Search results for: method of choice of the meters

Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li

Abstract:

The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.

Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.

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Authors: Rampal Singh, S. Balasundaram

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In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.

Keywords: Chaotic time series, Extreme learning machine, Generalization performance.

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Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

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In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

The paper proposes an approach for design of modular systems based on original technique for modeling and formulation of combinatorial optimization problems. The proposed approach is described on the example of personal computer configuration design. It takes into account the existing compatibility restrictions between the modules and can be extended and modified to reflect different functional and users- requirements. The developed design modeling technique is used to formulate single objective nonlinear mixedinteger optimization tasks. The practical applicability of the developed approach is numerically tested on the basis of real modules data. Solutions of the formulated optimization tasks define the optimal configuration of the system that satisfies all compatibility restrictions and user requirements.

Keywords: Constrained discrete combinatorial choice, modular systems design, optimization problem, PC configuration.

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Authors: Elena C. Tamaş, Grațiela M. Țârlea, Gianni Flamaropol, Dragoș Hera

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This article is referring to a comparative study regarding the electrical energy consumption for lighting on diverse types of big sizes commercial buildings built in Romania after 2007, having 3, 4, 5 versus 8, 9, 10 operational years. Some buildings have installed building management systems (BMS) to monitor also the lighting performances starting with the opening days till the present days but some have chosen only local meters to implement. Firstly, for each analyzed building, the total required energy power and the energy power consumption for lighting were calculated depending on the lamps number, the unit power and the average daily running hours. All objects and installations were chosen depending on the destination/location of the lighting (exterior parking or access, interior or covering parking, building interior and building perimeter). Secondly, to all lighting objects and installations, mechanical counters were installed, and to the ones linked to BMS there were installed the digital meters as well for a better monitoring. Some efficient solutions are proposed to improve the power consumption, for example the 1/3 lighting functioning for the covered and exterior parking lighting to those buildings if can be done. This type of lighting share can be performed on each level, especially on the night shifts. Another example is to use the dimmers to reduce the light level, depending on the executed work in the respective area, and a 30% power energy saving can be achieved. Using the right BMS to monitor, the energy consumption depending on the average operational daily hours and changing the non-performant unit lights with the ones having LED technology or economical ones might increase significantly the energy performances and reduce the energy consumption of the buildings.

Keywords: Lighting consumption, commercial buildings, maintenance, energy performances.

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Authors: Charalampos Saridakis, Stelios Tsafarakis

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Although environmental concern is on the rise across Europe, current market data indicate that adoption rates of environmentally friendly vehicles remain extremely low. Against this background, the aim of this paper is to a) assess preferences of European consumers for clean-fuel cars and their characteristics and b) design car lines that optimize the combination of fuel types among models in the line-up. In this direction, the authors introduce a new evolutionary mechanism and implement it to stated-preference data derived from a large-scale choice-based conjoint experiment that measures consumer preferences for various factors affecting clean-fuel vehicle (CFV) adoption. The proposed two-step methodology provides interesting insights into how new and existing fuel-types can be combined in a car line that maximizes customer satisfaction.

Keywords: Clean-fuel vehicles, product line design, conjoint analysis, choice experiment, differential evolution.

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Authors: Ali Ben Abbes, ImedRiadh Farah, Vincent Barra

Abstract:

Remotely sensed data are a significant source for monitoring and updating databases for land use/cover. Nowadays, changes detection of urban area has been a subject of intensive researches. Timely and accurate data on spatio-temporal changes of urban areas are therefore required. The data extracted from multi-temporal satellite images are usually non-stationary. In fact, the changes evolve in time and space. This paper is an attempt to propose a methodology for changes detection in urban area by combining a non-stationary decomposition method and stochastic modeling. We consider as input of our methodology a sequence of satellite images I₁, I₂, … I_n at different periods (t = 1, 2, ..., n). Firstly, a preprocessing of multi-temporal satellite images is applied. (e.g. radiometric, atmospheric and geometric). The systematic study of global urban expansion in our methodology can be approached in two ways: The first considers the urban area as one same object as opposed to non-urban areas (e.g. vegetation, bare soil and water). The objective is to extract the urban mask. The second one aims to obtain a more knowledge of urban area, distinguishing different types of tissue within the urban area. In order to validate our approach, we used a database of Tres Cantos-Madrid in Spain, which is derived from Landsat for a period (from January 2004 to July 2013) by collecting two frames per year at a spatial resolution of 25 meters. The obtained results show the effectiveness of our method.

