Search results for: Markov Regime Switching

Authors: Jakub Elbl, Lukáš Plošek, Antonín Kintl, Jaroslav Hynšt, Jaroslav Záhora, Soňa Javoreková, Ivana Charousová, Libor Kalhotka, Olga Urbánková

Abstract:

This work presents the first results from the long-term laboratory experiment dealing with impact of drought on soil properties. Three groups of the treatment (A, B and C) with different regime of irrigation were prepared. The soil water content was maintained at 70 % of soil water holding capacity in group A, at 40 % in group B. In group C, soil water regime was maintained in the range of wilting point. Each group of the experiment was divided into three variants (A1 = B1, C1; A2 = B2, C2 etc.) with three repetitions: Variants A1 (B1, C1) were a controls without addition of another fertilizer. Variants A2 (B2, C2) were fertilized with mineral nitrogen fertilizer DAM 390 (0.140 Mg of N per ha) and variants A3 (B3, C3) contained 45 g of C_p per a pot.

The significant differences (ANOVA, P<0.05) in the leaching of mineral nitrogen and values of saturated hydraulic conductivity (K_sat) were found. The highest values of K_sat were found in variants (within each group) with addition of compost (A3, B3, C3). Conversely, the lowest values of K_sat were found in variants with addition of mineral nitrogen. Low values of K_sat indicate an increased level of hydrophobicity in individual groups of the experiment. Moreover, all variants with compost addition showed lower amount of mineral nitrogen leaching and high level of microbial activity than variants without. This decrease of mineral nitrogen leaching was about 200 % in comparison with the control variant and about 300 % with variant, where mineral nitrogen was added. Based on these results, we can conclude that changes of soil water content directly have impact on microbial activity, soil hydrophobicity and loss of mineral nitrogen from soil. 

Keywords: Drought, Microbial activity, Mineral nitrogen, Soil hydrophobicity.

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Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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Authors: N. Dizadji, P. Entezar

Abstract:

In this paper, the ice melting in rectangular, cylindrical and conical forms, which are erected vertically against air flow, are experimentally studied in the free convection regime.The results obtained are: Nusslet Number, heat transfer coefficient andGrashof Number, and the variations of the said numbers in relation to the time. The variations of ice slab area and volume are measured, too.

Keywords: Nusselt Number, Heat Transfer, Grashof Number, Heat Transfer Coefficient.

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Authors: Abdulatif A. M. Shaban

Abstract:

Transient simulation of power electronic circuits is of considerable interest to the designer. The switching nature of the devices used permits development of specialized algorithms which allow a considerable reduction in simulation time compared to general purpose simulation algorithms. This paper describes a method used to simulate a power electronic circuits using the SIMULINK toolbox within MATLAB software. Theoretical results are presented provides the basis of transient analysis of a power electronic circuits.

Keywords: Modelling, Simulation.

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Authors: A. A. Penin, A. S. Sidorenko

Abstract:

A convenient and physically sound mathematical model of the external or I - V characteristic of solar cells generators is presented in this paper. This model is compared with the traditional model of p-n junction. The direct analytical calculation of load regime leads to a quadratic equation, which is importantly to simplify the calculations in the real time.

Keywords: A solar cell generator, I−V characteristic, activetwo-pole.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

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

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

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Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

Abstract:

This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: H. El-Madbouly

Abstract:

For future Broad band ISDN, Asynchronous Transfer Mode (ATM) is designed not only to support a wide range of traffic classes with diverse flow characteristics, but also to guarantee the different quality of service QOS requirements. The QOS may be measured in terms of cell loss probability and maximum cell delay. In this paper, ATM networks in which the virtual path (VP) concept is implemented are considered. By applying the Markov Deterministic process method, an efficient algorithm to compute the minimum capacity required to satisfy the QOS requirements when multiple classes of on-off are multiplexed on to a single VP. Using the result, we then proposed a simple algorithm to determine different combinations of VP to achieve the optimum of the total capacity required for satisfying the individual QOS requirements (loss- delay).

Keywords: Bandwidth allocation, Quality of services, ATMNetwork, virtual path.

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Authors: H. El-Madbouly

Abstract:

In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.

Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.

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Authors: A. Denker, U. Akıncıoğlu

Abstract:

In this paper a neural adaptive control method has been developed and applied to robot control. Simulation results are presented to verify the effectiveness of the controller. These results show that the performance by using this controller is better than those which just use either direct inverse control or predictive control. In addition, they show that the resulting is a useful method which combines the advantages of both direct inverse control and predictive control.

