Search results for: time varying delays

Authors: B. K. Yeoh, Z. Arsad, C. W. Hooy

Abstract:

This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ICAPM are used as a measure of market integration or segmentation. The advantage of the KF technique is that it allows for time-varying coefficients in estimating ICAPM and hence able to capture the varying degree of market integration. Empirical results show clear evidence of varying degree of market integration for both case of Malaysia and Singapore. Furthermore, the results show that the changes in the level of market integration are found to coincide with certain economic events that have taken placed. The findings certainly provide evidence on the practicability of the KF technique to estimate stock markets integration. In the comparison between Malaysia and Singapore stock market, the result shows that the trends of the market integration indices for Malaysia and Singapore look similar through time but the magnitude is notably different with the Malaysia stock market showing greater degree of market integration. Finally, significant evidence of varying degree of market integration shows the inappropriate use of OLS in estimating the level of market integration.

Keywords: ICAPM, Kalman filter, stock market integration.

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Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for recurrent neural networks with time-varying delay.By establishing a suitable augmented LyapunovCKrasovskii function and a novel sufficient condition is obtained to guarantee the exponential stability of the considered system.In order to get a less conservative results of the condition,zero equalities and reciprocally convex approach are employed. The several exponential stability criterion proposed in this paper is simpler and effective. A numerical example is provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability , Neural networks, Linear matrix inequality, Lyapunov-Krasovskii, Time-varying.

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Authors: R. R. Chen, K. Khorasani

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In this paper, a robust decentralized congestion control strategy is developed for a large scale network with Differentiated Services (Diff-Serv) traffic. The network is modeled by a nonlinear fluid flow model corresponding to two classes of traffic, namely the premium traffic and the ordinary traffic. The proposed congestion controller does take into account the associated physical network resource limitations and is shown to be robust to the unknown and time-varying delays. Our proposed decentralized congestion control strategy is developed on the basis of Diff-Serv architecture by utilizing a robust adaptive technique. A Linear Matrix Inequality (LMI) condition is obtained to guarantee the ultimate boundedness of the closed-loop system. Numerical simulation implementations are presented by utilizing the QualNet and Matlab software tools to illustrate the effectiveness and capabilities of our proposed decentralized congestion control strategy.

Keywords: Congestion control, Large scale networks, Decentralized control, Differentiated services traffic, Time-delay systems.

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Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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Authors: Lili Wang

Abstract:

By using the estimation of the Cauchy matrix of linear impulsive differential equations and Banach fixed point theorem as well as Gronwall-Bellman’s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for an impulsive neural networks with distributed delays. An example is presented to illustrate the feasibility and  effectiveness of the results.

Keywords: Almost periodic solution, Exponential stability, Neural networks, Impulses.

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Authors: Ramesh Rajagopalan, Adam Dahlstrom

Abstract:

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Keywords: Notch filter, ECG, transient, pole radius.

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Authors: Ehab F. Badran, Guoxiang Gu

Abstract:

We consider optimal channel equalization for MIMO (multi-input/multi-output) time-varying channels in the sense of MMSE (minimum mean-squared-error), where the observation noise can be non-stationary. We show that all ZF (zero-forcing) receivers can be parameterized in an affine form which eliminates completely the ISI (inter-symbol-interference), and optimal channel equalizers can be designed through minimization of the MSE (mean-squarederror) between the detected signals and the transmitted signals, among all ZF receivers. We demonstrate that the optimal channel equalizer is a modified Kalman filter, and show that under the AWGN (additive white Gaussian noise) assumption, the proposed optimal channel equalizer minimizes the BER (bit error rate) among all possible ZF receivers. Our results are applicable to optimal channel equalization for DWMT (discrete wavelet multitone), multirate transmultiplexers, OFDM (orthogonal frequency division multiplexing), and DS (direct sequence) CDMA (code division multiple access) wireless data communication systems. A design algorithm for optimal channel equalization is developed, and several simulation examples are worked out to illustrate the proposed design algorithm.

Keywords: Channel equalization, Kalman filtering, Time-varying systems.

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Authors: Khalid Khan, Atique Ahmad Zafar, Mohammed A. Alnuem, Hashim Khan

Abstract:

Global Software Development (GSD) projects are passing through different boundaries of a company, country and even in other continents where time zone differs between both sites. Beside many benefits of such development, research declared plenty of negative impacts on these GSD projects. It is important to understand problems which may lie during the execution of GSD project with different time zones. This research project discussed and provided different issues related to time delays in GSD projects. In this paper, authors investigated some of the time delay factors which usually lie in GSD projects with different time zones. This investigation is done through systematic review of literature. Furthermore, the practices to overcome these delay factors which have already been reported in literature and GSD organizations are also explored through literature survey and case studies.

