Search results for: Akaike Information Criterion (AIC)

Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

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Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

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An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

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This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata

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

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

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Authors: Ilyes Jenhani, Salem Benferhat, Zied Elouedi

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This paper investigates the issue of building decision trees from data with imprecise class values where imprecision is encoded in the form of possibility distributions. The Information Affinity similarity measure is introduced into the well-known gain ratio criterion in order to assess the homogeneity of a set of possibility distributions representing instances-s classes belonging to a given training partition. For the experimental study, we proposed an information affinity based performance criterion which we have used in order to show the performance of the approach on well-known benchmarks.

Keywords: Data mining from uncertain data, Decision Trees, Possibility Theory.

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Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

Abstract:

Investigation of fracture of wood components can prevent from catastrophic failures. Created fracture process zone (FPZ) in crack tip vicinity has important effect on failure of cracked composite materials. In this paper, a failure criterion for fracture investigation of cracked wood specimens under mixed mode I/II loading is presented. This criterion is based on maximum strain energy release rate and material nonlinearity in the vicinity of crack tip due to presence of microcracks. Verification of results with available experimental data proves the coincidence of the proposed criterion with the nature of fracture of wood. To simplify the estimation of nonlinear properties of FPZ, a damage factor is also introduced for engineering and application purposes.

Keywords: Fracture criterion, mixed mode loading, damage zone, microcracks.

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Authors: Bing-Fei Wu, Yen-Lin Chen, Chung-Cheng Chiu

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In this study, a new criterion for determining the number of classes an image should be segmented is proposed. This criterion is based on discriminant analysis for measuring the separability among the segmented classes of pixels. Based on the new discriminant criterion, two algorithms for recursively segmenting the image into determined number of classes are proposed. The proposed methods can automatically and correctly segment objects with various illuminations into separated images for further processing. Experiments on the extraction of text strings from complex document images demonstrate the effectiveness of the proposed methods.1

Keywords: image segmentation, multilevel thresholding, clustering, discriminant analysis

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Authors: Wei-Chih Su, Kuan-Peng Chen, Ming-Chung Tsai, Zheng-Yao Su

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A new decomposition form is introduced in this report to establish a criterion for the bi-partite separability of Bell diagonal states. A such criterion takes a quadratic inequality of the coefficients of a given Bell diagonal states and can be derived via a simple algorithmic calculation of its invariants. In addition, the criterion can be extended to a quantum system of higher dimension.

Keywords: decomposition, bipartite separability, Bell diagonal states.

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Authors: Qingjiang Li, Hui Xu, Haijun Liu, Xiaobo Tian

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To judge whether the memristor can be interpreted as the fourth fundamental circuit element, we propose a variable-relation criterion of fundamental circuit elements. According to the criterion, we investigate the nature of three fundamental circuit elements and the memristor. From the perspective of variables relation, the memristor builds a direct relation between the voltage across it and the current through it, instead of a direct relation between the magnetic flux and the charge. Thus, it is better to characterize the memristor and the resistor as two special cases of the same fundamental circuit element, which is the memristive system in Chua-s new framework. Finally, the definition of memristor is refined according to the difference between the magnetic flux and the flux linkage.

Keywords: Memristor, Fundamental, Variable-Relation Criterion, Memristive system

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Authors: Ranajay Bhowmick

Abstract:

Elastoplastic analysis of a structural system involves defining failure/yield criterion, flow rules and hardening rules. The failure/yield criterion defines the limit beyond which the material flows plastically and hardens/softens or remains perfectly plastic before ultimate collapse. The failure/yield criterion is represented geometrically in three/two dimensional Haigh-Westergaard stress-space to facilitate a better understanding of the behavior of the material. In the present study geometric representations in three and two-dimensional stress-space of a few important failure/yield criterion are presented. The criteria presented are the modified forms obtained due to the conditional solutions of the equation of stress invariants. A comparison of the failure/yield surfaces is also presented here to obtain the effectiveness of each of them and it has been found that for identical conditions the Rankine’s criterion gives the largest values of limiting stresses.

Keywords: Deviatoric plane, failure criteria, geometric representation, hydrostatic axis, modified form.

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Authors: Shigeaki Sakurai, Youichi Kitahara, Ryohei Orihara

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Sequential mining methods efficiently discover all frequent sequential patterns included in sequential data. These methods use the support, which is the previous criterion that satisfies the Apriori property, to evaluate the frequency. However, the discovered patterns do not always correspond to the interests of analysts, because the patterns are common and the analysts cannot get new knowledge from the patterns. The paper proposes a new criterion, namely, the sequential interestingness, to discover sequential patterns that are more attractive for the analysts. The paper shows that the criterion satisfies the Apriori property and how the criterion is related to the support. Also, the paper proposes an efficient sequential mining method based on the proposed criterion. Lastly, the paper shows the effectiveness of the proposed method by applying the method to two kinds of sequential data.

