Search results for: least square estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1593

Search results for: least square estimation

1413 Testing the Accuracy of ML-ANN for Harmonic Estimation in Balanced Industrial Distribution Power System

Authors: Wael M. El-Mamlouk, Metwally A. El-Sharkawy, Hossam. E. Mostafa

Abstract:

In this paper, we analyze and test a scheme for the estimation of electrical fundamental frequency signals from the harmonic load current and voltage signals. The scheme was based on using two different Multi Layer Artificial Neural Networks (ML-ANN) one for the current and the other for the voltage. This study also analyzes and tests the effect of choosing the optimum artificial neural networks- sizes which determine the quality and accuracy of the estimation of electrical fundamental frequency signals. The simulink tool box of the Matlab program for the simulation of the test system and the test of the neural networks has been used.

Keywords: Harmonics, Neural Networks, Modeling, Simulation, Active filters, electric Networks.

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1412 Voltage Stability Proximity Index Determined by LES Algorithm

Authors: Benalia Nadia, Bensiali Nadia, Mekki Mounira

Abstract:

In this paper, we propose an easily computable proximity index for predicting voltage collapse of a load bus using only measured values of the bus voltage and power; Using these measurements a polynomial of fourth order is obtained by using LES estimation algorithms. The sum of the absolute values of the polynomial coefficient gives an idea of the critical bus. We demonstrate the applicability of our proposed method on 6 bus test system. The results obtained verify its applicability, as well as its accuracy and the simplicity. From this indicator, it is allowed to predict the voltage instability or the proximity of a collapse. Results obtained by the PV curve are compared with corresponding values by QV curves and are observed to be in close agreement.

Keywords: least square method, Voltage Collapse, Voltage Stability, PV curve

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1411 Numerical Simulations of Shear Driven Square and Triangular Cavity by Using Lattice Boltzmann Scheme

Authors: A. M. Fudhail, N. A. C. Sidik, M. Z. M. Rody, H. M. Zahir, M.T. Musthafah

Abstract:

In this paper, fluid flow patterns of steady incompressible flow inside shear driven cavity are studied. The numerical simulations are conducted by using lattice Boltzmann method (LBM) for different Reynolds numbers. In order to simulate the flow, derivation of macroscopic hydrodynamics equations from the continuous Boltzmann equation need to be performed. Then, the numerical results of shear-driven flow inside square and triangular cavity are compared with results found in literature review. Present study found that flow patterns are affected by the geometry of the cavity and the Reynolds numbers used.

Keywords: Lattice Boltzmann method, shear driven cavity, square cavity, triangular cavity.

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1410 A Generalized Approach for State Analysis and Parameter Estimation of Bilinear Systems using Haar Connection Coefficients

Authors: Monika Garg, Lillie Dewan

Abstract:

Three novel and significant contributions are made in this paper Firstly, non-recursive formulation of Haar connection coefficients, pioneered by the present authors is presented, which can be computed very efficiently and avoid stack and memory overflows. Secondly, the generalized approach for state analysis of singular bilinear time-invariant (TI) and time-varying (TV) systems is presented; vis-˜a-vis diversified and complex works reported by different authors. Thirdly, a generalized approach for parameter estimation of bilinear TI and TV systems is also proposed. The unified framework of the proposed method is very significant in that the digital hardware once-designed can be used to perform the complex tasks of state analysis and parameter estimation of different types of bilinear systems single-handedly. The simplicity, effectiveness and generalized nature of the proposed method is established by applying it to different types of bilinear systems for the two tasks.

Keywords: Bilinear Systems, Haar Wavelet, Haar ConnectionCoefficients, Parameter Estimation, Singular Bilinear Systems, StateAnalysis.

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1409 Robust Regression and its Application in Financial Data Analysis

Authors: Mansoor Momeni, Mahmoud Dehghan Nayeri, Ali Faal Ghayoumi, Hoda Ghorbani

Abstract:

This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.

Keywords: Financial data analysis, Influential data, Outliers, Robust regression.

