Search results for: Ordinary least squares

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

The identification and elimination of bad measurements is one of the basic functions of a robust state estimator as bad data have the effect of corrupting the results of state estimation according to the popular weighted least squares method. However this is a difficult problem to handle especially when dealing with multiple errors from the interactive conforming type. In this paper, a self adaptive genetic based algorithm is proposed. The algorithm utilizes the results of the classical linearized normal residuals approach to tune the genetic operators thus instead of making a randomized search throughout the whole search space it is more likely to be a directed search thus the optimum solution is obtained at very early stages(maximum of 5 generations). The algorithm utilizes the accumulating databases of already computed cases to reduce the computational burden to minimum. Tests are conducted with reference to the standard IEEE test systems. Test results are very promising.

Keywords: Bad Data, Genetic Algorithms, Linearized Normal residuals, Observability, Power System State Estimation.

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Authors: Surafel Demissie, Frank Keenan, Fergal McCaffery

Abstract:

Emerging medical devices are highly relying on embedded software that runs on the specific platform in real time. The development of embedded software is different from ordinary software development due to the hardware-software dependency. MDevSPICE^® has been developed to provide guidance to support such development. To increase the flexibility of this framework agile practices have been introduced. This paper outlines the challenges for embedded medical device software development and the structure of MDevSPICE^® and suggests a suitable combination of agile practices that will help to add flexibility and address corresponding challenges of embedded medical device software development.

Keywords: Agile practices, challenges, embedded software, MDevSPICE®, medical device.

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Authors: Anupma Bansal, R. K. Gupta

Abstract:

In this paper, we study a new modified Novikov equation for its classical and nonclassical symmetries and use the symmetries to reduce it to a nonlinear ordinary differential equation (ODE). With the aid of solutions of the nonlinear ODE by using the modified (G/G)-expansion method proposed recently, multiple exact traveling wave solutions are obtained and the traveling wave solutions are expressed by the hyperbolic functions, trigonometric functions and rational functions.

Keywords: New Modified Novikov Equation, Lie Classical Method, Nonclassical Method, Modified (G'/G)-Expansion Method, Traveling Wave Solutions.

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Authors: N. Chegeni, M. J. Tahmasebi Birgani

Abstract:

Equivalent fields are frequently used for central axis depth-dose calculations of rectangular and irregular shaped photon beam. Since most of the proposed models to calculate the equivalent square field, are dosimetry-based, a simple physical-based method to calculate the equivalent square field size was used as the basis of this study. The table of the sides of the equivalent square for rectangular fields was constructed and then compared with the well-known tables of BJR and Venselaar with the average relative error percentage of 2.5±2.5 % and 1.5±1.5 % respectively. To evaluate the accuracy of this method, the PDDs were measured for some special irregular symmetric and asymmetric treatment fields and their equivalent squares for Siemens Primus Plus linear accelerator for both energies 6 and 18MV. The mean relative differences of PDDs measurement for these fields and their equivalent square was approximately 1% or less. As a result, this method can be employed to calculate equivalent field not only for rectangular fields but also for any irregular symmetric or asymmetric field.

Keywords: Equivalent field, asymmetric field, irregular field, multi leaf collimators.

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Authors: Meftah Ali

Abstract:

This article aims to analyze the static stability and pseudostatic slope by using different methods such as: Bishop method, Junbu, Ordinary, Morgenstern-price and GLE. The two dimensional modeling of slope stability under various loading as: the earthquake effect, the water level and road mobile charges. The results show that the slope is stable in the static case without water, but in other cases, the slope lost its stability and give unstable. The calculation of safety factor is to evaluate the stability of the slope using the limit equilibrium method despite the difference between the results obtained by these methods that do not rely on the same assumptions. In the end, the results of this study illuminate well the influence of the action of water, moving loads and the earthquake on the stability of the slope.

Keywords: Slope stability, pseudo static, safety factor, limit equilibrium.

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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Authors: Ashvin Gopaul, Jayrani Cheeneebash, Kamleshsing Baurhoo

Abstract:

In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.

Keywords: Chebyshev Pseudospectral collocation method, convection-diffusion equation, restrictive Taylor approximation.

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Authors: Beata Jackowska-Zduniak

Abstract:

We formulate and analyze a mathematical model describing dynamics of the hypothalamus-pituitary-thyroid homoeostatic mechanism in endocrine system. We introduce to this system two types of couplings and delay. In our model, feedback controls the secretion of thyroid hormones and delay reflects time lags required for transportation of the hormones. The influence of delayed feedback on the stability behaviour of the system is discussed. Analytical results are illustrated by numerical examples of the model dynamics. This system of equations describes normal activity of the thyroid and also a couple of types of malfunctions (e.g. hyperthyroidism).

