Search results for: Average Delay
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1894

Search results for: Average Delay

1834 Delay-independent Stabilization of Linear Systems with Multiple Time-delays

Authors: Ping He, Heng-You Lan, Gong-Quan Tan

Abstract:

The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.

Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.

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1833 Stability Verification for Bilateral Teleoperation System with Variable Time Delay

Authors: M. Sallam, A. Ramadan, M. Fanni, M. Abdellatif

Abstract:

Time delay in bilateral teleoperation system was introduced as a sufficient reason to make the system unstable or certainly degrade the system performance. In this paper, simulations and experimental results of implementing p-like control scheme, under different ranges of variable time delay, will be presented to verify a certain criteria, which guarantee the system stability and position tracking. The system consists of two Phantom premium 1.5A devices. One of them acts as a master and the other acts as a slave. The study includes deriving the Phantom kinematic and dynamic model, establishing the link between the two Phantoms over Simulink in Matlab, and verifying the stability criteria with simulations and real experiments.

Keywords: bilateral teleoperation, Phantom premium 1.5, varying time delay

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1832 Instability of a Nonlinear Differential Equation of Fifth Order with Variable Delay

Authors: Cemil Tunc

Abstract:

In this paper, we study the instability of the zero solution to a nonlinear differential equation with variable delay. By using the Lyapunov functional approach, some sufficient conditions for instability of the zero solution are obtained.

Keywords: Instability, Lyapunov-Krasovskii functional, delay differential equation, fifth order.

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1831 Global Existence of Periodic Solutions in a Delayed Tri–neuron Network

Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

In this paper, a tri–neuron network model with time delay is investigated. By using the Bendixson-s criterion for high– dimensional ordinary differential equations and global Hopf bifurcation theory for functional differential equations, sufficient conditions for existence of periodic solutions when the time delay is sufficiently large are established.

Keywords: Delay, global Hopf bifurcation, neural network, periodicsolutions.

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1830 Permanence and Almost Periodic Solutions to an Epidemic Model with Delay and Feedback Control

Authors: Chenxi Yang, Zhouhong Li

Abstract:

This paper is concerned with an epidemic model with delay. By using the comparison theorem of the differential equation and constructing a suitable Lyapunov functional, Some sufficient conditions which guarantee the permeance and existence of a unique globally attractive positive almost periodic solution of the model are obtain. Finally, an example is employed to illustrate our result.

Keywords: Permanence, Almost periodic solution, Epidemic model, Delay, Feedback control.

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1829 A Construction Management Tool: Determining a Project Schedule Typical Behaviors Using Cluster Analysis

Authors: Natalia Rudeli, Elisabeth Viles, Adrian Santilli

Abstract:

Delays in the construction industry are a global phenomenon. Many construction projects experience extensive delays exceeding the initially estimated completion time. The main purpose of this study is to identify construction projects typical behaviors in order to develop a prognosis and management tool. Being able to know a construction projects schedule tendency will enable evidence-based decision-making to allow resolutions to be made before delays occur. This study presents an innovative approach that uses Cluster Analysis Method to support predictions during Earned Value Analyses. A clustering analysis was used to predict future scheduling, Earned Value Management (EVM), and Earned Schedule (ES) principal Indexes behaviors in construction projects. The analysis was made using a database with 90 different construction projects. It was validated with additional data extracted from literature and with another 15 contrasting projects. For all projects, planned and executed schedules were collected and the EVM and ES principal indexes were calculated. A complete linkage classification method was used. In this way, the cluster analysis made considers that the distance (or similarity) between two clusters must be measured by its most disparate elements, i.e. that the distance is given by the maximum span among its components. Finally, through the use of EVM and ES Indexes and Tukey and Fisher Pairwise Comparisons, the statistical dissimilarity was verified and four clusters were obtained. It can be said that construction projects show an average delay of 35% of its planned completion time. Furthermore, four typical behaviors were found and for each of the obtained clusters, the interim milestones and the necessary rhythms of construction were identified. In general, detected typical behaviors are: (1) Projects that perform a 5% of work advance in the first two tenths and maintain a constant rhythm until completion (greater than 10% for each remaining tenth), being able to finish on the initially estimated time. (2) Projects that start with an adequate construction rate but suffer minor delays culminating with a total delay of almost 27% of the planned time. (3) Projects which start with a performance below the planned rate and end up with an average delay of 64%, and (4) projects that begin with a poor performance, suffer great delays and end up with an average delay of a 120% of the planned completion time. The obtained clusters compose a tool to identify the behavior of new construction projects by comparing their current work performance to the validated database, thus allowing the correction of initial estimations towards more accurate completion schedules.

