Search results for: General Linear Model

Authors: Praveen Huded M., Suresh R. Dash

Abstract:

Pile foundations are one of the most preferred deep foundation systems for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Failure of pile foundation have occurred because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However, the buckling capacity depends on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient methods to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, there are different p-y curves available for modeling liquefiable soil. In the present work, the influence of two such p-y curves on the buckling capacity of pile foundation is studied considering the initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. A significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on the buckling capacity of pile foundation.

Keywords: pile foundation, liquefaction, buckling load, non-linear p-y curve

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Authors: Ridha Ghayoula, Mbarek Traii, Ali Gharsallah

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In this paper, we intend to study the synthesis of the multibeam arrays. The synthesis implementation-s method for this type of arrays permits to approach the appropriated radiance-s diagram. The used approach is based on neural network that are capable to model the multibeam arrays, consider predetermined general criteria-s, and finally it permits to predict the appropriated diagram from the neural model. Our main contribution in this paper is the extension of a synthesis model of these multibeam arrays.

Keywords: Multibeam, modelling, neural networks, synthesis, antennas.

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Authors: Eric Huang, Coleman DeLude, Justin Romberg, Saibal Mukhopadhyay, Madhavan Swaminathan

Abstract:

High-performance computing (HPC) based emulators can be used to model the scattering from multiple stationary and moving targets for RADAR applications. These emulators rely on the RADAR Cross Section (RCS) of the targets being available in complex scenarios. Representing the RCS using tables generated from EM simulations is oftentimes cumbersome leading to large storage requirements. In this paper, we proposed a spherical harmonic based anisotropic scatterer model to represent the RCS of complex targets. The problem of finding the locations and reflection profiles of all scatterers can be formulated as a linear least square problem with a special sparsity constraint. We solve this problem using a modified Orthogonal Matching Pursuit algorithm. The results show that the spherical harmonic based scatterer model can effectively represent the RCS data of complex targets.

Keywords: RADAR, RCS, high performance computing, point scatterer model

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Authors: Bostjan Antoncic

Abstract:

Technological newness and innovativeness are important aspects of small firm development, growth and wealth creation. The contribution of the study to entrepreneurship personality research and to technology-related research in entrepreneurship is that the model of the general personality driven technological development was developed and empirically tested. Hypotheses relating the big five personality factors (OCEAN: openness, conscientiousness, extraversion, agreeableness, and neuroticism) and technological developments were tested by using multiple regression analysis on survey data from a sample of 160 entrepreneurs from Slovenia. The model reveals two personality factors, which are predictive of technological developments: openness (positive impact) and neuroticism (negative impact). In addition, a positive impact of firm age on technological developments was found. Other personality factors (conscientiousness, extraversion and agreeableness) of entrepreneurs may not be considered important for their firm technological developments.

Keywords: Big five factors, entrepreneur, personality, technology development.

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Authors: E. Menga, S. Hernandez

Abstract:

Finite Element Models (FEMs) are widely used in order to study and predict the dynamic properties of structures and usually, the prediction can be obtained with much more accuracy in the case of a single component than in the case of assemblies. Especially for structural dynamics studies, in the low and middle frequency range, most complex FEMs can be seen as assemblies made by linear components joined together at interfaces. From a modelling and computational point of view, these types of joints can be seen as localized sources of stiffness and damping and can be modelled as lumped spring/damper elements, most of time, characterized by nonlinear constitutive laws. On the other side, most of FE programs are able to run nonlinear analysis in time-domain. They treat the whole structure as nonlinear, even if there is one nonlinear degree of freedom (DOF) out of thousands of linear ones, making the analysis unnecessarily expensive from a computational point of view. In this work, a methodology in order to obtain the nonlinear frequency response of structures, whose nonlinearities can be considered as localized sources, is presented. The work extends the well-known Structural Dynamic Modification Method (SDMM) to a nonlinear set of modifications, and allows getting the Nonlinear Frequency Response Functions (NLFRFs), through an ‘updating’ process of the Linear Frequency Response Functions (LFRFs). A brief summary of the analytical concepts is given, starting from the linear formulation and understanding what the implications of the nonlinear one, are. The response of the system is formulated in both: time and frequency domain. First the Modal Database is extracted and the linear response is calculated. Secondly the nonlinear response is obtained thru the NL SDMM, by updating the underlying linear behavior of the system. The methodology, implemented in MATLAB, has been successfully applied to estimate the nonlinear frequency response of two systems. The first one is a two DOFs spring-mass-damper system, and the second example takes into account a full aircraft FE Model. In spite of the different levels of complexity, both examples show the reliability and effectiveness of the method. The results highlight a feasible and robust procedure, which allows a quick estimation of the effect of localized nonlinearities on the dynamic behavior. The method is particularly powerful when most of the FE Model can be considered as acting linearly and the nonlinear behavior is restricted to few degrees of freedom. The procedure is very attractive from a computational point of view because the FEM needs to be run just once, which allows faster nonlinear sensitivity analysis and easier implementation of optimization procedures for the calibration of nonlinear models.