Keywords: Sequential mining, Support, Confidence, Apriori property

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Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

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Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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Authors: Norazlina Khamis, Sufian Idris, Rodina Ahmad

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The most influential programming paradigm today is object oriented (OO) programming and it is widely used in education and industry. Recognizing the importance of equipping students with OO knowledge and skills, it is not surprising that most Computer Science degree programs offer OO-related courses. How do we assess whether the students have acquired the right objectoriented skills after they have completed their OO courses? What are object oriented skills? Currently none of the current assessment techniques would be able to provide this answer. Traditional forms of OO programming assessment provide a ways for assigning numerical scores to determine letter grades. But this rarely reveals information about how students actually understand OO concept. It appears reasonable that a better understanding of how to define and assess OO skills is needed by developing a criterion referenced model. It is even critical in the context of Malaysia where there is currently a growing concern over the level of competency of Malaysian IT graduates in object oriented programming. This paper discussed the approach used to develop the criterion-referenced assessment model. The model can serve as a guideline when conducting OO programming assessment as mentioned. The proposed model is derived by using Goal Questions Metrics methodology, which helps formulate the metrics of interest. It concluded with a few suggestions for further study.

Keywords: Object-oriented programming, programmingassessment, criterion-referenced assessment model, goal questionsmetrics.

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Authors: Phyu Phyu Mar, Khin Maung Latt

Abstract:

S-boxes (Substitution boxes) are keystones of modern symmetric cryptosystems (block ciphers, as well as stream ciphers). S-boxes bring nonlinearity to cryptosystems and strengthen their cryptographic security. They are used for confusion in data security An S-box satisfies the strict avalanche criterion (SAC), if and only if for any single input bit of the S-box, the inversion of it changes each output bit with probability one half. If a function (cryptographic transformation) is complete, then each output bit depends on all of the input bits. Thus, if it were possible to find the simplest Boolean expression for each output bit in terms of the input bits, each of these expressions would have to contain all of the input bits if the function is complete. From some important properties of S-box, the most interesting property SAC (Strict Avalanche Criterion) is presented and to analyze this property three analysis methods are proposed.

Keywords: S-boxes, cryptosystems, strict avalanche criterion, function, analysis methods.

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Authors: Masoud Saeedi, Mansour Tavakoli, Shirin Rahimi Kazerooni, Vahid Parvaresh

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This article investigated the validity of C-test and Cloze test which purport to measure general English proficiency. To provide empirical evidence pertaining to the validity of the interpretations based on the results of these integrative language tests, their criterion-related validity was investigated. In doing so, the test of English as a foreign language (TOEFL) which is an established, standardized, and internationally administered test of general English proficiency was used as the criterion measure. Some 90 Iranian English majors participated in this study. They were seniors studying English at a university in Tehran, Iran. The results of analyses showed that there is a statistically significant correlation among participants- scores on Cloze test, C-test, and the TOEFL. Building on the findings of the study and considering criterion-related validity as the evidential basis of the validity argument, it was cautiously deducted that these tests measure the same underlying trait. However, considering the limitations of using criterion measures to validate tests, no absolute claims can be made as to the construct validity of these integrative tests.

Keywords: Integrative testing, C-test, Cloze test, theTOEFL, Validity.

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Authors: S. A. Gayvoronsky, T. A. Ezangina

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The robust control system objects with interval- undermined parameters is considers in this paper. Initial information about the system is its characteristic polynomial with interval coefficients. On the basis of coefficient estimations of quality indices and criterion of the maximum stability degree, the methods of synthesis of a robust regulator parametric is developed. The example of the robust stabilization system synthesis of the rope tension is given in this article.

Keywords: An interval polynomial, controller synthesis, analysis of quality factors, maximum degree of stability, robust degree of stability, robust oscillation, system accuracy.

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Authors: S. K. Pillai, M. K. Jeyakumar

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Estimation of model parameters is necessary to predict the behavior of a system. Model parameters are estimated using optimization criteria. Most algorithms use historical data to estimate model parameters. The known target values (actual) and the output produced by the model are compared. The differences between the two form the basis to estimate the parameters. In order to compare different models developed using the same data different criteria are used. The data obtained for short scale projects are used here. We consider software effort estimation problem using radial basis function network. The accuracy comparison is made using various existing criteria for one and two predictors. Then, we propose a new criterion based on linear least squares for evaluation and compared the results of one and two predictors. We have considered another data set and evaluated prediction accuracy using the new criterion. The new criterion is easy to comprehend compared to single statistic. Although software effort estimation is considered, this method is applicable for any modeling and prediction.

