Search results for: Adaptive decision boundary.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2872

Search results for: Adaptive decision boundary.

2782 DMC with Adaptive Weighted Output

Authors: Ahmed Abbas, M.R. M Rizk, Mohamed El-Sayed

Abstract:

This paper presents a new adaptive DMC controller that improves the controller performance in case of plant-model mismatch. The new controller monitors the plant measured output, compares it with the model output and calculates weights applied to the controller move. Simulations show that the new controller can help improve control performance and avoid instability in case of severe model mismatches.

Keywords: Adaptive control, dynamic matrix control, DMC, model predictive control

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2781 The Framework for Adaptive Games for Mobile Application Using Neural Networks

Authors: Widodo Budiharto, Michael Yoseph Ricky, Ro'fah Nur Rachmawati

Abstract:

The rapid development of the BlackBerry games industry and its development goals were not just for entertainment, but also used for educational of students interactively. Unfortunately the development of adaptive educational games on BlackBerry in Indonesian language that interesting and entertaining for learning process is very limited. This paper shows the research of development of novel adaptive educational games for students who can adjust the difficulty level of games based on the ability of the user, so that it can motivate students to continue to play these games. We propose a method where these games can adjust the level of difficulty, based on the assessment of the results of previous problems using neural networks with three inputs in the form of percentage correct, the speed of answer and interest mode of games (animation / lessons) and 1 output. The experimental results are presented and show the adaptive games are running well on mobile devices based on BlackBerry platform

Keywords: Adaptive games, neural networks, mobile games, BlackBerry

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2780 A Large-Eddy Simulation of Vortex Cell flow with Incoming Turbulent Boundary Layer

Authors: Arpiruk Hokpunna, Michael Manhart

Abstract:

We present a Large-Eddy simulation of a vortex cell with circular shaped. The results show that the flow field can be sub divided into four important zones, the shear layer above the cavity, the stagnation zone, the vortex core in the cavity and the boundary layer along the wall of the cavity. It is shown that the vortex core consits of solid body rotation without much turbulence activity. The vortex is mainly driven by high energy packets that are driven into the cavity from the stagnation point region and by entrainment of fluid from the cavity into the shear layer. The physics in the boundary layer along the cavity-s wall seems to be far from that of a canonical boundary layer which might be a crucial point for modelling this flow.

Keywords: Turbulent flow, Large eddy simulations, boundary layer and cavity flow, vortex cell flow.

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2779 Iterative Process to Improve Simple Adaptive Subdivision Surfaces Method with Butterfly Scheme

Authors: Noor Asma Husain, Mohd Shafry Mohd Rahim, Abdullah Bade

Abstract:

Subdivision surfaces were applied to the entire meshes in order to produce smooth surfaces refinement from coarse mesh. Several schemes had been introduced in this area to provide a set of rules to converge smooth surfaces. However, to compute and render all the vertices are really inconvenient in terms of memory consumption and runtime during the subdivision process. It will lead to a heavy computational load especially at a higher level of subdivision. Adaptive subdivision is a method that subdivides only at certain areas of the meshes while the rest were maintained less polygons. Although adaptive subdivision occurs at the selected areas, the quality of produced surfaces which is their smoothness can be preserved similar as well as regular subdivision. Nevertheless, adaptive subdivision process burdened from two causes; calculations need to be done to define areas that are required to be subdivided and to remove cracks created from the subdivision depth difference between the selected and unselected areas. Unfortunately, the result of adaptive subdivision when it reaches to the higher level of subdivision, it still brings the problem with memory consumption. This research brings to iterative process of adaptive subdivision to improve the previous adaptive method that will reduce memory consumption applied on triangular mesh. The result of this iterative process was acceptable better in memory and appearance in order to produce fewer polygons while it preserves smooth surfaces.