Keywords: Cluster analysis, construction management, earned value, schedule.

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1828 Offset Dependent Uniform Delay Mathematical Optimization Model for Signalized Traffic Network Using Differential Evolution Algorithm

Authors: Tahseen Al-Shaikhli, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

Abstract:

A concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. Furthermore, the objectives are to control the coordination problem which mainly depends on offset selection, and to estimate the uniform delay based on the offset choice at each signalized intersection. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show that the derived model minimizes the total uniform delay to almost half compared to conventional models; the mathematical objective function is robust; the algorithm convergence time is fast.

Keywords: Area traffic control, differential evolution, offset variable, sinusoidal periodic function, traffic flow, uniform delay.

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1827 Novel Delay-Dependent Stability Criteria for Uncertain Discrete-Time Stochastic Neural Networks with Time-Varying Delays

Authors: Mengzhuo Luo, Shouming Zhong

Abstract:

This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.

Keywords: Delay-dependent stability, Neural networks, Time varying delay, Linear matrix inequality (LMI).

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1826 Robust Fuzzy Control of Nonlinear Fuzzy Impulsive Singular Perturbed Systems with Time-varying Delay

Authors: Caigen Zhou, Haibo Jiang

Abstract:

The problem of robust fuzzy control for a class of nonlinear fuzzy impulsive singular perturbed systems with time-varying delay is investigated by employing Lyapunov functions. The nonlinear delay system is built based on the well-known T–S fuzzy model. The so-called parallel distributed compensation idea is employed to design the state feedback controller. Sufficient conditions for global exponential stability of the closed-loop system are derived in terms of linear matrix inequalities (LMIs), which can be easily solved by LMI technique. Some simulations illustrate the effectiveness of the proposed method.

Keywords: T–S fuzzy model, singular perturbed systems, time-varying delay, robust control.

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1825 Stability Analysis of Fractional Order Systems with Time Delay

Authors: Hong Li, Shou-Ming Zhong, Hou-Biao Li

Abstract:

In this paper, we mainly study the stability of linear and interval linear fractional systems with time delay. By applying the characteristic equations, a necessary and sufficient stability condition is obtained firstly, and then some sufficient conditions are deserved. In addition, according to the equivalent relationship of fractional order systems with order 0 < α ≤ 1 and with order 1 ≤ β < 2, one may get more relevant theorems. Finally, two examples are provided to demonstrate the effectiveness of our results.

Keywords: Fractional order systems, Time delay, Characteristic equation.

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1824 A New Proportional - Pursuit Coupled Guidance Law with Actuator Delay Compensation

Authors: Chien-Chun Kung, Feng-Lung Chiang, Kuei-Yi Chen, Hsien-Wen Wei, Ming-Yi Huang, Cai-Ming Huang, Sheng-Kai Wang

Abstract:

The aim of this paper is to present a new three-dimensional proportional-pursuit coupled (PP) guidance law to track highly maneuverable aircraft. Utilizing a 3-D polar coordinate frame, the PP guidance law is formed by collecting proportional navigation guidance in Z-R plane and pursuit guidance in X-Y plane. Feedback linearization control method to solve the guidance accelerations is used to implement PP guidance. In order to compensate the actuator time delay, the time delay compensated version of PP guidance law (CPP) was derived and proved the effectiveness of modifying the problem of high acceleration in the final phase of pursuit guidance and improving the weak robustness of proportional navigation. The simulation results for intercepting Max G turn situation show that the proposed proportional-pursuit coupled guidance law guidance law with actuator delay compensation (CPP) possesses satisfactory robustness and performance.

Keywords: Feedback linearization control, time delay, guidance law, robustness, proportional navigation guidance, pursuit guidance.

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1823 Very High Speed Data Driven Dynamic NAND Gate at 22nm High K Metal Gate Strained Silicon Technology Node

Authors: Shobha Sharma, Amita Dev

Abstract:

Data driven dynamic logic is the high speed dynamic circuit with low area. The clock of the dynamic circuit is removed and data drives the circuit instead of clock for precharging purpose. This data driven dynamic nand gate is given static forward substrate biasing of Vsupply/2 as well as the substrate bias is connected to the input data, resulting in dynamic substrate bias. The dynamic substrate bias gives the shortest propagation delay with a penalty on the power dissipation. Propagation delay is reduced by 77.8% compared to the normal reverse substrate bias Data driven dynamic nand. Also dynamic substrate biased D3nand’s propagation delay is reduced by 31.26% compared to data driven dynamic nand gate with static forward substrate biasing of Vdd/2. This data driven dynamic nand gate with dynamic body biasing gives us the highest speed with no area penalty and finds its applications where power penalty is acceptable. Also combination of Dynamic and static Forward body bias can be used with reduced propagation delay compared to static forward biased circuit and with comparable increase in an average power. The simulations were done on hspice simulator with 22nm High-k metal gate strained Si technology HP models of Arizona State University, USA.