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1408 Numerical Simulations of Electronic Cooling with In-Line and Staggered Pin Fin Heat Sinks

Authors: Yue-Tzu Yang, Hsiang-Wen Tang, Jian-Zhang Yin, Chao-Han Wu

Abstract:

Three-dimensional incompressible turbulent fluid flow and heat transfer of pin fin heat sinks using air as a cooling fluid are numerically studied in this study. Two different kinds of pin fins are compared in the thermal performance, including circular and square cross sections, both are in-line and staggered arrangements. The turbulent governing equations are solved using a control-volume- based finite-difference method. Subsequently, numerical computations are performed with the realizable k - ԑ turbulence for the parameters studied, the fin height H, fin diameter D, and Reynolds number (Re) in the range of 7 ≤ H ≤ 10, 0.75 ≤ D ≤ 2, 2000 ≤ Re ≤ 126000 respectively. The numerical results are validated with available experimental data in the literature and good agreement has been found. It indicates that circular pin fins are streamlined in comparing with the square pin fins, the pressure drop is small than that of square pin fins, and heat transfer is not as good as the square pin fins. The thermal performance of the staggered pin fins is better than that of in-line pin fins because the staggered arrangements produce large disturbance. Both in-line and staggered arrangements show the same behavior for thermal resistance, pressure drop, and the entropy generation.

Keywords: Pin-fin, heat sinks, simulations, turbulent flow.

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1407 System-Level Energy Estimation for SoC based on the Dynamic Behavior of Embedded Software

Authors: Yoshifumi Sakamoto, Kouichi Ono, Takeo Nakada, Yousuke Kubo, Hiroto Yasuura

Abstract:

This paper describes a system-level SoC energy consumption estimation method based on a dynamic behavior of embedded software in the early stages of the SoC development. A major problem of SOC development is development rework caused by unreliable energy consumption estimation at the early stages. The energy consumption of an SoC used in embedded systems is strongly affected by the dynamic behavior of the software. At the early stages of SoC development, modeling with a high level of abstraction is required for both the dynamic behavior of the software, and the behavior of the SoC. We estimate the energy consumption by a UML model-based simulation. The proposed method is applied for an actual embedded system in an MFP. The energy consumption estimation of the SoC is more accurate than conventional methods and this proposed method is promising to reduce the chance of development rework in the SoC development. ∈

Keywords: SoC, Embedded Sytem, Energy Consumption, Dynamic behavior, UML, Modeling, Model-based simulation

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1406 Adaptive Extended Kalman Filter for Ballistic Missile Tracking

Authors: Gaurav Kumar, Dharmbir Prasad, Rudra Pratap Singh

Abstract:

In the current work, adaptive extended Kalman filter (AEKF) is presented for solution of ground radar based ballistic missile (BM) tracking problem in re-entry phase with unknown ballistic coefficient. The estimation of trajectory of any BM in re-entry phase is extremely difficult, because of highly non-linear motion of BM. The estimation accuracy of AEKF has been tested for a typical test target tracking problem adopted from literature. Further, the approach of AEKF is compared with extended Kalman filter (EKF). The simulation result indicates the superiority of the AEKF in solving joint parameter and state estimation problems.

Keywords: Adaptive, AEKF, ballistic missile, EKF, re-entry phase, target tracking.

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1405 Grid Independence Study of Flow Past a Square Cylinder Using the Multi-Relaxation-Time Lattice Boltzmann Method

Authors: Shams-Ul-Islam, Hamid Rahman, Waqas Sarwar Abbasi

Abstract:

Numerical calculations of flow around a square cylinder are presented using the multi-relaxation-time lattice Boltzmann method at Reynolds number 150. The effects of upstream locations, downstream locations and blockage are investigated systematically. A detail analysis are given in terms of time-trace analysis of drag and lift coefficients, power spectra analysis of lift coefficient, vorticity contours visualizations and phase diagrams. A number of physical quantities mean drag coefficient, drag coefficient, Strouhal number and root-mean-square values of drag and lift coefficients are calculated and compared with the well resolved experimental data and numerical results available in open literature. The results had shown that the upstream, downstream and height of the computational domain are at least 7.5, 37.5 and 12 diameters of the cylinder, respectively.