Keywords: Subdivision surfaces, adaptive subdivision, selectioncriteria, handle cracks, smooth surface

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2778 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (III)

Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using Leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferential equation, boundary value problems

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2777 Sparsity-Aware and Noise-Robust Subband Adaptive Filter

Authors: Young-Seok Choi

Abstract:

This paper presents a subband adaptive filter (SAF) for a system identification where an impulse response is sparse and disturbed with an impulsive noise. Benefiting from the uses of l1-norm optimization and l0-norm penalty of the weight vector in the cost function, the proposed l0-norm sign SAF (l0-SSAF) achieves both robustness against impulsive noise and much improved convergence behavior than the classical adaptive filters. Simulation results in the system identification scenario confirm that the proposed l0-norm SSAF is not only more robust but also faster and more accurate than its counterparts in the sparse system identification in the presence of impulsive noise.

Keywords: Subband adaptive filter, l0-norm, sparse system, robustness, impulsive interference.

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2776 Comparative Evaluation of Adaptive and Conventional Distance Relay for Parallel Transmission Line with Mutual Coupling

Authors: S.G. Srivani, Chandrasekhar Reddy Atla, K.P.Vittal

Abstract:

This paper presents the development of adaptive distance relay for protection of parallel transmission line with mutual coupling. The proposed adaptive relay, automatically adjusts its operation based on the acquisition of the data from distance relay of adjacent line and status of adjacent line from line circuit breaker IED (Intelligent Electronic Device). The zero sequence current of the adjacent parallel transmission line is used to compute zero sequence current ratio and the mutual coupling effect is fully compensated. The relay adapts to changing circumstances, like failure in communication from other relays and non - availability of adjacent transmission line. The performance of the proposed adaptive relay is tested using steady state and dynamic test procedures. The fault transients are obtained by simulating a realistic parallel transmission line system with mutual coupling effect in PSCAD. The evaluation test results show the efficacy of adaptive distance relay over the conventional distance relay.

Keywords: Adaptive relaying, distance measurement, mutualcoupling, quadrilateral trip characteristic, zones of protection.

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2775 Performance Analysis of a Series of Adaptive Filters in Non-Stationary Environment for Noise Cancelling Setup

Authors: Anam Rafique, Syed Sohail Ahmed

Abstract:

One of the essential components of much of DSP application is noise cancellation. Changes in real time signals are quite rapid and swift. In noise cancellation, a reference signal which is an approximation of noise signal (that corrupts the original information signal) is obtained and then subtracted from the noise bearing signal to obtain a noise free signal. This approximation of noise signal is obtained through adaptive filters which are self adjusting. As the changes in real time signals are abrupt, this needs adaptive algorithm that converges fast and is stable. Least mean square (LMS) and normalized LMS (NLMS) are two widely used algorithms because of their plainness in calculations and implementation. But their convergence rates are small. Adaptive averaging filters (AFA) are also used because they have high convergence, but they are less stable. This paper provides the comparative study of LMS and Normalized NLMS, AFA and new enhanced average adaptive (Average NLMS-ANLMS) filters for noise cancelling application using speech signals.

Keywords: AFA, ANLMS, LMS, NLMS.

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2774 A Study of the Adaptive Reuse for School Land Use Strategy: An Application of the Analytic Network Process and Big Data

Authors: Wann-Ming Wey

Abstract:

In today's popularity and progress of information technology, the big data set and its analysis are no longer a major conundrum. Now, we could not only use the relevant big data to analysis and emulate the possible status of urban development in the near future, but also provide more comprehensive and reasonable policy implementation basis for government units or decision-makers via the analysis and emulation results as mentioned above. In this research, we set Taipei City as the research scope, and use the relevant big data variables (e.g., population, facility utilization and related social policy ratings) and Analytic Network Process (ANP) approach to implement in-depth research and discussion for the possible reduction of land use in primary and secondary schools of Taipei City. In addition to enhance the prosperous urban activities for the urban public facility utilization, the final results of this research could help improve the efficiency of urban land use in the future. Furthermore, the assessment model and research framework established in this research also provide a good reference for schools or other public facilities land use and adaptive reuse strategies in the future.

Keywords: Adaptive reuse, analytic network process, big data, land use strategy.

