Search results for: Hierarchical model predictive control

Authors: Shengqi Yu, Jinwei Zhao

Abstract:

This paper presents a kind of analog circuit based temperature control system, which is mainly composed by threshold control signal circuit, synchronization signal circuit and trigger pulse circuit. Firstly, the temperature feedback signal function is realized by temperature sensor TS503F3950E. Secondly, the main control circuit forms the cycle controlled pulse signal to control the thyristor switching model. Finally two reverse paralleled thyristors regulate the output power by their switching state. In the consequence, this is a modernized and energy-saving domestic electric heating system.

Keywords: Time base circuit, automatic control, zero-crossing trigger, temperature control.

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Authors: Joan Iliopoulou-Georgudaki, Chris Theodoropoulos, Danae Venieri, Maria Lagkadinou

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Monitoring of microbial flora in aquacultured sea bream, in relation to the physicochemical parameters of the rearing seawater, ended to a model describing the influence of the last to the quality of the fisheries. Fishes were sampled during eight months from four aqua farms in Western Greece and analyzed for psychrotrophic, H2S producing bacteria, Salmonella sp., heterotrophic plate count (PCA), with simultaneous physical evaluation. Temperature, dissolved oxygen, pH, conductivity, TDS, salinity, NO3 - and NH4 + ions were recorded. Temperature, dissolved oxygen and conductivity were correlated, respectively, to PCA, Pseudomonas sp. and Shewanella sp. counts. These parameters were the inputs of the model, which was driving, as outputs, to the prediction of PCA, Vibrio sp., Pseudomonas sp. and Shewanella sp. counts, and fish microbiological quality. The present study provides, for the first time, a ready-to-use predictive model of fisheries hygiene, leading to an effective management system for the optimization of aquaculture fisheries quality.

Keywords: Microbiological, model, physicochemical, Seabream.

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Authors: Yee Ling Boo, Damminda Alahakoon

Abstract:

Biologically human brain processes information in both unimodal and multimodal approaches. In fact, information is progressively abstracted and seamlessly fused. Subsequently, the fusion of multimodal inputs allows a holistic understanding of a problem. The proliferation of technology has exponentially produced various sources of data, which could be likened to being the state of multimodality in human brain. Therefore, this is an inspiration to develop a methodology for exploring multimodal data and further identifying multi-view patterns. Specifically, we propose a brain inspired conceptual model that allows exploration and identification of patterns at different levels of granularity, different types of hierarchies and different types of modalities. A structurally adaptive neural network is deployed to implement the proposed model. Furthermore, the acquisition of multi-view patterns with the proposed model is demonstrated and discussed with some experimental results.

Keywords: Multimodal, Granularity, Hierarchical Clustering, Growing Self Organising Maps, Data Mining

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Authors: Shaival H. Nagarsheth, Utpal Pandya, Hemant J. Nagarsheth

Abstract:

Cross flow water tube heat exchanger can be designed and made operational using methods of model building and simulation of the system. This paper projects the design and development of a model of cross flow water tube heat-exchanger system, simulation and validation of control analysis of different tuning methods. Feedback and override control system is developed using inputs acquired with the help of sensory system. A mathematical model is formulated for analysis of system behaviour. The temperature is regulated at the desired set point automatically.

Keywords: Heat Exchanger, Feedback, Override, Temperature, PID.

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Authors: Maryam Humayun, Zafar I. Malik, Shaukat Ali

Abstract:

Computer animation is a widely adopted technique used to specify the movement of various objects on screen. The key issue of this technique is the specification of motion. Motion Control Methods are such methods which are used to specify the actions of objects. This paper discusses the various types of motion control methods with special focus on behavioral animation. A behavioral model is also proposed which takes into account the emotions and perceptions of an actor which in turn generate its behavior. This model makes use of an expert system to generate tasks for the actors which specify the actions to be performed in the virtual environment.

Keywords: Behavioral animation, emotion, expert system, perception.

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Authors: Igor Astrov, Andrus Pedai, Boris Gordon

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for tactical unmanned aerial vehicle (TUAV). With the SA strategy, we proposed a two stage flight control procedure using two autonomous control subsystems to address the dynamics variation and performance requirement difference in initial and final stages of flight trajectory for an unmanned helicopter model with coaxial rotor and ducted fan configuration. This control strategy for chosen model of TUAV has been verified by simulation of hovering maneuvers using software package Simulink and demonstrated good performance for fast stabilization of engines in hovering, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: Coaxial rotors, ducted fan, NARMA-L2 neurocontroller, situational awareness, tactical unmanned aerial vehicle.

