Search results for: estimates

Authors: Farag Azzedin, Ali Rizvi

Abstract:

In any trust model, the two information sources that a peer relies on to predict trustworthiness of another peer are direct experience as well as reputation. These two vital components evolve over time. Trust evolution is an important issue, where the objective is to observe a sequence of past values of a trust parameter and determine the future estimates. Unfortunately, trust evolution algorithms received little attention and the proposed algorithms in the literature do not comply with the conditions and the nature of trust. This paper contributes to this important problem in the following ways: (a) presents an algorithm that manages and models trust evolution in a P2P environment, (b) devises new mechanisms for effectively maintaining trust values based on the conditions that influence trust evolution , and (c) introduces a new methodology for incorporating trust-nurture incentives into the trust evolution algorithm. Simulation experiments are carried out to evaluate our trust evolution algorithm.

Keywords: P2P, Trust, Reputation, Incentives.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1232

Authors: M. De la Sen, O. Barambones

Abstract:

This paper presents an indirect adaptive stabilization scheme for first-order continuous-time systems under saturated input which is described by a sigmoidal function. The singularities are avoided through a modification scheme for the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be non-singular and then the estimated plant model is controllable. The modification mechanism involves the use of a hysteresis switching function. An alternative hybrid scheme, whose estimated parameters are updated at sampling instants is also given to solve a similar adaptive stabilization problem. Such a scheme also uses hysteresis switching for modification of the parameter estimates so as to ensure the controllability of the estimated plant model.

Keywords: Hybrid dynamic systems, discrete systems, saturated input, control, stabilization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1366

Authors: Naveed Ahmed, Gunar Matthies

Abstract:

We deal with the numerical solution of time-dependent convection-diffusion-reaction equations. We combine the local projection stabilization method for the space discretization with two different time discretization schemes: the continuous Galerkin-Petrov (cGP) method and the discontinuous Galerkin (dG) method of polynomial of degree k. We establish the optimal error estimates and present numerical results which shows that the cGP(k) and dG(k)- methods are accurate of order k +1, respectively, in the whole time interval. Moreover, the cGP(k)-method is superconvergent of order 2k and dG(k)-method is of order 2k +1 at the discrete time points. Furthermore, the dependence of the results on the choice of the stabilization parameter are discussed and compared.

Keywords: Convection-diffusion-reaction equations, stabilized finite elements, discontinuous Galerkin, continuous Galerkin-Petrov.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1690

Authors: Joumana Farah, François Marx, Clovis Francis

Abstract:

The aim of this paper is to emphasize and alleviate the effect of phase noise due to imperfect local oscillators on the performances of a Multi-Carrier CDMA system. After the cancellation of Common Phase Error (CPE), an iterative approach is introduced which iteratively estimates Inter-Carrier Interference (ICI) components in the frequency domain and cancels their contribution in the time domain. Simulation are conducted in order to investigate the achievable performances for several parameters, such as the spreading factor, the modulation order, the phase noise power and the transmission Signal-to-Noise Ratio.

Keywords: Inter-carrier Interference, Multi-Carrier Code DivisionMultiple Access, Orthogonal Frequency Division Multiplexing, Phase noise.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1513

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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

Authors: Valeri Arghutashvili, Mari Gogochuri

Abstract:

Tourism industry development is one of the key priorities in Georgia, as it has positive influence on economic activities. Its contribution is very important for the different regions, as well as for the national economy. Benefits of the tourism industry include new jobs, service development, and increasing tax revenues, etc. The main aim of this research is to review and analyze the potential of the Georgian tourism industry with its long-term strategy and current challenges. To plan activities in a long-term development, it is required to evaluate several factors on the regional and on the national level. Factors include activities, transportation, services, lodging facilities, infrastructure and institutions. The major research contributions are practical estimates about regional tourism development which plays an important role in the integration process with global markets.

Keywords: Regional tourism, tourism industry, tourism in Georgia, tourism benefits.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 810

Authors: Salah Salmi, Karim Kemih, Malek Benslama

Abstract:

Synchronization is a difficult problem in CDMA satellite communications. Due to the influence of additive noise and fading in the mobile channel, it is not easy to keep up with the attenuation and offset. This paper considers a recently proposed approach to solve the problem of synchronization chaotic Chen system in CDMA satellite communication in the presence of constant attenuation and offset. An analytic algorithm that provides closed form channel and carrier offset estimates is presented. The principle of this approach is based on adding a compensation block before the receiver to compensate the distortion of the imperfect channel by using genetic algorithm. The resultants presented, show that the receiver is able to recover rapidly the synchronization with the transmitter.

