Search results for: mean absolute percentage error.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1930

Search results for: mean absolute percentage error.

1930 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN

Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad

Abstract:

The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.

Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.

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1929 Application of Adaptive Neuro-Fuzzy Inference Systems Technique for Modeling of Postweld Heat Treatment Process of Pressure Vessel Steel ASTM A516 Grade 70

Authors: Omar Al Denali, Abdelaziz Badi

Abstract:

The ASTM A516 Grade 70 steel is a suitable material used for the fabrication of boiler pressure vessels working in moderate and lower temperature services, and it has good weldability and excellent notch toughness. The post-weld heat treatment (PWHT) or stress-relieving heat treatment has significant effects on avoiding the martensite transformation and resulting in high hardness, which can lead to cracking in the heat-affected zone (HAZ). An adaptive neuro-fuzzy inference system (ANFIS) was implemented to predict the material tensile strength of PWHT experiments. The ANFIS models presented excellent predictions, and the comparison was carried out based on the mean absolute percentage error between the predicted values and the experimental values. The ANFIS model gave a Mean Absolute Percentage Error of 0.556%, which confirms the high accuracy of the model.

Keywords: Prediction, post-weld heat treatment, adaptive neuro-fuzzy inference system, ANFIS, mean absolute percentage error.

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1928 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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1927 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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1926 Electric Load Forecasting Using Genetic Based Algorithm, Optimal Filter Estimator and Least Error Squares Technique: Comparative Study

Authors: Khaled M. EL-Naggar, Khaled A. AL-Rumaih

Abstract:

This paper presents performance comparison of three estimation techniques used for peak load forecasting in power systems. The three optimum estimation techniques are, genetic algorithms (GA), least error squares (LS) and, least absolute value filtering (LAVF). The problem is formulated as an estimation problem. Different forecasting models are considered. Actual recorded data is used to perform the study. The performance of the above three optimal estimation techniques is examined. Advantages of each algorithms are reported and discussed.

Keywords: Forecasting, Least error squares, Least absolute Value, Genetic algorithms

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1925 Performance Evaluation of Complex Valued Neural Networks Using Various Error Functions

Authors: Anita S. Gangal, P. K. Kalra, D. S. Chauhan

Abstract:

The backpropagation algorithm in general employs quadratic error function. In fact, most of the problems that involve minimization employ the Quadratic error function. With alternative error functions the performance of the optimization scheme can be improved. The new error functions help in suppressing the ill-effects of the outliers and have shown good performance to noise. In this paper we have tried to evaluate and compare the relative performance of complex valued neural network using different error functions. During first simulation for complex XOR gate it is observed that some error functions like Absolute error, Cauchy error function can replace Quadratic error function. In the second simulation it is observed that for some error functions the performance of the complex valued neural network depends on the architecture of the network whereas with few other error functions convergence speed of the network is independent of architecture of the neural network.

Keywords: Complex backpropagation algorithm, complex errorfunctions, complex valued neural network, split activation function.

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1924 The Buffer Gas Influence Rate on Absolute Cu Atoms Density with regard to Deposition

Authors: S. Sobhanian, H. Naghshara, N. Sadeghi, S. Khorram

Abstract:

The absolute Cu atoms density in Cu(2S1/2ÔåÉ2P1/2) ground state has been measured by Resonance Optical Absorption (ROA) technique in a DC magnetron sputtering deposition with argon. We measured these densities under variety of operation conditions: pressure from 0.6 μbar to 14 μbar, input power from 10W to 200W and N2 mixture from 0% to 100%. For measuring the gas temperature, we used the simulation of N2 rotational spectra with a special computer code. The absolute number density of Cu atoms decreases with increasing the N2 percentage of buffer gas at any conditions of this work. But the deposition rate, is not decreased with the same manner. The deposition rate variation is very small and in the limit of quartz balance measuring equipment accuracy. So we conclude that decrease in the absolute number density of Cu atoms in magnetron plasma has not a big effect on deposition rate, because the diffusion of Cu atoms to the chamber volume and deviation of Cu atoms from direct path (towards the substrate) decreases with increasing of N2 percentage of buffer gas. This is because of the lower mass of N2 atoms compared to the argon ones.

Keywords: Deposition rate, Resonance Optical Absorption, Sputtering.

