Search results for: Chaotic time series

Authors: R. Rama Kishore, Sunesh

Abstract:

This paper presents an optimized, robust, and secured watermarking technique. The methodology used in this work is the combination of entropy and chaotic grid map. The proposed methodology incorporates Discrete Cosine Transform (DCT) on the host image. To improve the imperceptibility of the method, the host image DCT blocks, where the watermark is to be embedded, are further optimized by considering the entropy of the blocks. Chaotic grid is used as a key to reorder the DCT blocks so that it will further increase security while selecting the watermark embedding locations and its sequence. Without a key, one cannot reveal the exact watermark from the watermarked image. The proposed method is implemented on four different images. It is concluded that the proposed method is giving better results in terms of imperceptibility measured through PSNR and found to be above 50. In order to prove the effectiveness of the method, the performance analysis is done after implementing different attacks on the watermarked images. It is found that the methodology is very strong against JPEG compression attack even with the quality parameter up to 15. The experimental results are confirming that the combination of entropy and chaotic grid map method is strong and secured to different image processing attacks.

Keywords: Digital watermarking, discrete cosine transform, chaotic grid map, entropy.

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Authors: Ayub Khan, Net Ram Garg, Geeta Jain

Abstract:

In this paper, Backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.

Keywords: Backstepping method, Fractional order, Synchronization.

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Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

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This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1^st January, 1997 to 28^th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.

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Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is a surgical treatment for Parkinson-s Disease with three stimulation parameters: frequency, pulse width, and voltage. The parameters should be selected appropriately to achieve effective treatment. This selection now, performs clinically. The aim of this research is to study chaotic behavior of recorded tremor of patients under DBS in order to present a computational method to recognize stimulation optimum voltage. We obtained some chaotic features of tremor signal, and discovered embedding space of it has an attractor, and its largest Lyapunov exponent is positive, which show tremor signal has chaotic behavior, also we found out, in optimal voltage, entropy and embedding space variance of tremor signal have minimum values in comparison with other voltages. These differences can help neurologists recognize optimal voltage numerically, which leads to reduce patients' role and discomfort in optimizing stimulation parameters and to do treatment with high accuracy.

Keywords: Chaos, Deep Brain Stimulation, Parkinson's Disease, Stimulation Parameters, tremor.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Chee Peng Lim, Wei Yee Goh

Abstract:

In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.

Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.

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Authors: C. C. Wang, N. S. Pai, H. T. Yau, T. T. Liao, M. J. Jang, C. W. Lee, W. M. Hong

Abstract:

Horizontal platform system (HPS) is popularly applied in offshore and earthquake technology, but it is difficult and time-consuming for regulation. In order to understand the nonlinear dynamic behavior of HPS and reduce the cost when using it, this paper employs differential transformation method to study the bifurcation behavior of HPS. The numerical results reveal a complex dynamic behavior comprising periodic, sub-harmonic, and chaotic responses. Furthermore, the results reveal the changes which take place in the dynamic behavior of the HPS as the external torque is increased. Therefore, the proposed method provides an effective means of gaining insights into the nonlinear dynamics of horizontal platform system.

Keywords: horizontal platform system, differentialtransformation method, chaotic.

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Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

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Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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Authors: Muzaffar Bashir, Jürgen Kempf

Abstract:

The purpose of this paper is to present a Dynamic Time Warping technique which reduces significantly the data processing time and memory size of multi-dimensional time series sampled by the biometric smart pen device BiSP. The acquisition device is a novel ballpoint pen equipped with a diversity of sensors for monitoring the kinematics and dynamics of handwriting movement. The DTW algorithm has been applied for time series analysis of five different sensor channels providing pressure, acceleration and tilt data of the pen generated during handwriting on a paper pad. But the standard DTW has processing time and memory space problems which limit its practical use for online handwriting recognition. To face with this problem the DTW has been applied to the sum of the five sensor signals after an adequate down-sampling of the data. Preliminary results have shown that processing time and memory size could significantly be reduced without deterioration of performance in single character and word recognition. Further excellent accuracy in recognition was achieved which is mainly due to the reduced dynamic time warping RDTW technique and a novel pen device BiSP.

Keywords: Biometric character recognition, biometric person authentication, biometric smart pen BiSP, dynamic time warping DTW, online-handwriting recognition, multidimensional time series.

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Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

Abstract:

Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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Authors: Myint Myint Yi, Khin Sandar Linn, Marlar Kyaw

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This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Keywords: Neural network, Load forecast, Time series, wavelettransform.

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Authors: Salvatore Marra, Francesco C. Morabito

Abstract:

In this paper we present an efficient approach for the prediction of two sunspot-related time series, namely the Yearly Sunspot Number and the IR5 Index, that are commonly used for monitoring solar activity. The method is based on exploiting partially recurrent Elman networks and it can be divided into three main steps: the first one consists in a “de-rectification" of the time series under study in order to obtain a new time series whose appearance, similar to a sum of sinusoids, can be modelled by our neural networks much better than the original dataset. After that, we normalize the derectified data so that they have zero mean and unity standard deviation and, finally, train an Elman network with only one input, a recurrent hidden layer and one output using a back-propagation algorithm with variable learning rate and momentum. The achieved results have shown the efficiency of this approach that, although very simple, can perform better than most of the existing solar activity forecasting methods.