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2773 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (I)

Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferentialequation, boundary value problems

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2772 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (II)

Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferentialequation, boundary value problems

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2771 Triggering Supersonic Boundary-Layer Instability by Small-Scale Vortex Shedding

Authors: Guohua Tu, Zhi Fu, Zhiwei Hu, Neil D Sandham, Jianqiang Chen

Abstract:

Tripping of boundary-layers from laminar to turbulent flow, which may be necessary in specific practical applications, requires high amplitude disturbances to be introduced into the boundary layers without large drag penalties. As a possible improvement on fixed trip devices, a technique based on vortex shedding for enhancing supersonic flow transition is demonstrated in the present paper for a Mach 1.5 boundary layer. The compressible Navier-Stokes equations are solved directly using a high-order (fifth-order in space and third-order in time) finite difference method for small-scale cylinders suspended transversely near the wall. For cylinders with proper diameter and mount location, asymmetry vortices shed within the boundary layer are capable of tripping laminar-turbulent transition. Full three-dimensional simulations showed that transition was enhanced. A parametric study of the size and mounting location of the cylinder is carried out to identify the most effective setup. It is also found that the vortex shedding can be suppressed by some factors such as wall effect.

Keywords: Boundary layer instability, boundary layer transition, vortex shedding, supersonic flows, flow control.

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2770 Existence of Positive Solutions for Second-Order Difference Equation with Discrete Boundary Value Problem

Authors: Thanin Sitthiwirattham, Jiraporn Reunsumrit

Abstract:

We study the existence of positive solutions to the three points difference-summation boundary value problem. We show the existence of at least one positive solution if f is either superlinear or sublinear by applying the fixed point theorem due to Krasnoselskii in cones.

Keywords: Positive solution, Boundary value problem, Fixed point theorem, Cone.

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2769 Adaptive Impedance Control for Unknown Non-Flat Environment

Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura

Abstract:

This paper presents a new adaptive impedance control strategy, based on Function Approximation Technique (FAT) to compensate for unknown non-flat environment shape or time-varying environment location. The target impedance in the force controllable direction is modified by incorporating adaptive compensators and the uncertainties are represented by FAT, allowing the update law to be derived easily. The force error feedback is utilized in the estimation and the accurate knowledge of the environment parameters are not required by the algorithm. It is shown mathematically that the stability of the controller is guaranteed based on Lyapunov theory. Simulation results presented to demonstrate the validity of the proposed controller.

Keywords: Adaptive impedance control, Function Approximation Technique (FAT), impedance control, unknown environment position.

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2768 The Ethio-Eritrea Claims Commission on Use of Force: Issue of Self-Defense or Violation of Sovereignty

Authors: Isaias Teklia Berhe

Abstract:

A decision that deals with international disputes, be it arbitral or judicial, has to properly reflect objectivity and coherence with existing rules of international law. This paper shows the decision of the Ethio-Eritrea Claims Commission on the jus ad bellum case is bereft of objectivity and coherence, which contributed a disservice to international law on many aspects. The Commission’s decision that holds Eritrea in contravention to Art 2(4) of the UN Charter based on Ethiopia’s contention is flawed. It fails to consider: the illegitimacy of an actual authority established over contested territory through hostile acts, the proper determination of effectivites under international law, the sanctity of colonially determined boundaries, Ethiopia’s prior firm political recognition and undergirds to respect colonial boundary, and Ethio-Eritrea Border Commission’s decision. The paper will also argue that the Commission confused Eritrea’s right of self-defense with the rule against the non-use of force to settle territorial disputes; wherefore its decision sanitizes or sterilizes unlawful change of territory resulted through unlawful use of force to the effect of advantaging aggressions. The paper likewise argues that the decision is so sacrilegious that it disregards the ossified legal finality of colonial boundaries. Moreover, its approach toward armed attack does not reflect the peculiarity of the jus ad bellum case rather it brings about definitional uncertainties and sustains the perception that the law on self-defense is unsettled.

Keywords: Armed attack, self-defense, territorial integrity, use of force.