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1923 PI Controller for Automatic Generation Control Based on Performance Indices

Authors: Kalyan Chatterjee

Abstract:

The optimal design of PI controller for Automatic Generation Control in two area is presented in this paper. The concept of Dual mode control is applied in the PI controller, such that the proportional mode is made active when the rate of change of the error is sufficiently larger than a specified limit otherwise switched to the integral mode. A digital simulation is used in conjunction with the Hooke-Jeeve’s optimization technique to determine the optimum parameters (individual gain of proportional and integral controller) of the PI controller. Integrated Square of the Error (ISE), Integrated Time multiplied by Absolute Error(ITAE) , and Integrated Absolute Error(IAE) performance indices are considered to measure the appropriateness of the designed controller.  The proposed controller are tested for a two area single nonreheat thermal system considering the practical aspect of the problem such as Deadband and Generation Rate Constraint(GRC). Simulation results show that  dual mode with optimized values of the gains improved the control performance than the commonly used Variable Structure .

Keywords: Load Frequency Control, Area Control Error(ACE), Dual Mode PI Controller, Performance Index

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1922 Predicting Oil Content of Fresh Palm Fruit Using Transmission-Mode Ultrasonic Technique

Authors: Sutthawee Suwannarat, Thanate Khaorapapong, Mitchai Chongcheawchamnan

Abstract:

In this paper, an ultrasonic technique is proposed to predict oil content in a fresh palm fruit. This is accomplished by measuring the attenuation based on ultrasonic transmission mode. Several palm fruit samples with known oil content by Soxhlet extraction (ISO9001:2008) were tested with our ultrasonic measurement. Amplitude attenuation data results for all palm samples were collected. The Feedforward Neural Networks (FNNs) are applied to predict the oil content for the samples. The Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) of the FNN model for predicting oil content percentage are 7.6186 and 5.2287 with the correlation coefficient (R) of 0.9193.

Keywords: Non-destructive, ultrasonic testing, oil content, fresh palm fruit, neural network.

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1921 Optimizing Forecasting for Indonesia's Coal and Palm Oil Exports: A Comparative Analysis of ARIMA, ANN, and LSTM Methods

Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

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1920 Roll of Membership functions in Fuzzy Logic for Prediction of Shoot Length of Mustard Plant Based on Residual Analysis

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

Abstract:

The selection for plantation of a particular type of mustard plant depending on its productivity (pod yield) at the stage of maturity. The growth of mustard plant dependent on some parameters of that plant, these are shoot length, number of leaves, number of roots and roots length etc. As the plant is growing, some leaves may be fall down and some new leaves may come, so it can not gives the idea to develop the relationship with the seeds weight at mature stage of that plant. It is not possible to find the number of roots and root length of mustard plant at growing stage that will be harmful of this plant as roots goes deeper to deeper inside the land. Only the value of shoot length which increases in course of time can be measured at different time instances. Weather parameters are maximum and minimum humidity, rain fall, maximum and minimum temperature may effect the growth of the plant. The parameters of pollution, water, soil, distance and crop management may be dominant factors of growth of plant and its productivity. Considering all parameters, the growth of the plant is very uncertain, fuzzy environment can be considered for the prediction of shoot length at maturity of the plant. Fuzzification plays a greater role for fuzzification of data, which is based on certain membership functions. Here an effort has been made to fuzzify the original data based on gaussian function, triangular function, s-function, Trapezoidal and L –function. After that all fuzzified data are defuzzified to get normal form. Finally the error analysis (calculation of forecasting error and average error) indicates the membership function appropriate for fuzzification of data and use to predict the shoot length at maturity. The result is also verified using residual (Absolute Residual, Maximum of Absolute Residual, Mean Absolute Residual, Mean of Mean Absolute Residual, Median of Absolute Residual and Standard Deviation) analysis.

Keywords: Fuzzification, defuzzification, gaussian function, triangular function, trapezoidal function, s-function, , membership function, residual analysis.