Keywords: Neural networks, robotics, direct inverse control, predictive control.

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Authors: S. K. Balashanmugam, Padmavati Manchikanti, S. R. Subramanian

Abstract:

The question of legal liability over injury arising out of the import and the introduction of GM food emerges as a crucial issue confronting to promote GM food and its derivatives. There is a greater possibility of commercialized GM food from the exporting country to enter importing country where status of approval shall not be same. This necessitates the importance of fixing a liability mechanism to discuss the damage, if any, occurs at the level of transboundary movement or at the market. There was a widespread consensus to develop the Cartagena Protocol on Biosafety and to give for a dedicated regime on liability and redress in the form of Nagoya Kuala Lumpur Supplementary Protocol on the Liability and Redress (‘N-KL Protocol’) at the international context. The national legal frameworks based on this protocol are not adequately established in the prevailing food legislations of the developing countries. The developing economy like India is willing to import GM food and its derivatives after the successful commercialization of Bt Cotton in 2002. As a party to the N-KL Protocol, it is indispensable for India to formulate a legal framework and to discuss safety, liability, and regulatory issues surrounding GM foods in conformity to the provisions of the Protocol. The liability mechanism is also important in the case where the risk assessment and risk management is still in implementing stage. Moreover, the country is facing GM infiltration issues with its neighbors Bangladesh. As a precautionary approach, there is a need to formulate rules and procedure of legal liability to discuss any kind of damage occurs at transboundary trade. In this context, the proposed work will attempt to analyze the liability regime in the existing Food Safety and Standards Act, 2006 from the applicability and domestic compliance and to suggest legal and policy options for regulatory authorities.

Keywords: Commercialisation, food safety, FSSAI, genetically modified foods, India, liability.

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Authors: M. Sinecen, M. Makinacı

Abstract:

The purpose of this paper is to assess the value of neural networks for classification of cancer and noncancer prostate cells. Gauss Markov Random Fields, Fourier entropy and wavelet average deviation features are calculated from 80 noncancer and 80 cancer prostate cell nuclei. For classification, artificial neural network techniques which are multilayer perceptron, radial basis function and learning vector quantization are used. Two methods are utilized for multilayer perceptron. First method has single hidden layer and between 3-15 nodes, second method has two hidden layer and each layer has between 3-15 nodes. Overall classification rate of 86.88% is achieved.

Keywords: Artificial neural networks, texture classification, cancer diagnosis.

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Authors: H. Abaali, M. T. Lamchich, M. Raoufi

Abstract:

In this paper, we propose the Modified Synchronous Detection (MSD) Method for determining the reference compensating currents of the shunt active power filter under non sinusoidal voltages conditions. For controlling the inverter switching we used the PI regulator. The numerical simulation results, using Power System Blockset Toolbox PSB of Matlab, from a complete structure, are presented and discussed.

Keywords: Distorted, harmonic, Modified Synchronous Detection Method, PI regulator, Shunt Active Power Filter, unbalanced.

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Authors: Ki-Young Kim, Jae-Ho Lim, Deok-Min Kim, Seok-Yoon Kim

Abstract:

Average current analysis checking the impact of current flow is very important to guarantee the reliability of semiconductor systems. As semiconductor process technologies improve, the coupling capacitance often become bigger than self capacitances. In this paper, we propose an analytic technique for analyzing average current on interconnects in multi-conductor structures. The proposed technique has shown to yield the acceptable errors compared to HSPICE results while providing computational efficiency.

Keywords: current moment, interconnect modeling, reliability analysis, worst-case switching

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Authors: Ardeshir Karami Mohammadi

Abstract:

A Variable Structure Model Reference Adaptive Controller using state variables is proposed for a class of multi input-multi output systems. Adaptation law is of variable structure type and switching functions is designed based on stability requirements. Global exponential stability is proved based on Lyapunov criterion. Transient behavior is analyzed using sliding mode control and shows perfect model following at a finite time.

Keywords: Adaptive control, Model reference, Variablestructure, MIMO system.

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Authors: Narendra M. Shekokar, Satish R. Devane

Abstract:

In a recent year usage of VoIP subscription has increased tremendously as compare to Public Switching Telephone System(PSTN). A VoIP subscriber would like to know the exact tariffs of the calls made using VoIP. As the usage increases, the rate of fraud is also increases, causing users complain about excess billing. This in turn hampers the growth of VoIP .This paper describe the common frauds and attack on VoIP based system and make an attempt to solve the billing attack by creating secured channel between caller and callee.

Keywords: VoIP, Billing-fraud, SSL/TLS, MITM, Replay-attack.

