Search results for: stochastic decomposition.

Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

Abstract:

A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

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Authors: N. Muthukumaran, R. Ravi

Abstract:

The Quad Tree Decomposition based performance analysis of compressed image data communication for lossy and lossless through wireless sensor network is presented. Images have considerably higher storage requirement than text. While transmitting a multimedia content there is chance of the packets being dropped due to noise and interference. At the receiver end the packets that carry valuable information might be damaged or lost due to noise, interference and congestion. In order to avoid the valuable information from being dropped various retransmission schemes have been proposed. In this proposed scheme QTD is used. QTD is an image segmentation method that divides the image into homogeneous areas. In this proposed scheme involves analysis of parameters such as compression ratio, peak signal to noise ratio, mean square error, bits per pixel in compressed image and analysis of difficulties during data packet communication in Wireless Sensor Networks. By considering the above, this paper is to use the QTD to improve the compression ratio as well as visual quality and the algorithm in MATLAB 7.1 and NS2 Simulator software tool.

Keywords: Image compression, Compression Ratio, Quad tree decomposition, Wireless sensor networks, NS2 simulator.

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Authors: M. Kidouche, H. Habbi, M. Zelmat

Abstract:

In this paper, the decomposition-aggregation method is used to carry out connective stability criteria for general linear composite system via aggregation. The large scale system is decomposed into a number of subsystems. By associating directed graphs with dynamic systems in an essential way, we define the relation between system structure and stability in the sense of Lyapunov. The stability criteria is then associated with the stability and system matrices of subsystems as well as those interconnected terms among subsystems using the concepts of vector differential inequalities and vector Lyapunov functions. Then, we show that the stability of each subsystem and stability of the aggregate model imply connective stability of the overall system. An example is reported, showing the efficiency of the proposed technique.

Keywords: Composite system, Connective stability, Lyapunovfunctions.

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Authors: M. F. Yaqub, I. Gondal, J. Kamruzzaman

Abstract:

Wavelet transform has been extensively used in machine fault diagnosis and prognosis owing to its strength to deal with non-stationary signals. The existing Wavelet transform based schemes for fault diagnosis employ wavelet decomposition of the entire vibration frequency which not only involve huge computational overhead in extracting the features but also increases the dimensionality of the feature vector. This increase in the dimensionality has the tendency to 'over-fit' the training data and could mislead the fault diagnostic model. In this paper a novel technique, envelope wavelet packet transform (EWPT) is proposed in which features are extracted based on wavelet packet transform of the filtered envelope signal rather than the overall vibration signal. It not only reduces the computational overhead in terms of reduced number of wavelet decomposition levels and features but also improves the fault detection accuracy. Analytical expressions are provided for the optimal frequency resolution and decomposition level selection in EWPT. Experimental results with both actual and simulated machine fault data demonstrate significant gain in fault detection ability by EWPT at reduced complexity compared to existing techniques.

Keywords: Envelope Detection, Wavelet Transform, Bearing Faults, Machine Health Monitoring.

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Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement, environmental sustainability.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Michael Tupý, Jaroslav Císař, Pavel Mokrejš, Dagmar Měřínská, Alice Tesaříková-Svobodová

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It is the worldwide problem that the recycled PVB is not recycled and it is wildly stored in landfills. However, PVB has similar chemical properties such as PVC. Moreover, both of these polymers are plasticized. Therefore, the study of thermal properties of plasticized PVC and the recycled PVB obtained by recycling of windshields is carried out. This work has done in order to find nondegradable processing conditions applicable for both polymers. Tested PVC contained 38% of plasticizer diisononyl phthalate (DINP) and PVB was plasticized with 28% of triethylene glycol, bis(2-ethylhexanoate) (3GO). The thermal and thermo-oxidative decomposition of both vinyl polymers are compared by calorimetric analysis and by tensile strength analysis.

Keywords: Poly(vinyl chloride), Poly(vinyl butyral), Recycling, Reprocessing, Thermal analysis, Decomposition.

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Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail

Abstract:

Identifying parameters in an epidemic model is one of the important aspect of modeling. In this paper, we suggest a method to identify the transmission rate by using the multistage Adomian decomposition method. As a case study, we use the data of the reported dengue fever cases in the city of Shah Alam, Malaysia. The result obtained fairly represents the actual situation. However, in the SIR model, this method serves as an alternative in parameter identification and enables us to make necessary analysis for a smaller interval.