Keywords: Multi-temporal satellite image, urban growth, Non-stationarity, stochastic modeling.

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.

Keywords: Linear dynamical system, filtering, minimum meansquare filter, correlated noise

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Authors: Daniela I. Borissova, Ivan C. Mustakerov

Abstract:

The paper describes an approach for defining of k-best night vision devices based on multi-criteria mixed-integer optimization modeling. The parameters of night vision devices are considered as criteria that have to be optimized. Using different user preferences for the relative importance between parameters different choice of k-best devices can be defined. An ideal device with all of its parameters at their optimum is used to determine how far the particular device from the ideal one is. A procedure for evaluation of deviation between ideal solution and k-best solutions is presented. The applicability of the proposed approach is numerically illustrated using real night vision devices data. The proposed approach contributes to quality of decisions about choice of night vision devices by making the decision making process more certain, rational and efficient. 

Keywords: K-best devices, mixed-integer model, multi-criteria problem, night vision devices.

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Authors: David Libouga Li Gwet, Marius Otesteanu, Ideal Oscar Libouga, Laurent Bitjoka, Gheorghe D. Popa

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Image segmentation is a method to extract regions of interest from an image. It remains a fundamental problem in computer vision. The increasing diversity and the complexity of segmentation algorithms have led us firstly, to make a review and classify segmentation techniques, secondly to identify the most used measures of segmentation performance and thirdly, discuss deeply on segmentation philosophy in order to help the choice of adequate segmentation techniques for some applications. To justify the relevance of our analysis, recent algorithms of segmentation are presented through the proposed classification.

Keywords: Classification, image segmentation, measures of performance.

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Authors: Rakesh Kumar, Fatima Electricwala

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One of the major thrusts of the Bus Rapid Transit System is to reduce the commuter’s dependency on private vehicles and increase the shares of public transport to make urban transportation system environmentally sustainable. In this study, commuter mode choice analysis is performed that examines behavioral responses to the proposed Bus Rapid Transit System (BRTS) in Surat, with estimation of the probable shift from private mode to public mode. Further, evaluation of the BRTS scenarios, using Surat’s transportation ecological footprint was done. A multi-modal simulation model was developed in Biogeme environment to explicitly consider private users behaviors and non-linear environmental impact. The data of the different factors (variables) and its impact that might cause modal shift of private mode users to proposed BRTS were collected through home-interview survey using revealed and stated preference approach. A multi modal logit model of mode-choice was then calibrated using the collected data and validated using proposed sample. From this study, a set of perception factors, with reliable and predictable data base, to explain the variation in modal shift behaviour and their impact on Surat’s ecological environment has been identified. A case study of the proposed BRTS connecting the Surat Industrial Hub to the coastal area is provided to illustrate the approach.

Keywords: BRTS, Private Modes, Mode choice models, Ecological footprint.

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Authors: N.M. Museisi

Abstract:

This is a cross-cultural study that determines South African multinational enterprises (MNEs) entry strategies as they invest in Africa. An integrated theoretical framework comprising the transaction cost theory, Uppsala model, eclectic paradigm and the distance framework was adopted. A sample of 40 South African MNEs with 415 existing FDI entries in Africa was drawn. Using an ordered logistic regression model, the impact of culture on the choice of degree of control by South African MNEs in Africa was determined. Cultural distance was one of significant factors that influenced South African MNEs- choice of degree of control. Furthermore, South African MNEs are risk averse in all countries in Africa but minimize the risks differently across sectors. Service sectors chooses to own their subsidiaries 100% and avoid dealing with the locals while manufacturing, resources and construction choose to have a local partner to share the risk.

Keywords: Cross-cultural, emerging MNEs, entry strategies, internationalization.

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Authors: F. Sebaa, A. Cheikh, M. Rahou

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The study of the generated defects on manufactured parts shows the difficulty to maintain parts in their positions during the machining process and to estimate them during the pre-process plan. This work presents a contribution to the development of 3D models for the optimization of the manufacturing tolerances. An experimental study allows the measurement of the defects of part positioning for the determination of ε and the choice of an optimal setup of the part. An approach of 3D tolerance based on the small displacements method permits the determination of the manufacturing errors upstream. A developed tool, allows an automatic generation of the tolerance intervals along the three axes.