Keywords: Mathematical modeling, ordinary differential equations, endocrine system, stability analysis.

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Authors: Anuar Ishak

Abstract:

The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, mixed convection, stability analysis.

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Authors: Jesus Orbe, Vicente Nunez-Anton

Abstract:

This paper studies the duration or survival time of commercial banks active in the Moscovian three month Rouble deposits market, during the 1994-1997 period. The privatization process of the Russian commercial banking industry, after the 1988 banking reform, caused a massive entry of new banks followed by a period of high rates of exit. As a consequence, many firms went bankrupt without refunding their deposits. Therefore, both for the banks and for the banks- depositors, it is of interest to analyze which are the significant characteristics that motivate the exit or the closing of the bank. We propose a different methodology based on penalized weighted least squares which represents a very general, flexible and innovative approach for this type of analysis. The more relevant results are that smaller banks exit sooner, banks that enter the market in the last part of the study have shorter durations. As expected, the more experienced banks have a longer duration in the market. In addition, the mean survival time is lower for banks which offer extreme interest rates.

Keywords: Banking, censored, duration, Kaplan-Meier.

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Authors: Leslie J.C.Bluck, Sarah J.Jackson, Georgios Vlasakakis, Adrian Mander

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The use of a Bayesian Hierarchical Model (BHM) to interpret breath measurements obtained during a 13C Octanoic Breath Test (13COBT) is demonstrated. The statistical analysis was implemented using WinBUGS, a commercially available computer package for Bayesian inference. A hierarchical setting was adopted where poorly defined parameters associated with a delayed Gastric Emptying (GE) were able to "borrow" strength from global distributions. This is proved to be a sufficient tool to correct model's failures and data inconsistencies apparent in conventional analyses employing a Non-linear least squares technique (NLS). Direct comparison of two parameters describing gastric emptying ng ( tlag -lag phase, t1/ 2 -half emptying time) revealed a strong correlation between the two methods. Despite our large dataset ( n = 164 ), Bayesian modeling was fast and provided a successful fitting for all subjects. On the contrary, NLS failed to return acceptable estimates in cases where GE was delayed.

Keywords: Bayesian hierarchical analysis, 13COBT, Gastricemptying, WinBUGS.

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Authors: N. Aldea, V. Rednic, F. Matei, Tiandou Hu, M. Neumann

Abstract:

The nickel and gold nanoclusters as supported catalysts were analyzed by XAS, XRD and XPS in order to determine their local, global and electronic structure. The present study has pointed out a strong deformation of the local structure of the metal, due to its interaction with oxide supports. The average particle size, the mean squares of the microstrain, the particle size distribution and microstrain functions of the supported Ni and Au catalysts were determined by XRD method using Generalized Fermi Function for the X-ray line profiles approximation. Based on EXAFS analysis we consider that the local structure of the investigated systems is strongly distorted concerning the atomic number pairs. Metal-support interaction is confirmed by the shape changes of the probability densities of electron transitions: Ni K edge (1s → continuum and 2p), Au LIII-edge (2p3/2 → continuum, 6s, 6d5/2 and 6d3/2). XPS investigations confirm the metal-support interaction at their interface.

Keywords: local and global structure, metal-support interaction, supported metal catalysts, synchrotron radiation, X-ray absorptionspectroscopy, X-ray diffraction, X-ray photoelectron spectroscopy.

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Authors: T. Messikh, S. Mekhilef, N. A. Rahim

Abstract:

This paper presents an effective technique for harmonic current mitigation using an adaptive notch filter (ANF) to estimate current harmonics. The proposed filter consists of multiple units of ANF connected in parallel structure; each unit is governed by two ordinary differential equations. The frequency estimation is carried out based on the output of these units. The simulation and experimental results show the ability of the proposed tracking scheme to accurately estimate harmonics. The proposed filter was implemented digitally in TMS320F2808 and used in the control of hybrid active power filter (HAPF). The theoretical expectations are verified and demonstrated experimentally.

Keywords: Adaptive notch filter, Active power filter, harmonic filtering, Time varying frequency.

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Authors: Hsiu-Hua Cheng

Abstract:

This study analyzed the creativity of student teams participating in an exploratory information system development project (ISDP) and examined antecedents of their creativity. By using partial least squares (PLS) to analyze a sample of thirty-six teams enrolled in an information system department project training course that required three semesters of project-based lessons, the results found social capitals (structural, relational and cognitive social capital) positively influence knowledge integration. However, relational social capital does not significantly influence knowledge integration. Knowledge integration positively affects team creativity. This study also demonstrated that social capitals significantly influence team creativity through knowledge integration. The implications of our findings for future research are discussed.