Keywords: Grid independence, Multi-relaxation-time lattice Boltzmann method, Physical quantities, Square cylinder, Vorticity contours visualizations.

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1404 An Estimation of the Performance of HRLS Algorithm

Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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1403 Optimization by Means of Genetic Algorithm of the Equivalent Electrical Circuit Model of Different Order for Li-ion Battery Pack

Authors: V. Pizarro-Carmona, S. Castano-Solis, M. Cortés-Carmona, J. Fraile-Ardanuy, D. Jimenez-Bermejo

Abstract:

The purpose of this article is to optimize the Equivalent Electric Circuit Model (EECM) of different orders to obtain greater precision in the modeling of Li-ion battery packs. Optimization includes considering circuits based on 1RC, 2RC and 3RC networks, with a dependent voltage source and a series resistor. The parameters are obtained experimentally using tests in the time domain and in the frequency domain. Due to the high non-linearity of the behavior of the battery pack, Genetic Algorithm (GA) was used to solve and optimize the parameters of each EECM considered (1RC, 2RC and 3RC). The objective of the estimation is to minimize the mean square error between the measured impedance in the real battery pack and those generated by the simulation of different proposed circuit models. The results have been verified by comparing the Nyquist graphs of the estimation of the complex impedance of the pack. As a result of the optimization, the 2RC and 3RC circuit alternatives are considered as viable to represent the battery behavior. These battery pack models are experimentally validated using a hardware-in-the-loop (HIL) simulation platform that reproduces the well-known New York City cycle (NYCC) and Federal Test Procedure (FTP) driving cycles for electric vehicles. The results show that using GA optimization allows obtaining EECs with 2RC or 3RC networks, with high precision to represent the dynamic behavior of a battery pack in vehicular applications.

Keywords: Li-ion battery packs modeling optimized, EECM, GA, electric vehicle applications.

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1402 A Family Cars- Life Cycle Cost (LCC)-Oriented Hybrid Modelling Approach Combining ANN and CBR

Authors: Xiaochuan Chen, Jianguo Yang, Beizhi Li

Abstract:

Design for cost (DFC) is a method that reduces life cycle cost (LCC) from the angle of designers. Multiple domain features mapping (MDFM) methodology was given in DFC. Using MDFM, we can use design features to estimate the LCC. From the angle of DFC, the design features of family cars were obtained, such as all dimensions, engine power and emission volume. At the conceptual design stage, cars- LCC were estimated using back propagation (BP) artificial neural networks (ANN) method and case-based reasoning (CBR). Hamming space was used to measure the similarity among cases in CBR method. Levenberg-Marquardt (LM) algorithm and genetic algorithm (GA) were used in ANN. The differences of LCC estimation model between CBR and artificial neural networks (ANN) were provided. ANN and CBR separately each method has its shortcomings. By combining ANN and CBR improved results accuracy was obtained. Firstly, using ANN selected some design features that affect LCC. Then using LCC estimation results of ANN could raise the accuracy of LCC estimation in CBR method. Thirdly, using ANN estimate LCC errors and correct errors in CBR-s estimation results if the accuracy is not enough accurate. Finally, economically family cars and sport utility vehicle (SUV) was given as LCC estimation cases using this hybrid approach combining ANN and CBR.

Keywords: case-based reasoning, life cycle cost (LCC), artificialneural networks (ANN), family cars

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1401 Methodology of Estimating Assembly Cost by MODAPTS

Authors: Heung Jae Cho, Jae Il Park

Abstract:

This paper presents the development of an MODAPTS based cost estimating system to help designers in estimating the manufacturing cost of a assembly products which is belonged from the workers in working fields. Competitiveness of manufacturing cost is getting harder because of the development of Information and telecommunication, but also globalization. Therefore, the accuracy of the assembly cost estimation is getting important. DFA and MODAPTS is useful method for measuring the working hour. But these two methods are used just as a timetable. Therefore, in this paper, we suggest the process of measuring the working hours by MODAPTS which includes the working field-s accurate information. In addition, we adduce the estimation method of accuracy assembly cost with the real information. This research could be useful for designers that can estimate the assembly cost more accurately, and also effective for the companies that which are concerned to reduce the product cost.

