Search results for: geophysical time series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7044

Search results for: geophysical time series

6804 Analysis and Research of Two-Level Scheduling Profile for Open Real-Time System

Authors: Yongxian Jin, Jingzhou Huang

Abstract:

In an open real-time system environment, the coexistence of different kinds of real-time and non real-time applications makes the system scheduling mechanism face new requirements and challenges. One two-level scheduling scheme of the open real-time systems is introduced, and points out that hard and soft real-time applications are scheduled non-distinctively as the same type real-time applications, the Quality of Service (QoS) cannot be guaranteed. It has two flaws: The first, it can not differentiate scheduling priorities of hard and soft real-time applications, that is to say, it neglects characteristic differences between hard real-time applications and soft ones, so it does not suit a more complex real-time environment. The second, the worst case execution time of soft real-time applications cannot be predicted exactly, so it is not worth while to cost much spending in order to assure all soft real-time applications not to miss their deadlines, and doing that may cause resource wasting. In order to solve this problem, a novel two-level real-time scheduling mechanism (including scheduling profile and scheduling algorithm) which adds the process of dealing with soft real-time applications is proposed. Finally, we verify real-time scheduling mechanism from two aspects of theory and experiment. The results indicate that our scheduling mechanism can achieve the following objectives. (1) It can reflect the difference of priority when scheduling hard and soft real-time applications. (2) It can ensure schedulability of hard real-time applications, that is, their rate of missing deadline is 0. (3) The overall rate of missing deadline of soft real-time applications can be less than 1. (4) The deadline of a non-real-time application is not set, whereas the scheduling algorithm that server 0 S uses can avoid the “starvation" of jobs and increase QOS. By doing that, our scheduling mechanism is more compatible with different types of applications and it will be applied more widely.

Keywords: Hard real-time, two-level scheduling profile, open real-time system, non-distinctive schedule, soft real-time

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6803 A General Variable Neighborhood Search Algorithm to Minimize Makespan of the Distributed Permutation Flowshop Scheduling Problem

Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh

Abstract:

This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.

Keywords: Distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm.

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6802 Optimal Maintenance Policy for a Partially Observable Two-Unit System

Authors: Leila Jafari, Viliam Makis, Akram Khaleghei G.B.

Abstract:

In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1 which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed, illustrated by a numerical example.

Keywords: Condition-Based Maintenance, Semi-Markov Decision Process, Multivariate Bayesian Control Chart, Partially Observable System, Two-unit System.

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6801 The Impact of Revenue Gap on Economic Growth: A Case Study of Pakistan

Authors: M. Ilyas, M. W. Siddiqi

Abstract:

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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6800 Research on the Optimization of the Facility Layout of Efficient Cafeterias for Troops

Authors: Qing Zhang, Jiachen Nie, Yujia Wen, Guanyuan Kou, Peng Yu, Kun Xia, Qin Yang, Li Ding

Abstract:

Background: A facility layout problem (FLP) is an NP-complete (non-deterministic polynomial) problem, for which is hard to obtain an exact optimal solution. FLP has been widely studied in various limited spaces and workflows. For example, cafeterias with many types of equipment for troops cause chaotic processes when dining. Objective: This article tried to optimize the layout of a troops’ cafeteria and to improve the overall efficiency of the dining process. Methods: First, the original cafeteria layout design scheme was analyzed from an ergonomic perspective and two new design schemes were generated. Next, three facility layout models were designed, and further simulation was applied to compare the total time and density of troops between each scheme. Last, an experiment of the dining process with video observation and analysis verified the simulation results. Results: In a simulation, the dining time under the second new layout is shortened by 2.25% and 1.89% (p<0.0001, p=0.0001) compared with the other two layouts, while troops-flow density and interference both greatly reduced in the two new layouts. In the experiment, process completing time and the number of interferences reduced as well, which verified corresponding simulation results. Conclusion: Our two new layout schemes are tested to be optimal by a series of simulation and space experiments. In future research, similar approaches could be applied when taking layout-design algorithm calculation into consideration.

Keywords: Troops’ cafeteria, layout optimization, dining efficiency, AnyLogic simulation, field experiment

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6799 Application of Fourier Series Based Learning Control on Mechatronic Systems

Authors: Sandra Baßler, Peter Dünow, Mathias Marquardt

Abstract:

A Fourier series based learning control (FSBLC) algorithm for tracking trajectories of mechanical systems with unknown nonlinearities is presented. Two processes are introduced to which the FSBLC with PD controller is applied. One is a simplified service robot capable of climbing stairs due to special wheels and the other is a propeller driven pendulum with nearly the same requirements on control. Additionally to the investigation of learning the feed forward for the desired trajectories some considerations on the implementation of such an algorithm on low cost microcontroller hardware are made. Simulations of the service robot as well as practical experiments on the pendulum show the capability of the used FSBLC algorithm to perform the task of improving control behavior for repetitive task of such mechanical systems.

