Search results for: Discrete Time Model.

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: GuoQiang Peng, Yi Sun

Abstract:

In this paper, based on the work in [1], we further give a general model for acquiring knowledge, which first focuses on the research of how and when things involved in problems are made then describes the goals, the energy and the time to give an optimum model to decide how many related things are supposed to be involved in. Finally, we acquire knowledge from this model in which there are the attributes, actions and connections of the things involved at the time when they are born and the time in their life. This model not only improves AI theories, but also surely brings the effectiveness and accuracy for AI system because systems are given more knowledge when reasoning or computing is used to bring about results.

Keywords: Time, knowledge, model.

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Authors: Corné J. Coetzee, Etienne Horn

Abstract:

One of the main challenges in using the Discrete Element Method (DEM) is to specify the correct input parameter values. In general, the models are sensitive to the input parameter values and accurate results can only be achieved if the correct values are specified. For the linear contact model, micro-parameters such as the particle density, stiffness, coefficient of friction, as well as the particle size and shape distributions are required. There is a need for a procedure to accurately calibrate these parameters before any attempt can be made to accurately model a complete bulk materials handling system. Since DEM is often used to model applications in the mining and quarrying industries, a calibration procedure was developed for materials that consist of relatively large (up to 40 mm in size) particles. A coarse crushed aggregate was used as the test material. Using a specially designed large shear box with a diameter of 590 mm, the confined Young’s modulus (bulk stiffness) and internal friction angle of the material were measured by means of the confined compression test and the direct shear test respectively. DEM models of the experimental setup were developed and the input parameter values were varied iteratively until a close correlation between the experimental and numerical results was achieved. The calibration process was validated by modelling the pull-out of an anchor from a bed of material. The model results compared well with experimental measurement.

Keywords: Discrete Element Method (DEM), calibration, shear box, anchor pull-out.

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Authors: Sukrit Shankar, Pardha Saradhi K., Chetana Shanta Patsa, Jaydev Sharma

Abstract:

Fractional Fourier Transform, which is a generalization of the classical Fourier Transform, is a powerful tool for the analysis of transient signals. The discrete Fractional Fourier Transform Hamiltonians have been proposed in the past with varying degrees of correlation between their eigenvectors and Hermite Gaussian functions. In this paper, we propose a new Hamiltonian for the discrete Fractional Fourier Transform and show that the eigenvectors of the proposed matrix has a higher degree of correlation with the Hermite Gaussian functions. Also, the proposed matrix is shown to give better Fractional Fourier responses with various transform orders for different signals.

Keywords: Fractional Fourier Transform, Hamiltonian, Eigen Vectors, Discrete Hermite Gaussians.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary

Abstract:

An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.

Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).

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Authors: Anders Schou Simonsen, Thomas Condra, Kim Sørensen

Abstract:

Various processes are modelled using a discrete phase, where particles are seeded from a source. Such particles can represent liquid water droplets, which are affecting the continuous phase by exchanging thermal energy, momentum, species etc. Discrete phases are typically modelled using parcel, which represents a collection of particles, which share properties such as temperature, velocity etc. When coupling the phases, the exchange rates are integrated over the cell, in which the parcel is located. This can cause spikes and fluctuating exchange rates. This paper presents an alternative method of coupling a discrete and a continuous plug flow phase. This is done using triangular parcels, which span between nodes following the dynamics of single droplets. Thus, the triangular parcels are propagated using the corner nodes. At each time step, the exchange rates are spatially integrated over the surface of the triangular parcels, which yields a smooth continuous exchange rate to the continuous phase. The results shows that the method is more stable, converges slightly faster and yields smooth exchange rates compared with the steam tube approach. However, the computational requirements are about five times greater, so the applicability of the alternative method should be limited to processes, where the exchange rates are important. The overall balances of the exchanged properties did not change significantly using the new approach.

Keywords: CFD, coupling, discrete phase, parcel.

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Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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Authors: Adam Czornik, Aleksander Nawrat

Abstract:

This paper studies the problem of exponential stability of perturbed discrete linear systems with periodic coefficients. Assuming that the unperturbed system is exponentially stable we obtain conditions on the perturbations under which the perturbed system is exponentially stable.