Keywords: Information system development project (ISDP), Social capital, Knowledge integration, Team creativity.

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Authors: Chunshien Li, Jhao-Wun Hu, Tai-Wei Chiang, Tsunghan Wu

Abstract:

Time series forecasting is an important and widely popular topic in the research of system modeling. This paper describes how to use the hybrid PSO-RLSE neuro-fuzzy learning approach to the problem of time series forecasting. The PSO algorithm is used to update the premise parameters of the proposed prediction system, and the RLSE is used to update the consequence parameters. Thanks to the hybrid learning (HL) approach for the neuro-fuzzy system, the prediction performance is excellent and the speed of learning convergence is much faster than other compared approaches. In the experiments, we use the well-known Mackey-Glass chaos time series. According to the experimental results, the prediction performance and accuracy in time series forecasting by the proposed approach is much better than other compared approaches, as shown in Table IV. Excellent prediction performance by the proposed approach has been observed.

Keywords: forecasting, hybrid learning (HL), Neuro-FuzzySystem (NFS), particle swarm optimization (PSO), recursiveleast-squares estimator (RLSE), time series

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Vai Kuong Sin

Abstract:

Non-isothermal stagnation-point flow with consideration of thermal radiation is studied numerically. A set of partial differential equations that governing the fluid flow and energy is converted into a set of ordinary differential equations which is solved by Runge-Kutta method with shooting algorithm. Dimensionless wall temperature gradient and temperature boundary layer thickness for different combinaton of values of Prandtl number Pr and radiation parameter NR are presented graphically. Analyses of results show that the presence of thermal radiation in the stagnation-point flow is to increase the temperature boundary layer thickness and decrease the dimensionless wall temperature gradient.

Keywords: Stagnation-point flow, Similarity solution, Thermal radiation.

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Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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Authors: Mehrdad N. Khajavi, Abbas Hosseini, N.Bani Mostafa

Abstract:

In this paper two different Antilock braking system (ABS) are simulated and compared. One is the ordinary hydraulic ABS system which we call it ABS and the other is Electromagnetic Antilock braking system which is called (EMABS) the basis of performance of an EMABS is based upon Electromagnetic force. In this system there is no need to use servo hydraulic booster which are used in ABS system. In EMABS to generate the desired force we have use a magnetic relay which works with an input voltage through an air gap (g). The generated force will be amplified by the relay arm, and is applied to the brake shoes and thus the braking torque is generated. The braking torque is proportional to the applied electrical voltage E. to adjust the braking torque it is only necessary to regulate the electrical voltage E which is very faster and has a much smaller time constant T than the ABS system. The simulations of these two different ABS systems are done with MATLAB/SIMULINK software and the superiority of the EMABS has been shown.

Keywords: ABS, EMABS, ECU

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Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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Authors: Marwan Abukhaled, Ibrahim Sadek

Abstract:

This paper presents the vibrations suppression of a thermoelastic beam subject to sudden heat input by a distributed piezoelectric actuators. An optimization problem is formulated as the minimization of a quadratic functional in terms of displacement and velocity at a given time and with the least control effort. The solution method is based on a combination of modal expansion and variational approaches. The modal expansion approach is used to convert the optimal control of distributed parameter system into the optimal control of lumped parameter system. By utilizing the variational approach, an explicit optimal control law is derived and the determination of the corresponding displacement and velocity is reduced to solving a set of ordinary differential equations.

Keywords: Optimal control, Thermoelastic beam, variational approach, modal expansion approach

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Authors: Elangeshwaran Pathmanathan, Rosdiazli Ibrahim, Vijanth Sagayan Asirvadam

Abstract:

This paper aims to develop a NOx emission model of an acid gas incinerator using Nelder-Mead least squares support vector regression (LS-SVR). Malaysia DOE is actively imposing the Clean Air Regulation to mandate the installation of analytical instrumentation known as Continuous Emission Monitoring System (CEMS) to report emission level online to DOE . As a hardware based analyzer, CEMS is expensive, maintenance intensive and often unreliable. Therefore, software predictive technique is often preferred and considered as a feasible alternative to replace the CEMS for regulatory compliance. The LS-SVR model is built based on the emissions from an acid gas incinerator that operates in a LNG Complex. Simulated Annealing (SA) is first used to determine the initial hyperparameters which are then further optimized based on the performance of the model using Nelder-Mead simplex algorithm. The LS-SVR model is shown to outperform a benchmark model based on backpropagation neural networks (BPNN) in both training and testing data.

