Search results for: Simpson’s rule and Volterra integro-differential equations.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1623

Search results for: Simpson’s rule and Volterra integro-differential equations.

1623 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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1622 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.

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1621 Application of the Hybrid Methods to Solving Volterra Integro-Differential Equations

Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov

Abstract:

Beginning from the creator of integro-differential equations Volterra, many scientists have investigated these equations. Classic method for solving integro-differential equations is the quadratures method that is successfully applied up today. Unlike these methods, Makroglou applied hybrid methods that are modified and generalized in this paper and applied to the numerical solution of Volterra integro-differential equations. The way for defining the coefficients of the suggested method is also given.

Keywords: Integro-differential equations, initial value problem, hybrid methods, predictor-corrector method

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1620 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

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1619 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation

Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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1618 Numerical Solution of Volterra Integro-differential Equations of Fractional Order by Laplace Decomposition Method

Authors: Changqing Yang, Jianhua Hou

Abstract:

In this paper the Laplace Decomposition method is developed to solve linear and nonlinear fractional integro- differential equations of Volterra type.The fractional derivative is described in the Caputo sense.The Laplace decomposition method is found to be fast and accurate.Illustrative examples  are included to demonstrate the validity and applicability of presented technique and comparasion is made with exacting results.

Keywords: Integro-differential equations, Laplace transform, fractional derivative, adomian polynomials, pade appoximants.

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1617 Three Computational Mathematics Techniques: Comparative Determination of Area under Curve

Authors: Khalid Pervaiz Akhter, Mahmood Ahmad, Ghulam Murtaza, Ishrat Shafi, Zafar Javed

Abstract:

The objective of this manuscript is to find area under the plasma concentration- time curve (AUC) for multiple doses of salbutamol sulphate sustained release tablets (Ventolin® oral tablets SR 8 mg, GSK, Pakistan) in the group of 18 healthy adults by using computational mathematics techniques. Following the administration of 4 doses of Ventolin® tablets 12 hourly to 24 healthy human subjects and bioanalysis of obtained plasma samples, plasma drug concentration-time profile was constructed. AUC, an important pharmacokinetic parameter, was measured using integrated equation of multiple oral dose regimens. The approximated AUC was also calculated by using computational mathematics techniques such as repeated rectangular, repeated trapezium and repeated Simpson's rule and compared with exact value of AUC calculated by using integrated equation of multiple oral dose regimens to find best computational mathematics method that gives AUC values closest to exact. The exact values of AUC for four consecutive doses of Ventolin® oral tablets were 150.5819473, 157.8131756, 164.4178231 and 162.78 ng.h/ml while the closest values approximated AUC values were 149.245962, 157.336171, 164.2585768 and 162.289224 ng.h/ml, respectively as found by repeated rectangular rule. The errors in the approximated values of AUC were negligible. It is concluded that all computational tools approximated values of AUC accurately but the repeated rectangular rule gives slightly better approximated values of AUC as compared to repeated trapezium and repeated Simpson's rules.

Keywords: Salbutamol sulphate, Area under curve (AUC), repeated rectangular rule, repeated trapezium rule, repeated Simpson's rule.

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1616 On One Application of Hybrid Methods For Solving Volterra Integral Equations

Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova

Abstract:

As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.

Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature

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1615 Volterra Filtering Techniques for Removal of Gaussian and Mixed Gaussian-Impulse Noise

Authors: M. B. Meenavathi, K. Rajesh

Abstract:

In this paper, we propose a new class of Volterra series based filters for image enhancement and restoration. Generally the linear filters reduce the noise and cause blurring at the edges. Some nonlinear filters based on median operator or rank operator deal with only impulse noise and fail to cancel the most common Gaussian distributed noise. A class of second order Volterra filters is proposed to optimize the trade-off between noise removal and edge preservation. In this paper, we consider both the Gaussian and mixed Gaussian-impulse noise to test the robustness of the filter. Image enhancement and restoration results using the proposed Volterra filter are found to be superior to those obtained with standard linear and nonlinear filters.