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Authors: Sheng-Shu Cheng, Fong-Jung Yu

Abstract:

C-control chart assumes that process nonconformities follow a Poisson distribution. In actuality, however, this Poisson distribution does not always occur. A process control for semiconductor based on a Poisson distribution always underestimates the true average amount of nonconformities and the process variance. Quality is described more accurately if a compound Poisson process is used for process control at this time. A cumulative sum (CUSUM) control chart is much better than a C control chart when a small shift will be detected. This study calculates one-sided CUSUM ARLs using a Markov chain approach to construct a CUSUM control chart with an underlying Poisson-Gamma compound distribution for the failure mechanism. Moreover, an actual data set from a wafer plant is used to demonstrate the operation of the proposed model. The results show that a CUSUM control chart realizes significantly better performance than EWMA.

Keywords: Nonconformities, Compound Poisson distribution, CUSUM control chart.

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Authors: Mustafa Resa Becan

Abstract:

The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.

Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.

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Authors: Victor Abioye Akinbinu

Abstract:

This work is intended to study the post-failure characteristic behaviour of rocks and the techniques of controlling the post-failure regime based on the mechanism of rocks deformation process. It is impossible to determine the post-failure regime of rocks using conventional laboratory testing equipment. This is because most testing machines are soft and therefore no information can be obtained after the peak load. Stress-strain deformation tests were conducted using both conventional and unconventional method (i.e. the closed loop servo-controlled testing machine) in accordance to ISRM standard. Normalised pre-failure curves were constructed to show the stages in the deformation process. The first type contains the Class I and progress to Class II with low strength soft brittle rocks. The second type shows entirely Class II characteristic behaviour. The third type is extremely brittle under axial loading, resulted in explosive failure, so its class could not be determined. The difficulty in obtaining the post-failure curves increases as the total volumetric strain approaches a positive value. The author’s use of normalised pre-failure curves enables identification of additional type of deformation process with very brittle response under axial loading. Testing the third type without confinement could cause equipment damage. Identification of the deformation process with the rock classes using conventional test could guide the personnel conducting tests using closed-loop servo-controlled system, to avoid equipment damage when testing rocks with third type deformation process so that testing is performed safely. It has also improved our understanding on total specimen failure and brittleness of rocks (e.g. brittle for Class II and less brittle or ductile for Class I).

Keywords: Closed-loop servo-controlled system, conventional testing equipment, deformation process, post-failure, pre-failure normalised curves, rock classes.

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Authors: S. S. Gautam, S. Samanta

Abstract:

The aim of the paper work is to investigate and predict the static performance of journal bearing in turbulent flow condition considering micropolar lubrication. The Reynolds equation has been modified considering turbulent micropolar lubrication and is solved for steady state operations. The Constantinescu-s turbulence model is adopted using the coefficients. The analysis has been done for a parallel and inertia less flow. Load capacity and friction factor have been evaluated for various operating parameters.

Keywords: hydrodynamic bearing, micropolar lubrication, coupling number, characteristic length, perturbation analysis

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Authors: Safaa R. Amer

Abstract:

Missing data yields many analysis challenges. In case of complex survey design, in addition to dealing with missing data, researchers need to account for the sampling design to achieve useful inferences. Methods for incorporating sampling weights in neural network imputation were investigated to account for complex survey designs. An estimate of variance to account for the imputation uncertainty as well as the sampling design using neural networks will be provided. A simulation study was conducted to compare estimation results based on complete case analysis, multiple imputation using a Markov Chain Monte Carlo, and neural network imputation. Furthermore, a public-use dataset was used as an example to illustrate neural networks imputation under a complex survey design

Keywords: Complex survey, estimate, imputation, neural networks, variance.

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Authors: Ibrahim Ozkan

Abstract:

In this study, a cross-layer design which combines adaptive modulation and coding (AMC) and hybrid automatic repeat request (HARQ) techniques for a cooperative wireless network is investigated analytically. Previous analyses of such systems in the literature are confined to the case where the fading channel is independent at each retransmission, which can be unrealistic unless the channel is varying very fast. On the other hand, temporal channel correlation can have a significant impact on the performance of HARQ systems. In this study, utilizing a Markov channel model which accounts for the temporal correlation, the performance of non-cooperative and cooperative networks are investigated in terms of packet loss rate and throughput metrics for Chase combining HARQ strategy.

Keywords: Cooperative network, adaptive modulation and coding, hybrid ARQ, correlated fading.