Keywords: Climbing stairs, FSBLC, ILC, Service robot.

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6798 Existence and Uniqueness of Periodic Solution for a Discrete-time SIR Epidemic Model with Time Delays and Impulses

Authors: Ling Liu, Yuan Ye

Abstract:

In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.

Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.

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6797 A New Floating Point Implementation of Base 2 Logarithm

Authors: Ahmed M. Mansour, Ali M. El-Sawy, Ahmed T Sayed

Abstract:

Logarithms reduce products to sums and powers to products; they play an important role in signal processing, communication and information theory. They are primarily used for hardware calculations, handling multiplications, divisions, powers, and roots effectively. There are three commonly used bases for logarithms; the logarithm with base-10 is called the common logarithm, the natural logarithm with base-e and the binary logarithm with base-2. This paper demonstrates different methods of calculation for log2 showing the complexity of each and finds out the most accurate and efficient besides giving insights to their hardware design. We present a new method called Floor Shift for fast calculation of log2, and then we combine this algorithm with Taylor series to improve the accuracy of the output, we illustrate that by using two examples. We finally compare the algorithms and conclude with our remarks.

Keywords: Logarithms, log2, floor, iterative, CORDIC, Taylor series.

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6796 Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets

Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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6795 Optimizing the Project Delivery Time with Time Cost Trade-offs

Authors: Wei Lo, Ming-En Kuo

Abstract:

While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

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6794 Optimal Sizing of SSSC Controllers to Minimize Transmission Loss and a Novel Model of SSSC to Study Transient Response

Authors: A. M. El-Zonkoly

Abstract:

In this paper, based on steady-state models of Flexible AC Transmission System (FACTS) devices, the sizing of static synchronous series compensator (SSSC) controllers in transmission network is formed as an optimization problem. The objective of this problem is to reduce the transmission losses in the network. The optimization problem is solved using particle swarm optimization (PSO) technique. The Newton-Raphson load flow algorithm is modified to consider the insertion of the SSSC devices in the network. A numerical example, illustrating the effectiveness of the proposed algorithm, is introduced. In addition, a novel model of a 3- phase voltage source converter (VSC) that is suitable for series connected FACTS a controller is introduced. The model is verified by simulation using Power System Blockset (PSB) and Simulink software.

Keywords: FACTS, Modeling, PSO, SSSC, Transmission lossreduction.

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6793 Static Priority Approach to Under-Frequency Based Load Shedding Scheme in Islanded Industrial Networks: Using the Case Study of Fatima Fertilizer Company Ltd - FFL

Authors: S. H. Kazmi, T. Ahmed, K. Javed, A. Ghani

Abstract:

In this paper static scheme of under-frequency based load shedding is considered for chemical and petrochemical industries with islanded distribution networks relying heavily on the primary commodity to ensure minimum production loss, plant downtime or critical equipment shutdown. A simplistic methodology is proposed for in-house implementation of this scheme using underfrequency relays and a step by step guide is provided including the techniques to calculate maximum percentage overloads, frequency decay rates, time based frequency response and frequency based time response of the system. Case study of FFL electrical system is utilized, presenting the actual system parameters and employed load shedding settings following the similar series of steps. The arbitrary settings are then verified for worst overload conditions (loss of a generation source in this case) and comprehensive system response is then investigated.

Keywords: Islanding, under-frequency load shedding, frequency rate of change, static UFLS.

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6792 Stability Analysis of Mutualism Population Model with Time Delay

Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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6791 Genetic Algorithms Multi-Objective Model for Project Scheduling

Authors: Elsheikh Asser

Abstract:

Time and cost are the main goals of the construction project management. The first schedule developed may not be a suitable schedule for beginning or completing the project to achieve the target completion time at a minimum total cost. In general, there are trade-offs between time and cost (TCT) to complete the activities of a project. This research presents genetic algorithms (GAs) multiobjective model for project scheduling considering different scenarios such as least cost, least time, and target time.

Keywords: Genetic algorithms, Time-cost trade-off.