Keywords: Exponential stability, time-varying linear systems, periodic systems.

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Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

Abstract:

Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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Authors: Tapano Kumar Hotta, S P Venkateshan

Abstract:

Steady state experiments have been conducted for natural and mixed convection heat transfer, from five different sized protruding discrete heat sources, placed at the bottom position on a PCB and mounted on a vertical channel. The characteristic length ( Lh ) of heat sources vary from 0.005 to 0.011 m. The study has been done for different range of Reynolds number and modified Grashof number. From the experiment, the surface temperature distribution and the Nusselt number of discrete heat sources have been obtained and the effects of Reynold number and Richardson number on them have been discussed. The objective is to find the rate of heat dissipation from heat sources, by placing them at the bottom position on a PCB and to compare both modes of cooling of heat sources.

Keywords: Discrete heat source, mixed convection, natural convection, vertical channel

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Authors: Jianhua Wang, Yan Yu

Abstract:

This paper presents an intrusion detection system of hybrid neural network model based on RBF and Elman. It is used for anomaly detection and misuse detection. This model has the memory function .It can detect discrete and related aggressive behavior effectively. RBF network is a real-time pattern classifier, and Elman network achieves the memory ability for former event. Based on the hybrid model intrusion detection system uses DARPA data set to do test evaluation. It uses ROC curve to display the test result intuitively. After the experiment it proves this hybrid model intrusion detection system can effectively improve the detection rate, and reduce the rate of false alarm and fail.

Keywords: RBF, Elman, anomaly detection, misuse detection, hybrid neural network.

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Authors: Benshi Zhu

Abstract:

In this paper, the existence of multiple positive solutions for a class of third-order three-point discrete boundary value problem is studied by applying algebraic topology method.

Keywords: Positive solutions, Discrete boundary value problem, Third-order, Three-point, Algebraic topology

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Authors: Juyoung Kim, Taegeun Park

Abstract:

In this paper, we propose a fully-utilized, block-based 2D DWT (discrete wavelet transform) architecture, which consists of four 1D DWT filters with two-channel QMF lattice structure. The proposed architecture requires about 2MN-3N registers to save the intermediate results for higher level decomposition, where M and N stand for the filter length and the row width of the image respectively. Furthermore, the proposed 2D DWT processes in horizontal and vertical directions simultaneously without an idle period, so that it computes the DWT for an N×N image in a period of N2(1-2-2J)/3. Compared to the existing approaches, the proposed architecture shows 100% of hardware utilization and high throughput rates. To mitigate the long critical path delay due to the cascaded lattices, we can apply the pipeline technique with four stages, while retaining 100% of hardware utilization. The proposed architecture can be applied in real-time video signal processing.

Keywords: discrete wavelet transform, VLSI architecture, QMF lattice filter, pipelining.

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Authors: Aussadavut Dumrongsiri

Abstract:

Web-based technologies have created numerous opportunities for electronic word-of-mouth (eWOM) communication. There are many factors that affect customer adoption and decisionmaking process. However, only a few researches focus on some factors such as the membership time of forum and propensity to trust. Using a discrete-time event simulation to simulate a diffusion model along with a consumer decision model, the study shows the effect of each factor on adoption of opinions on on-line discussion forum. The purpose of this study is to examine the effect of factor affecting information adoption and decision making process. The model is constructed to test quantitative aspects of each factor. The simulation study shows the membership time and the propensity to trust has an effect on information adoption and purchasing decision. The result of simulation shows that the longer the membership time in the communities and the higher propensity to trust could lead to the higher demand rates because consumers find it easier and faster to trust the person in the community and then adopt the eWOM. Other implications for both researchers and practitioners are provided.

Keywords: word of mouth, simulation, consumer behavior, ebusiness, marketing, diffusion process.

