Search results for: Root Mean Square Error (RMSE)

Authors: Mohammad R. Kavian Nezhad, Carlos F. Lange, Brian A. Fleck

Abstract:

This research presents the validation study of a computational fluid dynamics (CFD) model developed to simulate the scalar dispersion emitted from rooftop sources around the buildings at the University of Alberta North Campus. The ANSYS CFX code was used to perform the numerical simulation of the wind regime and pollutant dispersion by solving the 3D steady Reynolds-averaged Navier-Stokes (RANS) equations on a building-scale high-resolution grid. The validation study was performed in two steps. First, the CFD model performance in 24 cases (eight wind directions and three wind speeds) was evaluated by comparing the predicted flow fields with the available data from the previous measurement campaign designed at the North Campus, using the standard deviation method (SDM), while the estimated results of the numerical model showed maximum average percent errors of approximately 53% and 37% for wind incidents from the North and Northwest, respectively. Good agreement with the measurements was observed for the other six directions, with an average error of less than 30%. In the second step, the reliability of the implemented turbulence model, numerical algorithm, modeling techniques, and the grid generation scheme was further evaluated using the Mock Urban Setting Test (MUST) dispersion dataset. Different statistical measures, including the fractional bias (FB), the mean geometric bias (MG), and the normalized mean square error (NMSE), were used to assess the accuracy of the predicted dispersion field. Our CFD results are in very good agreement with the field measurements.

Keywords: CFD, plume dispersion, complex urban geometry, validation study, wind flow.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 279

Authors: Young-San Shin, Seongsoo Lee

Abstract:

Hall sensor is widely used to measure rotation angle. When the Hall voltage is measured for linear displacement, it is converted to angular displacement using arctangent function, which requires a large lookup table. In this paper, a lookup table reduction technique is presented for angle measurement. When the input of the lookup table is small within a certain threshold, the change of the outputs with respect to the change of the inputs is relatively small. Thus, several inputs can share same output, which significantly reduce the lookup table size. Its error analysis was also performed, and the threshold was determined so as to maintain the error less than 1°. When the Hall voltage has 11-bit resolution, the lookup table size is reduced from 1,024 samples to 279 samples.

Keywords: Hall sensor, angle measurement, lookup table, arctangent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1469

Authors: P. Bárta

Abstract:

Increasing demand on the performance of Subsea Production Systems (SPS) suggests a need for more detailed investigation of fluid behavior taking place in subsea equipment. Complete CFD cool down analyses of subsea equipment are very time demanding. The objective of this paper is to investigate a Locked CFD approach, which enables significant reduction of the computational time and at the same time maintains sufficient accuracy during thermal cool down simulations. The result comparison of a dead leg simulation using the Full CFD and the three LCFD-methods confirms the validity of the locked flow field assumption for the selected case. For the tested case the LCFD simulation speed up by factor of 200 results in the absolute thermal error of 0.5 °C (3% relative error), speed up by factor of 10 keeps the LCFD results within 0.1 °C (0.5 % relative error) comparing to the Full CFD.

Keywords: CFD, Locked Flow Field, Speed up of CFD simulation time, Subsea

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640

Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

Abstract:

The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: Ultra-wideband, propagation, line-of-sight, non-line-of-sight, identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1198

Authors: Andrey V. Timofeev, Dmitry V. Egorov

Abstract:

This paper introduces an original method of parametric optimization of the structure for multimodal decisionlevel fusion scheme which combines the results of the partial solution of the classification task obtained from assembly of the mono-modal classifiers. As a result, a multimodal fusion classifier which has the minimum value of the total error rate has been obtained.

Keywords: Сlassification accuracy, fusion solution, total error rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1932

Authors: Mohd Sazli Saad, Hishamuddin Jamaluddin, Intan Zaurah Mat Darus

Abstract:

This paper presents the development of an active vibration control using direct adaptive controller to suppress the vibration of a flexible beam system. The controller is realized based on linear parametric form. Differential evolution optimisation algorithm is used to optimize the controller using single objective function by minimizing the mean square error of the observed vibration signal. Furthermore, an alternative approach is developed to systematically search for the best controller model structure together with it parameter values. The performance of the control scheme is presented and analysed in both time and frequency domain. Simulation results demonstrate that the proposed scheme is able to suppress the unwanted vibration effectively.