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2767 A Decision Boundary based Discretization Technique using Resampling

Authors: Taimur Qureshi, Djamel A Zighed

Abstract:

Many supervised induction algorithms require discrete data, even while real data often comes in a discrete and continuous formats. Quality discretization of continuous attributes is an important problem that has effects on speed, accuracy and understandability of the induction models. Usually, discretization and other types of statistical processes are applied to subsets of the population as the entire population is practically inaccessible. For this reason we argue that the discretization performed on a sample of the population is only an estimate of the entire population. Most of the existing discretization methods, partition the attribute range into two or several intervals using a single or a set of cut points. In this paper, we introduce a technique by using resampling (such as bootstrap) to generate a set of candidate discretization points and thus, improving the discretization quality by providing a better estimation towards the entire population. Thus, the goal of this paper is to observe whether the resampling technique can lead to better discretization points, which opens up a new paradigm to construction of soft decision trees.

Keywords: Bootstrap, discretization, resampling, soft decision trees.

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2766 A Fast Adaptive Tomlinson-Harashima Precoder for Indoor Wireless Communications

Authors: M. Naresh Kumar, Abhijit Mitra, C. Ardil

Abstract:

A fast adaptive Tomlinson Harashima (T-H) precoder structure is presented for indoor wireless communications, where the channel may vary due to rotation and small movement of the mobile terminal. A frequency-selective slow fading channel which is time-invariant over a frame is assumed. In this adaptive T-H precoder, feedback coefficients are updated at the end of every uplink frame by using system identification technique for channel estimation in contrary with the conventional T-H precoding concept where the channel is estimated during the starting of the uplink frame via Wiener solution. In conventional T-H precoder it is assumed the channel is time-invariant in both uplink and downlink frames. However assuming the channel is time-invariant over only one frame instead of two, the proposed adaptive T-H precoder yields better performance than conventional T-H precoder if the channel is varied in uplink after receiving the training sequence.

Keywords: Tomlinson-Harashima precoder, Adaptive channel estimation, Indoor wireless communication, Bit error rate.

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2765 Crisis In/Out, Emergent, and Adaptive Urban Organisms

Authors: Y. Hadjichristou, A. Swiny, M. Georgiou

Abstract:

This paper focuses on the questions raised through the work of Unit 5: ‘In/Out Crisis, emergent and adaptive’; an architectural research-based studio at [ARC] University of Nicosia. Students were asked to delve into state of Art Technologies in order to propose sustainable Emergent and Adaptive Architectures and Urbanities, the resulting unprecedented spatial conditions and atmospheres of the emergent new ways of living are deemed to be the ultimate aim of the investigation. Students explored a variety of sites and crisis conditions seen through their primary ingredient identified as soil, water and air and their paired combination. Within this methodology, crisis is seen as a mechanism for allowing an emergence of new and fascinating ultimate sustainable future cultures and cities by taking advantage of the primary materiality of the sites.

Keywords: Adaptive built environments, crisis as opportunity, emergent urbanities, forces for inventions.

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2764 Adaptive Nonlinear Backstepping Control

Authors: Sun Lim, Bong-Seok Kim

Abstract:

This paper presents an adaptive nonlinear position controller with velocity constraint, capable of combining the input-output linearization technique and Lyapunov stability theory. Based on the Lyapunov stability theory, the adaptation law of the proposed controller is derived along with the verification of the overall system-s stability. Computer simulation results demonstrate that the proposed controller is robust and it can ensure transient stability of BLDCM, under the occurrence of a large sudden fault.

Keywords: BLDC Motor Control, Backstepping Control, Adaptive nonlinear control

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2763 Joint Adaptive Block Matching Search (JABMS) Algorithm

Authors: V.K.Ananthashayana, Pushpa.M.K

Abstract:

In this paper a new Joint Adaptive Block Matching Search (JABMS) algorithm is proposed to generate motion vector and search a best match macro block by classifying the motion vector movement based on prediction error. Diamond Search (DS) algorithm generates high estimation accuracy when motion vector is small and Adaptive Rood Pattern Search (ARPS) algorithm can handle large motion vector but is not very accurate. The proposed JABMS algorithm which is capable of considering both small and large motions gives improved estimation accuracy and the computational cost is reduced by 15.2 times compared with Exhaustive Search (ES) algorithm and is 1.3 times less compared with Diamond search algorithm.