Keywords: Gaussian noise, Image enhancement, Imagerestoration, Linear filters, Nonlinear filters, Volterra series.

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1614 Volterra Filter for Color Image Segmentation

Authors: M. B. Meenavathi, K. Rajesh

Abstract:

Color image segmentation plays an important role in computer vision and image processing areas. In this paper, the features of Volterra filter are utilized for color image segmentation. The discrete Volterra filter exhibits both linear and nonlinear characteristics. The linear part smoothes the image features in uniform gray zones and is used for getting a gross representation of objects of interest. The nonlinear term compensates for the blurring due to the linear term and preserves the edges which are mainly used to distinguish the various objects. The truncated quadratic Volterra filters are mainly used for edge preserving along with Gaussian noise cancellation. In our approach, the segmentation is based on K-means clustering algorithm in HSI space. Both the hue and the intensity components are fully utilized. For hue clustering, the special cyclic property of the hue component is taken into consideration. The experimental results show that the proposed technique segments the color image while preserving significant features and removing noise effects.

Keywords: Color image segmentation, HSI space, K–means clustering, Volterra filter.

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1613 A Nonconforming Mixed Finite Element Method for Semilinear Pseudo-Hyperbolic Partial Integro-Differential Equations

Authors: Jingbo Yang, Hong Li, Yang Liu, Siriguleng He

Abstract:

In this paper, a nonconforming mixed finite element method is studied for semilinear pseudo-hyperbolic partial integrodifferential equations. By use of the interpolation technique instead of the generalized elliptic projection, the optimal error estimates of the corresponding unknown function are given.

Keywords: Pseudo-hyperbolic partial integro-differential equations, Nonconforming mixed element method, Semilinear, Error estimates.

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1612 Effect of Implementation of Nonlinear Sequence Transformations on Power Series Expansion for a Class of Non-Linear Abel Equations

Authors: Javad Abdalkhani

Abstract:

Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..

Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica

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1611 Blow up in Polynomial Differential Equations

Authors: Rudolf Csikja, Janos Toth

Abstract:

Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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1610 2n Positive Periodic Solutions to n Species Non-autonomous Lotka-Volterra Competition Systems with Harvesting Terms

Authors: Yongkun Li, Kaihong Zhao

Abstract:

By using Mawhin-s continuation theorem of coincidence degree theory, we establish the existence of 2n positive periodic solutions for n species non-autonomous Lotka-Volterra competition systems with harvesting terms. An example is given to illustrate the effectiveness of our results.

Keywords: Positive periodic solutions, Lotka-Volterra competition system, coincidence degree, harvesting term.

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1609 Nonlinear Acoustic Echo Cancellation Using Volterra Filtering with a Variable Step-Size GS-PAP Algorithm

Authors: J. B. Seo, K. J. Kim, S. W. Nam

Abstract:

In this paper, a nonlinear acoustic echo cancellation (AEC) system is proposed, whereby 3rd order Volterra filtering is utilized along with a variable step-size Gauss-Seidel pseudo affine projection (VSSGS-PAP) algorithm. In particular, the proposed nonlinear AEC system is developed by considering a double-talk situation with near-end signal variation. Simulation results demonstrate that the proposed approach yields better nonlinear AEC performance than conventional approaches.

Keywords: Acoustic echo cancellation (AEC), Volterra filtering, variable step-size, GS-PAP.

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1608 Multiple Positive Periodic Solutions of a Competitor-Competitor-Mutualist Lotka-Volterra System with Harvesting Terms

Authors: Yongkun Li, Erliang Xu

Abstract:

In this paper, by using Mawhin-s continuation theorem of coincidence degree theory, we establish the existence of multiple positive periodic solutions of a competitor-competitor-mutualist Lotka-Volterra system with harvesting terms. Finally, an example is given to illustrate our results.