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6790 Real-Time 3D City Generation using Shape Grammars with LOD Variations

Authors: Pearl Goswell, Jun Jo

Abstract:

Creating3D environments, including characters and cities, is a significantly time consuming process due to a large amount of workinvolved in designing and modelling.There have been a number of attempts to automatically generate 3D objects employing shape grammars. However it is still too early to apply the mechanism to real problems such as real-time computer games.The purpose of this research is to introduce a time efficient and cost effective method to automatically generatevarious 3D objects for real-time 3D games. This Shape grammar-based real-time City Generation (RCG) model is a conceptual model for generating 3Denvironments in real-time and can be applied to 3D gamesoranimations. The RCG system can generate even a large cityby applying fundamental principles of shape grammars to building elementsin various levels of detailin real-time.

Keywords: real-time city generation, shape grammars, 3D games, 3D modelling.

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6789 Measuring the Efficiency of Medical Equipment

Authors: Panagiotis H. Tsarouhas

Abstract:

the reliability analysis of the medical equipments can help to increase the availability and the efficiency of the systems. In this manuscript we present a simple method of decomposition that could be easily applied on the complex medical systems. Using this method we can easily calculate the effect of the subsystems or components on the reliability of the overall system. Furthermore, to investigate the effect of subsystems or components on system performance, we perform a numerical study varying every time the worst reliability of subsystem or component with another which has higher reliability. It can also be useful to engineers and designers of medical equipment, who wishes to optimize the complex systems.

Keywords: Reliability, Availability, Series-parallel System, medical equipment.

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6788 Exploration of Hydrocarbon Unconventional Accumulations in the Argillaceous Formation of the Autochthonous Miocene Succession in the Carpathian Foredeep

Authors: Wojciech Górecki, Anna Sowiżdżał, Grzegorz Machowski, Tomasz Maćkowski, Bartosz Papiernik, Michał Stefaniuk

Abstract:

The article shows results of the project which aims at evaluating possibilities of effective development and exploitation of natural gas from argillaceous series of the Autochthonous Miocene in the Carpathian Foredeep. To achieve the objective, the research team develop a world-trend based but unique methodology of processing and interpretation, adjusted to data, local variations and petroleum characteristics of the area. In order to determine the zones in which maximum volumes of hydrocarbons might have been generated and preserved as shale gas reservoirs, as well as to identify the most preferable well sites where largest gas accumulations are anticipated a number of task were accomplished. Evaluation of petrophysical properties and hydrocarbon saturation of the Miocene complex is based on laboratory measurements as well as interpretation of well-logs and archival data. The studies apply mercury porosimetry (MICP), micro CT and nuclear magnetic resonance imaging (using the Rock Core Analyzer). For prospective location (e.g. central part of Carpathian Foredeep – Brzesko-Wojnicz area) reprocessing and reinterpretation of detailed seismic survey data with the use of integrated geophysical investigations has been made. Construction of quantitative, structural and parametric models for selected areas of the Carpathian Foredeep is performed on the basis of integrated, detailed 3D computer models. Modeling are carried on with the Schlumberger’s Petrel software. Finally, prospective zones are spatially contoured in a form of regional 3D grid, which will be framework for generation modelling and comprehensive parametric mapping, allowing for spatial identification of the most prospective zones of unconventional gas accumulation in the Carpathian Foredeep. Preliminary results of research works indicate a potentially prospective area for occurrence of unconventional gas accumulations in the Polish part of Carpathian Foredeep.

Keywords: Autochthonous Miocene, Carpathian Foredeep, Poland, shale gas.

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6787 A Frame Work for the Development of a Suitable Method to Find Shoot Length at Maturity of Mustard Plant Using Soft Computing Model

Authors: Satyendra Nath Mandal, J. Pal Choudhury, Dilip De, S. R. Bhadra Chaudhuri

Abstract:

