Search results for: stochastic search.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1002

Search results for: stochastic search.

822 PUMA 560 Optimal Trajectory Control using Genetic Algorithm, Simulated Annealing and Generalized Pattern Search Techniques

Authors: Sufian Ashraf Mazhari, Surendra Kumar

Abstract:

Robot manipulators are highly coupled nonlinear systems, therefore real system and mathematical model of dynamics used for control system design are not same. Hence, fine-tuning of controller is always needed. For better tuning fast simulation speed is desired. Since, Matlab incorporates LAPACK to increase the speed and complexity of matrix computation, dynamics, forward and inverse kinematics of PUMA 560 is modeled on Matlab/Simulink in such a way that all operations are matrix based which give very less simulation time. This paper compares PID parameter tuning using Genetic Algorithm, Simulated Annealing, Generalized Pattern Search (GPS) and Hybrid Search techniques. Controller performances for all these methods are compared in terms of joint space ITSE and cartesian space ISE for tracking circular and butterfly trajectories. Disturbance signal is added to check robustness of controller. GAGPS hybrid search technique is showing best results for tuning PID controller parameters in terms of ITSE and robustness.

Keywords: Controller Tuning, Genetic Algorithm, Pattern Search, Robotic Controller, Simulated Annealing.

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821 Comparative Analysis of Different Page Ranking Algorithms

Authors: S. Prabha, K. Duraiswamy, J. Indhumathi

Abstract:

Search engine plays an important role in internet, to retrieve the relevant documents among the huge number of web pages. However, it retrieves more number of documents, which are all relevant to your search topics. To retrieve the most meaningful documents related to search topics, ranking algorithm is used in information retrieval technique. One of the issues in data miming is ranking the retrieved document. In information retrieval the ranking is one of the practical problems. This paper includes various Page Ranking algorithms, page segmentation algorithms and compares those algorithms used for Information Retrieval. Diverse Page Rank based algorithms like Page Rank (PR), Weighted Page Rank (WPR), Weight Page Content Rank (WPCR), Hyperlink Induced Topic Selection (HITS), Distance Rank, Eigen Rumor, Distance Rank Time Rank, Tag Rank, Relational Based Page Rank and Query Dependent Ranking algorithms are discussed and compared.

Keywords: Information Retrieval, Web Page Ranking, search engine, web mining, page segmentations.

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820 Efficient Block Matching Algorithm for Motion Estimation

Authors: Zong Chen

Abstract:

Motion estimation is a key problem in video processing and computer vision. Optical flow motion estimation can achieve high estimation accuracy when motion vector is small. Three-step search algorithm can handle large motion vector but not very accurate. A joint algorithm was proposed in this paper to achieve high estimation accuracy disregarding whether the motion vector is small or large, and keep the computation cost much lower than full search.

Keywords: Motion estimation, Block Matching, Optical flow, Three step search.

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819 A Stochastic Analytic Hierarchy Process Based Weighting Model for Sustainability Measurement in an Organization

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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818 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

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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817 Application of Genetic Algorithms for Evolution of Quantum Equivalents of Boolean Circuits

Authors: Swanti Satsangi, Ashish Gulati, Prem Kumar Kalra, C. Patvardhan

Abstract:

Due to the non- intuitive nature of Quantum algorithms, it becomes difficult for a classically trained person to efficiently construct new ones. So rather than designing new algorithms manually, lately, Genetic algorithms (GA) are being implemented for this purpose. GA is a technique to automatically solve a problem using principles of Darwinian evolution. This has been implemented to explore the possibility of evolving an n-qubit circuit when the circuit matrix has been provided using a set of single, two and three qubit gates. Using a variable length population and universal stochastic selection procedure, a number of possible solution circuits, with different number of gates can be obtained for the same input matrix during different runs of GA. The given algorithm has also been successfully implemented to obtain two and three qubit Boolean circuits using Quantum gates. The results demonstrate the effectiveness of the GA procedure even when the search spaces are large.