Keywords: Positive periodic solutions, competitor-competitor mutualist Lotka-Volterra systems, coincidence degree, harvesting term.

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1607 Existence of Multiple Positive Periodic Solutions to n Species Nonautonomous Lotka-Volterra Cooperative Systems with Harvesting Terms

Authors: Kaihong Zhao

Abstract:

In this paper, the existence of 2n positive periodic solutions for n species non-autonomous Lotka-Volterra cooperative systems with harvesting terms is established by using Mawhin-s continuation theorem of coincidence degree theory and matrix inequality. An example is given to illustrate the effectiveness of our results.

Keywords: Multiple positive periodic solutions, Nonautonomous Lotka-Volterra cooperative system, Coincidence degree, Harvesting term.

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1606 A Laplace Transform Dual-Reciprocity Boundary Element Method for Axisymmetric Elastodynamic Problems

Authors: B. I. Yun

Abstract:

A dual-reciprocity boundary element method is presented for the numerical solution of a class of axisymmetric elastodynamic problems. The domain integrals that arise in the integrodifferential formulation are converted to line integrals by using the dual-reciprocity method together suitably constructed interpolating functions. The second order time derivatives of the displacement in the governing partial differential equations are suppressed by using Laplace transformation. In the Laplace transform domain, the problem under consideration is eventually reduced to solving a system of linear algebraic equations. Once the linear algebraic equations are solved, the displacement and stress fields in the physical domain can be recovered by using a numerical technique for inverting Laplace transforms.

Keywords: Axisymmetric elasticity, boundary element method, dual-reciprocity method, Laplace transform.

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1605 Pruning Algorithm for the Minimum Rule Reduct Generation

Authors: Şahin Emrah Amrahov, Fatih Aybar, Serhat Doğan

Abstract:

In this paper we consider the rule reduct generation problem. Rule Reduct Generation (RG) and Modified Rule Generation (MRG) algorithms, that are used to solve this problem, are well-known. Alternative to these algorithms, we develop Pruning Rule Generation (PRG) algorithm. We compare the PRG algorithm with RG and MRG.

Keywords: Rough sets, Decision rules, Rule induction, Classification.

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1604 Optimal Control of Volterra Integro-Differential Systems Based On Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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1603 Almost Periodicity in a Harvesting Lotka-Volterra Recurrent Neural Networks with Time-Varying Delays

Authors: Yongzhi Liao

Abstract:

By using the theory of exponential dichotomy and Banach fixed point theorem, this paper is concerned with the problem of the existence and uniqueness of positive almost periodic solution in a delayed Lotka-Volterra recurrent neural networks with harvesting terms. To a certain extent, our work in this paper corrects some result in recent years. Finally, an example is given to illustrate the feasibility and effectiveness of the main result.

Keywords: positive almost periodic solution, Lotka-Volterra, neural networks, Banach fixed point theorem, harvesting

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1602 Very-high-Precision Normalized Eigenfunctions for a Class of Schrödinger Type Equations

Authors: Amna Noreen , Kare Olaussen

Abstract:

We demonstrate that it is possible to compute wave function normalization constants for a class of Schr¨odinger type equations by an algorithm which scales linearly (in the number of eigenfunction evaluations) with the desired precision P in decimals.

Keywords: Eigenvalue problems, bound states, trapezoidal rule, poisson resummation.

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1601 Application of Association Rule Mining in Supplier Selection Criteria

Authors: A. Haery, N. Salmasi, M. Modarres Yazdi, H. Iranmanesh

Abstract:

In this paper the application of rule mining in order to review the effective factors on supplier selection is reviewed in the following three sections 1) criteria selecting and information gathering 2) performing association rule mining 3) validation and constituting rule base. Afterwards a few of applications of rule base is explained. Then, a numerical example is presented and analyzed by Clementine software. Some of extracted rules as well as the results are presented at the end.