Keywords: Adaptive rood pattern search, Block matching, Diamond search, Joint Adaptive search, Motion estimation.

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2762 Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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2761 Quartic Nonpolynomial Spline Solutions for Third Order Two-Point Boundary Value Problem

Authors: Talaat S. El-Danaf

Abstract:

In this paper, we develop quartic nonpolynomial spline method for the numerical solution of third order two point boundary value problems. It is shown that the new method gives approximations, which are better than those produced by other spline methods. Convergence analysis of the method is discussed through standard procedures. Two numerical examples are given to illustrate the applicability and efficiency of the novel method.

Keywords: Quartic nonpolynomial spline, Two-point boundary value problem.

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2760 Adaptive Noise Reduction Algorithm for Speech Enhancement

Authors: M. Kalamani, S. Valarmathy, M. Krishnamoorthi

Abstract:

In this paper, Least Mean Square (LMS) adaptive noise reduction algorithm is proposed to enhance the speech signal from the noisy speech. In this, the speech signal is enhanced by varying the step size as the function of the input signal. Objective and subjective measures are made under various noises for the proposed and existing algorithms. From the experimental results, it is seen that the proposed LMS adaptive noise reduction algorithm reduces Mean square Error (MSE) and Log Spectral Distance (LSD) as compared to that of the earlier methods under various noise conditions with different input SNR levels. In addition, the proposed algorithm increases the Peak Signal to Noise Ratio (PSNR) and Segmental SNR improvement (ΔSNRseg) values; improves the Mean Opinion Score (MOS) as compared to that of the various existing LMS adaptive noise reduction algorithms. From these experimental results, it is observed that the proposed LMS adaptive noise reduction algorithm reduces the speech distortion and residual noise as compared to that of the existing methods.

Keywords: LMS, speech enhancement, speech quality, residual noise.

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2759 A Boundary Backstepping Control Design for 2-D, 3-D and N-D Heat Equation

Authors: Aziz Sezgin

Abstract:

We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: Backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems.

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2758 A Wall Law for Two-Phase Turbulent Boundary Layers

Authors: Dhahri Maher, Aouinet Hana

Abstract:

The presence of bubbles in the boundary layer introduces corrections into the log law, which must be taken into account. In this work, a logarithmic wall law was presented for bubbly two phase flows. The wall law presented in this work was based on the postulation of additional turbulent viscosity associated with bubble wakes in the boundary layer. The presented wall law contained empirical constant accounting both for shear induced turbulence interaction and for non-linearity of bubble. This constant was deduced from experimental data. The wall friction prediction achieved with the wall law was compared to the experimental data, in the case of a turbulent boundary layer developing on a vertical flat plate in the presence of millimetric bubbles. A very good agreement between experimental and numerical wall friction prediction was verified. The agreement was especially noticeable for the low void fraction when bubble induced turbulence plays a significant role.

Keywords: Bubbly flows, log law, boundary layer.

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2757 Comparative Study of Some Adaptive Fuzzy Algorithms for Manipulator Control

Authors: Sudeept Mohan, Surekha Bhanot

Abstract:

The problem of manipulator control is a highly complex problem of controlling a system which is multi-input, multioutput, non-linear and time variant. In this paper some adaptive fuzzy, and a new hybrid fuzzy control algorithm have been comparatively evaluated through simulations, for manipulator control. The adaptive fuzzy controllers consist of self-organizing, self-tuning, and coarse/fine adaptive fuzzy schemes. These controllers are tested for different trajectories and for varying manipulator parameters through simulations. Various performance indices like the RMS error, steady state error and maximum error are used for comparison. It is observed that the self-organizing fuzzy controller gives the best performance. The proposed hybrid fuzzy plus integral error controller also performs remarkably well, given its simple structure.

