This new force control structure can be implemented based on this estimated mapping matrix. First, the robot end-effector is manipulated to specified positions, then the force controller is actuated based on the hall sensor current feedback of each joint motor. The model-free fuzzy sliding mode control (FSMC) strategy is employed to design the position and force controllers, respectively. All the hardware circuits and software control programs are designed on an Altera Nios II embedded development kit to constitute an embedded system structure for a retrofitted Mitsubishi 5 DOF robot. Experimental results show that PI and FSMC force control algorithms can achieve reasonable contact force monitoring objective based on this hardware control structure.

Keywords: Robot, impedance control, fuzzy sliding mode control, contact force estimator.

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Authors: A. Danbaba

Abstract:

Samurai Sudoku consists of five Sudoku square designs each having nine treatments in each row (column or sub-block) only once such the five Sudoku designs overlaps. Two or more Samurai designs can be joint together to give an extended Samurai design. In addition, two Samurai designs, each containing five Sudoku square designs, are mutually orthogonal (Graeco). If we superimpose two Samurai designs and obtained a pair of Latin and Greek letters in each row (column or sub-block) of the five Sudoku designs only once, then we have Graeco Samurai design. In this paper, simple method of constructing Samurai designs and mutually orthogonal Samurai design are proposed. In addition, linear models and methods of data analysis for the designs are proposed.

Keywords: Samurai design, Graeco samurai design, sudoku design, row or column swap.

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Authors: J. R. Wang, Y. Chiang, W. Y. Li, H. T. Lin, H. C. Chen, C. Shih, S. W. Chen

Abstract:

The dry-storage systems of nuclear power plants (NPPs) in Taiwan have become one of the major safety concerns. There are two steps considered in this study. The first step is the verification of the TRACE by using VSC-17 experimental data. The results of TRACE were similar to the VSC-17 data. It indicates that TRACE has the respectable accuracy in the simulation and analysis of the dry-storage systems. The next step is the application of TRACE in the dry-storage system of Kuosheng NPP (BWR/6). Kuosheng NPP is the second BWR NPP of Taiwan Power Company. In order to solve the storage of the spent fuels, Taiwan Power Company developed the new dry-storage system for Kuosheng NPP. In this step, the dry-storage system model of Kuosheng NPP was established by TRACE. Then, the steady state simulation of this model was performed and the results of TRACE were compared with the Kuosheng NPP data. Finally, this model was used to perform the safety analysis of Kuosheng NPP dry-storage system. Besides, FRAPTRAN was used tocalculate the transient performance of fuel rods.

Keywords: BWR, TRACE, FRAPTRAN, Dry-Storage.

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Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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Authors: Ahmet Çay, Savvas Vassiliadis, Maria Rangoussi, Işık Tarakçıoğlu

Abstract:

This paper presents a novel approach to assessing textile porosity by the application of the image analysis techniques. The images of different types of sample fabrics, taken through a microscope when the fabric is placed over a constant light source,transfer the problem into the image analysis domain. Indeed, porosity can thus be expressed in terms of a brightness percentage index calculated on the digital microscope image. Furthermore, it is meaningful to compare the brightness percentage index with the air permeability and the tightness indices of each fabric type. We have experimentally shown that there exists an approximately linear relation between brightness percentage and air permeability indices.

Keywords: Textile fabrics, porosity, air permeability, image analysis, light transmission.

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Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza

Abstract:

This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components as well as the introduction of the bars skew in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars are neglected.

Keywords: Modelling, MWFA, Skew effect, Squirrel cage induction motor, Spectral domain.

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Authors: V. K. Nelson, S. Karthikeyan

Abstract:

Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.

Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite

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Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai

Abstract:

The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.

Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.

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Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani

Abstract:

This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.

Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.

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Authors: Mahmood M. Al-Imam, M. Mustafa

Abstract:

In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.

Keywords: Output variance, minimum variance, overparameterization, DC-Motor.

