Search results for: MAP estimation using conjugate gradient method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8796

Search results for: MAP estimation using conjugate gradient method

8436 Fault Location Identification in High Voltage Transmission Lines

Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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8435 Robust Adaptation to Background Noise in Multichannel C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev, Viktor M. Denisov

Abstract:

A robust sequential nonparametric method is proposed for adaptation to background noise parameters for real-time. The distribution of background noise was modelled like to Huber contamination mixture. The method is designed to operate as an adaptation-unit, which is included inside a detection subsystem of an integrated multichannel monitoring system. The proposed method guarantees the given size of a nonasymptotic confidence set for noise parameters. Properties of the suggested method are rigorously proved. The proposed algorithm has been successfully tested in real conditions of a functioning C-OTDR monitoring system, which was designed to monitor railways.

Keywords: Guaranteed estimation, multichannel monitoring systems, non-asymptotic confidence set, contamination mixture.

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8434 Integrated Method for Detection of Unknown Steganographic Content

Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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8433 Block-Based 2D to 3D Image Conversion Method

Authors: S. Sowmyayani, V. Murugan

Abstract:

With the advent of three-dimension (3D) technology, there are lots of research in converting 2D images to 3D images. The main difference between 2D and 3D is the visual illusion of depth in 3D images. In the recent era, there are more depth estimation techniques. The objective of this paper is to convert 2D images to 3D images with less computation time. For this, the input image is divided into blocks from which the depth information is obtained. Having the depth information, a depth map is generated. Then the 3D image is warped using the original image and the depth map. The proposed method is tested on Make3D dataset and NYU-V2 dataset. The experimental results are compared with other recent methods. The proposed method proved to work with less computation time and good accuracy.

Keywords: Depth map, 3D image warping, image rendering, bilateral filter, minimum spanning tree.

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8432 Scatterer Density in Nonlinear Diffusion for Speckle Reduction in Ultrasound Imaging: The Isotropic Case

Authors: Ahmed Badawi

Abstract:

This paper proposes a method for speckle reduction in medical ultrasound imaging while preserving the edges with the added advantages of adaptive noise filtering and speed. A nonlinear image diffusion method that incorporates local image parameter, namely, scatterer density in addition to gradient, to weight the nonlinear diffusion process, is proposed. The method was tested for the isotropic case with a contrast detail phantom and varieties of clinical ultrasound images, and then compared to linear and some other diffusion enhancement methods. Different diffusion parameters were tested and tuned to best reduce speckle noise and preserve edges. The method showed superior performance measured both quantitatively and qualitatively when incorporating scatterer density into the diffusivity function. The proposed filter can be used as a preprocessing step for ultrasound image enhancement before applying automatic segmentation, automatic volumetric calculations, or 3D ultrasound volume rendering.

Keywords: Ultrasound imaging, Nonlinear isotropic diffusion, Speckle noise, Scattering.

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8431 PIV Investigation into the Evolution of Vortical Structures in the Zero Pressure Gradient Boundary Layer

Authors: Ishtiaq A. Chaudhry, Zia R. Tahir

Abstract:

Experimental investigation has been carried out towards understanding the complex fluid dynamics involved in the interaction of vortical structures with zero pressure gradient boundary layer. A laminar boundary layer is produced on the flat plate placed in the water flume and the synthetic jet actuator is deployed on top of the plate at a definite distance from the leading edge. The synthetic jet actuator has been designed in such a way that the to and fro motion of the diaphragm is maneuvered at will by varying the operating parameters to produce the typical streamwise vortical structures namely hairpin and tilted vortices. PIV measurements are made on the streamwise plane normal to the plate to evaluate their interaction with the near wall fluid.

Keywords: Boundary layer, synthetic jet actuator, flow separation control, vortical structures.

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8430 Adaptive Extended Kalman Filter for Ballistic Missile Tracking

Authors: Gaurav Kumar, Dharmbir Prasad, Rudra Pratap Singh

Abstract:

In the current work, adaptive extended Kalman filter (AEKF) is presented for solution of ground radar based ballistic missile (BM) tracking problem in re-entry phase with unknown ballistic coefficient. The estimation of trajectory of any BM in re-entry phase is extremely difficult, because of highly non-linear motion of BM. The estimation accuracy of AEKF has been tested for a typical test target tracking problem adopted from literature. Further, the approach of AEKF is compared with extended Kalman filter (EKF). The simulation result indicates the superiority of the AEKF in solving joint parameter and state estimation problems.

Keywords: Adaptive, AEKF, ballistic missile, EKF, re-entry phase, target tracking.