Keywords: Hybrid fuzzy, Self-organizing, Self-tuning, Trajectory tracking.

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2756 A Boundary Fitted Nested Grid Model for Tsunami Computation along Penang Island in Peninsular Malaysia

Authors: Md. Fazlul Karim, Ahmad Izani Ismail, Mohammed Ashaque Meah

Abstract:

This paper focuses on the development of a 2-D boundary fitted and nested grid (BFNG) model to compute the tsunami propagation of Indonesian tsunami 2004 along the coastal region of Penang in Peninsular Malaysia.

In the presence of a curvilinear coastline, boundary fitted grids are suitable to represent the model boundaries accurately. On the other hand, when large gradient of velocity within a confined area is expected, the use of a nested grid system is appropriate to improve the numerical accuracy with the least grid numbers.

This paper constructs a shallow water nested and orthogonal boundary fitted grid model and presents computational results of the tsunami impact on the Penang coast due to the Indonesian tsunami of 2004. The results of the numerical simulations are compared with available data.

Keywords: Boundary Fitted Nested Model, Tsunami, Penang Island, 2004 Indonesian Tsunami.

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2755 Adaptive Fourier Decomposition Based Signal Instantaneous Frequency Computation Approach

Authors: Liming Zhang

Abstract:

There have been different approaches to compute the analytic instantaneous frequency with a variety of background reasoning and applicability in practice, as well as restrictions. This paper presents an adaptive Fourier decomposition and (α-counting) based instantaneous frequency computation approach. The adaptive Fourier decomposition is a recently proposed new signal decomposition approach. The instantaneous frequency can be computed through the so called mono-components decomposed by it. Due to the fast energy convergency, the highest frequency of the signal will be discarded by the adaptive Fourier decomposition, which represents the noise of the signal in most of the situation. A new instantaneous frequency definition for a large class of so-called simple waves is also proposed in this paper. Simple wave contains a wide range of signals for which the concept instantaneous frequency has a perfect physical sense. The α-counting instantaneous frequency can be used to compute the highest frequency for a signal. Combination of these two approaches one can obtain the IFs of the whole signal. An experiment is demonstrated the computation procedure with promising results.

Keywords: Adaptive Fourier decomposition, Fourier series, signal processing, instantaneous frequency

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2754 PIV Investigation into the Evolution of Vortical Structures in the Zero Pressure Gradient Boundary Layer

Authors: Ishtiaq A. Chaudhry, Zia R. Tahir

Abstract:

Experimental investigation has been carried out towards understanding the complex fluid dynamics involved in the interaction of vortical structures with zero pressure gradient boundary layer. A laminar boundary layer is produced on the flat plate placed in the water flume and the synthetic jet actuator is deployed on top of the plate at a definite distance from the leading edge. The synthetic jet actuator has been designed in such a way that the to and fro motion of the diaphragm is maneuvered at will by varying the operating parameters to produce the typical streamwise vortical structures namely hairpin and tilted vortices. PIV measurements are made on the streamwise plane normal to the plate to evaluate their interaction with the near wall fluid.

Keywords: Boundary layer, synthetic jet actuator, flow separation control, vortical structures.

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2753 The Use of Dynamically Optimised High Frequency Moving Average Strategies for Intraday Trading

Authors: Abdalla Kablan, Joseph Falzon

Abstract:

This paper is motivated by the aspect of uncertainty in financial decision making, and how artificial intelligence and soft computing, with its uncertainty reducing aspects can be used for algorithmic trading applications that trade in high frequency. This paper presents an optimized high frequency trading system that has been combined with various moving averages to produce a hybrid system that outperforms trading systems that rely solely on moving averages. The paper optimizes an adaptive neuro-fuzzy inference system that takes both the price and its moving average as input, learns to predict price movements from training data consisting of intraday data, dynamically switches between the best performing moving averages, and performs decision making of when to buy or sell a certain currency in high frequency.

Keywords: Financial decision making, High frequency trading, Adaprive neuro-fuzzy systems, moving average strategy.

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