Keywords: Software effort estimation, accuracy, Radial Basis Function, linear least squares.

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Authors: Reza Berangi, Morteza Babaee, Majid Soleimanipour

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In this paper a new cost function for blind equalization is proposed. The proposed cost function, referred to as the modified maximum normalized cumulant criterion (MMNC), is an extension of the previously proposed maximum normalized cumulant criterion (MNC). While the MNC requires a separate phase recovery system after blind equalization, the MMNC performs joint blind equalization and phase recovery. To achieve this, the proposed algorithm maximizes a cost function that considers both amplitude and phase of the equalizer output. The simulation results show that the proposed algorithm has an improved channel equalization effect than the MNC algorithm and simultaneously can correct the phase error that the MNC algorithm is unable to do. The simulation results also show that the MMNC algorithm has lower complexity than the MNC algorithm. Moreover, the MMNC algorithm outperforms the MNC algorithm particularly when the symbols block size is small.

Keywords: Blind equalization, maximum normalized cumulant criterion (MNC), intersymbol interference (ISI), modified MNC criterion (MMNC), phase recovery.

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Authors: Johann Barbier, Eric Filiol, Kichenakoumar Mayoura

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We present in this paper a new approach for specific JPEG steganalysis and propose studying statistics of the compressed DCT coefficients. Traditionally, steganographic algorithms try to preserve statistics of the DCT and of the spatial domain, but they cannot preserve both and also control the alteration of the compressed data. We have noticed a deviation of the entropy of the compressed data after a first embedding. This deviation is greater when the image is a cover medium than when the image is a stego image. To observe this deviation, we pointed out new statistic features and combined them with the Multiple Embedding Method. This approach is motivated by the Avalanche Criterion of the JPEG lossless compression step. This criterion makes possible the design of detectors whose detection rates are independent of the payload. Finally, we designed a Fisher discriminant based classifier for well known steganographic algorithms, Outguess, F5 and Hide and Seek. The experiemental results we obtained show the efficiency of our classifier for these algorithms. Moreover, it is also designed to work with low embedding rates (< 10-5) and according to the avalanche criterion of RLE and Huffman compression step, its efficiency is independent of the quantity of hidden information.

Keywords: Compressed frequency domain, Fisher discriminant, specific JPEG steganalysis.

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Authors: Thomas Jin-Chee Liu, Jin-Wei Liang, Wei-Long Chen, Teng-Hui Chen

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The finite element analysis is adopted in this primary study. Using the Tsai-Wu criterion and delamination criterion, the stacking sequence [45/0₄/-45₄/90₄]_s is the final optimal design for the wheelchair frame. On the contrary, the uni-directional laminates, i.e. [90₁₃]_s, [45₁₃]_s and [-45₁₃]_s, are bad designs due to the higher failure indexes.

Keywords: Wheelchair frame, stacking sequence, failure index, finite element.

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Authors: Neelima Gupta, Seema Aggarwal

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Most of the biclustering/projected clustering algorithms are based either on the Euclidean distance or correlation coefficient which capture only linear relationships. However, in many applications, like gene expression data and word-document data, non linear relationships may exist between the objects. Mutual Information between two variables provides a more general criterion to investigate dependencies amongst variables. In this paper, we improve upon our previous algorithm that uses mutual information for biclustering in terms of computation time and also the type of clusters identified. The algorithm is able to find biclusters with mixed relationships and is faster than the previous one. To the best of our knowledge, none of the other existing algorithms for biclustering have used mutual information as a similarity measure. We present the experimental results on synthetic data as well as on the yeast expression data. Biclusters on the yeast data were found to be biologically and statistically significant using GO Tool Box and FuncAssociate.

Keywords: Biclustering, mutual information.

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Authors: Zerarka Hizia, Akchiche Mustapha, Prunier Florent

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The landslide of Ain El Hammam (AEH) is characterized by a complex geology and a high hydrogeology hazard. AEH's perpetual reactivation compels us to look closely at its triggers and to better understand the mechanisms of its evolution in mass and in depth. This study builds a numerical model to simulate the influencing factors such as precipitation, non-saturation, and pore pressure fluctuations, using Plaxis software. For a finer analysis of instabilities, we use Hill's criterion, based on the sign of the second order work, which is the most appropriate material stability criterion for non-associated elastoplastic materials. The results of this type of calculation allow us, in theory, to predict the shape and position of the slip surface(s) which are liable to ground movements of the slope, before reaching the rupture given by the plastic limit of Mohr Coulomb. To validate the numerical model, an analysis of inclinometer measures is performed to confirm the direction of movement and kinematic of the sliding mechanism of AEH’s slope.