Keywords: Ancillas, Boolean functions, Genetic algorithm, Oracles, Quantum circuits, Scratch bit

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816 Optimizing PID Parameters Using Harmony Search

Authors: N. Arulanand, P. Dhara

Abstract:

Optimizing the parameters in the controller plays a vital role in the control theory and its applications. Optimizing the PID parameters is finding out the best value from the feasible solutions. Finding the optimal value is an optimization problem. Inverted Pendulum is a very good platform for control engineers to verify and apply different logics in the field of control theory. It is necessary to find an optimization technique for the controller to tune the values automatically in order to minimize the error within the given bounds. In this paper, the algorithmic concepts of Harmony search (HS) and Genetic Algorithm (GA) have been analyzed for the given range of values. The experimental results show that HS performs well than GA.

Keywords: Genetic Algorithm, Harmony Search Algorithm, Inverted Pendulum, PID Controller.

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815 Harmony Search-based K-Coverage Enhancement in Wireless Sensor Networks

Authors: Shaimaa M. Mohamed, Haitham S. Hamza, Imane A. Saroit

Abstract:

Many wireless sensor network applications require K-coverage of the monitored area. In this paper, we propose a scalable harmony search based algorithm in terms of execution time, K-Coverage Enhancement Algorithm (KCEA), it attempts to enhance initial coverage, and achieve the required K-coverage degree for a specific application efficiently. Simulation results show that the proposed algorithm achieves coverage improvement of 5.34% compared to K-Coverage Rate Deployment (K-CRD), which achieves 1.31% when deploying one additional sensor. Moreover, the proposed algorithm is more time efficient.

Keywords: Wireless Sensor Networks (WSN), Harmony Search Algorithms, K-Coverage, Mobile WSN.

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814 Pay Per Click Attribution: Effects on Direct Search Traffic and Purchases

Authors: Toni Raurich, Joan Llonch-Andreu

Abstract:

This research focused on the relationship between Search Engine Marketing (SEM) and traditional advertising. The dominant assumption is that SEM does not help brand awareness and only does it in session as if it were the cost of manufacturing the product being sold. The study is methodologically developed using an experiment where the effects were determined to analyze the billboard effect. The research allowed the cross-linking of theoretical and empirical knowledge on digital marketing. This paper has validated that, this marketing generates retention as traditional advertising would by measuring brand awareness and its improvements. This changes the way performance and brand campaigns are distributed within marketing departments, effectively rebalancing budgets moving forward.

Keywords: Search engine marketing, click-through ratios, pay-per-click, marketing attribution.

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813 Electroencephalography-Based Intention Recognition and Consensus Assessment during Emergency Response

Authors: Siyao Zhu, Yifang Xu

Abstract:

After natural and man-made disasters, robots can bypass the danger, expedite the search, and acquire unprecedented situational awareness to design rescue plans. Brain-computer interface is a promising option to overcome the limitations of tedious manual control and operation of robots in the urgent search-and-rescue tasks. This study aims to test the feasibility of using electroencephalography (EEG) signals to decode human intentions and detect the level of consensus on robot-provided information. EEG signals were classified using machine-learning and deep-learning methods to discriminate search intentions and agreement perceptions. The results show that the average classification accuracy for intention recognition and consensus assessment is 67% and 72%, respectively, proving the potential of incorporating recognizable users’ bioelectrical responses into advanced robot-assisted systems for emergency response.

Keywords: Consensus assessment, electroencephalogram, EEG, emergency response, human-robot collaboration, intention recognition, search and rescue.