Keywords: Manufacturing tolerances, 3D modeling, optimization, errors.

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Authors: E. Dolatdar, S. Soleymani, B. Mozafari

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Power loss reduction is one of the main targets in power industry and so in this paper, the problem of finding the optimal configuration of a radial distribution system for loss reduction is considered. Optimal reconfiguration involves the selection of the best set of branches to be opened ,one each from each loop, for reducing resistive line losses , and reliving overloads on feeders by shifting the load to adjacent feeders. However ,since there are many candidate switching combinations in the system ,the feeder reconfiguration is a complicated problem. In this paper a new approach is proposed based on a simple optimum loss calculation by determining optimal trees of the given network. From graph theory a distribution network can be represented with a graph that consists a set of nodes and branches. In fact this problem can be viewed as a problem of determining an optimal tree of the graph which simultaneously ensure radial structure of each candidate topology .In this method the refined genetic algorithm is also set up and some improvements of algorithm are made on chromosome coding. In this paper an implementation of the algorithm presented by [7] is applied by modifying in load flow program and a comparison of this method with the proposed method is employed. In [7] an algorithm is proposed that the choice of the switches to be opened is based on simple heuristic rules. This algorithm reduce the number of load flow runs and also reduce the switching combinations to a fewer number and gives the optimum solution. To demonstrate the validity of these methods computer simulations with PSAT and MATLAB programs are carried out on 33-bus test system. The results show that the performance of the proposed method is better than [7] method and also other methods.

Keywords: Distribution System, Reconfiguration, Loss Reduction , Graph Theory , Optimization , Genetic Algorithm

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Authors: Z. Kadivar, M. Vahidinia, A. Mousavinia

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Kopet-Dagh Mountain Range is located in the north and northeast of Iran. Mozduran Formation in the east of Kopet-Dagh is mainly composed of limestone, dolomite, with shale and sandstone interbedded. Mozduran Formation is reservoir rock of the Khangiran gas field. The location of the study was east Kopet-Dagh basin (Northeast Iran) where the deliberate thickness of formation is 418 meters. In the present study, a total of 57 samples were gathered. Moreover, 100 thin sections were made out of 52 samples. According to the findings of the thin section study, 18 genera and nine species of foraminifera and algae were identified. Based on the index fossils, the age of the Mozduran Formation was identified as Upper Jurassic (Kimmerdgian-Tithonian) in the east of Kopet-Dagh basin. According to the magnetite data (total intensity and RTP map), there is a disconformity (low intensity) between the Kashaf-Rood Formation and Mozduran Formation. At the top, where among Mozduran Formation and Shurijeh Formation, is high intensity and a widespread disconformity (high intensity).

Keywords: Upper Jurassic, magnetometer, Mozduran formation, stratigraphy.

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Authors: Houshmand E. Masoumi

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Residential self-selection has gained increasing attention in the Western travel behavior research during the past decade. Many studies in the US, UK, and Germany conclude that the role of individuals’ residential location choice on commute travel behavior is more important than that of the built environment or at least it has considerable effects. However the effectiveness of location choice in many countries and cultures like Iran is unclear. This study examines the self-selections in two neighborhoods in Tehran. As a part of a research about the influences of land use on travel behavior information about people’s location preferences was collected by direct questioning. The findings show that the main reasons for selecting the location of residential units are related to socio-economic factors such as rise of house price and affordability of house prices. Transportation has little impacts on location decisions. Moreover, residential self-selection accounts for only 3 to 7.5 percent of the pedestrian, PT, and car trips.

Keywords: Residential self-selection, Tehran, travel behavior, urban transportation.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.

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Authors: Maryam Mirdehghani, S. Amirhassan Monadjemi

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Web sites are rapidly becoming the preferred media choice for our daily works such as information search, company presentation, shopping, and so on. At the same time, we live in a period where visual appearances play an increasingly important role in our daily life. In spite of designers- effort to develop a web site which be both user-friendly and attractive, it would be difficult to ensure the outcome-s aesthetic quality, since the visual appearance is a matter of an individual self perception and opinion. In this study, it is attempted to develop an automatic system for web pages aesthetic evaluation which are the building blocks of web sites. Based on the image processing techniques and artificial neural networks, the proposed method would be able to categorize the input web page according to its visual appearance and aesthetic quality. The employed features are multiscale/multidirectional textural and perceptual color properties of the web pages, fed to perceptron ANN which has been trained as the evaluator. The method is tested using university web sites and the results suggested that it would perform well in the web page aesthetic evaluation tasks with around 90% correct categorization.