Keywords: Landslide, second order work, precipitation, inclinometers.

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Authors: Jin-Hee Park, Yong-Gyu Lee, Gilwon Yoon

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Wireless capsule endoscopy provides real-time images in the digestive tract. Capsule images are usually low resolution and are diverse images due to travel through various regions of human body. Color information has been a primary reference in predicting abnormalities such as bleeding. Often color is not sufficient for this purpose. In this study, we took morphological shapes into account as additional, but important criterion. First, we processed gastric images in order to indentify various objects in the image. Then, we analyzed color information in the object. In this way, we could remove unnecessary information and increase the accuracy. Compared to our previous investigations, we could handle images of various degrees of brightness and improve our diagnostic algorithm.

Keywords: Capsule Endoscopy, HSV model, Image processing, Object Identification, Color Separation.

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Authors: Tomohiro Ando, Satoshi Yamashita

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The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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Authors: Do Hyeung Kim, Dae Hee Seo, Byung Doo Kim, Byung Gil Lee

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As many recent researches being implemented in aviation and maritime aspects, strong doubts have been raised concerning the reliability of the estimation of collision risk. It is shown that using position and velocity of objects can lead to imprecise results. In this paper, therefore, a new approach to the estimation of collision risks using pose and shape of objects is proposed. Simulation results are presented validating the accuracy of the new criterion to adapt to collision risk algorithm based on fuzzy logic.

Keywords: Collision risk, Pose and shape, Fuzzy logic.

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Authors: Gianluigi De Mare, Pierluigi Morano, Antonio Nesticò

Abstract:

Among the numerous economic evaluation techniques currently available, Multi-criteria Spatial Analysis lends itself to solving localization problems of property complexes and, in particular, production plants. The methodology involves the use of Geographical Information Systems (GIS) and the mapping overlay technique, which overlaps the different information layers of a territory in order to obtain an overview of the parameters that characterize it. This first phase is used to detect possible settlement surfaces of a new agglomeration, subsequently selected through Analytic Hierarchy Process (AHP), so as to choose the best alternative. The result ensures the synthesis of a multidimensional profile that expresses both the quantitative and qualitative effects. Each criterion can be given a different weight.

Keywords: Multi-criteria Spatial Analysis, Analytic Hierarchy Process, Geographical Information Systems, localization of industrial areas.

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Authors: Le Viet Dung, K. Petcharaks

Abstract:

The economical criterion is accounted as the objective function to develop a computer program for designing lightning protection systems for substations by using masts and Matlab in this work. Masts are needed to be placed at desired locations; the program will then show mast heights whose sum is the smallest, i.e. satisfies the economical criterion. The program is helpful for engineers to quickly design a lightning protection system for a substation. To realize this work, methodology and limited conditions of the program, as well as an example of the program result, were described in this paper.

Keywords: lightning, protection, substation, computer.

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Authors: M.J. Park, K.H. Kim, O.M. Kwon

Abstract:

This paper proposes a delay-dependent leader-following consensus condition of multi-agent systems with both communication delay and probabilistic self-delay. The proposed methods employ a suitable piecewise Lyapunov-Krasovskii functional and the average dwell time approach. New consensus criterion for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical example showed that the proposed method is effective.

Keywords: Multi-agent systems, probabilistic self-delay, consensus, Lyapunov method, LMI.

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Authors: Bharat B. Gulyani, Anuj Jain, Shalendra Kumar

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Customarily, the LMTD correction factor, FT, is used to screen alternative designs for a heat exchanger. Designs with unacceptably low FT values are discarded. In this paper, authors have proposed a more fundamental criterion, based on feasibility of a multipass exchanger as the only criteria, followed by economic optimization. This criterion, coupled with asymptotic energy targets, provide the complete optimization space in a heat exchanger network (HEN), where cost-optimization of HEN can be performed with only Heat Recovery Approach temperature (HRAT) and number-of-shells as variables.

Keywords: heat exchanger, heat exchanger networks, LMTD correction factor, shell targeting.

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Authors: Panos Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for non-rigid body registration of medical images. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the ratios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation. The geometric transformation model adopted is a local cubic B-splines based model.

Keywords: Medical image, non-rigid, registration.

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