Search results for: approximation algorithms
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1844

Search results for: approximation algorithms

1574 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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1573 Parallel Discrete Fourier Transform for Fast FIR Filtering Based on Overlapped-save Block Structure

Authors: Ying-Wen Bai, Ju-Maw Chen

Abstract:

To successfully provide a fast FIR filter with FTT algorithms, overlapped-save algorithms can be used to lower the computational complexity and achieve the desired real-time processing. As the length of the input block increases in order to improve the efficiency, a larger volume of zero padding will greatly increase the computation length of the FFT. In this paper, we use the overlapped block digital filtering to construct a parallel structure. As long as the down-sampling (or up-sampling) factor is an exact multiple lengths of the impulse response of a FIR filter, we can process the input block by using a parallel structure and thus achieve a low-complex fast FIR filter with overlapped-save algorithms. With a long filter length, the performance and the throughput of the digital filtering system will also be greatly enhanced.

Keywords: FIR Filter, Overlapped-save Algorithm, ParallelStructure

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1572 Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space

Authors: Vichai Rungreunganaun, Chirawat Woarawichai

Abstract:

The objective of this research is to calculate the optimal inventory lot-sizing for each supplier and minimize the total inventory cost which includes joint purchase cost of the products, transaction cost for the suppliers, and holding cost for remaining inventory. Genetic algorithms (GAs) are applied to the multi-product and multi-period inventory lot-sizing problems with supplier selection under storage space. Also a maximum storage space for the decision maker in each period is considered. The decision maker needs to determine what products to order in what quantities with which suppliers in which periods. It is assumed that demand of multiple products is known over a planning horizon. The problem is formulated as a mixed integer programming and is solved with the GAs. The detailed computation results are presented.

Keywords: Genetic Algorithms, Inventory lot-sizing, Supplier selection, Storage space.

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1571 Patient-Specific Modeling Algorithm for Medical Data Based on AUC

Authors: Guilherme Ribeiro, Alexandre Oliveira, Antonio Ferreira, Shyam Visweswaran, Gregory Cooper

Abstract:

Patient-specific models are instance-based learning algorithms that take advantage of the particular features of the patient case at hand to predict an outcome. We introduce two patient-specific algorithms based on decision tree paradigm that use AUC as a metric to select an attribute. We apply the patient specific algorithms to predict outcomes in several datasets, including medical datasets. Compared to the patient-specific decision path (PSDP) entropy-based and CART methods, the AUC-based patient-specific decision path models performed equivalently on area under the ROC curve (AUC). Our results provide support for patient-specific methods being a promising approach for making clinical predictions.

Keywords: Approach instance-based, area Under the ROC Curve, Patient-specific Decision Path, clinical predictions.

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1570 Improved Multi–Objective Firefly Algorithms to Find Optimal Golomb Ruler Sequences for Optimal Golomb Ruler Channel Allocation

Authors: Shonak Bansal, Prince Jain, Arun Kumar Singh, Neena Gupta

Abstract:

Recently nature–inspired algorithms have widespread use throughout the tough and time consuming multi–objective scientific and engineering design optimization problems. In this paper, we present extended forms of firefly algorithm to find optimal Golomb ruler (OGR) sequences. The OGRs have their one of the major application as unequally spaced channel–allocation algorithm in optical wavelength division multiplexing (WDM) systems in order to minimize the adverse four–wave mixing (FWM) crosstalk effect. The simulation results conclude that the proposed optimization algorithm has superior performance compared to the existing conventional computing and nature–inspired optimization algorithms to find OGRs in terms of ruler length, total optical channel bandwidth and computation time.

Keywords: Channel allocation, conventional computing, four–wave mixing, nature–inspired algorithm, optimal Golomb ruler, Lévy flight distribution, optimization, improved multi–objective Firefly algorithms, Pareto optimal.

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1569 Inferences on Compound Rayleigh Parameters with Progressively Type-II Censored Samples

Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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1568 Heuristic Continuous-time Associative Memories

Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

In this paper, a novel associative memory model will be proposed and applied to memory retrievals based on the conventional continuous time model. The conventional model presents memory capacity is very low and retrieval process easily converges to an equilibrium state which is very different from the stored patterns. Genetic Algorithms is well-known with the capability of global optimal search escaping local optimum on progress to reach a global optimum. Based on the well-known idea of Genetic Algorithms, this work proposes a heuristic rule to make a mutation when the state of the network is trapped in a spurious memory. The proposal heuristic associative memory show the stored capacity does not depend on the number of stored patterns and the retrieval ability is up to ~ 1.