Keywords: dengue fever, multistage Adomian decomposition method, Shah Alam, SIR model

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: A. Caglar, B. Aydinli

Abstract:

The pyrolysis of hazelnut shell, polyethylene oxide and their blends were carried out catalytically at 500 and 650 ºC. Potassium dichromate was chosen according to its oxidative characteristics and decomposition temperature (500 ºC) where decomposition products are CrO3 and K2CrO4. As a main effect, a remarkable increase in gasification was observed using this catalyst for pure components and blends especially at 500 ºC rather than 650 ºC contrary to the main observation in the pyrolysis process. The increase in gas product quantity was compensated mainly with decrease in solid product and additionally in some cases liquid products.

Keywords: Hazelnut shell, Polyethylene oxide, Potassium dichromate, Pyrolysis.

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Authors: Soma Roychowdhury

Abstract:

This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.

Keywords: Multi-period model, inventory, random demand, upward substitution.

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Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

Abstract:

A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

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Authors: E. S. Gower, M. O. J. Hawksford

Abstract:

An algorithm for learning an overcomplete dictionary using a Cauchy mixture model for sparse decomposition of an underdetermined mixing system is introduced. The mixture density function is derived from a ratio sample of the observed mixture signals where 1) there are at least two but not necessarily more mixture signals observed, 2) the source signals are statistically independent and 3) the sources are sparse. The basis vectors of the dictionary are learned via the optimization of the location parameters of the Cauchy mixture components, which is shown to be more accurate and robust than the conventional data mining methods usually employed for this task. Using a well known sparse decomposition algorithm, we extract three speech signals from two mixtures based on the estimated dictionary. Further tests with additive Gaussian noise are used to demonstrate the proposed algorithm-s robustness to outliers.

Keywords: expectation-maximization, Pitman estimator, sparsedecomposition

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Authors: Wei Jun-xia, Yuan Guang-wei, Yang Shu-lin, Shen Wei-dong

Abstract:

In order to make conventional implicit algorithm to be applicable in large scale parallel computers , an interface prediction and correction of discontinuous finite element method is presented to solve time-dependent neutron transport equations under 2-D cylindrical geometry. Domain decomposition is adopted in the computational domain.The numerical experiments show that our parallel algorithm with explicit prediction and implicit correction has good precision, parallelism and simplicity. Especially, it can reach perfect speedup even on hundreds of processors for large-scale problems.

Keywords: Transport Equation, Discontinuous Finite Element, Domain Decomposition, Interface Prediction And Correction

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Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

Abstract:

In Zambia, recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines, to upgrade power systems into smart grids, target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, they are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, and therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we present a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: Anomaly detection, SmartGrid, edge, maintainability, reliability, stochastic process.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: Norisma Idris, Sapiyan Baba, Rukaini Abdullah

Abstract:

Summarizing skills have been introduced to English syllabus in secondary school in Malaysia to evaluate student-s comprehension for a given text where it requires students to employ several strategies to produce the summary. This paper reports on our effort to develop a computer-based summarization assessment system that detects the strategies used by the students in producing their summaries. Sentence decomposition of expert-written summaries is used to analyze how experts produce their summary sentences. From the analysis, we identified seven summarizing strategies and their rules which are then transformed into a set of heuristic rules on how to determine the summarizing strategies. We developed an algorithm based on the heuristic rules and performed some experiments to evaluate and support the technique proposed.

Keywords: Summarizing strategies, heuristic rules, sentencedecomposition.

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Authors: Igor Astrov, Andrus Pedai

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the neural control of depth flight of an autonomous underwater vehicle (AUV). Constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. With the SA strategy, we proposed a multirate neural control of an AUV trajectory for a nontrivial mid-small size AUV “r2D4" stochastic model. This control system has been demonstrated and evaluated by simulation of diving maneuvers using software package Simulink. From the simulation results it can be seen that the chosen AUV model is stable in the presence of noises, and also can be concluded that the proposed research technique will be useful for fast SA of similar AUV systems in real-time search-and-rescue operations.

Keywords: Autonomous underwater vehicles, multirate systems, neurocontrollers, situational awareness.