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812 A New Heuristic Algorithm for the Classical Symmetric Traveling Salesman Problem

Authors: S. B. Liu, K. M. Ng, H. L. Ong

Abstract:

This paper presents a new heuristic algorithm for the classical symmetric traveling salesman problem (TSP). The idea of the algorithm is to cut a TSP tour into overlapped blocks and then each block is improved separately. It is conjectured that the chance of improving a good solution by moving a node to a position far away from its original one is small. By doing intensive search in each block, it is possible to further improve a TSP tour that cannot be improved by other local search methods. To test the performance of the proposed algorithm, computational experiments are carried out based on benchmark problem instances. The computational results show that algorithm proposed in this paper is efficient for solving the TSPs.

Keywords: Local search, overlapped neighborhood, travelingsalesman problem.

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811 A Tabu Search Heuristic for Scratch-Pad Memory Management

Authors: Maha Idrissi Aouad, Rene Schott, Olivier Zendra

Abstract:

Reducing energy consumption of embedded systems requires careful memory management. It has been shown that Scratch- Pad Memories (SPMs) are low size, low cost, efficient (i.e. energy saving) data structures directly managed at the software level. In this paper, the focus is on heuristic methods for SPMs management. A method is efficient if the number of accesses to SPM is as large as possible and if all available space (i.e. bits) is used. A Tabu Search (TS) approach for memory management is proposed which is, to the best of our knowledge, a new original alternative to the best known existing heuristic (BEH). In fact, experimentations performed on benchmarks show that the Tabu Search method is as efficient as BEH (in terms of energy consumption) but BEH requires a sorting which can be computationally expensive for a large amount of data. TS is easy to implement and since no sorting is necessary, unlike BEH, the corresponding sorting time is saved. In addition to that, in a dynamic perspective where the maximum capacity of the SPM is not known in advance, the TS heuristic will perform better than BEH.

Keywords: Energy consumption, memory allocation management, optimization, tabu search heuristic.

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810 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

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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809 A Hybrid Particle Swarm Optimization Solution to Ramping Rate Constrained Dynamic Economic Dispatch

Authors: Pichet Sriyanyong

Abstract:

This paper presents the application of an enhanced Particle Swarm Optimization (EPSO) combined with Gaussian Mutation (GM) for solving the Dynamic Economic Dispatch (DED) problem considering the operating constraints of generators. The EPSO consists of the standard PSO and a modified heuristic search approaches. Namely, the ability of the traditional PSO is enhanced by applying the modified heuristic search approach to prevent the solutions from violating the constraints. In addition, Gaussian Mutation is aimed at increasing the diversity of global search, whilst it also prevents being trapped in suboptimal points during search. To illustrate its efficiency and effectiveness, the developed EPSO-GM approach is tested on the 3-unit and 10-unit 24-hour systems considering valve-point effect. From the experimental results, it can be concluded that the proposed EPSO-GM provides, the accurate solution, the efficiency, and the feature of robust computation compared with other algorithms under consideration.

Keywords: Particle Swarm Optimization (PSO), GaussianMutation (GM), Dynamic Economic Dispatch (DED).

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808 An Enhanced Situational Awareness of AUV's Mission by Multirate Neural Control

Authors: Igor Astrov, Mikhail Pikkov

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 using neural network model reference controller 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 high noise, and also can be concluded that the fast SA of similar AUV systems with economy in energy of batteries can be asserted during the underwater missions in search-and-rescue operations.

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

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807 Linking OpenCourseWares and Open Education Resources: Creating an Effective Search and Recommendation System

Authors: Brett E. Shelton, Joel Duffin, Yuxuan Wang, Justin Ball

Abstract:

With a growing number of digital libraries and other open education repositories being made available throughout the world, effective search and retrieval tools are necessary to access the desired materials that surpass the effectiveness of traditional, allinclusive search engines. This paper discusses the design and use of Folksemantic, a platform that integrates OpenCourseWare search, Open Educational Resource recommendations, and social network functionality into a single open source project. The paper describes how the system was originally envisioned, its goals for users, and data that provides insight into how it is actually being used. Data sources include website click-through data, query logs, web server log files and user account data. Based on a descriptive analysis of its current use, modifications to the platform's design are recommended to better address goals of the system, along with recommendations for additional phases of research.