Keywords: Data driven nand gate, dynamic substrate biasing, nand gate, static substrate biasing.

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1822 Probabilistic Modeling of Network-induced Delays in Networked Control Systems

Authors: Manoj Kumar, A.K. Verma, A. Srividya

Abstract:

Time varying network induced delays in networked control systems (NCS) are known for degrading control system-s quality of performance (QoP) and causing stability problems. In literature, a control method employing modeling of communication delays as probability distribution, proves to be a better method. This paper focuses on modeling of network induced delays as probability distribution. CAN and MIL-STD-1553B are extensively used to carry periodic control and monitoring data in networked control systems. In literature, methods to estimate only the worst-case delays for these networks are available. In this paper probabilistic network delay model for CAN and MIL-STD-1553B networks are given. A systematic method to estimate values to model parameters from network parameters is given. A method to predict network delay in next cycle based on the present network delay is presented. Effect of active network redundancy and redundancy at node level on network delay and system response-time is also analyzed.

Keywords: NCS (networked control system), delay analysis, response-time distribution, worst-case delay, CAN, MIL-STD-1553B, redundancy

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1821 Bifurcations for a FitzHugh-Nagumo Model with Time Delays

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, a FitzHugh-Nagumo model with time delays is investigated. The linear stability of the equilibrium and the existence of Hopf bifurcation with delay τ is investigated. By applying Nyquist criterion, the length of delay is estimated for which stability continues to hold. Numerical simulations for justifying the theoretical results are illustrated. Finally, main conclusions are given.

Keywords: FitzHugh-Nagumo model, Time delay, Stability, Hopf bifurcation.

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1820 Robust BIBO Stabilization Analysis for Discrete-time Uncertain System

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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1819 Delay Preserving Substructures in Wireless Networks Using Edge Difference between a Graph and its Square Graph

Authors: T. N. Janakiraman, J. Janet Lourds Rani

Abstract:

In practice, wireless networks has the property that the signal strength attenuates with respect to the distance from the base station, it could be better if the nodes at two hop away are considered for better quality of service. In this paper, we propose a procedure to identify delay preserving substructures for a given wireless ad-hoc network using a new graph operation G 2 – E (G) = G* (Edge difference of square graph of a given graph and the original graph). This operation helps to analyze some induced substructures, which preserve delay in communication among them. This operation G* on a given graph will induce a graph, in which 1- hop neighbors of any node are at 2-hop distance in the original network. In this paper, we also identify some delay preserving substructures in G*, which are (i) set of all nodes, which are mutually at 2-hop distance in G that will form a clique in G*, (ii) set of nodes which forms an odd cycle C2k+1 in G, will form an odd cycle in G* and the set of nodes which form a even cycle C2k in G that will form two disjoint companion cycles ( of same parity odd/even) of length k in G*, (iii) every path of length 2k+1 or 2k in G will induce two disjoint paths of length k in G*, and (iv) set of nodes in G*, which induces a maximal connected sub graph with radius 1 (which identifies a substructure with radius equal 2 and diameter at most 4 in G). The above delay preserving sub structures will behave as good clusters in the original network.

Keywords: Clique, cycles, delay preserving substructures, maximal connected sub graph.

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1818 A New Cut–Through Mechanism in IEEE 802.16 Mesh Networks

Authors: Yi-Ting Mai, Chun-Chuan Yang, Cheng-Jung Wen

Abstract:

IEEE 802.16 is a new wireless technology standard, it has some advantages, including wider coverage, higher bandwidth, and QoS support. As the new wireless technology for last mile solution, there are designed two models in IEEE 802.16 standard. One is PMP (point to multipoint) and the other is Mesh. In this paper we only focus on IEEE 802.16 Mesh model. According to the IEEE 802.16 standard description, Mesh model has two scheduling modes, centralized and distributed. Considering the pros and cons of the two scheduling, we present the combined scheduling QoS framework that the BS (Base Station) controls time frame scheduling and selects the shortest path from source to destination directly. On the other hand, we propose the Expedited Queue mechanism to cut down the transmission time. The EQ mechanism can reduce a lot of end-to-end delay in our QoS framework. Simulation study has shown that the average delay is smaller than contrasts. Furthermore, our proposed scheme can also achieve higher performance.