Keywords: Cost estimation, DFA, MODAPTS, Assembly cost

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1400 Numerical Evaluation of Nusselt Number on the Hot Wall in Square Enclosure Filled with Nanofluid

Authors: A. Ghafouri, A. Falavand Jozaei, M. Salari

Abstract:

In this paper, effects of using Alumina-water nanofluid on the rate of heat transfer have been investigated numerically. Physical model is a square enclosure with insulated top and bottom horizontal walls, while the vertical walls are kept at different constant temperatures. Two appropriate models are used to evaluate the viscosity and thermal conductivity of nanofluid. The governing stream-vorticity equations are solved using a second order central finite difference scheme, coupled to the conservation of mass and energy. The study has been carried out for the Richardson number 0.1 to 10 and the solid volume fraction 0 to 0.04. Results are presented by isotherms lines, average Nusselt number and normalized Nusselt number in different range of φ and Ri for forced, combined and natural convection dominated regime. It is found that higher heat transfer rate is predicted when the effects of nanoparticle is taken into account.

Keywords: Nanofluid, Heat Transfer Enhancement, Square Enclosure, Nusselt number.

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1399 Statistical Estimation of Spring-back Degree Using Texture Database

Authors: Takashi Sakai, Shinsaku Kikuta, Jun-ichi Koyama

Abstract:

Using a texture database, a statistical estimation of spring-back was conducted in this study on the basis of statistical analysis. Both spring-back in bending deformation and experimental data related to the crystal orientation show significant dispersion. Therefore, a probabilistic statistical approach was established for the proper quantification of these values. Correlation was examined among the parameters F(x) of spring-back, F(x) of the buildup fraction to three orientations after 92° bending, and F(x) at an as-received part on the basis of the three-parameter Weibull distribution. Consequent spring-back estimation using a texture database yielded excellent estimates compared with experimental values.

Keywords: Bending, Spring-back, Database, Crystallographic Orientation, Texture, SEM-EBSD, Weibull distribution, Statistical analysis.

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1398 Adaptive Square-Rooting Companding Technique for PAPR Reduction in OFDM Systems

Authors: Wisam F. Al-Azzo, Borhanuddin Mohd. Ali

Abstract:

This paper addresses the problem of peak-to-average power ratio (PAPR) in orthogonal frequency division multiplexing (OFDM) systems. It also introduces a new PAPR reduction technique based on adaptive square-rooting (SQRT) companding process. The SQRT process of the proposed technique changes the statistical characteristics of the OFDM output signals from Rayleigh distribution to Gaussian-like distribution. This change in statistical distribution results changes of both the peak and average power values of OFDM signals, and consequently reduces significantly the PAPR. For the 64QAM OFDM system using 512 subcarriers, up to 6 dB reduction in PAPR was achieved by square-rooting technique with fixed degradation in bit error rate (BER) equal to 3 dB. However, the PAPR is reduced at the expense of only -15 dB out-ofband spectral shoulder re-growth below the in-band signal level. The proposed adaptive SQRT technique is superior in terms of BER performance than the original, non-adaptive, square-rooting technique when the required reduction in PAPR is no more than 5 dB. Also, it provides fixed amount of PAPR reduction in which it is not available in the original SQRT technique.

Keywords: complementary cumulative distribution function(CCDF), OFDM, peak-to-average power ratio (PAPR), adaptivesquare-rooting PAPR reduction technique.