Keywords: Elman neural networks, sunspot, solar activity, time series prediction.

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Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

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Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

Abstract:

We present a multiple equation time series approach for the short-term load forecasting applied to the electrical power load consumption for the whole Quebec province, in Canada. More precisely, we take into account three meteorological variables — temperature, cloudiness and wind speed —, and we use meteorological measurements taken at different locations on the territory. Our final model shows an average MAPE score of 1.79% over an 8-years dataset.

Keywords: Short-term load forecasting, special days, time series, multiple equations, parallelization, clustering.

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Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

Abstract:

The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge- Kutta solution using 38 time steps.

Keywords: Impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision.

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Authors: Salah Salmi, Karim Kemih, Malek Benslama

Abstract:

Synchronization is a difficult problem in CDMA satellite communications. Due to the influence of additive noise and fading in the mobile channel, it is not easy to keep up with the attenuation and offset. This paper considers a recently proposed approach to solve the problem of synchronization chaotic Chen system in CDMA satellite communication in the presence of constant attenuation and offset. An analytic algorithm that provides closed form channel and carrier offset estimates is presented. The principle of this approach is based on adding a compensation block before the receiver to compensate the distortion of the imperfect channel by using genetic algorithm. The resultants presented, show that the receiver is able to recover rapidly the synchronization with the transmitter.

Keywords: Chaotic Chen system, genetic algorithm, Synchronization, CDMA

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Authors: Dangjun Zhao, Yongji Wang, Lei Liu

Abstract:

Based on general proportional integral (GPI) observers and sliding mode control technique, a robust control method is proposed for the master-slave synchronization of chaotic systems in the presence of parameter uncertainty and with partially measurable output signal. By using GPI observer, the master dynamics are reconstructed by the observations from a measurable output under the differential algebraic framework. Driven by the signals provided by GPI observer, a sliding mode control technique is used for the tracking control and synchronization of the master-slave dynamics. The convincing numerical results reveal the proposed method is effective, and successfully accommodate the system uncertainties, disturbances, and noisy corruptions.

Keywords: GPI observer, sliding mode control, master-slave synchronization, chaotic systems.

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Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

Abstract:

The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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Authors: Mohsen A. M. El-Bendary, Mostafa A. R. El-Tokhy

Abstract:

This paper presents an efficient burst error spreading tool. Also, it studies a vital issue in wireless communications, which is the transmission of images over wireless networks. IEEE ZigBee 802.15.4 is a short-range communication standard that could be used for small distance multimedia transmissions. In fact, the ZigBee network is a Wireless Personal Area Network (WPAN), which needs a strong interleaving mechanism for protection against error bursts. Also, it is low power technology and utilized in the Wireless Sensor Networks (WSN) implementation. This paper presents the chaotic interleaving scheme as a data randomization tool for this purpose. This scheme depends on the chaotic Baker map. The mobility effects on the image transmission are studied with different velocity through utilizing the Jakes’ model. A comparison study between the proposed chaotic interleaving scheme and the traditional block and convolutional interleaving schemes for image transmission over a correlated fading channel is presented. The simulation results show the superiority of the proposed chaotic interleaving scheme over the traditional schemes.

Keywords: WPANs, Burst Errors, Mobility, Interleaving Techniques, Fading channels.

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Authors: H. Ogras, M. Turk

Abstract:

In this study, a system of encryption based on chaotic sequences is described. The system is used for encrypting digital image data for the purpose of secure image transmission. An image secure communication scheme based on Logistic map chaotic sequences with a nonlinear function is proposed in this paper. Encryption and decryption keys are obtained by one-dimensional Logistic map that generates secret key for the input of the nonlinear function. Receiver can recover the information using the received signal and identical key sequences through the inverse system technique. The results of computer simulations indicate that the transmitted source image can be correctly and reliably recovered by using proposed scheme even under the noisy channel. The performance of the system will be discussed through evaluating the quality of recovered image with and without channel noise.

Keywords: Digital image, Image encryption, Secure communication

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Authors: I. Tiryakioglu, M. A. Ugur, C. Ozkaymak

Abstract:

The development of Global Navigation Satellite System (GNSS) technology has led to increasingly widely and successful applications of GNSS surveys for monitoring crustal movements. Instead of the multi-period GNSS solutions, this study utilizes GNSS time series that are required to more precisely determine the vertical deformations in the study area. In recent years, the surface deformations that are parallel and semi-parallel to Bolvadin fault have occurred in Western Anatolia. These surface deformations have continued to occur in Bolvadin settlement area that is located mostly on alluvium ground. Due to these surface deformations, a number of cracks in the buildings located in the residential areas and breaks in underground water and sewage systems have been observed. In order to determine the amount of vertical surface deformations, two continuous GNSS stations have been established in the region. The stations have been operating since 2015 and 2017, respectively. In this study, GNSS observations from the mentioned two GNSS stations were processed with GAMIT/GLOBK (GNSS Analysis Massachusetts Institute of Technology/GLOBal Kalman) program package to create coordinate time series. With the time series analyses, the GNSS stations’ behaviour models (linear, periodical, etc.), the causes of these behaviours, and mathematical models were determined. The study results from the time series analysis of these two 2 GNSS stations show approximately 50-90 mm/yr vertical movement.