Keywords: flexible beam, finite difference method, active vibration control, differential evolution, direct adaptive controller

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2514

Authors: Mohammed Boutalline, Imad Badi, Belaid Bouikhalene, Said Safi

Abstract:

In this paper we describe the Levenvberg-Marquardt (LM) algorithm for identification and equalization of CDMA signals received by an antenna array in communication channels. The synthesis explains the digital separation and equalization of signals after propagation through multipath generating intersymbol interference (ISI). Exploiting discrete data transmitted and three diversities induced at the reception, the problem can be composed by the Block Component Decomposition (BCD) of a tensor of order 3 which is a new tensor decomposition generalizing the PARAFAC decomposition. We optimize the BCD decomposition by Levenvberg-Marquardt method gives encouraging results compared to classical alternating least squares algorithm (ALS). In the equalization part, we use the Minimum Mean Square Error (MMSE) to perform the presented method. The simulation results using the LM algorithm are important.

Keywords: Identification and equalization, communication channel, Levenvberg-Marquardt, tensor decomposition

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1782

Authors: Ji Hoon Kim, Hyung Gi Min, Jae Dong Cho, Jae Hoon Jang, Sung-Ha Kwon, Eun Tae Jeung

Abstract:

Since MEMS gyro sensors measure not angle of rotation but angular rate, an estimator is designed to estimate the angles in many applications. Gyro and accelerometer are used to improve estimating accuracy of the angle. This paper presents a method of finding filter coefficients of the well-known estimator which is to get rotation angles from gyro and accelerometer data. In order to verify the performance of our method, the estimated angle is compared with the encoder output in a rotary pendulum system.

Keywords: gyro, accelerometer, estimator, least square.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1767

Authors: Mohamed Amine Belmiloud, Nord Eddine Sad Chemloul

Abstract:

In this study, we investigated numerically heat transfer by mixed convection coupled to radiation in a square cavity; the upper horizontal wall is movable. The purpose of this study is to see the influence of the emissivity ε and the varying of the Richardson number Ri on the variation of average Nusselt number Nu. The vertical walls of the cavity are differentially heated, the left wall is maintained at a uniform temperature higher than the right wall, and the two horizontal walls are adiabatic. The finite volume method is used for solving the dimensionless Governing Equations. Emissivity values used in this study are ranged between 0 and 1, the Richardson number in the range 0.1 to 10. The Rayleigh number is fixed to Ra=104 and the Prandtl number is maintained constant Pr=0.71. Streamlines, isothermal lines and the average Nusselt number are presented according to the surface emissivity. The results of this study show that the Richardson number Ri and emissivity ε affect the average Nusselt number.

Keywords: Numerical study, mixed convection, square cavity, wall emissivity, lid-driven.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2195

Authors: Wahiba Mohguen, Raïs El’hadi Bekka

Abstract:

This paper presents a denoising method called EMD-Custom that was based on Empirical Mode Decomposition (EMD) and the modified Customized Thresholding Function (Custom) algorithms. EMD was applied to decompose adaptively a noisy signal into intrinsic mode functions (IMFs). Then, all the noisy IMFs got threshold by applying the presented thresholding function to suppress noise and to improve the signal to noise ratio (SNR). The method was tested on simulated data and real ECG signal, and the results were compared to the EMD-Based signal denoising methods using the soft and hard thresholding. The results showed the superior performance of the proposed EMD-Custom denoising over the traditional approach. The performances were evaluated in terms of SNR in dB, and Mean Square Error (MSE).

Keywords: Customized thresholding, ECG signal, EMD, hard thresholding, Soft-thresholding.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1047

Authors: J. S. Yadav, N. P. Patidar, J. Singhai

Abstract:

One of the main objectives of order reduction is to design a controller of lower order which can effectively control the original high order system so that the overall system is of lower order and easy to understand. In this paper, a simple method is presented for controller design of a higher order discrete system. First the original higher order discrete system in reduced to a lower order model. Then a Proportional Integral Derivative (PID) controller is designed for lower order model. An error minimization technique is employed for both order reduction and controller design. For the error minimization purpose, Differential Evolution (DE) optimization algorithm has been employed. DE method is based on the minimization of the Integral Squared Error (ISE) between the desired response and actual response pertaining to a unit step input. Finally the designed PID controller is connected to the original higher order discrete system to get the desired specification. The validity of the proposed method is illustrated through a numerical example.

Keywords: Discrete System, Model Order Reduction, PIDController, Integral Squared Error, Differential Evolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper examines the performance of bit-interleaved parity (BIP) methods in error rate monitoring, and in declaration and clearing of alarms in those transport networks that employ automatic protection switching (APS). The BIP-based error rate monitoring is attractive for its simplicity and ease of implementation. The BIP-based results are compared with exact results and are found to declare the alarms too late, and to clear the alarms too early. It is concluded that the standards development and systems implementation should take into account the fact of early clearing and late declaration of alarms. The window parameters defining the detection and clearing thresholds should be set so as to build sufficient hysteresis into the system to ensure that BIP-based implementations yield acceptable performance results.