Keywords: Case Studies, Global Software Development, Global Software Engineering, Temporal Difference, Time Delay

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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Authors: Kejun Zhuang

Abstract:

In this paper, the semi–ratio–dependent predator-prey system with nonmonotonic functional response on time scales is investigated. By using the coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.

Keywords: Semi–ratio–dependent, predator–prey system, coincidence degree, time scales.

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Authors: S. Ntalampiras, I. Potamitis, N. Fakotakis, S. Kouzoupis

Abstract:

The present work faces the problem of automatic enumeration and recognition of an unknown and time-varying number of environmental sound sources while using a single microphone. The assumption that is made is that the sound recorded is a realization of sound sources belonging to a group of audio classes which is known a-priori. We describe two variations of the same principle which is to calculate the distance between the current unknown audio frame and all possible combinations of the classes that are assumed to span the soundscene. We concentrate on categorizing environmental sound sources, such as birds, insects etc. in the task of monitoring the biodiversity of a specific habitat.

Keywords: automatic recognition of multiple sound sources, enumeration of sound sources, computational ecology.

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Authors: T. Arsan

Abstract:

Video streaming over lossy IP networks is very important issues, due to the heterogeneous structure of networks. Infrastructure of the Internet exhibits variable bandwidths, delays, congestions and time-varying packet losses. Because of variable attributes of the Internet, video streaming applications should not only have a good end-to-end transport performance but also have a robust rate control, furthermore multipath rate allocation mechanism. So for providing the video streaming service quality, some other components such as Bandwidth Estimation and Adaptive Rate Controller should be taken into consideration. This paper gives an overview of video streaming concept and bandwidth estimation tools and then introduces special architectures for bandwidth adaptive video streaming. A bandwidth estimation algorithm – pathChirp, Optimized Rate Controllers and Multipath Rate Allocation Algorithm are considered as all-in-one solution for video streaming problem. This solution is directed and optimized by a decision center which is designed for obtaining the maximum quality at the receiving side.

Keywords: Adaptive Video Streaming, Bandwidth Estimation, QoS, Software Architecture.

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Authors: Adnene Arbi, Chaouki Aouiti, Abderrahmane Touati

Abstract:

In this paper, we consider the global exponential stability of the equilibrium point of Hopfield neural networks with delays and impulsive perturbation. Some new exponential stability criteria of the system are derived by using the Lyapunov functional method and the linear matrix inequality approach for estimating the upper bound of the derivative of Lyapunov functional. Finally, we illustrate two numerical examples showing the effectiveness of our theoretical results.

Keywords: Hopfield Neural Networks, Exponential stability.

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Authors: Toshio Akimitsu, Yoichi Okabe, Akira Hirose

Abstract:

Many experimental results suggest that more precise spike timing is significant in neural information processing. We construct a self-organization model using the spatiotemporal patterns, where Spike-Timing Dependent Plasticity (STDP) tunes the conduction delays between neurons. We show that the fluctuation of conduction delays causes globally continuous and locally distributed firing patterns through the self-organization.

Keywords: Self-organization, synfire-chain, Spike-Timing Dependent Plasticity, distributed information representation

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Authors: Lili Wang, Meng Hu

Abstract:

In this paper, a class of recurrent neural networks (RNNs) with variable delays are studied on almost periodic time scales, some sufficient conditions are established for the existence and global exponential stability of the almost periodic solution. These results have important leading significance in designs and applications of RNNs. Finally, two examples and numerical simulations are presented to illustrate the feasibility and effectiveness of the results.

Keywords: Recurrent neural network, Almost periodic solution, Global exponential stability, Time scale.

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Authors: Toshio Akimitsu, Yoichi Okabe, Akira Hirose

Abstract:

Many experimental results suggest that more precise spike timing is significant in neural information processing. We construct a self-organization model using the spatiotemporal pat-terns, where Spike-Timing Dependent Plasticity (STDP) tunes the conduction delays between neurons. We show that, for highly syn-chronized inputs, the fluctuation of conduction delays causes globally continuous and locally distributed firing patterns through the self-organization.

Keywords: Self-organization, synfire-chain, Spike-Timing DependentPlasticity, distributed information representation.

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Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid

Abstract:

This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.

Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.

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Authors: Abdel-Aziz M. Mohamed, Nermeen Coutry

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Lead time is a critical measure of a supply chain's performance. It impacts both the customer satisfactions as well as the total cost of inventory. This paper presents the result of a study on the analysis of the customer order lead-time for a multinational company. In the study, the lead time was divided into three stages respectively: order entry, order fulfillment, and order delivery. A sample of size 2,425 order lines was extracted from the company's records to use for this study. The sample data entails information regarding customer orders from the time of order entry until order delivery. Data regarding the lead time of each stage for different orders were also provided. Summary statistics on lead time data reveals that about 30% of the orders were delivered later than the scheduled due date. The result of the multiple linear regression analysis technique revealed that component type, logistics parameter, order size and the customer type have significant impacts on lead time. Data analysis on the stages of lead time indicates that stage 2 consumed over 50% of the lead time. Pareto analysis was made to study the reasons for the customer order delay in each stage. Recommendation was given to resolve the problem.