Keywords: Digital libraries, open education, recommendation system, social networks

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806 Elitist Self-Adaptive Step-Size Search in Optimum Sizing of Steel Structures

Authors: Oğuzhan Hasançebi, Saeid Kazemzadeh Azad

Abstract:

This paper covers application of an elitist selfadaptive
step-size search (ESASS) to optimum design of steel
skeletal structures. In the ESASS two approaches are considered for
improving the convergence accuracy as well as the computational
efficiency of the original technique namely the so called selfadaptive
step-size search (SASS). Firstly, an additional randomness
is incorporated into the sampling step of the technique to preserve
exploration capability of the algorithm during the optimization.
Moreover, an adaptive sampling scheme is introduced to improve the
quality of final solutions. Secondly, computational efficiency of the
technique is accelerated via avoiding unnecessary analyses during the
optimization process using an upper bound strategy. The numerical
results demonstrate the usefulness of the ESASS in the sizing
optimization problems of steel truss and frame structures.

Keywords: Structural design optimization, optimal sizing, metaheuristics, self-adaptive step-size search, steel trusses, steel frames.}

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805 Design and Implementation of Optimal Winner Determination Algorithm in Combinatorial e- Auctions

Authors: S. Khanpour, A. Movaghar

Abstract:

The one of best robust search technique on large scale search area is heuristic and meta heuristic approaches. Especially in issue that the exploitation of combinatorial status in the large scale search area prevents the solution of the problem via classical calculating methods, so such problems is NP-complete. in this research, the problem of winner determination in combinatorial auctions have been formulated and by assessing older heuristic functions, we solve the problem by using of genetic algorithm and would show that this new method would result in better performance in comparison to other heuristic function such as simulated annealing greedy approach.

Keywords: Bids, genetic algorithm, heuristic, metaheuristic, simulated annealing greedy.

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804 A Multi-period Profit Maximization Policy for a Stochastic Demand Inventory System with Upward Substitution

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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803 Web Content Mining: A Solution to Consumer's Product Hunt

Authors: Syed Salman Ahmed, Zahid Halim, Rauf Baig, Shariq Bashir

Abstract:

With the rapid growth in business size, today's businesses orient towards electronic technologies. Amazon.com and e-bay.com are some of the major stakeholders in this regard. Unfortunately the enormous size and hugely unstructured data on the web, even for a single commodity, has become a cause of ambiguity for consumers. Extracting valuable information from such an everincreasing data is an extremely tedious task and is fast becoming critical towards the success of businesses. Web content mining can play a major role in solving these issues. It involves using efficient algorithmic techniques to search and retrieve the desired information from a seemingly impossible to search unstructured data on the Internet. Application of web content mining can be very encouraging in the areas of Customer Relations Modeling, billing records, logistics investigations, product cataloguing and quality management. In this paper we present a review of some very interesting, efficient yet implementable techniques from the field of web content mining and study their impact in the area specific to business user needs focusing both on the customer as well as the producer. The techniques we would be reviewing include, mining by developing a knowledge-base repository of the domain, iterative refinement of user queries for personalized search, using a graphbased approach for the development of a web-crawler and filtering information for personalized search using website captions. These techniques have been analyzed and compared on the basis of their execution time and relevance of the result they produced against a particular search.

Keywords: Data mining, web mining, search engines, knowledge discovery.

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802 A Search Algorithm for Solving the Economic Lot Scheduling Problem with Reworks under the Basic Period Approach

Authors: Yu-Jen Chang, Shih-Chieh Chen, Yu-Wei Kuo

Abstract:

In this study, we are interested in the economic lot scheduling problem (ELSP) that considers manufacturing of the serviceable products and remanufacturing of the reworked products. In this paper, we formulate a mathematical model for the ELSP with reworks using the basic period approach. In order to solve this problem, we propose a search algorithm to find the cyclic multiplier ki of each product that can be cyclically produced for every ki basic periods. This research also uses two heuristics to search for the optimal production sequence of all lots and the optimal time length of the basic period so as to minimize the average total cost. This research uses a numerical example to show the effectiveness of our approach.