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Authors: Samir A. Emam, Ali El Domiaty

Abstract:

Friction-stir welding has received a huge interest in the last few years. The many advantages of this promising process have led researchers to present different theoretical and experimental explanation of the process. The way to quantitatively and qualitatively control the different parameters of the friction-stir welding process has not been paved. In this study, a refined energybased model that estimates the energy generated due to friction and plastic deformation is presented. The effect of the plastic deformation at low energy levels is significant and hence a scale factor is introduced to control its effect. The predicted heat energy and the obtained maximum temperature using our model are compared to the theoretical and experimental results available in the literature and a good agreement is obtained. The model is applied to AA6000 and AA7000 series.

Keywords: Friction-stir welding, Energy, Aluminum Alloys.

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Authors: L. K. Davis

Abstract:

The effects of the evolution force are observable in nature at all structural levels ranging from small molecular systems to conversely enormous biospheric systems. However, the evolution force and work associated with formation of biological structures has yet to be described mathematically or theoretically. In addressing the conundrum, we consider evolution from a unique perspective and in doing so we introduce the “Fundamental Theory of the Evolution Force: FTEF”. We utilized synthetic evolution artificial intelligence (SYN-AI) to identify genomic building blocks and to engineer 14-3-3 ζ docking proteins by transforming gene sequences into time-based DNA codes derived from protein hierarchical structural levels. The aforementioned served as templates for random DNA hybridizations and genetic assembly. The application of hierarchical DNA codes allowed us to fast forward evolution, while dampening the effect of point mutations. Natural selection was performed at each hierarchical structural level and mutations screened using Blosum 80 mutation frequency-based algorithms. Notably, SYN-AI engineered a set of three architecturally conserved docking proteins that retained motion and vibrational dynamics of native Bos taurus 14-3-3 ζ.

Keywords: 14-3-3 docking genes, synthetic protein design, time based DNA codes, writing DNA code from scratch.

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Authors: Truong Nguyen Luan Vu, Moonyong Lee

Abstract:

The interactions between input/output variables are a very common phenomenon encountered in the design of multi-loop controllers for interacting multivariable processes, which can be a serious obstacle for achieving a good overall performance of multiloop control system. To overcome this impediment, the decomposed dynamic interaction analysis is proposed by decomposing the multiloop control system into a set of n independent SISO systems with the corresponding effective open-loop transfer function (EOTF) within the dynamic interactions embedded explicitly. For each EOTF, the reduced model is independently formulated by using the proposed reduction design strategy, and then the paired multi-loop proportional-integral-derivative (PID) controller is derived quite simply and straightforwardly by using internal model control (IMC) theory. This design method can easily be implemented for various industrial processes because of its effectiveness. Several case studies are considered to demonstrate the superior of the proposed method.

Keywords: Multi-loop PID controller, internal model control(IMC), effective open-loop transfer function (EOTF)

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Authors: J. P. P. Andrade, V. A. F. Campos

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This work presents an application of Linear Matrix Inequalities (LMI) for the robust control of an F-16 aircraft through an algorithm ensuring the damping factor to the closed loop system. The results show that the zero and gain settings are sufficient to ensure robust performance and stability with respect to various operating points. The technique used is the pole placement, which aims to put the system in closed loop poles in a specific region of the complex plane. Test results using a dynamic model of the F-16 aircraft are presented and discussed.

Keywords: F-16 Aircraft, linear matrix inequalities, pole placement, robust control.

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

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

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

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Authors: Kréhi Serge Agbli, Samuel Portebos, Michaël Salomon

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Here a methodology is considered aiming at evaluating the economic benefit of the provision of a primary frequency control unit using a Battery Energy Storage System (BESS). In this methodology, two control types (basic and hysteresis) are implemented and the corresponding minimum energy storage system power allowing to maintain the frequency drop inside a given threshold under a given contingency is identified and compared using DigSilent’s PowerFactory software. Following this step, the corresponding energy storage capacity (in MWh) is calculated. As PowerFactory is dedicated to dynamic simulation for transient analysis, a first order model related to the IEEE 9 bus grid used for the analysis under PowerFactory is characterized and implemented on MATLAB-Simulink. Primary frequency control is simulated using the two control types over one-month grid's frequency deviation data on this Simulink model. This simulation results in the energy throughput both basic and hysteresis BESSs. It emerges that the 15 minutes operation band of the battery capacity allocated to frequency control is sufficient under the considered disturbances. A sensitivity analysis on the width of the control deadband is then performed for the two control types. The deadband width variation leads to an identical sizing with the hysteresis control showing a better frequency control at the cost of a higher delivered throughput compared to the basic control. An economic analysis comparing the cost of the sized BESS to the potential revenues is then performed.