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1919 Studding of Number of Dataset on Precision of Estimated Saturated Hydraulic Conductivity

Authors: M. Siosemarde, M. Byzedi

Abstract:

Saturated hydraulic conductivity of Soil is an important property in processes involving water and solute flow in soils. Saturated hydraulic conductivity of soil is difficult to measure and can be highly variable, requiring a large number of replicate samples. In this study, 60 sets of soil samples were collected at Saqhez region of Kurdistan province-IRAN. The statistics such as Correlation Coefficient (R), Root Mean Square Error (RMSE), Mean Bias Error (MBE) and Mean Absolute Error (MAE) were used to evaluation the multiple linear regression models varied with number of dataset. In this study the multiple linear regression models were evaluated when only percentage of sand, silt, and clay content (SSC) were used as inputs, and when SSC and bulk density, Bd, (SSC+Bd) were used as inputs. The R, RMSE, MBE and MAE values of the 50 dataset for method (SSC), were calculated 0.925, 15.29, -1.03 and 12.51 and for method (SSC+Bd), were calculated 0.927, 15.28,-1.11 and 12.92, respectively, for relationship obtained from multiple linear regressions on data. Also the R, RMSE, MBE and MAE values of the 10 dataset for method (SSC), were calculated 0.725, 19.62, - 9.87 and 18.91 and for method (SSC+Bd), were calculated 0.618, 24.69, -17.37 and 22.16, respectively, which shows when number of dataset increase, precision of estimated saturated hydraulic conductivity, increases.

Keywords: dataset, precision, saturated hydraulic conductivity, soil and statistics.

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1918 Controlling the Angle of Attack of an Aircraft Using Genetic Algorithm Based Flight Controller

Authors: S. Swain, P. S Khuntia

Abstract:

In this paper, the unstable angle of attack of a FOXTROT aircraft is controlled by using Genetic Algorithm based flight controller and the result is compared with the conventional techniques like Tyreus-Luyben (TL), Ziegler-Nichols (ZN) and Interpolation Rule (IR) for tuning the PID controller. In addition, the performance indices like Mean Square Error (MSE), Integral Square Error (ISE), and Integral Absolute Time Error (IATE) etc. are improved by using Genetic Algorithm. It was established that the error by using GA is very less as compared to the conventional techniques thereby improving the performance indices of the dynamic system.

Keywords: Angle of Attack, Genetic Algorithm, Performance Indices, PID Controller.

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1917 Neural Network Supervisory Proportional-Integral-Derivative Control of the Pressurized Water Reactor Core Power Load Following Operation

Authors: Derjew Ayele Ejigu, Houde Song, Xiaojing Liu

Abstract:

This work presents the particle swarm optimization trained neural network (PSO-NN) supervisory proportional integral derivative (PID) control method to monitor the pressurized water reactor (PWR) core power for safe operation. The proposed control approach is implemented on the transfer function of the PWR core, which is computed from the state-space model. The PWR core state-space model is designed from the neutronics, thermal-hydraulics, and reactivity models using perturbation around the equilibrium value. The proposed control approach computes the control rod speed to maneuver the core power to track the reference in a closed-loop scheme. The particle swarm optimization (PSO) algorithm is used to train the neural network (NN) and to tune the PID simultaneously. The controller performance is examined using integral absolute error, integral time absolute error, integral square error, and integral time square error functions, and the stability of the system is analyzed by using the Bode diagram. The simulation results indicated that the controller shows satisfactory performance to control and track the load power effectively and smoothly as compared to the PSO-PID control technique. This study will give benefit to design a supervisory controller for nuclear engineering research fields for control application.

Keywords: machine learning, neural network, pressurized water reactor, supervisory controller

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1916 Approximation for Average Error Probability of BPSK in the Presence of Phase Error

Authors: Yeonsoo Jang, Dongweon Yoon, Ki Ho Kwon, Jaeyoon Lee, Wooju Lee

Abstract:

Phase error in communications systems degrades error performance. In this paper, we present a simple approximation for the average error probability of the binary phase shift keying (BPSK) in the presence of phase error having a uniform distribution on arbitrary intervals. For the simple approximation, we use symmetry and periodicity of a sinusoidal function. Approximate result for the average error probability is derived, and the performance is verified through comparison with simulation result.