Keywords: Association rule mining, data mining, supplierselection criteria.

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1600 Study on the Evaluation of the Chaotic Cipher System Using the Improved Volterra Filters and the RBFN Mapping

Authors: Hirotaka Watanabe, Takaaki Kondo, Daiki Yoshida, Ariyoshi Nakayama, Taichi Sato, Shuhei Kuriyama, Hiroyuki Kamata

Abstract:

In this paper, we propose a chaotic cipher system consisting of Improved Volterra Filters and the mapping that is created from the actual voice by using Radial Basis Function Network. In order to achieve a practical system, the system supposes to use the digital communication line, such as the Internet, to maintain the parameter matching between the transmitter and receiver sides. Therefore, in order to withstand the attack from outside, it is necessary that complicate the internal state and improve the sensitivity coefficient. In this paper, we validate the robustness of proposed method from three perspectives of "Chaotic properties", "Randomness", "Coefficient sensitivity".

Keywords: Chaos cipher, 16-bit-length fixed point arithmetic, Volterra filter, Seacret communications, RBF Network

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1599 A New Quadrature Rule Derived from Spline Interpolation with Error Analysis

Authors: Hadi Taghvafard

Abstract:

We present a new quadrature rule based on the spline interpolation along with the error analysis. Moreover, some error estimates for the reminder when the integrand is either a Lipschitzian function, a function of bounded variation or a function whose derivative belongs to Lp are given. We also give some examples to show that, practically, the spline rule is better than the trapezoidal rule.

Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.

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1598 Adomian Decomposition Method Associated with Boole-s Integration Rule for Goursat Problem

Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

Abstract:

The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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1597 Review and Comparison of Associative Classification Data Mining Approaches

Authors: Suzan Wedyan

Abstract:

Associative classification (AC) is a data mining approach that combines association rule and classification to build classification models (classifiers). AC has attracted a significant attention from several researchers mainly because it derives accurate classifiers that contain simple yet effective rules. In the last decade, a number of associative classification algorithms have been proposed such as Classification based Association (CBA), Classification based on Multiple Association Rules (CMAR), Class based Associative Classification (CACA), and Classification based on Predicted Association Rule (CPAR). This paper surveys major AC algorithms and compares the steps and methods performed in each algorithm including: rule learning, rule sorting, rule pruning, classifier building, and class prediction.

Keywords: Associative Classification, Classification, Data Mining, Learning, Rule Ranking, Rule Pruning, Prediction.

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1596 The Particle Swarm Optimization Against the Runge’s Phenomenon: Application to the Generalized Integral Quadrature Method

Authors: A. Zerarka, A. Soukeur, N. Khelil

Abstract:

In the present work, we introduce the particle swarm optimization called (PSO in short) to avoid the Runge-s phenomenon occurring in many numerical problems. This new approach is tested with some numerical examples including the generalized integral quadrature method in order to solve the Volterra-s integral equations

Keywords: Integral equation, particle swarm optimization, Runge's phenomenon.

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1595 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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1594 Eclectic Rule-Extraction from Support Vector Machines

Authors: Nahla Barakat, Joachim Diederich

Abstract:

Support vector machines (SVMs) have shown superior performance compared to other machine learning techniques, especially in classification problems. Yet one limitation of SVMs is the lack of an explanation capability which is crucial in some applications, e.g. in the medical and security domains. In this paper, a novel approach for eclectic rule-extraction from support vector machines is presented. This approach utilizes the knowledge acquired by the SVM and represented in its support vectors as well as the parameters associated with them. The approach includes three stages; training, propositional rule-extraction and rule quality evaluation. Results from four different experiments have demonstrated the value of the approach for extracting comprehensible rules of high accuracy and fidelity.

Keywords: Data mining, hybrid rule-extraction algorithms, medical diagnosis, SVMs

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