Keywords: Battery Energy Storage System, electrical network frequency stability, frequency control unit, PowerFactory.

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Authors: J.Zouhair, D.Ellison

Abstract:

This paper includes a review of three physics simulation packages that can be used to provide researchers with a virtual ground for modeling, implementing and simulating complex models, as well as testing their control methods with less cost and time of development. The inverted pendulum model was used as a test bed for comparing ODE, DANCE and Webots, while Linear State Feedback was used to control its behavior. The packages were compared with respect to model creation, solving systems of differential equation, data storage, setting system variables, control the experiment and ease of use. The purpose of this paper is to give an overview about our experience with these environments and to demonstrate some of the benefits and drawbacks involved in practice for each package.

Keywords: DANCE, Inverted Pendulum, ODE, Simulation Packages, Webots.

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Authors: Ei Ei Moe, Zaw Min Aung, Kyawt Khin

Abstract:

This paper puts forward one kind of air-fuel ratio control method with PI controller. With the help of MATLAB/SIMULINK software, the mathematical model of air-fuel ratio control system for distributorless CNG engine is constructed. The objective is to maintain cylinder-to-cylinder air-fuel ratio at a prescribed set point, determined primarily by the state of the Three- Way-Catalyst (TWC), so that the pollutants in the exhaust are removed with the highest efficiency. The concurrent control of airfuel under transient conditions could be implemented by Proportional and Integral (PI) controller. The simulation result indicates that the control methods can easily eliminate the air/fuel maldistribution and maintain the air/fuel ratio at the stochiometry within minimum engine events.

Keywords: Distributorless CNG Engine, Mathematical Modelof Air-fuel control, MATLAB/SIMULINK, PI controller

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Authors: Shyam S.N. Perera

Abstract:

An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.

Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent

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Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río

Abstract:

Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.

Keywords: Characteristics matrix, covariance structure analysis, LISREL.

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Authors: Gints Jekabsons

Abstract:

The approach of subset selection in polynomial regression model building assumes that the chosen fixed full set of predefined basis functions contains a subset that is sufficient to describe the target relation sufficiently well. However, in most cases the necessary set of basis functions is not known and needs to be guessed – a potentially non-trivial (and long) trial and error process. In our research we consider a potentially more efficient approach – Adaptive Basis Function Construction (ABFC). It lets the model building method itself construct the basis functions necessary for creating a model of arbitrary complexity with adequate predictive performance. However, there are two issues that to some extent plague the methods of both the subset selection and the ABFC, especially when working with relatively small data samples: the selection bias and the selection instability. We try to correct these issues by model post-evaluation using Cross-Validation and model ensembling. To evaluate the proposed method, we empirically compare it to ABFC methods without ensembling, to a widely used method of subset selection, as well as to some other well-known regression modeling methods, using publicly available data sets.

Keywords: Basis function construction, heuristic search, modelensembles, polynomial regression.

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Authors: M. M. M. Salem, Ayman A. Aly

Abstract:

An active suspension system has been proposed to improve the ride comfort. A quarter-car 2 degree-of-freedom (DOF) system is designed and constructed on the basis of the concept of a four-wheel independent suspension to simulate the actions of an active vehicle suspension system. The purpose of a suspension system is to support the vehicle body and increase ride comfort. The aim of the work described in the paper was to illustrate the application of fuzzy logic technique to the control of a continuously damping automotive suspension system. The ride comfort is improved by means of the reduction of the body acceleration caused by the car body when road disturbances from smooth road and real road roughness. The paper describes also the model and controller used in the study and discusses the vehicle response results obtained from a range of road input simulations. In the conclusion, a comparison of active suspension fuzzy control and Proportional Integration derivative (PID) control is shown using MATLAB simulations.

Keywords: Fuzzy logic control, ride comfort, vehicle dynamics, active suspension system, quarter-car model.

