Search results for: moving least squares

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: P. K. Rahul Krishna, S. Sandeep Kumar, Jayanthi Sunder Raj

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The article explores one of the important relations between numbers-the Pythagorean triples (triplets) which finds its application in distance measurement, construction of roads, towers, buildings and wherever Pythagoras theorem finds its application. The Pythagorean triples are numbers, that satisfy the condition “In a given set of three natural numbers, the sum of squares of two natural numbers is equal to the square of the other natural number”. There are numerous methods and equations to obtain the triplets, which have their own merits and demerits. Here, quadratic approach for generating triples uses the hypotenuse leg difference method. The advantage is that variables are few and finally only three independent variables are present.

Keywords: Arithmetic progression, hypotenuse leg difference method, natural numbers, Pythagorean triplets, quadratic equation.

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Authors: O. Poleshchuk, E.Komarov

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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.

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Authors: Noor Atinah Ahmad, Shazia Javed

Abstract:

We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Keywords: Adaptive filtering, minimal residual method, projection method.

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Authors: R. Öztürk

Abstract:

Experiential marketing is one of the marketing approaches that offer an exceptional framework to integrate elements of experience and entertainment in a product or service. Experiential marketing is defined as a memorable experience that goes deeply into the customer’s mind. Besides that, customer satisfaction is defined as an emotional response to the experiences provided by and associated with particular products or services purchased. Thus, experiential marketing activities can affect the level of customer satisfaction and loyalty. In this context, the research aims to explore the relationship among experiential marketing, customer satisfaction and customer loyalty among the cosmetic products customers in Konya. The partial least squares (PLS) method is used to analyze the survey data. Findings of the present study revealed that experiential marketing has been a significant predictor of customer satisfaction and customer loyalty, and also experiential marketing has a significantly positive effect on customer satisfaction and customer loyalty.

Keywords: Customer satisfaction, customer loyalty, experiential marketing.

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Authors: Z. Masoumi, B. Moaveni

Abstract:

This article is about first step of structural health monitoring by identifying structural system in the presence of unknown input. In the structural system identification, identification of structural parameters such as stiffness and damping are considered. In this study, the Kalman filter (KF) design for structural systems with unknown excitation is expressed. External excitations, such as earthquakes, wind or any other forces are not measured or not available. The purpose of this filter is its strengths to estimate the state variables of the system in the presence of unknown input. Also least squares estimation (LSE) method with unknown input is studied. Estimates of parameters have been adopted. Finally, using two examples advantages and drawbacks of both methods are studied.

Keywords: Structural health monitoring, Kalman filter, Least square estimation, structural system identification.

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Authors: Mohammad R. M. Abdelaal, Reeman M. R. Hussein

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With the beginning of the new century, man still faces many challenges in how to form and develop his urban environment. To meet these challenges, many cities have tried to develop its visual image. This is by transforming their urban environment into a branded visual image; this is at the level of squares, the main roads, the borders, and the landmarks. In this realm, the paper aims at activating the role of branded urban spaces as an approach for the development of visual image of cities, especially in Egypt. It concludes the need to recognize the importance of developing the visual image in Egypt, through directing the urban planners to the important role of such spaces in achieving sustainability.

Keywords: Urban branded spaces, brand image, sustainable development, Cairo.

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Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: Shagufta Tabassum, V. P. Pawar

Abstract:

The study of static dielectric properties in a binary mixture of 1,2 dichloroethane (DE) and n,n dimethylformamide (DMF) polar liquids has been carried out in the frequency range of 10 MHz to 30 GHz for 11 different concentration using time domain reflectometry technique at 10ºC temperature. The dielectric relaxation study of solute-solvent mixture at microwave frequencies gives information regarding the creation of monomers and multimers as well as interaction between the molecules of the binary mixture. The least squares fit method is used to determine the values of dielectric parameters such as static dielectric constant (ε₀), dielectric constant at high frequency (ε_∞) and relaxation time (τ).

Keywords: Excess parameters, relaxation time, static dielectric constant, time domain reflectometry.

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Authors: N. Khatiashvili, K. Pirumova, D. Janjgava

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The Stokes equation connected with the fluid flow over the axisymmetric bodies in a cylindrical area is considered. The equation is studied in a moving coordinate system with the appropriate boundary conditions. Effective formulas for the velocity components are obtained. The graphs of the velocity components and velocity profile are plotted.