Keywords: artificial neural networks, industrial pollution, predictive algorithms, support vector machines

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Authors: K. Shakeri, M. Mohebbi

Abstract:

In order to consider the effects of the higher modes in the pushover analysis, during the recent years several multi-modal pushover procedures have been presented. In these methods the response of the considered modes are combined by the square-rootof- sum-of-squares (SRSS) rule while application of the elastic modal combination rules in the inelastic phases is no longer valid. In this research the feasibility of defining an efficient alternative combination method is investigated. Two steel moment-frame buildings denoted SAC-9 and SAC-20 under ten earthquake records are considered. The nonlinear responses of the structures are estimated by the directed algebraic combination of the weighted responses of the separate modes. The weight of the each mode is defined so that the resulted response of the combination has a minimum error to the nonlinear time history analysis. The genetic algorithm (GA) is used to minimize the error and optimize the weight factors. The obtained optimal factors for each mode in different cases are compared together to find unique appropriate weight factors for each mode in all cases.

Keywords: Genetic Algorithm, Modal Pushover, Optimalweight.

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Authors: Olusheye Akinfenwa, Samuel Jator, Nianmin Yoa

Abstract:

A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.

Keywords: Stiff IVPs, System of ODEs, Backward differentiationformulas, Block methods, Stability.

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Authors: M. Rahou, A. Cheikh, F. Sebaa

Abstract:

Manufacturing tolerancing is intended to determine the intermediate geometrical and dimensional states of the part during its manufacturing process. These manufacturing dimensions also serve to satisfy not only the functional requirements given in the definition drawing, but also the manufacturing constraints, for example geometrical defects of the machine, vibration and the wear of the cutting tool. In this paper, an experimental study on the influence of the wear of the cutting tool (systematic dispersions) is explored. This study was carried out on three stages .The first stage allows machining without elimination of dispersions (random, systematic) so the tolerances of manufacture according to total dispersions. In the second stage, the results of the first stage are filtered in such way to obtain the tolerances according to random dispersions. Finally, from the two previous stages, the systematic dispersions are generated. The objective of this study is to model by the least squares method the error of manufacture based on systematic dispersion. Finally, an approach of optimization of the manufacturing tolerances was developed for machining on a CNC machine tool

Keywords: Dispersions, Compensation, modeling, manufacturing Tolerance, machine tool.

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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Authors: M. H. Kargarnovin, A. Mamandi

Abstract:

This paper presents investigation effects of a sharp edged gust on aeroelastic behavior and time-domain response of a typical section model using Jones approximate aerodynamics for pure plunging motion. Flutter analysis has been done by using p and p-k methods developed for presented finite-state aerodynamic model for a typical section model (airfoil). Introduction of gust analysis as a linear set of ordinary differential equations in a simplified procedure has been carried out by using transformation into an eigenvalue problem.

Keywords: Aeroelastic response, jones approximation, pure plunging motion, sharp edged gust.

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Authors: Juliana A. Knocikova, Yann Bouret, Médéric Argentina, Laurent Counillon

Abstract:

Cell volume, together with membrane potential and intracellular hydrogen ion concentration, is an essential biophysical parameter for normal cellular activity. Cell volumes can be altered by osmotically active compounds and extracellular tonicity. In this study, a simple mathematical model of osmotically induced cell swelling and shrinking is presented. Emphasis is given to water diffusion across the membrane. The mathematical description of the cellular behavior consists in a system of coupled ordinary differential equations. We compare experimental data of cell volume alterations driven by differences in osmotic pressure with mathematical simulations under hypotonic and hypertonic conditions. Implications for a future model are also discussed.

Keywords: Eukaryotic cell, mathematical modeling, osmosis, volume alterations.

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Authors: M. Ravindra, R. Srinivasa Rao

Abstract:

This paper presents a Generalized Binary Integer Linear Programming (GBILP) method for optimal allocation of Phasor Measurement Units (PMUs) and to generate Dynamic State Estimation (DSE) solution with complete observability. The GBILP method is formulated with Zero Injection Bus (ZIB) constraints to reduce the number of locations for placement of PMUs in the case of normal and single line contingency. The integration of PMU and conventional measurements is modeled in DSE process to estimate accurate states of the system. To estimate the dynamic behavior of the power system with proposed method, load change up to 40% considered at a bus in the power system network. The proposed DSE method is compared with traditional Weighted Least Squares (WLS) state estimation method in presence of load changes to show the impact of PMU measurements. MATLAB simulations are carried out on IEEE 14, 30, 57, and 118 bus systems to prove the validity of the proposed approach.

Keywords: Observability, phasor measurement units, PMU, state estimation, dynamic state estimation, SCADA measurements, zero injection bus.

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