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8429 Computer Simulations of an Augmented Automatic Choosing Control Using Automatic Choosing Functions of Gradient Optimization Type

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the automatic choosing functions of gradient optimization type for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by minimizing the Hamiltonian with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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8428 Application of the Total Least Squares Estimation Method for an Aircraft Aerodynamic Model Identification

Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use MicrosoftTM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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8427 Evaluation of Expected Annual Loss Probabilities of RC Moment Resisting Frames

Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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8426 Statistical Estimation of Spring-back Degree Using Texture Database

Authors: Takashi Sakai, Shinsaku Kikuta, Jun-ichi Koyama

Abstract:

Using a texture database, a statistical estimation of spring-back was conducted in this study on the basis of statistical analysis. Both spring-back in bending deformation and experimental data related to the crystal orientation show significant dispersion. Therefore, a probabilistic statistical approach was established for the proper quantification of these values. Correlation was examined among the parameters F(x) of spring-back, F(x) of the buildup fraction to three orientations after 92° bending, and F(x) at an as-received part on the basis of the three-parameter Weibull distribution. Consequent spring-back estimation using a texture database yielded excellent estimates compared with experimental values.

Keywords: Bending, Spring-back, Database, Crystallographic Orientation, Texture, SEM-EBSD, Weibull distribution, Statistical analysis.

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8425 Reachable Set Bounding Estimation for Distributed Delay Systems with Disturbances

Authors: Li Xu, Shouming Zhong

Abstract:

The reachable set bounding estimation for distributed delay systems with disturbances is a new problem. In this paper,we consider this problem subject to not only time varying delay and polytopic uncertainties but also distributed delay systems which is not studied fully untill now. we can obtain improved non-ellipsoidal reachable set estimation for neural networks with time-varying delay by the maximal Lyapunov-Krasovskii fuctional which is constructed as the pointwise maximum of a family of Lyapunov-Krasovskii fuctionals corresponds to vertexes of uncertain polytope.On the other hand,matrix inequalities containing only one scalar and Matlabs LMI Toolbox is utilized to give a non-ellipsoidal description of the reachable set.finally,numerical examples are given to illustrate the existing results.

Keywords: Reachable set, Distributed delay, Lyapunov-Krasovskii function, Polytopic uncertainties.

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8424 Slip Effect Study of 4:1 Contraction Flow for Oldroyd-B Model

Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul

Abstract:

The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.

Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.

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8423 A Low Complexity Frequency Offset Estimation for MB-OFDM based UWB Systems

Authors: Wang Xue, Liu Dan, Liu Ying, Wang Molin, Qian Zhihong

Abstract:

A low-complexity, high-accurate frequency offset estimation for multi-band orthogonal frequency division multiplexing (MB-OFDM) based ultra-wide band systems is presented regarding different carrier frequency offsets, different channel frequency responses, different preamble patterns in different bands. Utilizing a half-cycle Constant Amplitude Zero Auto Correlation (CAZAC) sequence as the preamble sequence, the estimator with a semi-cross contrast scheme between two successive OFDM symbols is proposed. The CRLB and complexity of the proposed algorithm are derived. Compared to the reference estimators, the proposed method achieves significantly less complexity (about 50%) for all preamble patterns of the MB-OFDM systems. The CRLBs turn out to be of well performance.

Keywords: CAZAC, Frequency Offset, Semi-cross Contrast, MB-OFDM, UWB

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8422 Analysis of a TBM Tunneling Effect on Surface Subsidence: A Case Study from Tehran, Iran

Authors: A. R. Salimi, M. Esmaeili, B. Salehi

Abstract:

The development and extension of large cities induced a need for shallow tunnel in soft ground of building areas. Estimation of ground settlement caused by the tunnel excavation is important engineering point. In this paper, prediction of surface subsidence caused by tunneling in one section of seventh line of Tehran subway is considered. On the basis of studied geotechnical conditions of the region, tunnel with the length of 26.9km has been excavated applying a mechanized method using an EPB-TBM with a diameter of 9.14m. In this regard, settlement is estimated utilizing both analytical and numerical finite element method. The numerical method shows that the value of settlement in this section is 5cm. Besides, the analytical consequences (Bobet and Loganathan-Polous) are 5.29 and 12.36cm, respectively. According to results of this study, due tosaturation of this section, there are good agreement between Bobet and numerical methods. Therefore, tunneling processes in this section needs a special consolidation measurement and support system before the passage of tunnel boring machine.

Keywords: TBM, Subsidence, Numerical Method, Analytical Method.