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Authors: D. He, Y. Pang, G. Lodewijks

Abstract:

Belt conveyors play an important role in continuous dry bulk material transport, especially at the mining industry. Speed control is expected to reduce the energy consumption of belt conveyors. Transient operation is the operation of increasing or decreasing conveyor speed for speed control. According to literature review, current research rarely takes the conveyor dynamics in transient operation into account. However, in belt conveyor speed control, the conveyor dynamic behaviors are significantly important since the poor dynamics might result in risks. In this paper, the potential risks in transient operation will be analyzed. An existing finite element model will be applied to build a conveyor model, and simulations will be carried out to analyze the conveyor dynamics. In order to realize the soft speed regulation, Harrison’s sinusoid acceleration profile will be applied, and Lodewijks estimator will be built to approximate the required acceleration time. A long inclined belt conveyor will be studied with two major simulations. The conveyor dynamics will be given.

Keywords: Belt conveyor, speed control, transient operation, dynamics

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Authors: Dong Sang Yoo

Abstract:

The problem of finding control laws for underactuated systems has attracted growing attention since these systems are characterized by the fact that they have fewer actuators than the degrees of freedom to be controlled. The acrobot, which is a planar two-link robotic arm in the vertical plane with an actuator at the elbow but no actuator at the shoulder, is a representative in underactuated systems. In this paper, the dynamic model of the acrobot is implemented using Mathworks’ Simscape. And the sliding mode control is constructed using MATLAB and Simulink.

Keywords: Acrobot, MATLAB and Simulink, sliding mode control, underactuated systems.

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Authors: Dae-Hee Son, Soon-Ryul Nam

Abstract:

The power system frequency falls when disturbance such as rapid increase of system load or loss of a generating unit occurs in power systems. Especially, increase in the number of renewable generating units has a bad influence on the power system because of loss of generating unit depending on the circumstance. Conventional technologies use frequency droop control battery output for the frequency regulation and balance between supply and demand. If power is supplied using the fast output characteristic of the battery, power system stability can be further more improved. To improve the power system stability, we propose battery output control using ROCOF (Rate of Change of Frequency) in this paper. The bigger the power difference between the supply and the demand, the bigger the ROCOF drops. Battery output is controlled proportionally to the magnitude of the ROCOF, allowing for faster response to power imbalances. To simulate the control method of battery output system, we develop the user defined model using PSS/E and confirm that power system stability is improved by comparing with frequency droop control.

Keywords: PSS/E user defined model, power deviation, frequency droop control, ROCOF, rate of change of frequency.

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Authors: Norashikin Ahmad, Damminda Alahakoon

Abstract:

Self-organizing map (SOM) provides both clustering and visualization capabilities in mining data. Dynamic self-organizing maps such as Growing Self-organizing Map (GSOM) has been developed to overcome the problem of fixed structure in SOM to enable better representation of the discovered patterns. However, in mining large datasets or historical data the hierarchical structure of the data is also useful to view the cluster formation at different levels of abstraction. In this paper, we present a technique to generate concept trees from the GSOM. The formation of tree from different spread factor values of GSOM is also investigated and the quality of the trees analyzed. The results show that concept trees can be generated from GSOM, thus, eliminating the need for re-clustering of the data from scratch to obtain a hierarchical view of the data under study.

Keywords: dynamic self-organizing map, concept formation, clustering.

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Authors: T.C. Manjunath, B. Bandyopadhyay

Abstract:

This paper features the modeling and design of a Robust Decentralized Fast Output Sampling (RDFOS) Feedback control technique for the active vibration control of a smart flexible multimodel Euler-Bernoulli cantilever beams for a multivariable (MIMO) case by retaining the first 6 vibratory modes. The beam structure is modeled in state space form using the concept of piezoelectric theory, the Euler-Bernoulli beam theory and the Finite Element Method (FEM) technique by dividing the beam into 4 finite elements and placing the piezoelectric sensor / actuator at two finite element locations (positions 2 and 4) as collocated pairs, i.e., as surface mounted sensor / actuator, thus giving rise to a multivariable model of the smart structure plant with two inputs and two outputs. Five such multivariable models are obtained by varying the dimensions (aspect ratios) of the aluminium beam. Using model order reduction technique, the reduced order model of the higher order system is obtained based on dominant Eigen value retention and the Davison technique. RDFOS feedback controllers are designed for the above 5 multivariable-multimodel plant. The closed loop responses with the RDFOS feedback gain and the magnitudes of the control input are obtained and the performance of the proposed multimodel smart structure system is evaluated for vibration control.