Keywords: Frequency response, nonlinear dynamics, structural dynamic modification, softening effect, rubber.

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Authors: Sajjad Farashi

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Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.

Keywords: Exponential autoregressive model, Neural data, spike sorting, time series modeling.

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Authors: Alireza Ansariyar, Safieh Laaly

Abstract:

Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.

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Authors: Jaeho Han, Moonjung Kim, Won-Ho Kim, Chang-Ho Hyun

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This paper introduces a high-gain observer based state of charge(SOC) estimator for lithium-Ion batteries. The proposed SOC estimator has a high-gain observer(HGO) structure. The HGO scheme enhances the transient response speed and diminishes the effect of uncertainties. Furthermore, it guarantees that the output feedback controller recovers the performance of the state feedback controller when the observer gain is sufficiently high. In order to show the effectiveness of the proposed method, the linear RC battery model in ADVISOR is used. The performance of the proposed method is compared with that of the conventional linear observer(CLO) and some simulation result is given.

Keywords: SOC, high-gain, observer, uncertainties, robust

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Authors: Daniele Losanno, Giorgio Serino

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This paper focuses on parametric analysis of reinforced concrete structures equipped with supplemental damping braces. Practitioners still luck sufficient data for current design of damper added structures and often reduce the real model to a pure damper braced structure even if this assumption is neither realistic nor conservative. In the present study, the damping brace is modelled as made by a linear supporting brace connected in series with the viscous/hysteretic damper. Deformation capacity of existing structures is usually not adequate to undergo the design earthquake. In spite of this, additional dampers could be introduced strongly limiting structural damage to acceptable values, or in some cases, reducing frame response to elastic behavior. This work is aimed at providing useful considerations for retrofit of existing buildings by means of supplemental damping braces. The study explicitly takes into consideration variability of (a) relative frame to supporting brace stiffness, (b) dampers’ coefficient (viscous coefficient or yielding force) and (c) non-linear frame behavior. Non-linear time history analysis has been run to account for both dampers’ behavior and non-linear plastic hinges modelled by Pivot hysteretic type. Parametric analysis based on previous studies on SDOF or MDOF linear frames provide reference values for nearly optimal damping systems design. With respect to bare frame configuration, seismic response of the damper-added frame is strongly improved, limiting deformations to acceptable values far below ultimate capacity. Results of the analysis also demonstrated the beneficial effect of stiffer supporting braces, thus highlighting inadequacy of simplified pure damper models. At the same time, the effect of variable damping coefficient and yielding force has to be treated as an optimization problem.

Keywords: Brace stiffness, dissipative braces, non-linear analysis, plastic hinges, reinforced concrete.

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Authors: Saleem Z. Ramadan

Abstract:

In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.

Keywords: Masking, Bathtub model, reliability, non-parametric analysis, useful life.

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Authors: Chao Yi, Cunyue Lu, Lingwei Quan

Abstract:

Piezoelectric linear motors have the characteristics of great electromagnetic compatibility, high positioning accuracy, compact structure and no deceleration mechanism, which make it promising to applicate in micro-miniature precision drive systems. However, most piezoelectric motors are employed by flexible clamping, which has insufficient rigidity and is difficult to use in rapid positioning. Another problem is that this clamping method seriously affects the vibration efficiency of the vibrating unit. In order to solve these problems, this paper proposes a piezoelectric stack linear motor based on double-end rigid clamping. First, a piezoelectric linear motor with a length of only 35.5 mm is designed. This motor is mainly composed of a motor stator, a driving foot, a ceramic friction strip, a linear guide, a pre-tightening mechanism and a base. This structure is much simpler and smaller than most similar motors, and it is easy to assemble as well as to realize precise control. In addition, the properties of piezoelectric stack are reviewed and in order to obtain the elliptic motion trajectory of the driving head, a driving scheme of the longitudinal-shear composite stack is innovatively proposed. Finally, impedance analysis and speed performance testing were performed on the piezoelectric linear motor prototype. The motor can measure speed up to 25.5 mm/s under the excitation of signal voltage of 120 V and frequency of 390 Hz. The result shows that the proposed piezoelectric stacked linear motor obtains great performance. It can run smoothly in a large speed range, which is suitable for various precision control in medical images, aerospace, precision machinery and many other fields.