Keywords: Web Page Design, Web Page Aesthetic, Color Spaces, Texture, Neural Networks

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Authors: Noor Atinah Ahmad

Abstract:

The Minimal Residual (MR) is modified for adaptive filtering application. Three forms of MR based algorithm are presented: i) the low complexity SPCG, ii) MREDSI, and iii) MREDSII. The low complexity is a reduced complexity version of a previously proposed SPCG algorithm. Approximations introduced reduce the algorithm to an LMS type algorithm, but, maintain the superior convergence of the SPCG algorithm. Both MREDSI and MREDSII are MR based methods with Euclidean direction of search. The choice of Euclidean directions is shown via simulation to give better misadjustment compared to their gradient search counterparts.

Keywords: Adaptive filtering, Adaptive least square, Minimalresidual method.

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Authors: Ammar Abbas, Ibrahim M. Hussain, Osama M. Hussain

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The IEEE 802.11e which is an enhanced version of the 802.11 WLAN standards incorporates the Quality of Service (QoS) which makes it a better choice for multimedia and real time applications. In this paper we study various aspects concerned with 802.11e standard. Further, the analysis results for this standard are compared with the legacy 802.11 standard. Simulation results show that IEEE 802.11e out performs legacy IEEE 802.11 in terms of quality of service due to its flow differentiated channel allocation and better queue management architecture. We also propose a method to improve the unfair allocation of bandwidth for downlink and uplink channels by varying the medium access priority level.

Keywords: Wireless, IEEE 802.11e, EDCA, Throughput, QoS, MAC.

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Authors: J.S.C. Prentice

Abstract:

The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.

Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.

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Authors: Jeng-Wen Lin, Simon Chien-Yuan Chen

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Based on assumptions of neo-classical economics and rational choice / public choice theory, this paper investigates the regulation of industrial land use in Taiwan by homeowners associations (HOAs) as opposed to traditional government administration. The comparison, which applies the transaction cost theory and a polynomial regression analysis, manifested that HOAs are superior to conventional government administration in terms of transaction costs and overall efficiency. A case study that compares Taiwan-s commonhold industrial park, NangKang Software Park, to traditional government counterparts using limited data on the costs and returns was analyzed. This empirical study on the relative efficiency of governmental and private institutions justified the important theoretical proposition. Numerical results prove the efficiency of the established model.

Keywords: Homeowners Associations, Institutional Efficiency, Polynomial Regression, Transaction Cost.

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Authors: L. C. Moreira, M. Kauffman

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This paper outlines the results of an experimental research on deploying an emerging augmented reality (AR) system for real-time task assistance (or work instructions) of highly customised and high-risk manual operations. The focus is on human operators’ training effectiveness and performance and the aim is to test if such technologies can support enhancing the knowledge retention levels and accuracy of task execution to improve health and safety (H&S). An AR enhanced assembly method is proposed and experimentally tested using a real industrial process as case study for electric vehicles’ (EV) battery module assembly. The experimental results revealed that the proposed method improved the training practices and performance through increases in the knowledge retention levels from 40% to 84%, and accuracy of task execution from 20% to 71%, when compared to the traditional paper-based method. The results of this research validate and demonstrate how emerging technologies are advancing the choice for manual, hybrid or fully automated processes by promoting the XR-assisted processes, and the connected worker (a vision for Industry 4 and 5.0), and supporting manufacturing become more resilient in times of constant market changes.

Keywords: Augmented reality, extended reality, connected worker, XR-assisted operator, manual assembly 4.0, industry 5.0, smart training, battery assembly.