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Authors: P. C. Saxena, D. K. Tayal

Abstract:

The join dependency provides the basis for obtaining lossless join decomposition in a classical relational schema. The existence of Join dependency shows that that the tables always represent the correct data after being joined. Since the classical relational databases cannot handle imprecise data, they were extended to fuzzy relational databases so that uncertain, ambiguous, imprecise and partially known information can also be stored in databases in a formal way. However like classical databases, the fuzzy relational databases also undergoes decomposition during normalization, the issue of joining the decomposed fuzzy relations remains intact. Our effort in the present paper is to emphasize on this issue. In this paper we define fuzzy join dependency in the framework of type-1 fuzzy relational databases & type-2 fuzzy relational databases using the concept of fuzzy equality which is defined using fuzzy functions. We use the fuzzy equi-join operator for computing the fuzzy equality of two attribute values. We also discuss the dependency preservation property on execution of this fuzzy equi- join and derive the necessary condition for the fuzzy functional dependencies to be preserved on joining the decomposed fuzzy relations. We also derive the conditions for fuzzy join dependency to exist in context of both type-1 and type-2 fuzzy relational databases. We find that unlike the classical relational databases even the existence of a trivial join dependency does not ensure lossless join decomposition in type-2 fuzzy relational databases. Finally we derive the conditions for the fuzzy equality to be non zero and the qualification of an attribute for fuzzy key.

Keywords: Fuzzy - equi join, fuzzy functions, fuzzy join dependency, type-1 fuzzy relational database, type-2 fuzzy relational database.

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Authors: A. Benyahia, M. Zergoug, M. Amir, M. Fodil

Abstract:

The main objective of this work is to enhance the Pulsed Eddy Current (PEC) response from the aluminum structure using signal processing. Cracks and metal loss in different structures cause changes in PEC response measurements. In this paper, time-frequency analysis is used to represent PEC response, which generates a large quantity of data and reduce the noise due to measurement. Power Spectral Density (PSD) after Wavelet Decomposition (PSD-WD) is proposed for defect detection. The experimental results demonstrate that the cracks in the surface can be extracted satisfactorily by the proposed methods. The validity of the proposed method is discussed.

Keywords: NDT, pulsed eddy current, continuous wavelet transform, Mexican hat wavelet mother, defect detection, power spectral density.

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Authors: Justin Leo Cheang Loong, Khazaimatol S Subari, Rosli Besar, Muhammad Kamil Abdullah

Abstract:

In this paper, a novel method for a biometric system based on the ECG signal is proposed, using spectral coefficients computed through linear predictive coding (LPC). ECG biometric systems have traditionally incorporated characteristics of fiducial points of the ECG signal as the feature set. These systems have been shown to contain loopholes and thus a non-fiducial system allows for tighter security. In the proposed system, incorporating non-fiducial features from the LPC spectrum produced a segment and subject recognition rate of 99.52% and 100% respectively. The recognition rates outperformed the biometric system that is based on the wavelet packet decomposition (WPD) algorithm in terms of recognition rates and computation time. This allows for LPC to be used in a practical ECG biometric system that requires fast, stringent and accurate recognition.

Keywords: biometric, ecg, linear predictive coding, wavelet packet decomposition

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Authors: Naoki Yamamoto, Jun Murakami, Chiharu Okuma, Yutaro Shigeto, Satoko Saito, Takashi Izumi, Nozomi Hayashida

Abstract:

Multi-dimensional principal component analysis (PCA) is the extension of the PCA, which is used widely as the dimensionality reduction technique in multivariate data analysis, to handle multi-dimensional data. To calculate the PCA the singular value decomposition (SVD) is commonly employed by the reason of its numerical stability. The multi-dimensional PCA can be calculated by using the higher-order SVD (HOSVD), which is proposed by Lathauwer et al., similarly with the case of ordinary PCA. In this paper, we apply the multi-dimensional PCA to the multi-dimensional medical data including the functional independence measure (FIM) score, and describe the results of experimental analysis.

Keywords: multi-dimensional principal component analysis, higher-order SVD (HOSVD), functional independence measure (FIM), medical data, tensor decomposition

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Authors: Wendong Yang, Changhai Wang, Valeria Arrighi

Abstract:

Low ink sintering temperature is desired for flexible electronics, as it would widen the application of the ink on temperature-sensitive substrates where the selection of silver precursor is very critical. In this paper, four types of organic silver precursors, silver carbonate, silver oxalate, silver tartrate and silver itaconate, were synthesized using an ion exchange method, firstly. Various characterization methods were employed to investigate their physical phase, chemical composition, morphologies and thermal decomposition behavior. It was found that silver oxalate had the ideal thermal property and showed the lowest decomposition temperature. An ink was then formulated by complexing the as-prepared silver oxalate with ethylenediamine in organic solvents. Results show that a favorable conductive film with a uniform surface structure consisting of silver nanoparticles and few voids could be produced from the ink at a sintering temperature of 150 °C.

Keywords: Conductive ink, electrical property, film, organic silver.