Keywords: Average error probability, Phase shift keying, Phase error

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1915 Imputing Missing Data in Electronic Health Records: A Comparison of Linear and Non-Linear Imputation Models

Authors: Alireza Vafaei Sadr, Vida Abedi, Jiang Li, Ramin Zand

Abstract:

Missing data is a common challenge in medical research and can lead to biased or incomplete results. When the data bias leaks into models, it further exacerbates health disparities; biased algorithms can lead to misclassification and reduced resource allocation and monitoring as part of prevention strategies for certain minorities and vulnerable segments of patient populations, which in turn further reduce data footprint from the same population – thus, a vicious cycle. This study compares the performance of six imputation techniques grouped into Linear and Non-Linear models, on two different real-world electronic health records (EHRs) datasets, representing 17864 patient records. The mean absolute percentage error (MAPE) and root mean squared error (RMSE) are used as performance metrics, and the results show that the Linear models outperformed the Non-Linear models in terms of both metrics. These results suggest that sometimes Linear models might be an optimal choice for imputation in laboratory variables in terms of imputation efficiency and uncertainty of predicted values.

Keywords: EHR, Machine Learning, imputation, laboratory variables, algorithmic bias.

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1914 Development of Predictive Model for Surface Roughness in End Milling of Al-SiCp Metal Matrix Composites using Fuzzy Logic

Authors: M. Chandrasekaran, D. Devarasiddappa

Abstract:

Metal matrix composites have been increasingly used as materials for components in automotive and aerospace industries because of their improved properties compared with non-reinforced alloys. During machining the selection of appropriate machining parameters to produce job for desired surface roughness is of great concern considering the economy of manufacturing process. In this study, a surface roughness prediction model using fuzzy logic is developed for end milling of Al-SiCp metal matrix composite component using carbide end mill cutter. The surface roughness is modeled as a function of spindle speed (N), feed rate (f), depth of cut (d) and the SiCp percentage (S). The predicted values surface roughness is compared with experimental result. The model predicts average percentage error as 4.56% and mean square error as 0.0729. It is observed that surface roughness is most influenced by feed rate, spindle speed and SiC percentage. Depth of cut has least influence.

Keywords: End milling, fuzzy logic, metal matrix composites, surface roughness

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1913 Determine of Constant Coefficients to RelateTotal Dissolved Solids to Electrical Conductivity

Authors: M. Siosemarde, F. Kave, E. Pazira, H. Sedghi, S. J. Ghaderi

Abstract:

Salinity is a measure of the amount of salts in the water. Total Dissolved Solids (TDS) as salinity parameter are often determined using laborious and time consuming laboratory tests, but it may be more appropriate and economical to develop a method which uses a more simple soil salinity index. Because dissolved ions increase salinity as well as conductivity, the two measures are related. The aim of this research was determine of constant coefficients for predicting of Total Dissolved Solids (TDS) based on Electrical Conductivity (EC) with Statistics of Correlation coefficient, Root mean square error, Maximum error, Mean Bias error, Mean absolute error, Relative error and Coefficient of residual mass. For this purpose, two experimental areas (S1, S2) of Khuzestan province-IRAN were selected and four treatments with three replications by series of double rings were applied. The treatments were included 25cm, 50cm, 75cm and 100cm water application. The results showed the values 16.3 & 12.4 were the best constant coefficients for predicting of Total Dissolved Solids (TDS) based on EC in Pilot S1 and S2 with correlation coefficient 0.977 & 0.997 and 191.1 & 106.1 Root mean square errors (RMSE) respectively.

Keywords: constant coefficients, electrical conductivity, Khuzestan plain and total dissolved solids.

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1912 Effects of Manufacture and Assembly Errors on the Output Error of Globoidal Cam Mechanisms

Authors: Shuting Ji, Yueming Zhang, Jing Zhao

Abstract:

The output error of the globoidal cam mechanism can be considered as a relevant indicator of mechanism performance, because it determines kinematic and dynamical behavior of mechanical transmission. Based on the differential geometry and the rigid body transformations, the mathematical model of surface geometry of the globoidal cam is established. Then we present the analytical expression of the output error (including the transmission error and the displacement error along the output axis) by considering different manufacture and assembly errors. The effects of the center distance error, the perpendicular error between input and output axes and the rotational angle error of the globoidal cam on the output error are systematically analyzed. A globoidal cam mechanism which is widely used in automatic tool changer of CNC machines is applied for illustration. Our results show that the perpendicular error and the rotational angle error have little effects on the transmission error but have great effects on the displacement error along the output axis. This study plays an important role in the design, manufacture and assembly of the globoidal cam mechanism.