Keywords: Artificial Intelligent, Soft Computing, NeuralNetworks, Genetic Algorithms, Hopfield Neural Networks, andAssociative Memories.

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1567 Finding Authoritative Researchers on Academic Web Sites

Authors: Dalibor Fiala, Karel Jezek, Francois Rousselot

Abstract:

In this paper, we present a methodology for finding authoritative researchers by analyzing academic Web sites. We show a case study in which we concentrate on a set of Czech computer science departments- Web sites. We analyze the relations between them via hyperlinks and find the most important ones using several common ranking algorithms. We then examine the contents of the research papers present on these sites and determine the most authoritative Czech authors.

Keywords: Authorities, citation analysis, prestige, ranking algorithms, Web mining.

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1566 Analytical Comparison of Conventional Algorithms with Vedic Algorithm for Digital Multiplier

Authors: Akhilesh G. Naik, Dipankar Pal

Abstract:

In today’s scenario, the complexity of digital signal processing (DSP) applications and various microcontroller architectures have been increasing to such an extent that the traditional approaches to multiplier design in most processors are becoming outdated for being comparatively slow. Modern processing applications require suitable pipelined approaches, and therefore, algorithms that are friendlier with pipelined architectures. Traditional algorithms like Wallace Tree, Radix-4 Booth, Radix-8 Booth, Dadda architectures have been proven to be comparatively slow for pipelined architectures. These architectures, therefore, need to be optimized or combined with other architectures amongst them to enhance its performances and to be made suitable for pipelined hardware/architectures. Recently, Vedic algorithm mathematically has proven to be efficient by appearing to be less complex and with fewer steps for its output establishment and have assumed renewed importance. This paper describes and shows how the Vedic algorithm can be better suited for pipelined architectures and also can be combined with traditional architectures and algorithms for enhancing its ability even further. In this paper, we also established that for complex applications on DSP and other microcontroller architectures, using Vedic approach for multiplication proves to be the best available and efficient option.

Keywords: Wallace tree, Radix-4 Booth, Radix-8 Booth, Dadda, Vedic, Single-Stage Karatsuba, Looped Karatsuba.

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1565 Sensor Optimisation via H∞ Applied to a MAGLEV Suspension System

Authors: Konstantinos Michail, Argyrios Zolotas, Roger Goodall, John Pearson

Abstract:

In this paper a systematic method via H∞ control design is proposed to select a sensor set that satisfies a number of input criteria for a MAGLEV suspension system. The proposed method recovers a number of optimised controllers for each possible sensor set that satisfies the performance and constraint criteria using evolutionary algorithms.

Keywords: H-infinity, Sensor optimisation, Genetic algorithms, MAGLEV vehicles

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1564 Covering-based Rough sets Based on the Refinement of Covering-element

Authors: Jianguo Tang, Kun She, William Zhu

Abstract:

Covering-based rough sets is an extension of rough sets and it is based on a covering instead of a partition of the universe. Therefore it is more powerful in describing some practical problems than rough sets. However, by extending the rough sets, covering-based rough sets can increase the roughness of each model in recognizing objects. How to obtain better approximations from the models of a covering-based rough sets is an important issue. In this paper, two concepts, determinate elements and indeterminate elements in a universe, are proposed and given precise definitions respectively. This research makes a reasonable refinement of the covering-element from a new viewpoint. And the refinement may generate better approximations of covering-based rough sets models. To prove the theory above, it is applied to eight major coveringbased rough sets models which are adapted from other literature. The result is, in all these models, the lower approximation increases effectively. Correspondingly, in all models, the upper approximation decreases with exceptions of two models in some special situations. Therefore, the roughness of recognizing objects is reduced. This research provides a new approach to the study and application of covering-based rough sets.

Keywords: Determinate element, indeterminate element, refinementof covering-element, refinement of covering, covering-basedrough sets.

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1563 Copy-Move Image Forgery Detection in Virtual Electrostatic Field

Authors: Michael Zimba, Darlison Nyirenda

Abstract:

A novel copy-move image forgery, CMIF, detection method is proposed. The proposed method presents a new approach which relies on electrostatic field theory, EFT. Solely for the purpose of reducing the dimension of a suspicious image, the proposed algorithm firstly performs discrete wavelet transform, DWT, of the suspicious image and extracts only the approximation subband. The extracted subband is then bijectively mapped onto a virtual electrostatic field where concepts of EFT are utilized to extract robust features. The extracted features are invariant to additive noise, JPEG compression, and affine transformation. Finally, same affine transformation selection, SATS, a duplication verification method, is applied to detect duplicated regions. SATS is a better option than the common shift vector method because SATS is insensitive to affine transformation. Consequently, the proposed CMIF algorithm is not only fast but also more robust to attacks compared to the existing related CMIF algorithms. The experimental results show high detection rates, as high as 100% in some cases.