Keywords: Bolvadin fault, GAMIT, GNSS time series, surface deformations.

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Authors: Hirotaka Watanabe, Takaaki Kondo, Daiki Yoshida, Ariyoshi Nakayama, Taichi Sato, Shuhei Kuriyama, Hiroyuki Kamata

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In this paper, we propose a chaotic cipher system consisting of Improved Volterra Filters and the mapping that is created from the actual voice by using Radial Basis Function Network. In order to achieve a practical system, the system supposes to use the digital communication line, such as the Internet, to maintain the parameter matching between the transmitter and receiver sides. Therefore, in order to withstand the attack from outside, it is necessary that complicate the internal state and improve the sensitivity coefficient. In this paper, we validate the robustness of proposed method from three perspectives of "Chaotic properties", "Randomness", "Coefficient sensitivity".

Keywords: Chaos cipher, 16-bit-length fixed point arithmetic, Volterra filter, Seacret communications, RBF Network

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Authors: Reza Bazargan Lari, Mohammad H. Fattahi

Abstract:

Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for preprocessing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based preprocessing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: Wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN.

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Authors: Wullapa Wongsinlatam

Abstract:

Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: Artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization.

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Authors: Amir Abbas Emadzadeh, Mohammad Haeri

Abstract:

This paper presents anti-synchronization of chaos between two different chaotic systems using active control method. The proposed technique is applied to achieve chaos antisynchronization for the Lü and Rössler dynamical systems. Numerical simulations are implemented to verify the results.

Keywords: Active control, Anti-Synchronization, Chaos, Lü system, Rössler system.

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Authors: Young-Seok Choi

Abstract:

This paper presents a multiscale information measure of Electroencephalogram (EEG) for analysis with a short data length. A multiscale extension of permutation entropy (MPE) is capable of fully reflecting the dynamical characteristics of EEG across different temporal scales. However, MPE yields an imprecise estimation due to coarse-grained procedure at large scales. We present an improved MPE measure to estimate entropy more accurately with a short time series. By computing entropies of all coarse-grained time series and averaging those at each scale, it leads to the modified MPE (MMPE) which provides an enhanced accuracy as compared to MPE. Simulation and experimental studies confirmed that MMPE has proved its capability over MPE in terms of accuracy.

Keywords: Multiscale entropy, permutation entropy, EEG, seizure.

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Authors: Hongji Tang, Yanbo Gao, Yue Yu

Abstract:

This paper presents a new nonlinear integral-type sliding surface for synchronizing two different chaotic systems with parametric uncertainty. On the basis of Lyapunov theorem and average dwelling time method, we obtain the control gains of controllers which are derived to achieve chaos synchronization. In order to reduce the gains, the error system is modeled as a switching system. We obtain the sufficient condition drawn for the robust stability of the error dynamics by stability analysis. Then we apply it to guide the design of the controllers. Finally, numerical examples are used to show the robustness and effectiveness of the proposed control strategy.

Keywords: Chaos synchronization, Nonlinear sliding surface, Control gains, Sliding mode control.

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Authors: R. M. López-Gutiérrez, L. Cardoza-Avendaño, H. Cervantes-De Ávila, J. A. Michel-Macarty, C. Cruz-Hernández, A. Arellano-Delgado, R. Carmona-Rodríguez

Abstract:

In this paper, synchronization of multiple chaotic semiconductor lasers is achieved by appealing to complex system theory. In particular, we consider dynamical networks composed by semiconductor laser, as interconnected nodes, where the interaction in the networks are defined by coupling the first state of each node. An interest case is synchronized with master-slave configuration in star topology. Nodes of these networks are modeled for the laser and simulate by Matlab. These results are applicable to private communication.

Keywords: Synchronization, chaotic laser, network.

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Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Non linear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy normal sinus rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: Heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy.

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Authors: Anuraj Singh, Sunita Gakkhar

Abstract:

The three-species food web model proposed and investigated by Gakkhar and Naji is known to have chaotic behaviour for a choice of parameters. An attempt has been made to synchronize the chaos in the model using bidirectional coupling. Numerical simulations are presented to demonstrate the effectiveness and feasibility of the analytical results. Numerical results show that for higher value of coupling strength, chaotic synchronization is achieved. Chaos can be controlled to achieve stable synchronization in natural systems.

Keywords: Lyapunov Exponent, Bidirectional Coupling, ChaosSynchronization, Synchronization Manifold

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