Keywords: Chaotic Chen system, genetic algorithm, Synchronization, CDMA

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1485

Authors: Seyed Ali Sadat Noori, Elham Sahebi Bazaz

Abstract:

Topological changes in mobile ad hoc networks frequently render routing paths unusable. Such recurrent path failures have detrimental effects on quality of service. A suitable technique for eliminating this problem is to use multiple backup paths between the source and the destination in the network. This paper proposes an effective and efficient protocol for backup and disjoint path set in ad hoc wireless network. This protocol converges to a highly reliable path set very fast with no message exchange overhead. The paths selection according to this algorithm is beneficial for mobile ad hoc networks, since it produce a set of backup paths with more high reliability. Simulation experiments are conducted to evaluate the performance of our algorithm in terms of route numbers in the path set and its reliability. In order to acquire link reliability estimates, we use link expiration time (LET) between two nodes.

Keywords: Wireless Ad Hoc Networks, Reliability, Routing, Disjoint Path

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1642

Authors: Tatyana Boikova

Abstract:

The strong international competition as the factor of rising economic development efficiency should not turn into destructive force for models of social orientation. What result Europe received from the accelerated integration without a long transition period of the accepted countries. Correlative relationship between the research and development expenditure and labor productivity, inflation and the rate economy's growth of the USA and the euro zone, employment and gross value added between Old and New Europe is analyzed in this article. The article estimates the differences in economic growth of Old and New Europe. Correlation rate between cycles of the euro area and the countries of Central and the Eastern Europe very much differs, though some of these countries have high correlation as members of the Economic and Monetary Union. Besides, the majority of the countries of Central and the Eastern Europe does not correspond to criteria of an optimum currency area.

Keywords: endogenous economic growth, sustainability, competitiveness, economic development

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1599

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: Paulo Gomes, Adelaide Figueiredo

Abstract:

We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere S_n-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.

Keywords: Dynamic Clusters algorithm, EM algorithm, Factor analysis model, Hierarchical Clustering, Watson distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1570

Authors: Nazif Çalış, Murat Erişoğlu, Hamza Erol, Tayfun Servi

Abstract:

In the recent works related with mixture discriminant analysis (MDA), expectation and maximization (EM) algorithm is used to estimate parameters of Gaussian mixtures. But, initial values of EM algorithm affect the final parameters- estimates. Also, when EM algorithm is applied two times, for the same data set, it can be give different results for the estimate of parameters and this affect the classification accuracy of MDA. Forthcoming this problem, we use Self Organizing Mixture Network (SOMN) algorithm to estimate parameters of Gaussians mixtures in MDA that SOMN is more robust when random the initial values of the parameters are used [5]. We show effectiveness of this method on popular simulated waveform datasets and real glass data set.

Keywords: Self Organizing Mixture Network, MixtureDiscriminant Analysis, Waveform Datasets, Glass Identification, Mixture of Multivariate Normal Distributions

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1477

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1524

Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: Random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 384

Authors: Sachin Kumar, Michael Pecht

Abstract:

A study was conducted to formally characterize notebook computer performance under various environmental and usage conditions. Software was developed to collect data from the operating system of the computer. An experiment was conducted to evaluate the performance parameters- variations, trends, and correlations, as well as the extreme value they can attain in various usage and environmental conditions. An automated software script was written to simulate user activity. The variability of each performance parameter was addressed by establishing the empirical relationship between performance parameters. These equations were presented as baseline estimates for performance parameters, which can be used to detect system deviations from normal operation and for prognostic assessment. The effect of environmental factors, including different power sources, ambient temperatures, humidity, and usage, on performance parameters of notebooks was studied.

Keywords: Health monitoring, Electronic prognostics, Reliability, Usage monitoring, Notebook computer.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2230

Authors: Tsutomu Ichikawa

Abstract:

The Kumamoto area, Kyushu, Japan has 1,041km2 in area and about 1milion in population. This area is a greatest area in Japan which depends on groundwater for all of drinking water. Quantity of this local groundwater use is about 200MCM during the year. It is understood that the main recharging area of groundwater exist in the rice field zone which have high infiltrate height ahead of 100mm/ day of the irrigated water located in the middle area of the Shira-River Basin. However, by decrease of the paddy-rice planting area by urbanization and an acreage reduction policy, the groundwater income and expenditure turned worse. Then Kumamoto city and four companies expended financial support to increase recharging water to underground by ponded water in the field from 2004. In this paper, the author reported the situation of recovery of groundwater by recharge and estimates the efficiency of recharge by statistical method.

Keywords: Groundwater recharge, groundwater level, spring water, paddy field.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1377

Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

Abstract:

Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2181

Authors: Keun-Chang Kwak

Abstract:

This paper is concerned with motion recognition based fuzzy WP(Wavelet Packet) feature extraction approach from Vicon physical data sets. For this purpose, we use an efficient fuzzy mutual-information-based WP transform for feature extraction. This method estimates the required mutual information using a novel approach based on fuzzy membership function. The physical action data set includes 10 normal and 10 aggressive physical actions that measure the human activity. The data have been collected from 10 subjects using the Vicon 3D tracker. The experiments consist of running, seating, and walking as physical activity motion among various activities. The experimental results revealed that the presented feature extraction approach showed good recognition performance.