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8421 Quantification of Methane Emissions from Solid Waste in Oman Using IPCC Default Methodology

Authors: Wajeeha A. Qazi, Mohammed-Hasham Azam, Umais A. Mehmood, Ghithaa A. Al-Mufragi, Noor-Alhuda Alrawahi, Mohammed F. M. Abushammala

Abstract:

Municipal Solid Waste (MSW) disposed in landfill sites decompose under anaerobic conditions and produce gases which mainly contain carbon dioxide (CO2) and methane (CH4). Methane has the potential of causing global warming 25 times more than CO2, and can potentially affect human life and environment. Thus, this research aims to determine MSW generation and the annual CH4 emissions from the generated waste in Oman over the years 1971-2030. The estimation of total waste generation was performed using existing models, while the CH4 emissions estimation was performed using the intergovernmental panel on climate change (IPCC) default method. It is found that total MSW generation in Oman might be reached 3,089 Gg in the year 2030, which approximately produced 85 Gg of CH4 emissions in the year 2030.

Keywords: Methane, emissions, landfills, solid waste.

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8420 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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8419 Analysis of Translational Ship Oscillations in a Realistic Environment

Authors: Chen Zhang, Bernhard Schwarz-Röhr, Alexander Härting

Abstract:

To acquire accurate ship motions at the center of gravity, a single low-cost inertial sensor is utilized and applied on board to measure ship oscillating motions. As observations, the three axes accelerations and three axes rotational rates provided by the sensor are used. The mathematical model of processing the observation data includes determination of the distance vector between the sensor and the center of gravity in x, y, and z directions. After setting up the transfer matrix from sensor’s own coordinate system to the ship’s body frame, an extended Kalman filter is applied to deal with nonlinearities between the ship motion in the body frame and the observation information in the sensor’s frame. As a side effect, the method eliminates sensor noise and other unwanted errors. Results are not only roll and pitch, but also linear motions, in particular heave and surge at the center of gravity. For testing, we resort to measurements recorded on a small vessel in a well-defined sea state. With response amplitude operators computed numerically by a commercial software (Seaway), motion characteristics are estimated. These agree well with the measurements after processing with the suggested method.

Keywords: Extended Kalman filter, nonlinear estimation, sea trial, ship motion estimation.

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8418 ML Detection with Symbol Estimation for Nonlinear Distortion of OFDM Signal

Authors: Somkiat Lerkvaranyu, Yoshikazu Miyanaga

Abstract:

In this paper, a new technique of signal detection has been proposed for detecting the orthogonal frequency-division multiplexing (OFDM) signal in the presence of nonlinear distortion.There are several advantages of OFDM communications system.However, one of the existing problems is remain considered as the nonlinear distortion generated by high-power-amplifier at the transmitter end due to the large dynamic range of an OFDM signal. The proposed method is the maximum likelihood detection with the symbol estimation. When the training data are available, the neural network has been used to learn the characteristic of received signal and to estimate the new positions of the transmitted symbol which are provided to the maximum likelihood detector. Resulting in the system performance, the nonlinear distortions of a traveling wave tube amplifier with OFDM signal are considered in this paper.Simulation results of the bit-error-rate performance are obtained with 16-QAM OFDM systems.

Keywords: OFDM, TWTA, nonlinear distortion, detection.

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8417 Trial Development the Evaluation Method of Quantification the Feeling of Preventing Visibility by Front A Pillar

Authors: T. Arakawa, H. Sato

Abstract:

There are many drivers who feel right A pillar of Japanese right-hand-drive car preventing visibility on turning right or left at intersection. On the other hand, there is a report that almost pedestrian accident is caused by the delay of finding pedestrian by drivers and this is found by drivers’ eye movement. Thus, we developed the evaluation method of quantification using drivers’ eye movement data by least squares estimation and we applied this method to commercial vehicle and evaluation the visibility. It is suggested that visibility of vehicle can be quantified and estimated by linear model obtained from experimental eye fixation data and information of vehicle dimensions.

Keywords: Eye fixation, modeling, obstacle feeling, right A pillar.

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8416 Design of an Augmented Automatic Choosing Control by Lyapunov Functions Using Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the gradient optimization automatic choosing functions for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by expanding a stable region in the sense of Lyapunov with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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8415 Target Signal Detection Using MUSIC Spectrum in Noise Environment

Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

Abstract:

In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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8414 The Role of Velocity Map Quality in Estimation of Intravascular Pressure Distribution

Authors: Ali Pashaee, Parisa Shooshtari, Gholamreza Atae, Nasser Fatouraee

Abstract:

Phase-Contrast MR imaging methods are widely used for measurement of blood flow velocity components. Also there are some other tools such as CT and Ultrasound for velocity map detection in intravascular studies. These data are used in deriving flow characteristics. Some clinical applications are investigated which use pressure distribution in diagnosis of intravascular disorders such as vascular stenosis. In this paper an approach to the problem of measurement of intravascular pressure field by using velocity field obtained from flow images is proposed. The method presented in this paper uses an algorithm to calculate nonlinear equations of Navier- Stokes, assuming blood as an incompressible and Newtonian fluid. Flow images usually suffer the lack of spatial resolution. Our attempt is to consider the effect of spatial resolution on the pressure distribution estimated from this method. In order to achieve this aim, velocity map of a numerical phantom is derived at six different spatial resolutions. To determine the effects of vascular stenoses on pressure distribution, a stenotic phantom geometry is considered. A comparison between the pressure distribution obtained from the phantom and the pressure resulted from the algorithm is presented. In this regard we also compared the effects of collocated and staggered computational grids on the pressure distribution resulted from this algorithm.