Keywords: Affine transformation, Radix sort, SATS, Virtual electrostatic field.

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1562 Performance Analysis of MUSIC, Root-MUSIC and ESPRIT DOA Estimation Algorithm

Authors: N. P. Waweru, D. B. O. Konditi, P. K. Langat

Abstract:

Direction of Arrival estimation refers to defining a mathematical function called a pseudospectrum that gives an indication of the angle a signal is impinging on the antenna array. This estimation is an efficient method of improving the quality of service in a communication system by focusing the reception and transmission only in the estimated direction thereby increasing fidelity with a provision to suppress interferers. This improvement is largely dependent on the performance of the algorithm employed in the estimation. Many DOA algorithms exists amongst which are MUSIC, Root-MUSIC and ESPRIT. In this paper, performance of these three algorithms is analyzed in terms of complexity, accuracy as assessed and characterized by the CRLB and memory requirements in various environments and array sizes. It is found that the three algorithms are high resolution and dependent on the operating environment and the array size. 

Keywords: Direction of Arrival, Autocorrelation matrix, Eigenvalue decomposition, MUSIC, ESPRIT, CRLB.

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1561 Exploring the Ambiguity Resolution in Spacecraft Attitude Determination Using GNSS Phase Measurement

Authors: Lv Meibo, Naqvi Najam Abbas, Li YanJun

Abstract:

Attitude Determination (AD) of a spacecraft using the phase measurements of the Global Navigation Satellite System (GNSS) is an active area of research. Various attitude determination algorithms have been developed in yester years for spacecrafts using different sensors but the last two decades have witnessed a phenomenal increase in research related with GPS receivers as a stand-alone sensor for determining the attitude of satellite using the phase measurements of the signals from GNSS. The GNSS-based Attitude determination algorithms have been experimented in many real missions. The problem of AD algorithms using GNSS phase measurements has two important parts; the ambiguity resolution and the determining of attitude. Ambiguity resolution is the widely addressed topic in literature for implementing the AD algorithm using GNSS phase measurements for achieving the accuracy of millimeter level. This paper broadly overviews the different techniques for resolving the integer ambiguities encountered in AD using GNSS phase measurements.

Keywords: Attitude Determination, Ambiguity Resolution, GNSS, LAMBDA Method, Satellite.

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1560 Approach Based on Fuzzy C-Means for Band Selection in Hyperspectral Images

Authors: Diego Saqui, José H. Saito, José R. Campos, Lúcio A. de C. Jorge

Abstract:

Hyperspectral images and remote sensing are important for many applications. A problem in the use of these images is the high volume of data to be processed, stored and transferred. Dimensionality reduction techniques can be used to reduce the volume of data. In this paper, an approach to band selection based on clustering algorithms is presented. This approach allows to reduce the volume of data. The proposed structure is based on Fuzzy C-Means (or K-Means) and NWHFC algorithms. New attributes in relation to other studies in the literature, such as kurtosis and low correlation, are also considered. A comparison of the results of the approach using the Fuzzy C-Means and K-Means with different attributes is performed. The use of both algorithms show similar good results but, particularly when used attributes variance and kurtosis in the clustering process, however applicable in hyperspectral images.

Keywords: Band selection, fuzzy C-means, K-means, hyperspectral image.

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1559 A Survey: Clustering Ensembles Techniques

Authors: Reza Ghaemi , Md. Nasir Sulaiman , Hamidah Ibrahim , Norwati Mustapha

Abstract:

The clustering ensembles combine multiple partitions generated by different clustering algorithms into a single clustering solution. Clustering ensembles have emerged as a prominent method for improving robustness, stability and accuracy of unsupervised classification solutions. So far, many contributions have been done to find consensus clustering. One of the major problems in clustering ensembles is the consensus function. In this paper, firstly, we introduce clustering ensembles, representation of multiple partitions, its challenges and present taxonomy of combination algorithms. Secondly, we describe consensus functions in clustering ensembles including Hypergraph partitioning, Voting approach, Mutual information, Co-association based functions and Finite mixture model, and next explain their advantages, disadvantages and computational complexity. Finally, we compare the characteristics of clustering ensembles algorithms such as computational complexity, robustness, simplicity and accuracy on different datasets in previous techniques.

Keywords: Clustering Ensembles, Combinational Algorithm, Consensus Function, Unsupervised Classification.