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Authors: Randy Gomez, Keisuke Nakamura, Kazuhiro Nakadai

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Distant-talking voice-based HCI system suffers from performance degradation due to mismatch between the acoustic speech (runtime) and the acoustic model (training). Mismatch is caused by the change in the power of the speech signal as observed at the microphones. This change is greatly influenced by the change in distance, affecting speech dynamics inside the room before reaching the microphones. Moreover, as the speech signal is reflected, its acoustical characteristic is also altered by the room properties. In general, power mismatch due to distance is a complex problem. This paper presents a novel approach in dealing with distance-induced mismatch by intelligently sensing instantaneous voice power variation and compensating model parameters. First, the distant-talking speech signal is processed through microphone array processing, and the corresponding distance information is extracted. Distance-sensitive Gaussian Mixture Models (GMMs), pre-trained to capture both speech power and room property are used to predict the optimal distance of the speech source. Consequently, pre-computed statistic priors corresponding to the optimal distance is selected to correct the statistics of the generic model which was frozen during training. Thus, model combinatorics are post-conditioned to match the power of instantaneous speech acoustics at runtime. This results to an improved likelihood in predicting the correct speech command at farther distances. We experiment using real data recorded inside two rooms. Experimental evaluation shows voice recognition performance using our method is more robust to the change in distance compared to the conventional approach. In our experiment, under the most acoustically challenging environment (i.e., Room 2: 2.5 meters), our method achieved 24.2% improvement in recognition performance against the best-performing conventional method.

Keywords: Human Machine Interaction, Human Computer Interaction, Voice Recognition, Acoustic Model Compensation, Acoustic Speech Enhancement.

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Authors: Mohammed Salem Alzahrani

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In this paper the optimality of the solution of an existing real word assignment problem known as the seat assignment problem using Seat Assignment Method (SAM) is discussed. SAM is the newly driven method from three existing methods, Hungarian Method, Northwest Corner Method and Least Cost Method in a special way that produces the easiness & fairness among all methods that solve the seat assignment problem.

Keywords: Assignment Problem, Hungarian Method, Least Cost Method, Northwest Corner Method, Seat Assignment Method (SAM), A Real Word Assignment Problem.

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Authors: A. Boudiaf

Abstract:

The purpose of this paper is to analyze and apprehend, through four case studies, the interest of the project of the implementation of the quality management system (QMS) at four Moroccan small and medium-sized enterprises (SMEs). This project could generate significant organizational change to improve the functioning of the organization. In fact, quality is becoming a necessity in the current business world. It is considered to be a major component in companies’ competitive strategies. It should be noted that quality management is characterized by a set of methods and techniques that can be used to solve malfunctions and reorganize companies. It is useful to point out that the choice of the adoption of the quality approach could be influenced by the circumstances of the business context, it could also be derived from its strategic vision; this means that this choice can be characterized as either a strategic aspect or a reactive aspect. This would probably have a major impact on the functioning of the QMS and also on the perception of the quality issue by company managers and their employees.

Keywords: Business context, organizational change, quality, reorganization.

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Authors: Thanh Nguyen, Andrei Doncescu, Pierre Siegel

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Classification is an important data mining technique and could be used as data filtering in artificial intelligence. The broad application of classification for all kind of data leads to be used in nearly every field of our modern life. Classification helps us to put together different items according to the feature items decided as interesting and useful. In this paper, we compare two classification methods Naïve Bayes and ADTree use to detect spam e-mail. This choice is motivated by the fact that Naive Bayes algorithm is based on probability calculus while ADTree algorithm is based on decision tree. The parameter settings of the above classifiers use the maximization of true positive rate and minimization of false positive rate. The experiment results present classification accuracy and cost analysis in view of optimal classifier choice for Spam Detection. It is point out the number of attributes to obtain a tradeoff between number of them and the classification accuracy.

Keywords: Classification, data mining, spam filtering, naive Bayes, decision tree.

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Authors: Morteza Moazami-Goudarzi, Mohammad. H. Moradi

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In this paper we are to find the optimum multiwavelet for compression of electrocardiogram (ECG) signals. At present, it is not well known which multiwavelet is the best choice for optimum compression of ECG. In this work, we examine different multiwavelets on 24 sets of ECG data with entirely different characteristics, selected from MITBIH database. For assessing the functionality of the different multiwavelets in compressing ECG signals, in addition to known factors such as Compression Ratio (CR), Percent Root Difference (PRD), Distortion (D), Root Mean Square Error (RMSE) in compression literature, we also employed the Cross Correlation (CC) criterion for studying the morphological relations between the reconstructed and the original ECG signal and Signal to reconstruction Noise Ratio (SNR). The simulation results show that the cardbal2 by the means of identity (Id) prefiltering method to be the best effective transformation.

Keywords: ECG compression, Multiwavelet, Prefiltering.

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Authors: R. Sabre, W. Horrigue, J. C. Simon

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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: Spectral density, stable processes, aliasing, periodogram.

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Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

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