Keywords: Elliptical trajectory, linear motor, piezoelectric stack, rigid clamping.

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Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

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Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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Authors: Babak Tashakori Bafghi, Laleh Tashakori, Reza Allahyari Soeini, Mohammad Mokhtari

Abstract:

Supplier selection is a multi criteria decision-making process that comprises tangible and intangible factors. The majority of previous supplier selection techniques do not consider strategic perspective. Besides, uncertainty is one of the most important obstacles in supplier selection. For the first, time in this paper, the idea of the algorithm " Knapsack " is used to select suppliers Moreover, an attempt has to be made to take the advantage of a simple numerical method for solving model .This is an innovation to resolve any ambiguity in choosing suppliers. This model has been tried in the suppliers selected in a competitive environment and according to all desired standards of quality and quantity to show the efficiency of the model, an industry sample has been uses.

Keywords: Knapsack, linear programming, supplier select, supply chain management.

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Authors: José Julio de C. Pituba

Abstract:

This work deals with the initial applications and formulation of an anisotropic plastic-damage constitutive model proposed for non-linear analysis of reinforced concrete structures submitted to a loading with change of the sign. The original constitutive model is based on the fundamental hypothesis of energy equivalence between real and continuous medium following the concepts of the Continuum Damage Mechanics. The concrete is assumed as an initial elastic isotropic medium presenting anisotropy, permanent strains and bimodularity (distinct elastic responses whether traction or compression stress states prevail) induced by damage evolution. In order to take into account the bimodularity, two damage tensors governing the rigidity in tension or compression regimes are introduced. Then, some conditions are introduced in the original version of the model in order to simulate the damage unilateral effect. The three-dimensional version of the proposed model is analyzed in order to validate its formulation when compared to micromechanical theory. The one-dimensional version of the model is applied in the analyses of a reinforced concrete beam submitted to a loading with change of the sign. Despite the parametric identification problems, the initial applications show the good performance of the model.

Keywords: Damage model, plastic strain, unilateral effect.

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Authors: Wenbin Zhang, Hantian Wu, Jian Tang

Abstract:

An artificial neural network is a mathematical model inspired by biological neural networks. There are several kinds of neural networks and they are widely used in many areas, such as: prediction, detection, and classification. Meanwhile, in day to day life, people always have to make many difficult decisions. For example, the coach of a soccer club has to decide which offensive player to be selected to play in a certain game. This work describes a novel Neural Network using a combination of the General Regression Neural Network and the Probabilistic Neural Networks to help a soccer coach make an informed decision.

Keywords: General Regression Neural Network, Probabilistic Neural Networks, Neural function.

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Authors: Ho Young Son, Bu Seog Ju, Woo Young Jung

Abstract:

This study presents the seismic safety evaluation of weir structure subjected to strong earthquake ground motions, as a flood defense structure in civil engineering structures. The seismic safety analysis procedure was illustrated through development of Finite Element (FE) and InFinite Element (IFE) method in ABAQUS platform. The IFE model was generated by CINPS4, 4-node linear one-way infinite model as a sold continuum infinite element in foundation areas of the weir structure and then nonlinear FE model using friction model for soil-structure interactions was applied in this study. In order to understand the complex behavior of weir structures, nonlinear time history analysis was carried out. Consequently, it was interesting to note that the compressive stress gave more vulnerability to the weir structure, in comparison to the tensile stress, during an earthquake. The stress concentration of the weir structure was shown at the connection area between the weir body and stilling basin area. The stress both tension and compression was reduced in IFE model rather than FE model of weir structures.

Keywords: Weir, Finite Element, Infinite Element, Nonlinear, Earthquake.