Keywords: Globoidal cam mechanism, manufacture error, transmission error, automatic tool changer.

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1911 Validation and Selection between Machine Learning Technique and Traditional Methods to Reduce Bullwhip Effects: a Data Mining Approach

Authors: Hamid R. S. Mojaveri, Seyed S. Mousavi, Mojtaba Heydar, Ahmad Aminian

Abstract:

The aim of this paper is to present a methodology in three steps to forecast supply chain demand. In first step, various data mining techniques are applied in order to prepare data for entering into forecasting models. In second step, the modeling step, an artificial neural network and support vector machine is presented after defining Mean Absolute Percentage Error index for measuring error. The structure of artificial neural network is selected based on previous researchers' results and in this article the accuracy of network is increased by using sensitivity analysis. The best forecast for classical forecasting methods (Moving Average, Exponential Smoothing, and Exponential Smoothing with Trend) is resulted based on prepared data and this forecast is compared with result of support vector machine and proposed artificial neural network. The results show that artificial neural network can forecast more precisely in comparison with other methods. Finally, forecasting methods' stability is analyzed by using raw data and even the effectiveness of clustering analysis is measured.

Keywords: Artificial Neural Networks (ANN), bullwhip effect, demand forecasting, Support Vector Machine (SVM).

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1910 Verification of a Locked CFD Approach to Cool Down Modeling

Authors: P. Bárta

Abstract:

Increasing demand on the performance of Subsea Production Systems (SPS) suggests a need for more detailed investigation of fluid behavior taking place in subsea equipment. Complete CFD cool down analyses of subsea equipment are very time demanding. The objective of this paper is to investigate a Locked CFD approach, which enables significant reduction of the computational time and at the same time maintains sufficient accuracy during thermal cool down simulations. The result comparison of a dead leg simulation using the Full CFD and the three LCFD-methods confirms the validity of the locked flow field assumption for the selected case. For the tested case the LCFD simulation speed up by factor of 200 results in the absolute thermal error of 0.5 °C (3% relative error), speed up by factor of 10 keeps the LCFD results within 0.1 °C (0.5 % relative error) comparing to the Full CFD.

Keywords: CFD, Locked Flow Field, Speed up of CFD simulation time, Subsea

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1909 Intelligent Temperature Controller for Water-Bath System

Authors: Om Prakash Verma, Rajesh Singla, Rajesh Kumar

Abstract:

Conventional controller’s usually required a prior knowledge of mathematical modelling of the process. The inaccuracy of mathematical modelling degrades the performance of the process, especially for non-linear and complex control problem. The process used is Water-Bath system, which is most widely used and nonlinear to some extent. For Water-Bath system, it is necessary to attain desired temperature within a specified period of time to avoid the overshoot and absolute error, with better temperature tracking capability, else the process is disturbed.

To overcome above difficulties intelligent controllers, Fuzzy Logic (FL) and Adaptive Neuro-Fuzzy Inference System (ANFIS), are proposed in this paper. The Fuzzy controller is designed to work with knowledge in the form of linguistic control rules. But the translation of these linguistic rules into the framework of fuzzy set theory depends on the choice of certain parameters, for which no formal method is known. To design ANFIS, Fuzzy-Inference-System is combined with learning capability of Neural-Network.

It is analyzed that ANFIS is best suitable for adaptive temperature control of above system. As compared to PID and FLC, ANFIS produces a stable control signal. It has much better temperature tracking capability with almost zero overshoot and minimum absolute error.

Keywords: PID Controller, FLC, ANFIS, Non-Linear Control System, Water-Bath System, MATLAB-7.

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1908 Topology Preservation in SOM

Authors: E. Arsuaga Uriarte, F. Díaz Martín

Abstract:

The SOM has several beneficial features which make it a useful method for data mining. One of the most important features is the ability to preserve the topology in the projection. There are several measures that can be used to quantify the goodness of the map in order to obtain the optimal projection, including the average quantization error and many topological errors. Many researches have studied how the topology preservation should be measured. One option consists of using the topographic error which considers the ratio of data vectors for which the first and second best BMUs are not adjacent. In this work we present a study of the behaviour of the topographic error in different kinds of maps. We have found that this error devaluates the rectangular maps and we have studied the reasons why this happens. Finally, we suggest a new topological error to improve the deficiency of the topographic error.