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Authors: Siamak Rasulzadeh

Abstract:

Graph transformation has recently become more and more popular as a general visual modeling language to formally state the dynamic semantics of the designed models. Especially, it is a very natural formalism for languages which basically are graph (e.g. UML). Using this technique, we present a highly understandable yet precise approach to formally model and analyze the behavioral semantics of UML 2.0 Activity diagrams. In our proposal, AGG is used to design Activities, then using our previous approach to model checking graph transformation systems, designers can verify and analyze designed Activity diagrams by checking the interesting properties as combination of graph rules and LTL (Linear Temporal Logic) formulas on the Activities.

Keywords: UML 2.0 Activity, Verification, Model Checking, Graph Transformation, Dynamic Semantics.

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Authors: Gilbert Makanda, Roelf Sypkens

Abstract:

A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.

Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.

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Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia

Abstract:

For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.

Keywords: Robot modelling, parameter identification and validation, AC servo-motors.

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Authors: Travis Wiens, Greg Schoenau, Rich Burton

Abstract:

It is well known that a linear dynamic system including a delay will exhibit limit cycle oscillations when a bang-bang sensor is used in the feedback loop of a PID controller. A similar behaviour occurs when a delayed feedback signal is used to train a neural network. This paper develops a method of predicting this behaviour by linearizing the system, which can be shown to behave in a manner similar to an integral controller. Using this procedure, it is possible to predict the characteristics of the neural network driven limit cycle to varying degrees of accuracy, depending on the information known about the system. An application is also presented: the intelligent control of a spark ignition engine.

Keywords: Control and automation, artificial neural networks, limit cycle

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Authors: PeiWen Liao, Tsung Hau Jen

Abstract:

This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.

Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.

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Authors: R. Kaur, J. K. Katnoria

Abstract:

Diverse contaminants released into the environment through progress of urbanization and industrialization adversely affect human health. Among various sources of contaminants, especially, in big cities, automobiles play a significant role in aggravating the pollution. Various pollutants viz., heavy metals (Pb, Mn, Ni, Zn, As, Hg, Cd) and Polyaromatic hydrocarbons (Benzo-a-pyrene, fluoranthene, pyrene, benzo-b-anthracene, benzo-b-fluoranthene, acenaphthylene, fluorine, phenantherene, anthracene, chrysene, benzo-k-fluoranthene, benzo-e-pyrene, indenol-1,2,3-cd-pyrene, dibenzo-a,h-anthracene, benzo-ghi-perylene) are released by vehicles. Further, these pollutants are expected to cause severe mutagenic, genotoxic and carcinogenic effects. Considering this, many authors monitored the levels of pollution in roadside soil, water and plants. The present review focuses upon the analysis and effects of heavy metals and polycyclic aromatic hydrocarbons from the roadside samples.

Keywords: Automobiles, Carcinogenicity, Atomic Absorption Spectrophotometer, Gas Chromatography – Mass Spectroscopy, Soil pollution.

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Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa

Abstract:

Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.

Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple

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Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto

Abstract:

In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.

Keywords: Capacity-booking, SPA, monthly production planning, linear programming.

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.

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Authors: Yusoff Y. S., Streftaris, G., Waters, H. R

Abstract:

Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.

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Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Jesús Everardo Olguín Tiznado, Rafael García Martínez, Claudia Camargo Wilson, Juan Andrés López Barreras, Everardo Inzunza González, Javier Ordorica Villalvazo

Abstract:

The response surface methodology (RSM) is a collection of mathematical and statistical techniques useful in the modeling and analysis of problems in which the dependent variable receives the influence of several independent variables, in order to determine which are the conditions under which should operate these variables to optimize a production process. The RSM estimated a regression model of first order, and sets the search direction using the method of maximum / minimum slope up / down MMS U/D. However, this method selects the step size intuitively, which can affect the efficiency of the RSM. This paper assesses how the step size affects the efficiency of this methodology. The numerical examples are carried out through Monte Carlo experiments, evaluating three response variables: efficiency gain function, the optimum distance and the number of iterations. The results in the simulation experiments showed that in response variables efficiency and gain function at the optimum distance were not affected by the step size, while the number of iterations is found that the efficiency if it is affected by the size of the step and function type of test used.

Keywords: RSM, dependent variable, independent variables, efficiency, simulation

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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