Keywords: Stokes system, viscous fluid.

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Authors: K. Elleuch, A. Chaari

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This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.

Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition

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Authors: Luminita Dumitriu, Cristina Segal, Marian Craciun, Adina Cocu, Lucian P. Georgescu

Abstract:

There are several approaches in trying to solve the Quantitative 1Structure-Activity Relationship (QSAR) problem. These approaches are based either on statistical methods or on predictive data mining. Among the statistical methods, one should consider regression analysis, pattern recognition (such as cluster analysis, factor analysis and principal components analysis) or partial least squares. Predictive data mining techniques use either neural networks, or genetic programming, or neuro-fuzzy knowledge. These approaches have a low explanatory capability or non at all. This paper attempts to establish a new approach in solving QSAR problems using descriptive data mining. This way, the relationship between the chemical properties and the activity of a substance would be comprehensibly modeled.

Keywords: association rules, classification, data mining, Quantitative Structure - Activity Relationship.

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Authors: Akbarningrum Fatmawati, Rudy Agustriyanto, Lindawati

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Gluconic acid is one of interesting chemical products in industries such as detergents, leather, photographic, textile, and especially in food and pharmaceutical industries. Fermentation is an advantageous process to produce gluconic acid. Mathematical modeling is important in the design and operation of fermentation process. In fact, kinetic data must be available for modeling. The kinetic parameters of gluconic acid production by Aspergillus niger in batch culture was studied in this research at initial substrate concentration of 150, 200 and 250 g/l. The kinetic models used were logistic equation for growth, Luedeking-Piret equation for gluconic acid formation, and Luedeking-Piret-like equation for glucose consumption. The Kinetic parameters in the model were obtained by minimizing non linear least squares curve fitting.

Keywords: Aspergillus niger, fermentation, gluconic acid, kinetic.

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Authors: A. Moradi, S. Khodadadiyan

Abstract:

In this paper, one-dimensional analysis of flow in a single-stage gas gun is conducted. The compressible inviscid flow equations are numerically solved by the second-order Roe TVD method, by using moving boundaries. For investigation of real gas effect the Noble-Able equation is applied. The numerical results are compared with the experimental data to validate the numerical scheme. The results show that with using the Noble-Able equation, the muzzle velocity decreases.

Keywords: Gas gun, Roe, projectile, muzzle velocity

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Authors: Jesus Orbe, Vicente Nunez-Anton

Abstract:

In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.

Keywords: Censored response variable, regression, bias.

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Authors: Ali Mutlu, Berrin Mutlu

Abstract:

In this paper we use the definition of CW basis of a free simplicial algebra. Using the free simplicial algebra, it is shown to construct free or totally free 2−crossed modules on suitable construction data with given a CW−basis of the free simplicial algebra. We give applications free crossed squares, free squared complexes and free 2−crossed complexes by using of 1(one) skeleton resolution of a step by step construction of the free simplicial algebra with a given CW−basis.

Keywords: Free crossed square, Free 2−crossed modules, Free simplicial algebra, Free square complexes, Free 2−crossed complexes CW−basis, 1−skeleton. A. M. S.Classification:[2000] 18D35, 18G30, 18G50, 18G55, 55Q05, 55Q20.

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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Authors: Tomohiro Hachino, Kengo Nagatomo, Hitoshi Takata

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This paper deals with an on-line identification method of continuous-time Hammerstein systems by using the radial basis function (RBF) networks and immune algorithm (IA). An unknown nonlinear static part to be estimated is approximately represented by the RBF network. The IA is efficiently combined with the recursive least-squares (RLS) method. The objective function for the identification is regarded as the antigen. The candidates of the RBF parameters such as the centers and widths are coded into binary bit strings as the antibodies and searched by the IA. On the other hand, the candidates of both the weighting parameters of the RBF network and the system parameters of the linear dynamic part are updated by the RLS method. Simulation results are shown to illustrate the proposed method.

Keywords: Continuous-time System, Hammerstein System, OnlineIdentification, Immune Algorithm, RBF network.