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1397 Reachable Set Bounding Estimation for Distributed Delay Systems with Disturbances

Authors: Li Xu, Shouming Zhong

Abstract:

The reachable set bounding estimation for distributed delay systems with disturbances is a new problem. In this paper,we consider this problem subject to not only time varying delay and polytopic uncertainties but also distributed delay systems which is not studied fully untill now. we can obtain improved non-ellipsoidal reachable set estimation for neural networks with time-varying delay by the maximal Lyapunov-Krasovskii fuctional which is constructed as the pointwise maximum of a family of Lyapunov-Krasovskii fuctionals corresponds to vertexes of uncertain polytope.On the other hand,matrix inequalities containing only one scalar and Matlabs LMI Toolbox is utilized to give a non-ellipsoidal description of the reachable set.finally,numerical examples are given to illustrate the existing results.

Keywords: Reachable set, Distributed delay, Lyapunov-Krasovskii function, Polytopic uncertainties.

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1396 Software Effort Estimation Models Using Radial Basis Function Network

Authors: E. Praynlin, P. Latha

Abstract:

Software Effort Estimation is the process of estimating the effort required to develop software. By estimating the effort, the cost and schedule required to estimate the software can be determined. Accurate Estimate helps the developer to allocate the resource accordingly in order to avoid cost overrun and schedule overrun. Several methods are available in order to estimate the effort among which soft computing based method plays a prominent role. Software cost estimation deals with lot of uncertainty among all soft computing methods neural network is good in handling uncertainty. In this paper Radial Basis Function Network is compared with the back propagation network and the results are validated using six data sets and it is found that RBFN is best suitable to estimate the effort. The Results are validated using two tests the error test and the statistical test.

Keywords: Software cost estimation, Radial Basis Function Network (RBFN), Back propagation function network, Mean Magnitude of Relative Error (MMRE).

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1395 Evaluating the Response of Rainfed-Chickpea to Population Density in Iran, Using Simulation

Authors: Manoochehr Gholipoor

Abstract:

The response of growth and yield of rainfed-chickpea to population density should be evaluated based on long-term experiments to include the climate variability. This is achievable just by simulation. In this simulation study, this evaluation was done by running the CYRUS model for long-term daily weather data of five locations in Iran. The tested population densities were 7 to 59 (with interval of 2) stands per square meter. Various functions, including quadratic, segmented, beta, broken linear, and dent-like functions, were tested. Considering root mean square of deviations and linear regression statistics [intercept (a), slope (b), and correlation coefficient (r)] for predicted versus observed variables, the quadratic and broken linear functions appeared to be appropriate for describing the changes in biomass and grain yield, and in harvest index, respectively. Results indicated that in all locations, grain yield tends to show increasing trend with crowding the population, but subsequently decreases. This was also true for biomass in five locations. The harvest index appeared to have plateau state across low population densities, but decreasing trend with more increasing density. The turning point (optimum population density) for grain yield was 30.68 stands per square meter in Isfahan, 30.54 in Shiraz, 31.47 in Kermanshah, 34.85 in Tabriz, and 32.00 in Mashhad. The optimum population density for biomass ranged from 24.6 (in Tabriz) to 35.3 stands per square meter (Mashhad). For harvest index it varied between 35.87 and 40.12 stands per square meter.

Keywords: Rainfed-chickpea, biomass, harvest index, grain yield, simulation.

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1394 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method

Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely, where the subspace of the covariance matrix is decomposed to separate the signal subspace from noise subspace. The decomposition is normally done by using either the eigenvalue decomposition (EVD) or the singular value decomposition (SVD) of the auto-correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. This paper considers the estimation of the multipath slow frequency hopping (FH) channel using noise space based method. In particular, an efficient method is proposed to estimate the multipath time delays by applying multiple signal classification (MUSIC) algorithm which is based on the null space extracted by the rank revealing LU (RRLU) factorization. As a result, precise information is provided by the RRLU about the numerical null space and the rank, (i.e., important tool in linear algebra). The simulation results demonstrate the effectiveness of the proposed novel method by approximately decreasing the computational complexity to the half as compared with RRQR methods keeping the same performance.