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Authors: A.O. Boudraa, J.C. Cexus, Z. Saidi

Abstract:

This paper introduces a new signal denoising based on the Empirical mode decomposition (EMD) framework. The method is a fully data driven approach. Noisy signal is decomposed adaptively into oscillatory components called Intrinsic mode functions (IMFs) by means of a process called sifting. The EMD denoising involves filtering or thresholding each IMF and reconstructs the estimated signal using the processed IMFs. The EMD can be combined with a filtering approach or with nonlinear transformation. In this work the Savitzky-Golay filter and shoftthresholding are investigated. For thresholding, IMF samples are shrinked or scaled below a threshold value. The standard deviation of the noise is estimated for every IMF. The threshold is derived for the Gaussian white noise. The method is tested on simulated and real data and compared with averaging, median and wavelet approaches.

Keywords: Empirical mode decomposition, Signal denoisingnonstationary process.

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Authors: P. Beraldi, M. E. Bruni

Abstract:

Data Envelopment Analysis (DEA) is one of the most widely used technique for evaluating the relative efficiency of a set of homogeneous decision making units. Traditionally, it assumes that input and output variables are known in advance, ignoring the critical issue of data uncertainty. In this paper, we deal with the problem of efficiency evaluation under uncertain conditions by adopting the general framework of the stochastic programming. We assume that output parameters are represented by discretely distributed random variables and we propose two different models defined according to a neutral and risk-averse perspective. The models have been validated by considering a real case study concerning the evaluation of the technical efficiency of a sample of individual firms operating in the Italian leather manufacturing industry. Our findings show the validity of the proposed approach as ex-ante evaluation technique by providing the decision maker with useful insights depending on his risk aversion degree.

Keywords: DEA, Stochastic Programming, Ex-ante evaluation technique, Conditional Value at Risk.

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Authors: M. Kidouche, H. Habbi, M. Zelmat, S. Grouni

Abstract:

In analyzing large scale nonlinear dynamical systems, it is often desirable to treat the overall system as a collection of interconnected subsystems. Solutions properties of the large scale system are then deduced from the solution properties of the individual subsystems and the nature of the interconnections. In this paper a new approach is proposed for the stability analysis of large scale systems, which is based upon the concept of vector Lyapunov functions and the decomposition methods. The present results make use of graph theoretic decomposition techniques in which the overall system is partitioned into a hierarchy of strongly connected components. We show then, that under very reasonable assumptions, the overall system is stable once the strongly connected subsystems are stables. Finally an example is given to illustrate the constructive methodology proposed.

Keywords: Comparison principle, First integral, Large scale system, Lyapunov stability.

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Authors: Wahiba Mohguen, Raïs El’hadi Bekka

Abstract:

This paper presents a denoising method called EMD-Custom that was based on Empirical Mode Decomposition (EMD) and the modified Customized Thresholding Function (Custom) algorithms. EMD was applied to decompose adaptively a noisy signal into intrinsic mode functions (IMFs). Then, all the noisy IMFs got threshold by applying the presented thresholding function to suppress noise and to improve the signal to noise ratio (SNR). The method was tested on simulated data and real ECG signal, and the results were compared to the EMD-Based signal denoising methods using the soft and hard thresholding. The results showed the superior performance of the proposed EMD-Custom denoising over the traditional approach. The performances were evaluated in terms of SNR in dB, and Mean Square Error (MSE).

Keywords: Customized thresholding, ECG signal, EMD, hard thresholding, Soft-thresholding.

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Authors: Zundong Zhang, Limin Jia, Xiaoliang Sun

Abstract:

The Beijing road traffic system, as a typical huge urban traffic system, provides a platform for analyzing the complex characteristics and the evolving mechanisms of urban traffic systems. Based on dynamic network theory, we construct the dynamic model of the Beijing road traffic system in which the dynamical properties are described completely. Furthermore, we come into the conclusion that urban traffic systems can be viewed as static networks, stochastic networks and complex networks at different system phases by analyzing the structural randomness. As well as, we demonstrate the evolving process of the Beijing road traffic network based on real traffic data, validate the stochastic characteristics and the scale-free property of the network at different phases

Keywords: Dynamic Network Models, Structural Randomness, Scale-free Property, Multi-mode character

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Authors: Md. Khademul Islam Molla, Akimasa Sumi, M. Sayedur Rahman

Abstract:

The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.

Keywords: Empirical mode decomposition, instantaneous frequency, Hilbert spectrum, Chi-square distribution, anthropogenic impact.

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