Keywords: Map lattice, Self-Organizing Map, topographic error, topology preservation.

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1907 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).

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1906 Design of Digital Differentiator to Optimize Relative Error

Authors: Vinita V. Sondur, Vilas B. Sondur, Narasimha H. Ayachit

Abstract:

It is observed that the Weighted least-square (WLS) technique, including the modifications, results in equiripple error curve. The resultant error as a percent of the ideal value is highly non-uniformly distributed over the range of frequencies for which the differentiator is designed. The present paper proposes a modification to the technique so that the optimization procedure results in lower maximum relative error compared to the ideal values. Simulation results for first order as well as higher order differentiators are given to illustrate the excellent performance of the proposed method.

Keywords: Differentiator, equiripple, error distribution, relative error.

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1905 Construction of Attitude Reference Benchmark for Test of Star Sensor Based on Precise Timing

Authors: Tingting Lu, Yonghai Wang, Haiyong Wang, Jiaqi Liu

Abstract:

To satisfy the need of outfield tests of star sensors, a method is put forward to construct the reference attitude benchmark. Firstly, its basic principle is introduced; Then, all the separate conversion matrixes are deduced, which include: the conversion matrix responsible for the transformation from the Earth Centered Inertial frame i to the Earth-centered Earth-fixed frame w according to the time of an atomic clock, the conversion matrix from frame w to the geographic frame t, and the matrix from frame t to the platform frame p, so the attitude matrix of the benchmark platform relative to the frame i can be obtained using all the three matrixes as the multiplicative factors; Next, the attitude matrix of the star sensor relative to frame i is got when the mounting matrix from frame p to the star sensor frame s is calibrated, and the reference attitude angles for star sensor outfield tests can be calculated from the transformation from frame i to frame s; Finally, the computer program is finished to solve the reference attitudes, and the error curves are drawn about the three axis attitude angles whose absolute maximum error is just 0.25ÔÇ│. The analysis on each loop and the final simulating results manifest that the method by precise timing to acquire the absolute reference attitude is feasible for star sensor outfield tests.

Keywords: Atomic time, attitude determination, coordinate conversion, inertial coordinate system, star sensor.

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1904 Dispersed Error Control based on Error Filter Design for Improving Halftone Image Quality

Authors: Sang-Chul Kim, Sung-Il Chien

Abstract:

The error diffusion method generates worm artifacts, and weakens the edge of the halftone image when the continuous gray scale image is reproduced by a binary image. First, to enhance the edges, we propose the edge-enhancing filter by considering the quantization error information and gradient of the neighboring pixels. Furthermore, to remove worm artifacts often appearing in a halftone image, we add adaptively random noise into the weights of an error filter.

Keywords: Artifact suppression, Edge enhancement, Error diffusion method, Halftone image

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1903 Application of Artificial Intelligence for Tuning the Parameters of an AGC

Authors: R. N. Patel

Abstract:

This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.

Keywords: Area control error, Artificial intelligence, Automatic generation control, Genetic Algorithms and modeling, ISE, ITAE, Particle swarm optimization.

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1902 Fracture Pressure Predict Based on Well Logs of Depleted Reservoir in Southern Iraqi Oilfield

Authors: Raed H. Allawi

Abstract:

Fracture pressure is the main parameter applied in wells design and used to avoid drilling problems like lost circulation. Thus, this study aims to predict the fracture pressure of oil reservoirs in the southern Iraq Oilfield. The data required to implement this study included bulk density, compression wave velocity, gamma-ray, and leak-off test. In addition, this model is based on the pore pressure which is measured based on the Modular Formation Dynamics Tester (MDT). Many measured values of pore pressure were used to validate the accurate model. Using sonic velocity approaches, the mean absolute percentage error (MAPE) was about 4%. The fracture pressure results were consistent with the measurement data, actual drilling report, and events. The model's results will be a guide for successful drilling in future wells in the same oilfield.

Keywords: Pore pressure, fracture pressure, overburden pressure, effective stress, drilling events.

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1901 Time Series Regression with Meta-Clusters

Authors: Monika Chuchro

Abstract:

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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