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1558 BEM Formulations Based on Kirchhoffs Hypoyhesis to Perform Linear Bending Analysis of Plates Reinforced by Beams

Authors: Gabriela R. Fernandes, Renato F. Denadai, Guido J. Denipotti

Abstract:

In this work, are discussed two formulations of the boundary element method - BEM to perform linear bending analysis of plates reinforced by beams. Both formulations are based on the Kirchhoff's hypothesis and they are obtained from the reciprocity theorem applied to zoned plates, where each sub-region defines a beam or a slab. In the first model the problem values are defined along the interfaces and the external boundary. Then, in order to reduce the number of degrees of freedom kinematics hypothesis are assumed along the beam cross section, leading to a second formulation where the collocation points are defined along the beam skeleton, instead of being placed on interfaces. On these formulations no approximation of the generalized forces along the interface is required. Moreover, compatibility and equilibrium conditions along the interface are automatically imposed by the integral equation. Thus, these formulations require less approximation and the total number of the degree s of freedom is reduced. In the numerical examples are discussed the differences between these two BEM formulations, comparing as well the results to a well-known finite element code.

Keywords: Boundary elements, Building floor structures, Platebending.

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1557 A Novel Convergence Accelerator for the LMS Adaptive Algorithm

Authors: Jeng-Shin Sheu, Jenn-Kaie Lain, Tai-Kuo Woo, Jyh-Horng Wen

Abstract:

The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.

Keywords: LMS, Markov chain, convergence rate, accelerator.

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1556 Discriminant Analysis as a Function of Predictive Learning to Select Evolutionary Algorithms in Intelligent Transportation System

Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, Daniel Vélez-Díaz, Edith Olaco García

Abstract:

In this paper, we present the use of the discriminant analysis to select evolutionary algorithms that better solve instances of the vehicle routing problem with time windows. We use indicators as independent variables to obtain the classification criteria, and the best algorithm from the generic genetic algorithm (GA), random search (RS), steady-state genetic algorithm (SSGA), and sexual genetic algorithm (SXGA) as the dependent variable for the classification. The discriminant classification was trained with classic instances of the vehicle routing problem with time windows obtained from the Solomon benchmark. We obtained a classification of the discriminant analysis of 66.7%.

Keywords: Intelligent transportation systems, data-mining techniques, evolutionary algorithms, discriminant analysis, machine learning.

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1555 Evolutionary Design of Polynomial Controller

Authors: R. Matousek, S. Lang, P. Minar, P. Pivonka

Abstract:

In the control theory one attempts to find a controller that provides the best possible performance with respect to some given measures of performance. There are many sorts of controllers e.g. a typical PID controller, LQR controller, Fuzzy controller etc. In the paper will be introduced polynomial controller with novel tuning method which is based on the special pole placement encoding scheme and optimization by Genetic Algorithms (GA). The examples will show the performance of the novel designed polynomial controller with comparison to common PID controller.

Keywords: Evolutionary design, Genetic algorithms, PID controller, Pole placement, Polynomial controller

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1554 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks

Authors: Min Kyung An

Abstract:

In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.

Keywords: Data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks, WSN.

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1553 Dynamic Construction Site Layout Using Ant Colony Optimization

Authors: Y. Abdelrazig

Abstract:

Evolutionary optimization methods such as genetic algorithms have been used extensively for the construction site layout problem. More recently, ant colony optimization algorithms, which are evolutionary methods based on the foraging behavior of ants, have been successfully applied to benchmark combinatorial optimization problems. This paper proposes a formulation of the site layout problem in terms of a sequencing problem that is suitable for solution using an ant colony optimization algorithm. In the construction industry, site layout is a very important planning problem. The objective of site layout is to position temporary facilities both geographically and at the correct time such that the construction work can be performed satisfactorily with minimal costs and improved safety and working environment. During the last decade, evolutionary methods such as genetic algorithms have been used extensively for the construction site layout problem. This paper proposes an ant colony optimization model for construction site layout. A simple case study for a highway project is utilized to illustrate the application of the model.

Keywords: Construction site layout, optimization, ant colony.

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1552 A High-Speed Multiplication Algorithm Using Modified Partial Product Reduction Tree

Authors: P. Asadee

Abstract:

Multiplication algorithms have considerable effect on processors performance. A new high-speed, low-power multiplication algorithm has been presented using modified Dadda tree structure. Three important modifications have been implemented in inner product generation step, inner product reduction step and final addition step. Optimized algorithms have to be used into basic computation components, such as multiplication algorithms. In this paper, we proposed a new algorithm to reduce power, delay, and transistor count of a multiplication algorithm implemented using low power modified counter. This work presents a novel design for Dadda multiplication algorithms. The proposed multiplication algorithm includes structured parts, which have important effect on inner product reduction tree. In this paper, a 1.3V, 64-bit carry hybrid adder is presented for fast, low voltage applications. The new 64-bit adder uses a new circuit to implement the proposed carry hybrid adder. The new adder using 80 nm CMOS technology has been implemented on 700 MHz clock frequency. The proposed multiplication algorithm has achieved 14 percent improvement in transistor count, 13 percent reduction in delay and 12 percent modification in power consumption in compared with conventional designs.