Keywords: Automatic protection switching, bit interleaved parity, excessive bit error rate

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853

Authors: S. Nazhan, Hassan K. Al-Musawi, Khalid A. Humood

Abstract:

This paper reports on an experimental investigation into the influence of current modulation on the properties of a vertical-cavity surface-emitting laser (VCSEL) with a direct square wave modulation. The optical output power response, as a function of the pumping current, modulation frequency, and amplitude, is measured for an 850 nm VCSEL. We demonstrate that modulation frequency and amplitude play important roles in reducing the VCSEL’s power consumption for optical generation. Indeed, even when the biasing current is below the static threshold, the VCSEL emits optical power under the square wave modulation. The power consumed by the device to generate light is significantly reduced to > 50%, which is below the threshold current, in response to both the modulation frequency and amplitude. An operating VCSEL device at low power is very desirable for less thermal effects, which are essential for a high-speed modulation bandwidth.

Keywords: VCSELs, optical power generation, power consumption, square wave modulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 511

Authors: Khairul Jauhari, Achmad Widodo, Ismoyo Haryanto

Abstract:

In this article, the radial displacement error correction capability of a high precision spindle grinding caused by unbalance force was investigated. The spindle shaft is considered as a flexible rotor mounted on two sets of angular contact ball bearing. Finite element methods (FEM) have been adopted for obtaining the equation of motion of the spindle. In this paper, firstly, natural frequencies, critical frequencies, and amplitude of the unbalance response caused by residual unbalance are determined in order to investigate the spindle behaviors. Furthermore, an optimization design algorithm is employed to minimize radial displacement of the spindle which considers dimension of the spindle shaft, the dynamic characteristics of the bearings, critical frequencies and amplitude of the unbalance response, and computes optimum spindle diameters and stiffness and damping of the bearings. Numerical simulation results show that by optimizing the spindle diameters, and stiffness and damping in the bearings, radial displacement of the spindle can be reduced. A spindle about 4 μm radial displacement error can be compensated with 2 μm accuracy. This certainly can improve the accuracy of the product of machining.

Keywords: Error correction, High precision grinding, Optimization, Radial displacement, Spindle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1751

Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.

Keywords: Adsorption isotherm, binary system, neural network; sorption

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2000

Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1572

Authors: Ali Abdrhman Ukasha

Abstract:

This paper presented two new efficient algorithms for contour approximation. The proposed algorithm is compared with Ramer (good quality), Triangle (faster) and Trapezoid (fastest) in this work; which are briefly described. Cartesian co-ordinates of an input contour are processed in such a manner that finally contours is presented by a set of selected vertices of the edge of the contour. In the paper the main idea of the analyzed procedures for contour compression is performed. For comparison, the mean square error and signal-to-noise ratio criterions are used. Computational time of analyzed methods is estimated depending on a number of numerical operations. Experimental results are obtained both in terms of image quality, compression ratios, and speed. The main advantages of the analyzed algorithm is small numbers of the arithmetic operations compared to the existing algorithms.

Keywords: Polygonal approximation, Ramer, Triangle and Trapezoid methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1772

Authors: M. Sivakumar, D. Chamundeeswari

Abstract:

Glycosmis pentaphylla is one of the medicinally important plants belonging to the family Rutaceae, commonly known as “Anam or Panal” in Tamil. Traditionally, leaves are useful in fever, hepatopathy, eczema, skin disease, helminthiasis, wounds, and erysipelas. The fruits are sweet and are useful in vitiated conditions of vata, kapha, cough, and bronchitis. The roots are good for facial inflammations, rheumatism, jaundice, and anemia. The preliminary phytochemical investigations indicated the presence of alkaloids, terpenoids, flavonoids, tannins, sugar, glycoside, and phenolic compounds. In the present study, the root part of Glycosmis pentaphylla was used, and the root was collected from Western Ghats of South India. The root was sun/shade dried and pulverized to powder in a mechanical grinder. The powder was successively extracted with various solvents, and the ethyl acetate extract of Glycosmis pentaphylla has been subjected to the GC-MS analysis. Amongst the 46 chemical constituents identified from this plant, three major phytoconstituents were reported for the first time. Marmesin, a furanocumarin compound with the chemical structure 7H-Furo (3,2-G) (1)Benzopyran-7-one,2,3–dihydro–2 - (1-Hydroxy-1methylethyl)-(s) is one of the three compounds identified for the first time at the concentration of 11-60% in ethyl acetate extract of Glycosmis pentaphylla. Others include, Beta.-Fagarine (4.71%) and Paverine (13.08%).