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Authors: Hemant Kumawat

Abstract:

Axial flow fans, while incapable of developing high pressures, they are well suitable for handling large volumes of air at relatively low pressures. In general, they are low in cost and possess good efficiency, and can have blades of airfoil shape. Axial flow fans show good efficiencies, and can operate at high static pressures if such operation is necessary. Our objective is to model and analyze the flow through AXIAL FANS using CFD Software and draw inference from the obtained results, so as to get maximum efficiency. The performance of an axial fan was simulated using CFD and the effect of variation of different parameters such as the blade number, noise level, velocity, temperature and pressure distribution on the blade surface was studied. This paper aims to present a final 3D CAD model of axial flow fan. Adapting this model to the available components in the market, the first optimization was done. After this step, CFX flow solver is used to do the necessary numerical analyses on the aerodynamic performance of this model. This analysis results in a final optimization of the proposed 3D model which is presented in this article.

Keywords: ANSYS CFX, Axial Fan, Computational Fluid Dynamics (CFD), Optimization.

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Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this article, we are dealing with a model consisting of a classical Van der Pol oscillator coupled gyroscopically to a linear oscillator. The major problem is analyzed. The regular dynamics of the system is considered using analytical methods. In this case, we provide an approximate solution for this system using parameter-expansion method. Also, we find approximate values for frequencies of the system. In parameter-expansion method the solution and unknown frequency of oscillation are expanded in a series by a bookkeeping parameter. By imposing the non-secularity condition at each order in the expansion the method provides different approximations to both the solution and the frequency of oscillation. One iteration step provides an approximate solution which is valid for the whole solution domain.

Keywords: Parameter-expansion method, classical Van der Pol oscillator.

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Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

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Authors: Inta Volodko, Valentina Koliskina

Abstract:

Linear stability of wake-shear layers in two-phase shallow flows is analyzed in the present paper. Stability analysis is based on two-dimensional shallow water equations. It is assumed that the fluid contains uniformly distributed solid particles. No dynamic interaction between the carrier fluid and particles is expected in the initial moment. Linear stability curves are obtained for different values of the particle loading parameter, the velocity ratio and the velocity deficit. It is shown that the increase in the velocity ratio destabilizes the flow. The particle loading parameter has a stabilizing effect on the flow. The role of the velocity deficit is also destabilizing: the increase of the velocity deficit leads to less stable flow.

Keywords: Linear stability, Shallow flows, Wake-shear flows.

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Authors: A. Majid Bahari, Kourosh Hejazi

Abstract:

Different variants for buoyancy-affected terms in k-ε turbulence model have been utilized to predict the flow parameters more accurately, and investigate applicability of alternative k-ε turbulence buoyant closures in numerical simulation of a horizontal gravity current. The additional non-isotropic turbulent stress due to buoyancy has been considered in production term, based on Algebraic Stress Model (ASM). In order to account for turbulent scalar fluxes, general gradient diffusion hypothesis has been used along with Boussinesq gradient diffusion hypothesis with a variable turbulent Schmidt number and additional empirical constant c3ε.To simulate buoyant flow domain a 2D vertical numerical model (WISE, Width Integrated Stratified Environments), based on Reynolds- Averaged Navier-Stokes (RANS) equations, has been deployed and the model has been further developed for different k-ε turbulence closures. Results are compared against measured laboratory values of a saline gravity current to explore the efficient turbulence model.

Keywords: Buoyant flows, Buoyant k-ε turbulence model, saline gravity current.

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Authors: Sangbum Park, Youngjoon Han

Abstract:

This paper proposes a balance control scheme for a biped robot to trace an arbitrary path using image information. While moving, it estimates the zero moment point(ZMP) of the biped robot in the next step using a Kalman filter and renders an appropriate balanced pose of the robot. The ZMP can be calculated from the robot's pose, which is measured from the reference object image acquired by a CCD camera on the robot's head. For simplifying the kinematical model, the coordinates systems of individual joints of each leg are aligned and the robot motion is approximated as an inverted pendulum so that a simple linear dynamics, 3D-LIPM(3D-Linear Inverted Pendulum Mode) can be applied. The efficiency of the proposed algorithm has been proven by the experiments performed on unknown trajectory.

Keywords: Biped robot, Zero moment point, Balance control, Kalman filter.