Keywords: Time Delay Estimation, RRLU, RRQR, MUSIC, LS-ESPRIT, LS-ESPRIT, Frequency Hopping.

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1393 Presentation of a Mix Algorithm for Estimating the Battery State of Charge Using Kalman Filter and Neural Networks

Authors: Amin Sedighfar, M. R. Moniri

Abstract:

Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate. 

Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery.

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1392 Wiener Filter as an Optimal MMSE Interpolator

Authors: Tsai-Sheng Kao

Abstract:

The ideal sinc filter, ignoring the noise statistics, is often applied for generating an arbitrary sample of a bandlimited signal by using the uniformly sampled data. In this article, an optimal interpolator is proposed; it reaches a minimum mean square error (MMSE) at its output in the presence of noise. The resulting interpolator is thus a Wiener filter, and both the optimal infinite impulse response (IIR) and finite impulse response (FIR) filters are presented. The mean square errors (MSE-s) for the interpolator of different length impulse responses are obtained by computer simulations; it shows that the MSE-s of the proposed interpolators with a reasonable length are improved about 0.4 dB under flat power spectra in noisy environment with signal-to-noise power ratio (SNR) equal 10 dB. As expected, the results also demonstrate the improvements for the MSE-s with various fractional delays of the optimal interpolator against the ideal sinc filter under a fixed length impulse response.

Keywords: Interpolator, minimum mean square error, Wiener filter.

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1391 Public Squares and Their Potential for Social Interactions: A Case Study of Historical Public Squares in Tehran

Authors: Asma Mehan

Abstract:

Under the thrust of technological changes, population growth and vehicular traffic, Iranian historical squares have lost their significance and they are no longer the main social nodes of the society. This research focuses on how historical public squares can inspire designers to enhance social interactions among citizens in Iranian urban context. Moreover, the recent master plan of Tehran demonstrates the lack of public spaces designed for the purpose of people’s social gatherings. For filling this gap, first the current situation of 7 selected primary historical public squares in Tehran including Sabze Meydan, Arg, Topkhaneh, Baherstan, Mokhber-al-dole, Rah Ahan and Hassan Abad have been compared. Later, the influencing elements on social interactions of the public squares such as subjective factors (human relationships and memories) and objective factors (natural and built environment) have been investigated. As a conclusion, some strategies are proposed for improving social interactions in historical public squares like; holding cultural, national, athletic and religious events, defining different and new functions in public squares’ surrounding, increasing pedestrian routs, reviving the collective memory, demonstrating the historical importance of square, eliminating visual obstacles across the square, organization the natural elements of the square, appropriate pavement for social activities. Finally, it is argued that the combination of all influencing factors which are: human interactions, natural elements and built environment criteria will lead to enhance the historical public squares’ potential for social interaction.

Keywords: Historical Square, Iranian Public Square, Social Interaction, Tehran.

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1390 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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1389 Solar Cell Parameters Estimation Using Simulated Annealing Algorithm

Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

This paper presents Simulated Annealing based approach to estimate solar cell model parameters. Single diode solar cell model is used in this study to validate the proposed approach outcomes. The developed technique is used to estimate different model parameters such as generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor that govern the current-voltage relationship of a solar cell. A practical case study is used to test and verify the consistency of accurately estimating various parameters of single diode solar cell model. Comparative study among different parameter estimation techniques is presented to show the effectiveness of the developed approach.

Keywords: Simulated Annealing, Parameter Estimation, Solar Cell.

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1388 A Method of Planar-Template- Based Camera Self-Calibration for Single-View

Authors: Yue Zhao, Chao Li

Abstract:

Camera calibration is an important step in 3D reconstruction. Camera calibration may be classified into two major types: traditional calibration and self-calibration. However, a calibration method in using a checkerboard is intermediate between traditional calibration and self-calibration. A self is proposed based on a square in this paper. Only a square in the planar template, the camera self-calibration can be completed through the single view. The proposed algorithm is that the virtual circle and straight line are established by a square on planar template, and circular points, vanishing points in straight lines and the relation between them are be used, in order to obtain the image of the absolute conic (IAC) and establish the camera intrinsic parameters. To make the calibration template is simpler, as compared with the Zhang Zhengyou-s method. Through real experiments and experiments, the experimental results show that this algorithm is feasible and available, and has a certain precision and robustness.