Keywords: Economic lot, reworks, inventory, basic period.

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801 Generation Scheduling Optimization of Multi-Hydroplants: A Case Study

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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800 K-Means Based Matching Algorithm for Multi-Resolution Feature Descriptors

Authors: Shao-Tzu Huang, Chen-Chien Hsu, Wei-Yen Wang

Abstract:

Matching high dimensional features between images is computationally expensive for exhaustive search approaches in computer vision. Although the dimension of the feature can be degraded by simplifying the prior knowledge of homography, matching accuracy may degrade as a tradeoff. In this paper, we present a feature matching method based on k-means algorithm that reduces the matching cost and matches the features between images instead of using a simplified geometric assumption. Experimental results show that the proposed method outperforms the previous linear exhaustive search approaches in terms of the inlier ratio of matched pairs.

Keywords: Feature matching, k-means clustering, scale invariant feature transform, linear exhaustive search.

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799 Parallel 2-Opt Local Search on GPU

Authors: Wen-Bao Qiao, Jean-Charles Créput

Abstract:

To accelerate the solution for large scale traveling salesman problems (TSP), a parallel 2-opt local search algorithm with simple implementation based on Graphics Processing Unit (GPU) is presented and tested in this paper. The parallel scheme is based on technique of data decomposition by dynamically assigning multiple K processors on the integral tour to treat K edges’ 2-opt local optimization simultaneously on independent sub-tours, where K can be user-defined or have a function relationship with input size N. We implement this algorithm with doubly linked list on GPU. The implementation only requires O(N) memory. We compare this parallel 2-opt local optimization against sequential exhaustive 2-opt search along integral tour on TSP instances from TSPLIB with more than 10000 cities.

Keywords: Doubly linked list, parallel 2-opt, tour division, GPU.

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798 Predicting the Minimum Free Energy RNA Secondary Structures using Harmony Search Algorithm

Authors: Abdulqader M. Mohsen, Ahamad Tajudin Khader, Dhanesh Ramachandram, Abdullatif Ghallab

Abstract:

The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.

Keywords: Metaheuristic algorithms, dynamic programming algorithms, harmony search optimization, RNA folding, Minimum free energy.

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797 Stochastic Edge Based Anomaly Detection for Supervisory Control and Data Acquisitions Systems: Considering the Zambian Power Grid

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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796 Generic Filtering of Infinite Sets of Stochastic Signals

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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795 An Effective Hybrid Genetic Algorithm for Job Shop Scheduling Problem

Authors: Bin Cai, Shilong Wang, Haibo Hu

Abstract:

The job shop scheduling problem (JSSP) is well known as one of the most difficult combinatorial optimization problems. This paper presents a hybrid genetic algorithm for the JSSP with the objective of minimizing makespan. The efficiency of the genetic algorithm is enhanced by integrating it with a local search method. The chromosome representation of the problem is based on operations. Schedules are constructed using a procedure that generates full active schedules. In each generation, a local search heuristic based on Nowicki and Smutnicki-s neighborhood is applied to improve the solutions. The approach is tested on a set of standard instances taken from the literature and compared with other approaches. The computation results validate the effectiveness of the proposed algorithm.

Keywords: Genetic algorithm, Job shop scheduling problem, Local search, Meta-heuristic algorithm

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794 Urban Growth Analysis Using Multi-Temporal Satellite Images, Non-stationary Decomposition Methods and Stochastic Modeling

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, … In 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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793 A General Variable Neighborhood Search Algorithm to Minimize Makespan of the Distributed Permutation Flowshop Scheduling Problem

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

Abstract:

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

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

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