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Authors: İnci M. Erhan

Abstract:

A numerical method for solving the time-independent Schrödinger equation of a particle moving freely in a three-dimensional axisymmetric region is developed. The boundary of the region is defined by an arbitrary analytic function. The method uses a coordinate transformation and an expansion in eigenfunctions. The effectiveness is checked and confirmed by applying the method to a particular example, which is a prolate spheroid.

Keywords: Bessel functions, Eigenfunction expansion, Quantum billiard, Schrödinger equation, Spherical harmonics

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Authors: M. Ashaque Meah, M. Shah Noor, M Asif Arefin, Md. Fazlul Karim

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A numerical technique in a boundary-fitted curvilinear grid model is developed to simulate the extent of inland inundation along the coastal belts of Peninsular Malaysia and Southern Thailand due to 2004 Indian ocean tsunami. Tsunami propagation and run-up are also studied in this paper. The vertically integrated shallow water equations are solved by using the method of lines (MOL). For this purpose the boundary-fitted grids are generated along the coastal and island boundaries and the other open boundaries of the model domain. A transformation is used to the governing equations so that the transformed physical domain is converted into a rectangular one. The MOL technique is applied to the transformed shallow water equations and the boundary conditions so that the equations are converted into ordinary differential equations initial value problem. Finally the 4^th order Runge-Kutta method is used to solve these ordinary differential equations. The moving boundary technique is applied instead of fixed sea side wall or fixed coastal boundary to ensure the movement of the coastal boundary. The extent of intrusion of water and associated tsunami propagation are simulated for the 2004 Indian Ocean tsunami along the west coast of Peninsular Malaysia and southern Thailand. The simulated results are compared with the results obtained from a finite difference model and the data available in the USGS website. All simulations show better approximation than earlier research and also show excellent agreement with the observed data.

Keywords: Open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far field tsunami, Shallow Water Equations, tsunami source, Indonesian tsunami of 2004.

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Authors: Mohammed Boutalline, Imad Badi, Belaid Bouikhalene, Said Safi

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In this paper we describe the Levenvberg-Marquardt (LM) algorithm for identification and equalization of CDMA signals received by an antenna array in communication channels. The synthesis explains the digital separation and equalization of signals after propagation through multipath generating intersymbol interference (ISI). Exploiting discrete data transmitted and three diversities induced at the reception, the problem can be composed by the Block Component Decomposition (BCD) of a tensor of order 3 which is a new tensor decomposition generalizing the PARAFAC decomposition. We optimize the BCD decomposition by Levenvberg-Marquardt method gives encouraging results compared to classical alternating least squares algorithm (ALS). In the equalization part, we use the Minimum Mean Square Error (MMSE) to perform the presented method. The simulation results using the LM algorithm are important.

Keywords: Identification and equalization, communication channel, Levenvberg-Marquardt, tensor decomposition

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

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The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are nonnormal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and nonnormality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under nonnormality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.  

Keywords: CB-SEM, Monte Carlo simulation, Normality conditions, Nonnormality, PLS-SEM.

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Authors: Cathy SW. Chow, Kristina Shin, Faming Wang, B. C. L. So

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During some dynamic giant puppet performances, an ergonomically designed load carrier system is necessary for the puppeteers to carry a giant puppet body’s heavy load with minimum muscle stress. A load carrier (i.e. prototype) was designed with two small wheels on the foot; and a hybrid spring device on the knee in order to assist the sliding and knee bending movements respectively. Thus, the purpose of this study was to evaluate the effect of three load carriers including two other commercially available load mounting systems, Tepex and SuitX, and the prototype. Ten male participants were recruited for the experiment. Surface electromyography (sEMG) was used to collect the participants’ muscle activities during forward moving and bouncing and with and without load of 11.1 kg that was 60 cm above the shoulder. Five bilateral muscles including the lumbar erector spinae (LES), rectus femoris (RF), bicep femoris (BF), tibialis anterior (TA), and gastrocnemius (GM) were selected for data collection. During forward moving task, the sEMG data showed smallest muscle activities by Tepex harness which exhibited consistently the lowest, compared with the prototype and SuitX which were significantly higher on left LES 68.99% and 64.99%, right LES 26.57% and 82.45%; left RF 87.71% and 47.61%, right RF 143.57% and 24.28%; left BF 80.21% and 22.23%, right BF 96.02% and 21.83%; right TA 6.32% and 4.47%; left GM 5.89% and 12.35% respectively. The result above reflected mobility was highly restricted by tested exoskeleton devices. On the other hand, the sEMG data from bouncing task showed the smallest muscle activities by prototype which exhibited consistently the lowest, compared with the Tepex harness and SuitX which were significantly lower on lLES 6.65% and 104.93, rLES 23.56% and 92.19%; lBF 33.21% and 93.26% and rBF 24.70% and 81.16%; lTA 46.51% and 191.02%; rTA 12.75% and 125.76%; IGM 31.54% and 68.36%; rGM 95.95% and 96.43% respectively.