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Authors: Changchun Shen, Shouming Zhong

Abstract:

This paper investigates the robust stability of uncertain neutral system with time-varying delay. By using Lyapunov method and linear matrix inequality technology, new delay-dependent stability criteria are obtained and formulated in terms of linear matrix inequalities (LMIs), which can be easy to check the robust stability of the considered systems. Numerical examples are given to indicate significant improvements over some existing results.

Keywords: Neutral system, linear matrix inequalities, Lyapunov, stability.

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Authors: M. M. Mohammadi Dehnavi, A. De Angelis, M. R. Pecce

Abstract:

This paper deals with the role of studs in structural response for steel-concrete composite beams. A tri-linear slip-shear strength law is assumed according to literature and codes provisions for developing a finite element (FE) model of a case study of a composite deck. The variation of the strength and ductility of the connection is implemented in the numerical model carrying out nonlinear analyses. The results confirm the utility of the model to evaluate the importance of the studs capacity, ductility and strength, on the global response (ductility and strength) of the structures but also to analyse the trend of slip and shear at interface along the beams.

Keywords: Shear Load, slip, steel-concrete composite bridge, stud connectors.

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Authors: Vultchan T. Gueorgiev, Racho M. Ivanov, Ivan S. Yatchev, Krastyo L. Hinov

Abstract:

An approach for experimental measurement of the dynamic characteristics of linear electromagnet actuators is presented. It uses accelerometer sensor to register the armature acceleration. The velocity and displacement of the moving parts can be obtained by integration of the acceleration results. The armature movement of permanent magnet linear actuator is acquired using this technique. The results are analyzed and the performance of the supposed approach is compared with the most commonly used experimental setup where the displacement of the armature vs. time is measured instead of its acceleration.

Keywords: Dynamic characteristics, dynamic simulation, linearactuators.

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Authors: Changyi Liu, Gui Wang, Matthew Dargusch

Abstract:

Helical milling operations are used to generate or enlarge boreholes by means of a milling tool. The bore diameter can be adjusted through the diameter of the helical path. The kinematics of helical milling on a three axis machine tool is analysed firstly. The relationships between processing parameters, cutting tool geometry characters with machined hole feature are formulated. The feed motion of the cutting tool has been decomposed to plane circular feed and axial linear motion. In this paper, the time varying cutting forces acted on the side cutting edges and end cutting edges of the flat end cylinder miller is analysed using a discrete method separately. These two components then are combined to produce the cutting force model considering the complicated interaction between the cutters and workpiece. The time varying cutting force model describes the instantaneous cutting force during processing. This model could be used to predict cutting force, calculate statics deflection of cutter and workpiece, and also could be the foundation of dynamics model and predicting chatter limitation of the helical milling operations.

Keywords: Helical milling, Hole machining, Cutting force, Analytical model, Time domain

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Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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Authors: Hiren Mewada, Suprava Patnaik

Abstract:

Object identification and segmentation application requires extraction of object in foreground from the background. In this paper the Bhattacharya distance based probabilistic approach is utilized with an active contour model (ACM) to segment an object from the background. In the proposed approach, the Bhattacharya histogram is calculated on non-linear structure tensor space. Based on the histogram, new formulation of active contour model is proposed to segment images. The results are tested on both color and gray images from the Berkeley image database. The experimental results show that the proposed model is applicable to both color and gray images as well as both texture images and natural images. Again in comparing to the Bhattacharya based ACM in ICA space, the proposed model is able to segment multiple object too.

Keywords: Active Contour, Bhattacharya Histogram, Structure tensor, Image segmentation.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Ryosuke Ito, Goro Obinata, Chikara Nagai, Youngwoo Kim

Abstract:

This paper proposes a new parameter identification method based on Linear Fractional Transformation (LFT). It is assumed that the target linear system includes unknown parameters. The parameter deviations are separated from a nominal system via LFT, and identified by organizing I/O signals around the separated deviations of the real system. The purpose of this paper is to apply LFT to simultaneously identify the parameter deviations in systems with fewer outputs than unknown parameters. As a fundamental example, this method is implemented to one degree of freedom vibratory system. Via LFT, all physical parameters were simultaneously identified in this system. Then, numerical simulations were conducted for this system to verify the results. This study shows that all the physical parameters of a system with fewer outputs than unknown parameters can be effectively identified simultaneously using LFT.

Keywords: Identification, Linear Fractional Transformation, Right inverse system

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