The production of a plant can be measured in terms of seeds. The generation of seeds plays a critical role in our social and daily life. The fruit production which generates seeds, depends on the various parameters of the plant, such as shoot length, leaf number, root length, root number, etc When the plant is growing, some leaves may be lost and some new leaves may appear. It is very difficult to use the number of leaves of the tree to calculate the growth of the plant.. It is also cumbersome to measure the number of roots and length of growth of root in several time instances continuously after certain initial period of time, because roots grow deeper and deeper under ground in course of time. On the contrary, the shoot length of the tree grows in course of time which can be measured in different time instances. So the growth of the plant can be measured using the data of shoot length which are measured at different time instances after plantation. The environmental parameters like temperature, rain fall, humidity and pollution are also play some role in production of yield. The soil, crop and distance management are taken care to produce maximum amount of yields of plant. The data of the growth of shoot length of some mustard plant at the initial stage (7,14,21 & 28 days after plantation) is available from the statistical survey by a group of scientists under the supervision of Prof. Dilip De. In this paper, initial shoot length of Ken( one type of mustard plant) has been used as an initial data. The statistical models, the methods of fuzzy logic and neural network have been tested on this mustard plant and based on error analysis (calculation of average error) that model with minimum error has been selected and can be used for the assessment of shoot length at maturity. Finally, all these methods have been tested with other type of mustard plants and the particular soft computing model with the minimum error of all types has been selected for calculating the predicted data of growth of shoot length. The shoot length at the stage of maturity of all types of mustard plants has been calculated using the statistical method on the predicted data of shoot length.

Keywords: Fuzzy time series, neural network, forecasting error, average error.

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6786 Hourly Electricity Load Forecasting: An Empirical Application to the Italian Railways

Authors: M. Centra

Abstract:

Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.

Keywords: ARIMA models, Exponential smoothing, Electricity, Load forecasting, Rail transportation.

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6785 A Study of Behavioral Phenomena Using ANN

Authors: Yudhajit Datta

Abstract:

Behavioral aspects of experience such as will power are rarely subjected to quantitative study owing to the numerous complexities involved. Will is a phenomenon that has puzzled humanity for a long time. It is a belief that will power of an individual affects the success achieved by them in life. It is also thought that a person endowed with great will power can overcome even the most crippling setbacks in life while a person with a weak will cannot make the most of life even the greatest assets. This study is an attempt to subject the phenomena of will to the test of an artificial neural network through a computational model. The claim being tested is that will power of an individual largely determines success achieved in life. It is proposed that data pertaining to success of individuals be obtained from an experiment and the phenomenon of will be incorporated into the model, through data generated recursively using a relation between will and success characteristic to the model. An artificial neural network trained using part of the data, could subsequently be used to make predictions regarding data points in the rest of the model. The procedure would be tried for different models and the model where the networks predictions are found to be in greatest agreement with the data would be selected; and used for studying the relation between success and will.

Keywords: Will Power, Success, ANN, Time Series Prediction, Sliding Window, Computational Model, Behavioral Phenomena.

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6784 The Study on the Stationarity of Housing Price-to-Rent and Housing Price-to-Income Ratios in China

Authors: Wen-Chi Liu

Abstract:

This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing  price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a  Fourier function and the SPSM process are likewise used. The panel  KSS unit root test with a Fourier function considers the problem of  non-linearity and structural changes, and the SPSM process can avoid  the stationary time series from dominating the result-generated bias.  Through a rigorous empirical study, we determine that the housing  price-to-income ratios are stationary in 34 of the 35 cities in China.  Only Xining is non-stationary. The housing price-to-rent ratios are  stationary in 32 of the 35 cities in China. Chengdu, Fuzhou, and  Zhengzhou are non-stationary. Overall, the housing bubbles are not a  serious problem in China at the time.

 

Keywords: Housing Price-to-Income Ratio, Housing Price-to-Rent Ratio, Housing Bubbles, Panel Unit-Root Test.

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6783 Meteorological Data Study and Forecasting Using Particle Swarm Optimization Algorithm

Authors: S. Esfandeh, M. Sedighizadeh

Abstract:

Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.

Keywords: Weather, Climate, PSO, Prediction, Meteorological

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6782 On the Factors Influencing the Competitiveness of Chinese Service Trade after Entering WTO

Authors: Ying Wang

Abstract:

Service trade is an important force of influencing economic development. A review on the related literatures is done firstly. Then through the construction of a Diamond Model, the main factors which influence the competitiveness of Chinese service trade are determined. With three competitiveness indexes served as the reference series respectively, the influencing factors served as the comparable series, three grey incidence models are then built up to conduct an empirical analysis on the main factors influencing the competitiveness of service trade after China entering WTO. The result indicates that urbanization level, open degree of service industry and foreign direct investment have larger impacts on Chinese service trade competitiveness, followed in turn by GDP in service industry and human capital, while commodity trade has the minimum impact. Further discussion provides train of thought for the upgrade of Chinese service trade competitiveness.

Keywords: Service Trade, Competitiveness, Diamond Model, Grey Incidence Model.