Keywords: Smart structure, Euler-Bernoulli beam theory, Fastoutput sampling feedback control, Finite Element Method, Statespace model, Vibration control, LMI, Model order Reduction.

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Authors: Monika Chuchro

Abstract:

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

Abstract:

The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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Authors: Parkpoom Ch., Narongkorn D.

Abstract:

This paper presents the system identification by physical-s law method and designs the controller for the Azimuth Angle Control of the Platform of the Multi-Launcher Rocket System (MLRS) by Root Locus technique. The plant mathematical model was approximated using MATLAB for simulation and analyze the system. The controller proposes the implementation of PID Controller using Programmable Logic Control (PLC) for control the plant. PID Controllers are widely applicable in industrial sectors and can be set up easily and operate optimally for enhanced productivity, improved quality and reduce maintenance requirement. The results from simulation and experiments show that the proposed a PID Controller to control the elevation angle that has superior control performance by the setting time less than 12 sec, the rise time less than 1.6 sec., and zero steady state. Furthermore, the system has a high over shoot that will be continue development.

Keywords: Azimuth angle control, PID Controller, The platform of Multi-Launcher Rocket System.

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Authors: Erika Pigliapoco, Valerio Freschi, Alessandro Bogliolo

Abstract:

This work presents a new phonetic transcription system based on a tree of hierarchical pronunciation rules expressed as context-specific grapheme-phoneme correspondences. The tree is automatically inferred from a phonetic dictionary by incrementally analyzing deeper context levels, eventually representing a minimum set of exhaustive rules that pronounce without errors all the words in the training dictionary and that can be applied to out-of-vocabulary words. The proposed approach improves upon existing rule-tree-based techniques in that it makes use of graphemes, rather than letters, as elementary orthographic units. A new linear algorithm for the segmentation of a word in graphemes is introduced to enable outof- vocabulary grapheme-based phonetic transcription. Exhaustive rule trees provide a canonical representation of the pronunciation rules of a language that can be used not only to pronounce out-of-vocabulary words, but also to analyze and compare the pronunciation rules inferred from different dictionaries. The proposed approach has been implemented in C and tested on Oxford British English and Basic English. Experimental results show that grapheme-based rule trees represent phonetically sound rules and provide better performance than letter-based rule trees.

Keywords: Automatic phonetic transcription, pronunciation rules, hierarchical tree inference.

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Authors: Şakir Görmüş, Ali Kabasakal

Abstract:

The main purpose of this study is to provide a detailed statistical overview of the time and regional distribution, relative timing occurrence of economic crises and government changes in 51 economies over the 1990–2007 periods. At the same time, the predictive power of the economic crises on set government changes will be examined using “signal approach". The result showed that the percentage of government changes is highest in transition economies (86 percent of observations) and lowest in Latin American economies (39 percent of observations). The percentages of government changes are same in both developed and developing countries (43 percent of observations). However, average crises per year (frequency of crises) are higher (lower) in developing (developed) countries than developed (developing) countries. Also, the predictive power of economic crises about the onset of a government change is highest in Transition economies (81 percent) and lowest in Latin American countries (30 percent). The predictive power of economic crises in developing countries (43 percent) is lower than developed countries (55 percent).

Keywords: Economic crises, Government Changes, PoliticalEconomy, Signal Approach.

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Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

Abstract:

Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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Authors: Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius

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Literature reveals that many investors rely on technical trading rules when making investment decisions. If stock markets are efficient, one cannot achieve superior results by using these trading rules. However, if market inefficiencies are present, profitable opportunities may arise. The aim of this study is to investigate the effectiveness of technical trading rules in 34 emerging stock markets. The performance of the rules is evaluated by utilizing White-s Reality Check and the Superior Predictive Ability test of Hansen, along with an adjustment for transaction costs. These tests are able to evaluate whether the best model performs better than a buy-and-hold benchmark. Further, they provide an answer to data snooping problems, which is essential to obtain unbiased outcomes. Based on our results we conclude that technical trading rules are not able to outperform a naïve buy-and-hold benchmark on a consistent basis. However, we do find significant trading rule profits in 4 of the 34 investigated markets. We also present evidence that technical analysis is more profitable in crisis situations. Nevertheless, this result is relatively weak.

Keywords: technical trading rules, Reality Check, Superior Predictive Ability, emerging stock markets, data snooping

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