Keywords: Ethyl acetate extract, Glycosmis pentaphylla, GC-MS analysis, phytochemicals.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1634

Authors: Huang Shengqin, Xiao Hong

Abstract:

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Keywords: Hypersonic, LES, mixed Subgrid-scale model, experiment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535

Authors: Wang Xingbo

Abstract:

Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1110

Authors: Rafsan Al Mamun, Md. Motaharul Islam, Rabana Tajrin, Nabiha Noor, Shafinaz Qader

Abstract:

In an attempt to enrich the lives of billions of people by providing proper information, security and a way of communicating with others, the need for efficient and improved satellites is constantly growing. Thus, there is an increasing demand for better error detection and correction (EDAC) schemes, which are capable of protecting the data onboard the satellites. The paper is aimed towards detecting and correcting such errors using a special algorithm called the Hamming Code, which uses the concept of parity and parity bits to prevent single-bit errors onboard a satellite in Low Earth Orbit. This paper focuses on the study of Low Earth Orbit satellites and the process of generating the Hamming Code matrix to be used for EDAC using computer programs. The most effective version of Hamming Code generated was the Hamming (16, 11, 4) version using MATLAB, and the paper compares this particular scheme with other EDAC mechanisms, including other versions of Hamming Codes and Cyclic Redundancy Check (CRC), and the limitations of this scheme. This particular version of the Hamming Code guarantees single-bit error corrections as well as double-bit error detections. Furthermore, this version of Hamming Code has proved to be fast with a checking time of 5.669 nanoseconds, that has a relatively higher code rate and lower bit overhead compared to the other versions and can detect a greater percentage of errors per length of code than other EDAC schemes with similar capabilities. In conclusion, with the proper implementation of the system, it is quite possible to ensure a relatively uncorrupted satellite storage system.

Keywords: Bit-flips, Hamming code, low earth orbit, parity bits, satellite, single error upset.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 843

Authors: Sahbi Farhani

Abstract:

This study investigates the relationship between external debt and military spending in case of India over the period of 1970–2012. In doing so, we have applied the structural break unit root tests to examine stationarity properties of the variables. The Auto-Regressive Distributed Lag (ARDL) bounds testing approach is used to test whether cointegration exists in presence of structural breaks stemming in the series. Our results indicate the cointegration among external debt, military spending, debt servicing, and economic growth. Moreover, military spending and debt servicing add in external debt. Economic growth helps in lowering external debt. The Vector Error Correction Model (VECM) analysis and Granger causality test reveal that military spending and economic growth cause external debt. The feedback effect also exists between external debt and debt servicing in case of India.

Keywords: External debt, military spending, ARDL approach, structural breaks, India.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1410

Authors: Min Goo Choi, Jung Hoon Jung, Jae Wook Jeon

Abstract:

Assessment for image quality traditionally needs its original image as a reference. The conventional method for assessment like Mean Square Error (MSE) or Peak Signal to Noise Ratio (PSNR) is invalid when there is no reference. In this paper, we present a new No-Reference (NR) assessment of image quality using blur and noise. The recent camera applications provide high quality images by help of digital Image Signal Processor (ISP). Since the images taken by the high performance of digital camera have few blocking and ringing artifacts, we only focus on the blur and noise for predicting the objective image quality. The experimental results show that the proposed assessment method gives high correlation with subjective Difference Mean Opinion Score (DMOS). Furthermore, the proposed method provides very low computational load in spatial domain and similar extraction of characteristics to human perceptional assessment.

Keywords: No Reference, Image Quality Assessment, blur, noise.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3820

Authors: Othman Belgassim, Krzysztof Jemielniak

Abstract:

The analysis of Acoustic Emission (AE) signal generated from metal cutting processes has often approached statistically. This is due to the stochastic nature of the emission signal as a result of factors effecting the signal from its generation through transmission and sensing. Different techniques are applied in this manner, each of which is suitable for certain processes. In metal cutting where the emission generated by the deformation process is rather continuous, an appropriate method for analysing the AE signal based on the root mean square (RMS) of the signal is often used and is suitable for use with the conventional signal processing systems. The aim of this paper is to set a strategy in tool failure detection in turning processes via the statistic analysis of the AE generated from the cutting zone. The strategy is based on the investigation of the distribution moments of the AE signal at predetermined sampling. The skews and kurtosis of these distributions are the key elements in the detection. A normal (Gaussian) distribution has first been suggested then this was eliminated due to insufficiency. The so called Beta distribution was then considered, this has been used with an assumed β density function and has given promising results with regard to chipping and tool breakage detection.