Keywords: Absolute conic, camera calibration, circle point, vanishing point.

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1387 A Pipelined FSBM Hardware Architecture for HTDV-H.26x

Authors: H. Loukil, A. Ben Atitallah, F. Ghozzi, M. A. Ben Ayed, N. Masmoudi

Abstract:

In MPEG and H.26x standards, to eliminate the temporal redundancy we use motion estimation. Given that the motion estimation stage is very complex in terms of computational effort, a hardware implementation on a re-configurable circuit is crucial for the requirements of different real time multimedia applications. In this paper, we present hardware architecture for motion estimation based on "Full Search Block Matching" (FSBM) algorithm. This architecture presents minimum latency, maximum throughput, full utilization of hardware resources such as embedded memory blocks, and combining both pipelining and parallel processing techniques. Our design is described in VHDL language, verified by simulation and implemented in a Stratix II EP2S130F1020C4 FPGA circuit. The experiment result show that the optimum operating clock frequency of the proposed design is 89MHz which achieves 160M pixels/sec.

Keywords: SAD, FSBM, Hardware Implementation, FPGA.

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1386 Algebraic Approach for the Reconstruction of Linear and Convolutional Error Correcting Codes

Authors: Johann Barbier, Guillaume Sicot, Sebastien Houcke

Abstract:

In this paper we present a generic approach for the problem of the blind estimation of the parameters of linear and convolutional error correcting codes. In a non-cooperative context, an adversary has only access to the noised transmission he has intercepted. The intercepter has no knowledge about the parameters used by the legal users. So, before having acess to the information he has first to blindly estimate the parameters of the error correcting code of the communication. The presented approach has the main advantage that the problem of reconstruction of such codes can be expressed in a very simple way. This allows us to evaluate theorical bounds on the complexity of the reconstruction process but also bounds on the estimation rate. We show that some classical reconstruction techniques are optimal and also explain why some of them have theorical complexities greater than these experimentally observed.

Keywords: Blind estimation parameters, error correcting codes, non-cooperative context, reconstruction algorithm

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1385 Blind Source Separation based on the Estimation for the Number of the Blind Sources under a Dynamic Acoustic Environment

Authors: Takaaki Ishibashi

Abstract:

Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.

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1384 Numerical Simulations of Cross-Flow around Four Square Cylinders in an In-Line Rectangular Configuration

Authors: Shams Ul Islam, Chao Ying Zhou, Farooq Ahmad

Abstract:

A two-dimensional numerical simulation of crossflow around four cylinders in an in-line rectangular configuration is studied by using the lattice Boltzmann method (LBM). Special attention is paid to the effect of the spacing between the cylinders. The Reynolds number ( Re ) is chosen to be e 100 R = and the spacing ratio L / D is set at 0.5, 1.5, 2.5, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0 and 10.0. Results show that, as in the case of four cylinders in an inline rectangular configuration , flow fields show four different features depending on the spacing (single square cylinder, stable shielding flow, wiggling shielding flow and a vortex shedding flow) are observed in this study. The effects of spacing ratio on physical quantities such as mean drag coefficient, Strouhal number and rootmean- square value of the drag and lift coefficients are also presented. There is more than one shedding frequency at small spacing ratios. The mean drag coefficients for downstream cylinders are less than that of the single cylinder for all spacing ratios. The present results using the LBM are compared with some existing experimental data and numerical studies. The comparison shows that the LBM can capture the characteristics of the bluff body flow reasonably well and is a good tool for bluff body flow studies.

Keywords: Four square cylinders, Lattice Boltzmann method, rectangular configuration, spacing ratios, vortex shedding.

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