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Authors: Rui. Zhang, Yiming. Pi

Abstract:

In this paper we present a novel approach for human Body configuration based on the Silhouette. We propose to address this problem under the Bayesian framework. We use an effective Model based MCMC (Markov Chain Monte Carlo) method to solve the configuration problem, in which the best configuration could be defined as MAP (maximize a posteriori probability) in Bayesian model. This model based MCMC utilizes the human body model to drive the MCMC sampling from the solution space. It converses the original high dimension space into a restricted sub-space constructed by the human model and uses a hybrid sampling algorithm. We choose an explicit human model and carefully select the likelihood functions to represent the best configuration solution. The experiments show that this method could get an accurate configuration and timesaving for different human from multi-views.

Keywords: Bayesian framework, MCMC, model based, human body configuration.

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Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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Authors: Anjana Goen, D. C. Tiwari

Abstract:

Electromyography (EMG) is the study of muscles function through analysis of electrical activity produced from muscles. This electrical activity which is displayed in the form of signal is the result of neuromuscular activation associated with muscle contraction. The most common techniques of EMG signal recording are by using surface and needle/wire electrode where the latter is usually used for interest in deep muscle. This paper will focus on surface electromyogram (SEMG) signal. During SEMG recording, several problems had to been countered such as noise, motion artifact and signal instability. Thus, various signal processing techniques had been implemented to produce a reliable signal for analysis. SEMG signal finds broad application particularly in biomedical field. It had been analyzed and studied for various interests such as neuromuscular disease, enhancement of muscular function and human-computer interface.

Keywords: Evolvable hardware (EHW), Functional Electrical Simulation (FES), Hidden Markov Model (HMM), Hjorth Time Domain (HTD).

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Authors: Mounira Rouaïnia, Mohamed Salah Medjram, Noureddine Doghmane

Abstract:

In Multiple Sclerosis, pathological changes in the brain results in deviations in signal intensity on Magnetic Resonance Images (MRI). Quantitative analysis of these changes and their correlation with clinical finding provides important information for diagnosis. This constitutes the objective of our work. A new approach is developed. After the enhancement of images contrast and the brain extraction by mathematical morphology algorithm, we proceed to the brain segmentation. Our approach is based on building statistical model from data itself, for normal brain MRI and including clustering tissue type. Then we detect signal abnormalities (MS lesions) as a rejection class containing voxels that are not explained by the built model. We validate the method on MR images of Multiple Sclerosis patients by comparing its results with those of human expert segmentation.

Keywords: EM algorithm, Magnetic Resonance Imaging, Mathematical morphology, Markov random model.

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Authors: H. Ait Abderrahmane, M. Fayed, H. D. Ng, G. H. Vatistas

Abstract:

The present paper expands details and confirms the transition mechanism between two subsequent polygonal patterns of the hollow-core vortex. Using power spectral analysis, we confirm in this work that the transition from any N-gon to (N+1)-gon pattern observed within a hollow-core vortex of shallow rotating flows occurs in two steps. The regime was quasi-periodic before the frequencies lock (synchronization). The ratios of locking frequencies were found to be equal to (N-1)/N.

Keywords: Patterns, quasi-periodic, swirling, synchronization, transition.

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Authors: Katsuyuki Umezawa, Takashi Tashiro, Satoru Tezuka

Abstract:

Recently, various services such as television and the Internet have come to be received through various terminals. However, we could gain greater convenience by receiving these services through cellular phone terminals when we go out and then continuing to receive the same services through a large screen digital television after we have come home. However, it is necessary to go through the same authentication processing again when using TVs after we have come home. In this study, we have developed an authentication method that enables users to switch terminals in environments in which the user receives service from a server through a terminal. Specifically, the method simplifies the authentication of the server side when switching from one terminal to another terminal by using previously authenticated information.

Keywords: Authentication, Cookie, Federation, GBA, IPSec

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Authors: Chan Weng Howe, Mohd Saberi Mohamad

Abstract:

Protein residue contact map is a compact representation of secondary structure of protein. Due to the information hold in the contact map, attentions from researchers in related field were drawn and plenty of works have been done throughout the past decade. Artificial intelligence approaches have been widely adapted in related works such as neural networks, genetic programming, and Hidden Markov model as well as support vector machine. However, the performance of the prediction was not generalized which probably depends on the data used to train and generate the prediction model. This situation shown the importance of the features or information used in affecting the prediction performance. In this research, support vector machine was used to predict protein residue contact map on different combination of features in order to show and analyze the effectiveness of the features.

Keywords: contact map, protein residue contact, support vector machine, protein structure prediction

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