Keywords: Motion recognition, fuzzy wavelet packet, Vicon physical data.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1597

Authors: Hichem Omrani, Philippe Gerber, Patrick Bousch

Abstract:

The problem of Small Area Estimation (SAE) is complex because of various information sources and insufficient data. In this paper, an approach for SAE is presented for decision-making at national, regional and local level. We propose an Empirical Best Linear Unbiased Predictor (EBLUP) as an estimator in order to combine several information sources to evaluate various indicators. First, we present the urban audit project and its environmental, social and economic indicators. Secondly, we propose an approach for decision making in order to estimate indicators. An application is used to validate the theoretical proposal. Finally, a decision support system is presented based on open-source environment.

Keywords: Small area estimation, statistical method, sampling, empirical best linear unbiased predictor (EBLUP), decision-making.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1667

Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1689

Authors: Oznur Korukcu, Kamile Kukulu, Mehmet Z. Firat

Abstract:

The propose of this study is to investigate the factor structures of the W-DEQ, originally developed on UK and Swedish women, were confirmed in Turkish samples, and to obtain a new modified factor structure appropriate to Turkish culture. Statistical analyses of the data obtained were performed using SPSS© for Windows version 13.0 and the SAS statistical software Version 9.1. Both confirmatory and exploratory factor analysis of W-DEQ were performed in the study. Factor analysis yielded four factors related to hope, fear, lack of positive anticipation and riskiness. The alpha estimates of the total W-DEQ score were somewhat higher, being 0.92 for the parous and 0.90 for the nulliparous sample. These are well above the accepted limit of 0.70 and indicate excellent levels of internal reliability, thus showing that the questions were appropriate to the Turkish culture and useful scale for the evaluation of fear of childbirth in Turkish pregnants.

Keywords: Confirmatory factor analysis, cross-cultural research, exploratory factor analysis, fear of childbirth.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5069

Authors: M. W. Siddiqi, M. Ilyas

Abstract:

Availability and mobilization of revenue is the main essential with which an economy is managed and run. While planning or while making the budgets nations set revenue targets to be achieved. But later when the accounts are closed the actual collections of revenue through taxes or even the non-tax revenue collection would invariably be different as compared to the initial estimates and targets set to be achieved. This revenue-gap distorts the whole system and the economy disturbing all the major macroeconomic indicators. This study is aimed to find out short and long term impact of revenue gap on budget deficit, debt burden and economic growth on the economy of Pakistan. For this purpose the study uses autoregressive distributed lag approach to cointegration and error correction mechanism on three different models for the period 1980 to 2009. The empirical results show that revenue gap has a short and long run relationship with economic growth and budget deficit. However, revenue gap has no impact on debt burden.

Keywords: Revenue Gap, Economic Growth, Budget Deficit, Debt Burden

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2770

Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1603

Authors: M. Selvaggi, F. Pinto, A. R. Pesce Delfino, A. Vicenti, C. Dario

Abstract:

Data from 1731 Gentile di Puglia lambs, sired by 65 rams over a 5-year period were analyzed by a mixed model to estimate the variance components for heritability. The considered growth traits were: birth weight (BW), weight at 30 days of age (W30) and average daily gain from birth to 30 days of age (DG). Year of birth, sex of lamb, type of birth (single or twin), dam age at lambing and farm were significant sources of variation for all the considered growth traits. The average lamb weights were 3.85±0.16 kg at birth, 9.57±0.91 kg at 30 days of age and the average daily gain was 191±14 g. Estimates of heritability were 0.33±0.05, 0.41±0.06 and 0.16±0.05 respectively for the same traits. These values suggest there is a good opportunity to improve Gentile di Puglia lambs by selecting animals for growth traits.

Keywords: heritability estimate, growth traits, lambs, Gentile diPuglia.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491

Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan

Abstract:

Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.

Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1888

Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1771

Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 631

Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

Abstract:

In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller. 

Keywords: The Bouc-Wen hysteresis model, Particle swarm optimization, Prandtl-Ishlinskii model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2363

Authors: Salah Al-Din I. Badran, Samad Ahmadi, Dylan Menzies, Ismail Shahin

Abstract:

This paper describes a new efficient blind source separation method; in this method we uses a non-uniform filter bank and a new structure with different sub-bands. This method provides a reduced permutation and increased convergence speed comparing to the full-band algorithm. Recently, some structures have been suggested to deal with two problems: reducing permutation and increasing the speed of convergence of the adaptive algorithm for correlated input signals. The permutation problem is avoided with the use of adaptive filters of orders less than the full-band adaptive filter, which operate at a sampling rate lower than the sampling rate of the input signal. The decomposed signals by analysis bank filter are less correlated in each sub-band than the input signal at full-band, and can promote better rates of convergence.

Keywords: Blind source separation (BSS), estimates, full-band, mixtures, Sub-band.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: Hidir S. Nogay

Abstract:

In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.

Keywords: Cascaded neural network, internal temperature, three-phase induction motor, inverter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 817