Keywords: adder, CMOS, counter, Dadda tree, encoder.

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1551 The Self-Energy of an Ellectron Bound in a Coulomb Field

Authors: J. Zamastil, V. Patkos

Abstract:

Recent progress in calculation of the one-loop selfenergy of the electron bound in the Coulomb field is summarized. The relativistic multipole expansion is introduced. This expansion is based on a single assumption: except for the part of the time component of the electron four-momentum corresponding to the electron rest mass, the exchange of four-momentum between the virtual electron and photon can be treated perturbatively. For non Sstates and normalized difference n3En −E1 of the S-states this itself yields very accurate results after taking the method to the third order. For the ground state the perturbation treatment of the electron virtual states with very high three-momentum is to be avoided. For these states one can always rearrange the pertinent expression in such a way that free-particle approximation is allowed. Combination of the relativistic multipole expansion and free-particle approximation yields very accurate result after taking the method to the ninth order. These results are in very good agreement with the previous results obtained by the partial wave expansion and definitely exclude the possibility that the uncertainity in determination of the proton radius comes from the uncertainity in the calculation of the one-loop selfenergy.

Keywords: Hydrogen-like atoms, self-energy.

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1550 Mammogram Image Size Reduction Using 16-8 bit Conversion Technique

Authors: Ayman A. AbuBaker, Rami S.Qahwaji, Musbah J. Aqel, Mohmmad H. Saleh

Abstract:

Two algorithms are proposed to reduce the storage requirements for mammogram images. The input image goes through a shrinking process that converts the 16-bit images to 8-bits by using pixel-depth conversion algorithm followed by enhancement process. The performance of the algorithms is evaluated objectively and subjectively. A 50% reduction in size is obtained with no loss of significant data at the breast region.

Keywords: Breast cancer, Image processing, Image reduction, Mammograms, Image enhancement

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1549 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C

Authors: A.Tajaddini

Abstract:

In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.

Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.

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1548 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

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. However, most of the option pricing models have no analytical solution. 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, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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1547 A Matlab / Simulink Based Tool for Power Electronic Circuits

Authors: Abdulatif A. M. Shaban

Abstract:

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

Keywords: Modelling, Simulation.

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1546 A Genetic and Simulated Annealing Based Algorithms for Solving the Flow Assignment Problem in Computer Networks

Authors: Tarek M. Mahmoud

Abstract:

Selecting the routes and the assignment of link flow in a computer communication networks are extremely complex combinatorial optimization problems. Metaheuristics, such as genetic or simulated annealing algorithms, are widely applicable heuristic optimization strategies that have shown encouraging results for a large number of difficult combinatorial optimization problems. This paper considers the route selection and hence the flow assignment problem. A genetic algorithm and simulated annealing algorithm are used to solve this problem. A new hybrid algorithm combining the genetic with the simulated annealing algorithm is introduced. A modification of the genetic algorithm is also introduced. Computational experiments with sample networks are reported. The results show that the proposed modified genetic algorithm is efficient in finding good solutions of the flow assignment problem compared with other techniques.

Keywords: Genetic Algorithms, Flow Assignment, Routing, Computer network, Simulated Annealing.

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1545 Multiple-Level Sequential Pattern Discovery from Customer Transaction Databases

Authors: An Chen, Huilin Ye

Abstract:

Mining sequential patterns from large customer transaction databases has been recognized as a key research topic in database systems. However, the previous works more focused on mining sequential patterns at a single concept level. In this study, we introduced concept hierarchies into this problem and present several algorithms for discovering multiple-level sequential patterns based on the hierarchies. An experiment was conducted to assess the performance of the proposed algorithms. The performances of the algorithms were measured by the relative time spent on completing the mining tasks on two different datasets. The experimental results showed that the performance depends on the characteristics of the datasets and the pre-defined threshold of minimal support for each level of the concept hierarchy. Based on the experimental results, some suggestions were also given for how to select appropriate algorithm for a certain datasets.

Keywords: Data Mining, Multiple-Level Sequential Pattern, Concept Hierarchy, Customer Transaction Database.

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