Keywords: IEEE 802.16 Mesh, Scheduling, Expedited Queue, QoS.

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1817 New Delay-dependent Stability Conditions for Neutral Systems with Nonlinear Perturbations

Authors: Lianglin Xiong, Xiuyong Ding, Shouming Zhong

Abstract:

In this paper, the problem of asymptotical stability of neutral systems with nonlinear perturbations is investigated. Based on a class of novel augment Lyapunov functionals which contain freeweighting matrices, some new delay-dependent asymptotical stability criteria are formulated in terms of linear matrix inequalities (LMIs) by using new inequality analysis technique. Numerical examples are given to demonstrate the derived condition are much less conservative than those given in the literature.

Keywords: Asymptotical stability, neutral system, nonlinear perturbation, delay-dependent, linear matrix inequality (LMI).

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1816 On the Robust Stability of Homogeneous Perturbed Large-Scale Bilinear Systems with Time Delays and Constrained Inputs

Authors: Chien-Hua Lee, Cheng-Yi Chen

Abstract:

The stability test problem for homogeneous large-scale perturbed bilinear time-delay systems subjected to constrained inputs is considered in this paper. Both nonlinear uncertainties and interval systems are discussed. By utilizing the Lyapunove equation approach associated with linear algebraic techniques, several delay-independent criteria are presented to guarantee the robust stability of the overall systems. The main feature of the presented results is that although the Lyapunov stability theorem is used, they do not involve any Lyapunov equation which may be unsolvable. Furthermore, it is seen the proposed schemes can be applied to solve the stability analysis problem of large-scale time-delay systems.

Keywords: homogeneous bilinear system, constrained input, time-delay, uncertainty, transient response, decay rate.

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1815 Positive Almost Periodic Solutions for Neural Multi-Delay Logarithmic Population Model

Authors: Zhouhong Li

Abstract:

In this paper, by applying Mawhin-s continuation theorem of coincidence degree theory, we study the existence of almost periodic solutions for neural multi-delay logarithmic population model and obtain one sufficient condition for the existence of positive almost periodic solution for the above equation. An example is employed to illustrate our result.

Keywords: Almost periodic solution, Multi-delay, Logarithmic population model, Coincidence degree.

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1814 Performance Evaluation of XMAC and BMAC Routing Protocol under Static and Mobility Scenarios in Wireless Sensor Network

Authors: M. V. Ramana Rao, T. Adilakshmi

Abstract:

Based on application requirements, nodes are static or mobile in Wireless Sensor Networks (WSNs). Mobility poses challenges in protocol design, especially at the link layer requiring mobility adaptation algorithms to localize mobile nodes and predict link quality to be established with them. This study implements XMAC and Berkeley Media Access Control (BMAC) routing protocols to evaluate performance under WSN’s static and mobility conditions. This paper gives a comparative study of mobility-aware MAC protocols. Routing protocol performance, based on Average End to End Delay, Average Packet Delivery Ratio, Average Number of hops, and Jitter is evaluated.

Keywords: Wireless Sensor Network (WSN), Medium Access Control (MAC), Berkeley Media Access Control (BMAC), mobility.

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1813 Investigation of Time Delay Factors in Global Software Development

Authors: Khalid Khan, Atique Ahmad Zafar, Mohammed A. Alnuem, Hashim Khan

Abstract:

Global Software Development (GSD) projects are passing through different boundaries of a company, country and even in other continents where time zone differs between both sites. Beside many benefits of such development, research declared plenty of negative impacts on these GSD projects. It is important to understand problems which may lie during the execution of GSD project with different time zones. This research project discussed and provided different issues related to time delays in GSD projects. In this paper, authors investigated some of the time delay factors which usually lie in GSD projects with different time zones. This investigation is done through systematic review of literature. Furthermore, the practices to overcome these delay factors which have already been reported in literature and GSD organizations are also explored through literature survey and case studies.

Keywords: Case Studies, Global Software Development, Global Software Engineering, Temporal Difference, Time Delay

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1812 Explicit Solutions and Stability of Linear Differential Equations with multiple Delays

Authors: Felix Che Shu

Abstract:

We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.

Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.