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6781 Fast Factored DCT-LMS Speech Enhancement for Performance Enhancement of Digital Hearing Aid

Authors: Sunitha. S.L., V. Udayashankara

Abstract:

Background noise is particularly damaging to speech intelligibility for people with hearing loss especially for sensorineural loss patients. Several investigations on speech intelligibility have demonstrated sensorineural loss patients need 5-15 dB higher SNR than the normal hearing subjects. This paper describes Discrete Cosine Transform Power Normalized Least Mean Square algorithm to improve the SNR and to reduce the convergence rate of the LMS for Sensory neural loss patients. Since it requires only real arithmetic, it establishes the faster convergence rate as compare to time domain LMS and also this transformation improves the eigenvalue distribution of the input autocorrelation matrix of the LMS filter. The DCT has good ortho-normal, separable, and energy compaction property. Although the DCT does not separate frequencies, it is a powerful signal decorrelator. It is a real valued function and thus can be effectively used in real-time operation. The advantages of DCT-LMS as compared to standard LMS algorithm are shown via SNR and eigenvalue ratio computations. . Exploiting the symmetry of the basis functions, the DCT transform matrix [AN] can be factored into a series of ±1 butterflies and rotation angles. This factorization results in one of the fastest DCT implementation. There are different ways to obtain factorizations. This work uses the fast factored DCT algorithm developed by Chen and company. The computer simulations results show superior convergence characteristics of the proposed algorithm by improving the SNR at least 10 dB for input SNR less than and equal to 0 dB, faster convergence speed and better time and frequency characteristics.

Keywords: Hearing Impairment, DCT Adaptive filter, Sensorineural loss patients, Convergence rate.

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6780 Optimized Calculation of Hourly Price Forward Curve (HPFC)

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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6779 Deterministic Random Number Generators for Online Applications

Authors: Natarajan Vijayarangan, Prasanna S. Bidare

Abstract:

Cryptography, Image watermarking and E-banking are filled with apparent oxymora and paradoxes. Random sequences are used as keys to encrypt information to be used as watermark during embedding the watermark and also to extract the watermark during detection. Also, the keys are very much utilized for 24x7x365 banking operations. Therefore a deterministic random sequence is very much useful for online applications. In order to obtain the same random sequence, we need to supply the same seed to the generator. Many researchers have used Deterministic Random Number Generators (DRNGs) for cryptographic applications and Pseudo Noise Random sequences (PNs) for watermarking. Even though, there are some weaknesses in PN due to attacks, the research community used it mostly in digital watermarking. On the other hand, DRNGs have not been widely used in online watermarking due to its computational complexity and non-robustness. Therefore, we have invented a new design of generating DRNG using Pi-series to make it useful for online Cryptographic, Digital watermarking and Banking applications.

Keywords: E-tokens, LFSR, non-linear, Pi series, pseudo random number.

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6778 An ICA Algorithm for Separation of Convolutive Mixture of Speech Signals

Authors: Rajkishore Prasad, Hiroshi Saruwatari, Kiyohiro Shikano

Abstract:

This paper describes Independent Component Analysis (ICA) based fixed-point algorithm for the blind separation of the convolutive mixture of speech, picked-up by a linear microphone array. The proposed algorithm extracts independent sources by non- Gaussianizing the Time-Frequency Series of Speech (TFSS) in a deflationary way. The degree of non-Gaussianization is measured by negentropy. The relative performances of algorithm under random initialization and Null beamformer (NBF) based initialization are studied. It has been found that an NBF based initial value gives speedy convergence as well as better separation performance

Keywords: Blind signal separation, independent component analysis, negentropy, convolutive mixture.

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6777 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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6776 Mechanical Modeling Issues in Optimization of Dynamic Behavior of RF MEMS Switches

Authors: Suhas K, Sripadaraja K

Abstract:

This paper details few mechanical modeling and design issues of RF MEMS switches. We concentrate on an electrostatically actuated broad side series switch; surface micromachined with a crab leg membrane. The same results are extended to any complex structure. With available experimental data and fabrication results, we present the variation in dynamic performance and compliance of the switch with reference to few design issues, which we find are critical in deciding the dynamic behavior of the switch, without compromise on the RF characteristics. The optimization of pull in voltage, transient time and resonant frequency with regard to these critical design parameters are also presented.

Keywords: Microelectromechanical Systems (MEMS), RadioFrequency MEMS, Modeling, Actuators

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6775 Design of IMC-PID Controller Cascaded Filter for Simplified Decoupling Control System

Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

Abstract:

In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: Coefficient matching method, internal model control scheme, PID controller cascaded filter, simplified decoupler.

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