Keywords: Flow imaging, pressure distribution estimation, phantom, resolution.

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8413 New Corneal Reflection Removal Method Used In Iris Recognition System

Authors: Walid Aydi, Nouri Masmoudi, Lotfi Kamoun

Abstract:

Images of human iris contain specular highlights due to the reflective properties of the cornea. This corneal reflection causes many errors not only in iris and pupil center estimation but also to locate iris and pupil boundaries especially for methods that use active contour. Each iris recognition system has four steps: Segmentation, Normalization, Encoding and Matching. In order to address the corneal reflection, a novel reflection removal method is proposed in this paper. Comparative experiments of two existing methods for reflection removal method are evaluated on CASIA iris image databases V3. The experimental results reveal that the proposed algorithm provides higher performance in reflection removal.

Keywords: iris, pupil, specular highlights, reflection removal

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8412 Improving the Convergence of the Backpropagation Algorithm Using Local Adaptive Techniques

Authors: Z. Zainuddin, N. Mahat, Y. Abu Hassan

Abstract:

Since the presentation of the backpropagation algorithm, a vast variety of improvements of the technique for training a feed forward neural networks have been proposed. This article focuses on two classes of acceleration techniques, one is known as Local Adaptive Techniques that are based on weightspecific only, such as the temporal behavior of the partial derivative of the current weight. The other, known as Dynamic Adaptation Methods, which dynamically adapts the momentum factors, α, and learning rate, η, with respect to the iteration number or gradient. Some of most popular learning algorithms are described. These techniques have been implemented and tested on several problems and measured in terms of gradient and error function evaluation, and percentage of success. Numerical evidence shows that these techniques improve the convergence of the Backpropagation algorithm.

Keywords: Backpropagation, Dynamic Adaptation Methods, Local Adaptive Techniques, Neural networks.

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8411 Lipschitz Classifiers Ensembles: Usage for Classification of Target Events in C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev

Abstract:

This paper introduces an original method for guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers. The solution was obtained as a finite closed set of alternative hypotheses, which contains an object of classification with probability of not less than the specified value. Thus, the classification is represented by a set of hypothetical classes. In this case, the smaller the cardinality of the discrete set of hypothetical classes is, the higher is the classification accuracy. Experiments have shown that if cardinality of the classifiers ensemble is increased then the cardinality of this set of hypothetical classes is reduced. The problem of the guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers is relevant in multichannel classification of target events in C-OTDR monitoring systems. Results of suggested approach practical usage to accuracy control in C-OTDR monitoring systems are present.

Keywords: Lipschitz classifiers, confidence set, C-OTDR monitoring, classifiers accuracy, classifiers ensemble.

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8410 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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8409 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

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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8408 Application of ANN for Estimation of Power Demand of Villages in Sulaymaniyah Governorate

Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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8407 New Method for Determining the Distribution of Birefringence and Linear Dichroism in Polymer Materials Based On Polarization-Holographic Grating

Authors: Barbara Kilosanidze, George Kakauridze, Levan Nadareishvili, Yuri Mshvenieradze

Abstract:

A new method for determining the distribution of birefringence and linear dichroism in optical polymer materials is presented. The method is based on the use of polarizationholographic diffraction grating that forms an orthogonal circular basis in the process of diffraction of probing laser beam on the grating. The intensities ratio of the orders of diffraction on this grating enables the value of birefringence and linear dichroism in the sample to be determined. The distribution of birefringence in the sample is determined by scanning with a circularly polarized beam with a wavelength far from the absorption band of the material. If the scanning is carried out by probing beam with the wavelength near to a maximum of the absorption band of the chromophore then the distribution of linear dichroism can be determined. An appropriate theoretical model of this method is presented. A laboratory setup was created for the proposed method. An optical scheme of the laboratory setup is presented. The results of measurement in polymer films with two-dimensional gradient distribution of birefringence and linear dichroism are discussed.

Keywords: Birefringence, graded oriented polymers, linear dichroism, optical polymers, optical anisotropy, polarization-holographic grating,

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