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1811 A Performance Analysis of Different Scheduling Schemes in WiMAX

Authors: A. Youseef

Abstract:

IEEE 802.16 (WiMAX) aims to present high speed wireless access to cover wide range coverage. The base station (BS) and the subscriber station (SS) are the main parts of WiMAX. WiMAX uses either Point-to-Multipoint (PMP) or mesh topologies. In the PMP mode, the SSs connect to the BS to gain access to the network. However, in the mesh mode, the SSs connect to each other to gain access to the BS. The main components of QoS management in the 802.16 standard are the admission control, buffer management and packet scheduling. In this paper, we use QualNet 5.0.2 to study the performance of different scheduling schemes, such as WFQ, SCFQ, RR and SP when the numbers of SSs increase. We find that when the number of SSs increases, the average jitter and average end-to-end delay is increased and the throughput is reduced.

Keywords: WiMAX, Scheduling Scheme, QoS, QualNet.

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1810 Ignition Time Delay in Swirling Supersonic Flow Combustion

Authors: A. M. Tahsini

Abstract:

Supersonic hydrogen-air cylindrical mixing layer is numerically analyzed to investigate the effect of inlet swirl on ignition time delay in scramjets. Combustion is treated using detail chemical kinetics. One-equation turbulence model of Spalart and Allmaras is chosen to study the problem and advection upstream splitting method is used as computational scheme. The results show that swirling both fuel and oxidizer streams may drastically decrease the ignition distance in supersonic combustion, unlike using the swirl just in fuel stream which has no helpful effect.

Keywords: Ignition delay, Supersonic combustion, Swirl, Numerical simulation, Turbulence.

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1809 The Simulation and Realization of Input-Buffer Scheduling Algorithm in Satellite Switching System

Authors: Yi Zhang, Quan Zhou, Jun Li, Yanlang Hu

Abstract:

Scheduling algorithm is a key technology in satellite switching system with input-buffer. In this paper, a new scheduling algorithm and its realization are proposed. Based on Crossbar switching fabric, the algorithm adopts serial scheduling strategy and adjusts the output port arbitrating strategy for the better equity of every port. Consequently, it increases the matching probability. The algorithm can greatly reduce the scheduling delay and cell loss rate. The analysis and simulation results by OPNET show that the proposed algorithm has the better performance than others in average delay and cell loss rate, and has the equivalent complexity. On the basis of these results, the hardware realization and simulation based on FPGA are completed, which validate the feasibility of the new scheduling algorithm.

Keywords: Scheduling algorithm, input-buffer, serial scheduling, hardware design.

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1808 Design and Analysis of a Low Power High Speed 1 Bit Full Adder Cell Based On TSPC Logic with Multi-Threshold CMOS

Authors: Ankit Mitra

Abstract:

An adder is one of the most integral component of a digital system like a digital signal processor or a microprocessor. Being an extremely computationally intensive part of a system, the optimization for speed and power consumption of the adder is of prime importance. In this paper we have designed a 1 bit full adder cell based on dynamic TSPC logic to achieve high speed operation. A high threshold voltage sleep transistor is used to reduce the static power dissipation in standby mode. The circuit is designed and simulated in TSPICE using TSMC 180nm CMOS process. Average power consumption, delay and power-delay product is measured which showed considerable improvement in performance over the existing full adder designs.

Keywords: CMOS, TSPC, MTCMOS, ALU, Clock gating, power gating, pipelining.

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1807 Performance Evaluation of an Efficient Asynchronous Protocol for WDM Ring MANs

Authors: Peristera A. Baziana

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: Asynchronous transmission, collision avoidance, wavelength division multiplexing.

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1806 Robust Control for Discrete-Time Sector Bounded Systems with Time-Varying Delay

Authors: Ju H. Park, S.M. Lee

Abstract:

In this paper, we propose a robust controller design method for discrete-time systems with sector-bounded nonlinearities and time-varying delay. Based on the Lyapunov theory, delaydependent stabilization criteria are obtained in terms of linear matrix inequalities (LMIs) by constructing the new Lyapunov-Krasovskii functional and using some inequalities. A robust state feedback controller is designed by LMI framework and a reciprocally convex combination technique. The effectiveness of the proposed method is verified throughout a numerical example.

Keywords: Lur'e systems, Time-delay, Stabilization, LMIs.

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1805 Fast Forecasting of Stock Market Prices by using New High Speed Time Delay Neural Networks

Authors: Hazem M. El-Bakry, Nikos Mastorakis

Abstract:

Fast forecasting of stock market prices is very important for strategic planning. In this paper, a new approach for fast forecasting of stock market prices is presented. Such algorithm uses new high speed time delay neural networks (HSTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented HSTDNNs is less than that needed by traditional time delay neural networks (TTDNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Forecasting, Stock Market Prices, Time Delay NeuralNetworks, Cross Correlation, Frequency Domain.

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