Keywords: Exoskeleton, load carriage aid, giant puppet performers, electromyography.

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Authors: S. Khademi, A. Darudi, Z. Abbasi

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One of the main limitations for the resolution of optical instruments is the size of the sensor-s pixels. In this paper we introduce a new sub pixel resolution algorithm to enhance the resolution of images. This method is based on the analysis of multiimages which are fast recorded during the fine relative motion of image and pixel arrays of CCDs. It is shown that by applying this method for a sample noise free image one will enhance the resolution with 10-14 order of error.

Keywords: Sub Pixel Resolution, Moving Pixels, CCD, Image, Optical Instrument.

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Authors: Mounir Frikha, Michael Meincke, Semia Barouni

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This paper proposes a vehicle-to-vehicle propagation model implemented with SDL. To estimate the channel characteristics for Inter-Vehicle communication, we first define a predicted propagation pathloss between the moving vehicles under three typical scenarios. A Ray-tracing method is used for the simple gamma model performance.

Keywords: Inter-vehicle communication (IVC), propagationmodel, road traffic, road vicinity, pathloss.

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Authors: Azwadi Ali

Abstract:

The survival of publicly listed companies largely depends on their stocks being liquidly traded. This goal can be achieved when new investors are attracted to invest on companies- stocks. Among different groups of investors, individual investors are generally less able to objectively evaluate companies- risks and returns, and tend to be emotionally biased in their investing decisions. Therefore their decisions may be formed as a result of perceived risks and returns, and influenced by companies- images. This study finds that perceived risk, perceived returns and trust directly affect individual investors- trading decisions while attitude towards brand partially mediates the relationships. This finding suggests that, in courting individual investors, companies still need to perform financially while building a good image can result in their stocks being accepted quicker than the stocks of good performing companies with hidden images.

Keywords: Behavioral Finance, Investment, Attitude towardsBrand, Partial Least Squares

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Authors: S Kalyani, K Shanti Swarup

Abstract:

Power System Security is a major concern in real time operation. Conventional method of security evaluation consists of performing continuous load flow and transient stability studies by simulation program. This is highly time consuming and infeasible for on-line application. Pattern Recognition (PR) is a promising tool for on-line security evaluation. This paper proposes a Support Vector Machine (SVM) based binary classification for static and transient security evaluation. The proposed SVM based PR approach is implemented on New England 39 Bus and IEEE 57 Bus systems. The simulation results of SVM classifier is compared with the other classifier algorithms like Method of Least Squares (MLS), Multi- Layer Perceptron (MLP) and Linear Discriminant Analysis (LDA) classifiers.

Keywords: Static Security, Transient Security, Pattern Recognition, Classifier, Support Vector Machine.

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Authors: Yuthapoom Thanakijborisut

Abstract:

This paper studies consumption insurance against the chronic illness in Thailand. The study estimates the impact of household consumption in the chronic illness on consumption growth. Chronic illness is the health care costs of a person or a household’s decision in treatment for the long term; the causes and effects of the household’s ability for smooth consumption. The chronic illnesses are measured in health status when at least one member within the household faces the chronic illness. The data used is from the Household Social Economic Panel Survey conducted during 2007 and 2012. The survey collected data from approximately 6,000 households from every province, both inside and outside municipal areas in Thailand. The study estimates the change in household consumption by using an ordinary least squares (OLS) regression model. The result shows that the members within the household facing the chronic illness would reduce the consumption by around 4%. This case indicates that consumption insurance in Thailand is quite sufficient against chronic illness.

Keywords: Consumption insurance, chronic illness, health care, Thailand.

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Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

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The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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