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Authors: A. Idawaty, O. Mohamed, A. Z. Zuriati

Abstract:

This paper presents the development of an event based Discrete Event Simulation (DES) for a recovery algorithm known Backward Recovery Global Preemptive Utility Accrual Scheduling (BR_GPUAS). This algorithm implements the Backward Recovery (BR) mechanism as a fault recovery solution under the existing Time/Utility Function/ Utility Accrual (TUF/UA) scheduling domain for multiprocessor environment. The BR mechanism attempts to take the faulty tasks back to its initial safe state and then proceeds to re-execute the affected section of the faulty tasks to enable recovery. Considering that faults may occur in the components of any system; a fault tolerance system that can nullify the erroneous effect is necessary to be developed. Current TUF/UA scheduling algorithm uses the abortion recovery mechanism and it simply aborts the erroneous task as their fault recovery solution. None of the existing algorithm in TUF/UA scheduling domain in multiprocessor scheduling environment have considered the transient fault and implement the BR mechanism as a fault recovery mechanism to nullify the erroneous effect and solve the recovery problem in this domain. The developed BR_GPUAS simulator has derived the set of parameter, events and performance metrics according to a detailed analysis of the base model. Simulation results revealed that BR_GPUAS algorithm can saved almost 20-30% of the accumulated utilities making it reliable and efficient for the real-time application in the multiprocessor scheduling environment.

Keywords: Time Utility Function/ Utility Accrual (TUF/UA) scheduling, Real-time system (RTS), Backward Recovery, Multiprocessor, Discrete Event Simulation (DES).

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Authors: Eleftherios Giovanis

Abstract:

In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function. We examine the in-sample period 1947-2005 and we test the models in the out-of sample period 2006-2009. The forecasting results indicate that the Adaptive Neuro-fuzzy Inference System (ANFIS) model outperforms significant the Logit and Probit models in the out-of sample period. This indicates that neuro-fuzzy model provides a better and more reliable signal on whether or not a financial crisis will take place.

Keywords: ANFIS, discrete choice models, financial crisis, USeconomy

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Authors: Muhammed Ordu, Eren Demir, Chris Tofallis

Abstract:

Over the past decade, the non-elective admissions in the UK have increased significantly. Taking into account limited resources (i.e. beds), the related service managers are obliged to manage their resources effectively due to the non-elective admissions which are mostly admitted to inpatient specialities via A&E departments. Geriatric medicine is one of specialities that have long length of stay for the non-elective admissions. This study aims to develop a discrete event simulation model to understand how possible increases on non-elective demand over the next 12 months affect the bed occupancy rate and to determine required number of beds in a geriatric medicine speciality in a UK hospital. In our validated simulation model, we take into account observed frequency distributions which are derived from a big data covering the period April, 2009 to January, 2013, for the non-elective admission and the length of stay. An experimental analysis, which consists of 16 experiments, is carried out to better understand possible effects of case studies and scenarios related to increase on demand and number of bed. As a result, the speciality does not achieve the target level in the base model although the bed occupancy rate decreases from 125.94% to 96.41% by increasing the number of beds by 30%. In addition, the number of required beds is more than the number of beds considered in the scenario analysis in order to meet the bed requirement. This paper sheds light on bed management for service managers in geriatric medicine specialities.

Keywords: Bed management, bed occupancy rate, discrete event simulation, geriatric medicine, non-elective admission.

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Authors: M. F. Haroun, T. A. Gulliver

Abstract:

In this paper, an encryption algorithm is proposed for real-time image encryption. The scheme employs a dual chaotic generator based on a three dimensional (3D) discrete Lorenz attractor. Encryption is achieved using non-autonomous modulation where the data is injected into the dynamics of the master chaotic generator. The second generator is used to permute the dynamics of the master generator using the same approach. Since the data stream can be regarded as a random source, the resulting permutations of the generator dynamics greatly increase the security of the transmitted signal. In addition, a technique is proposed to mitigate the error propagation due to the finite precision arithmetic of digital hardware. In particular, truncation and rounding errors are eliminated by employing an integer representation of the data which can easily be implemented. The simple hardware architecture of the algorithm makes it suitable for secure real-time applications.

Keywords: Chaotic systems, image encryption, 3D Lorenz attractor, non-autonomous modulation, FPGA.