Keywords: AE signal, skew, kurtosis, tool failure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1802

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 825

Authors: Wen-Chi Liu

Abstract:

This study applies a simple and powerful nonlinear unit root test to test the validity of long-run purchasing power parity (PPP)  in a sample of 10 East-Asian countries (i.e., China, Hong Kong,  Indonesia, Japan, Korea, Malaysia, Philippines, Singapore, Taiwan  and Thailand) over the period of March 1985 to September 2008. The empirical results indicate that PPP holds true for half of these 10  East-Asian countries under study, and the adjustment toward PPP is found to be nonlinear and in an asymmetric way. 

 

Keywords: Purchasing Power Parity, East-Asian Countries, Nonlinear Unit Root Test, Asymmetry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1438

Authors: Roman Novak, Matjaz Vencelj

Abstract:

The angular distribution of Compton scattering of two quanta originating in the annihilation of a positron with an electron is investigated as a quantum key distribution (QKD) mechanism in the gamma spectral range. The geometry of coincident Compton scattering is observed on the two sides as a way to obtain partially correlated readings on the quantum channel. We derive the noise probability density function of a conceptually equivalent prepare and measure quantum channel in order to evaluate the limits of the concept in terms of the device secrecy capacity and estimate it at roughly 1.9 bits per 1 000 annihilation events. The high error rate is well above the tolerable error rates of the common reconciliation protocols; therefore, the proposed key agreement protocol by public discussion requires key reconciliation using classical error-correcting codes. We constructed a prototype device based on the readily available monolithic detectors in the least complex setup.

Keywords: Compton scattering, gamma-ray polarization, quantumcryptography, quantum key distribution

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2202

Authors: M. Govindarajan

Abstract:

Text Mining is around applying knowledge discovery techniques to unstructured text is termed knowledge discovery in text (KDT), or Text data mining or Text Mining. In decision tree approach is most useful in classification problem. With this technique, tree is constructed to model the classification process. There are two basic steps in the technique: building the tree and applying the tree to the database. This paper describes a proposed C5.0 classifier that performs rulesets, cross validation and boosting for original C5.0 in order to reduce the optimization of error ratio. The feasibility and the benefits of the proposed approach are demonstrated by means of medial data set like hypothyroid. It is shown that, the performance of a classifier on the training cases from which it was constructed gives a poor estimate by sampling or using a separate test file, either way, the classifier is evaluated on cases that were not used to build and evaluate the classifier are both are large. If the cases in hypothyroid.data and hypothyroid.test were to be shuffled and divided into a new 2772 case training set and a 1000 case test set, C5.0 might construct a different classifier with a lower or higher error rate on the test cases. An important feature of see5 is its ability to classifiers called rulesets. The ruleset has an error rate 0.5 % on the test cases. The standard errors of the means provide an estimate of the variability of results. One way to get a more reliable estimate of predictive is by f-fold –cross- validation. The error rate of a classifier produced from all the cases is estimated as the ratio of the total number of errors on the hold-out cases to the total number of cases. The Boost option with x trials instructs See5 to construct up to x classifiers in this manner. Trials over numerous datasets, large and small, show that on average 10-classifier boosting reduces the error rate for test cases by about 25%.

Keywords: C5.0, Error Ratio, text mining, training data, test data.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2434

Authors: K. Kouzi

Abstract:

In order to have stable and high performance of direct torque and flux control (DTFC) of double star induction motor drive (DSIM), proper on-line adaptation of the stator resistance is very important. This is inevitably due to the variation of the stator resistance during operating conditions, which introduces error in estimated flux position and the magnitude of the stator flux. Error in the estimated stator flux deteriorates the performance of the DTFC drive. Also, the effect of error in estimation is very important especially at low speed. Due to this, our aim is to overcome the sensitivity of the DTFC to the stator resistance variation by proposing on-line fuzzy estimation stator resistance. The fuzzy estimation method is based on an on-line stator resistance correction through the variations of the stator current estimation error and its variations. The fuzzy logic controller gives the future stator resistance increment at the output. The main advantage of the suggested algorithm control is to avoid the drive instability that may occur in certain situations and ensure the tracking of the actual stator resistance. The validity of the technique and the improvement of the whole system performance are proved by the results.

Keywords: Direct torque control, dual stator induction motor, fuzzy logic estimation, stator resistance adaptation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1116

Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 150