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Authors: T.C. Manjunath, Student Member, B. Bandyopadhyay

Abstract:

This paper features the mathematical modeling of a single input single output based Timoshenko smart beam. Further, this mathematical model is used to design a multirate output feedback based discrete sliding mode controller using Bartoszewicz law to suppress the flexural vibrations. The first 2 dominant vibratory modes is retained. Here, an application of the discrete sliding mode control in smart systems is presented. The algorithm uses a fast output sampling based sliding mode control strategy that would avoid the use of switching in the control input and hence avoids chattering. This method does not need the measurement of the system states for feedback as it makes use of only the output samples for designing the controller. Thus, this methodology is more practical and easy to implement.

Keywords: Smart structure, Timoshenko beam theory, Discretesliding mode control, Bartoszewicz law, Finite Element Method, State space model, Vibration control, Mathematical model, SISO.

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Authors: M. Debyeche, J.P Haton, A. Houacine

Abstract:

The paper presents a complete discrete statistical framework, based on a novel vector quantization (VQ) front-end process. This new VQ approach performs an optimal distribution of VQ codebook components on HMM states. This technique that we named the distributed vector quantization (DVQ) of hidden Markov models, succeeds in unifying acoustic micro-structure and phonetic macro-structure, when the estimation of HMM parameters is performed. The DVQ technique is implemented through two variants. The first variant uses the K-means algorithm (K-means- DVQ) to optimize the VQ, while the second variant exploits the benefits of the classification behavior of neural networks (NN-DVQ) for the same purpose. The proposed variants are compared with the HMM-based baseline system by experiments of specific Arabic consonants recognition. The results show that the distributed vector quantization technique increase the performance of the discrete HMM system.

Keywords: Hidden Markov Model, Vector Quantization, Neural Network, Speech Recognition, Arabic Language

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Authors: Mehmet Savsar

Abstract:

This paper presents a model for an unreliable production line, which is operated according to demand with constant work-in-process (CONWIP). A simulation model is developed based on the discrete model and several case problems are analyzed using the model. The model is utilized to optimize storage space capacities at intermediate stages and the number of kanbans at the last stage, which is used to trigger the production at the first stage. Furthermore, effects of several line parameters on production rate are analyzed using design of experiments.

Keywords: Production line simulator, Push-pull system, JIT system, Constant WIP, Machine failures.

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Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

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Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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Authors: Adnene Arbi, Chaouki Aouiti, Abderrahmane Touati

Abstract:

In this paper, we consider the uniform asymptotic stability, global asymptotic stability and global exponential stability of the equilibrium point of discrete Hopfield neural networks with delays. Some new stability criteria for system are derived by using the Lyapunov functional method and the linear matrix inequality approach, for estimating the upper bound of Lyapunov functional derivative.

Keywords: Hopfield neural networks, uniform asymptotic stability, global asymptotic stability, exponential stability.

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Authors: Xiaoou Li, Wen Yu

Abstract:

Crude oil blending is an important unit operation in petroleum refining industry. A good model for the blending system is beneficial for supervision operation, prediction of the export petroleum quality and realizing model-based optimal control. Since the blending cannot follow the ideal mixing rule in practice, we propose a static neural network to approximate the blending properties. By the dead-zone approach, we propose a new robust learning algorithm and give theoretical analysis. Real data of crude oil blending is applied to illustrate the neuro modeling approach.

Keywords: Neural networks, modeling, stability, crude oil.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: Nedal Tahat

Abstract:

Recently, many existing partially blind signature scheme based on a single hard problem such as factoring, discrete logarithm, residuosity or elliptic curve discrete logarithm problems. However sooner or later these systems will become broken and vulnerable, if the factoring or discrete logarithms problems are cracked. This paper proposes a secured partially blind signature scheme based on factoring (FAC) problem and elliptic curve discrete logarithms (ECDL) problem. As the proposed scheme is focused on factoring and ECDLP hard problems, it has a solid structure and will totally leave the intruder bemused because it is very unlikely to solve the two hard problems simultaneously. In order to assess the security level of the proposed scheme a performance analysis has been conducted. Results have proved that the proposed scheme effectively deals with the partial blindness, randomization, unlinkability and unforgeability properties. Apart from this we have also investigated the computation cost of the proposed scheme. The new proposed scheme is robust and it is difficult for the malevolent attacks to break our scheme.

Keywords: Cryptography, Partially Blind Signature, Factoring, Elliptic Curve Discrete Logarithms.

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Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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