Keywords: Lead time reduction, customer satisfaction, service quality, statistical analysis.

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Authors: Li Xu, Shouming Zhong

Abstract:

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

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

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Authors: Changjin Xu

Abstract:

In this paper, we consider a two-neuron system with time-delayed connections between neurons. By analyzing the associated characteristic transcendental equation, its linear stability is investigated and Hopf bifurcation is demonstrated. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by using the normal form theory and center manifold theory. Some numerical simulation results are given to support the theoretical predictions. Finally, main conclusions are given.

Keywords: Two-neuron system, delay, stability, Hopf bifurcation.

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Authors: Khaled E. A. Negm

Abstract:

A neuron can emit spikes in an irregular time basis and by averaging over a certain time window one would ignore a lot of information. It is known that in the context of fast information processing there is no sufficient time to sample an average firing rate of the spiking neurons. The present work shows that the spiking neurons are capable of computing the radial basis functions by storing the relevant information in the neurons' delays. One of the fundamental findings of the this research also is that when using overlapping receptive fields to encode the data patterns it increases the network-s clustering capacity. The clustering algorithm that is discussed here is interesting from computer science and neuroscience point of view as well as from a perspective.

Keywords: Temporal Neurons, RBF Recognition, Perturbation, On Line Recognition.

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Authors: Mourtou Efstratia, Abdel-Badeeh M. Salem, Pavlidis George

Abstract:

Hierarchical high-level PNs (HHPNs) with time versions are a useful tool to model systems in a variety of application domains, ranging from logistics to complex workflows. This paper addresses an application domain which is receiving more and more attention: procedure that arranges the final inpatient charge in payment-s office and their management. We shall prove that Petri net based analysis is able to improve the delays during the procedure, in order that inpatient charges could be more reliable and on time.

Keywords: eHealth, Petri-Nets, Hospital Services, InpatientCharges, Workflow Modeling.

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Authors: Mehmet Savsar

Abstract:

Facility location problem involves locating a facility to optimize some performance measures. Location of a public facility to serve the community, such as a fire station, significantly affects its service quality. Main objective in locating a fire station is to minimize the response time, which is the time duration between receiving a call and reaching the place of incident. In metropolitan areas, fire vehicles need to cross highways and other traffic obstacles through some obstacle-overcoming points which delay the response time. In this paper, fire station location problem is analyzed. Simulation models are developed for the location problems which involve obstacles. Particular case problems are analyzed and the results are presented.

Keywords: Public Facility Location, Fire Stations, Response Time, Fire Vehicle Delays.

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Authors: Sara Barati, Karim Ivaz

Abstract:

In this paper, using a model transformation approach a system of linear delay differential equations (DDEs) with multiple delays is converted to a non-delayed initial value problem. The variational iteration method (VIM) is then applied to obtain the approximate analytical solutions. Numerical results are given for several examples involving scalar and second order systems. Comparisons with the classical fourth-order Runge-Kutta method (RK4) verify that this method is very effective and convenient.

Keywords: Variational iteration method, delay differential equations, multiple delays, Runge-Kutta method.

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Authors: Mohammad Saleh Vahdatpour, Yanqing Zhang

Abstract:

Understanding the neural mechanisms underlying motion detection in the human visual system has long been a fascinating challenge in neuroscience and artificial intelligence. This paper presents a spiking neural network model inspired by the processing of motion information in the primate visual system, particularly focusing on the Middle Temporal (MT) area. In our study, we propose a multi-layer spiking neural network model to perform motion detection tasks, leveraging the idea that synaptic delays in neuronal communication are pivotal in motion perception. Synaptic delay, determined by factors like axon length and myelin insulation, affects the temporal order of input spikes, thereby encoding motion direction and speed. Overall, our spiking neural network model demonstrates the feasibility of capturing motion detection principles observed in the primate visual system. The combination of synaptic delays, learning mechanisms, and shared weights and delays in SMD provides a promising framework for motion perception in artificial systems, with potential applications in computer vision and robotics.

Keywords: Neural networks, motion detection, signature detection, convolutional neural network.

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Authors: Chien-Hua Lee, Cheng-Yi Chen

Abstract:

The stability test problem for homogeneous large-scale perturbed bilinear time-delay systems subjected to constrained inputs is considered in this paper. Both nonlinear uncertainties and interval systems are discussed. By utilizing the Lyapunove equation approach associated with linear algebraic techniques, several delay-independent criteria are presented to guarantee the robust stability of the overall systems. The main feature of the presented results is that although the Lyapunov stability theorem is used, they do not involve any Lyapunov equation which may be unsolvable. Furthermore, it is seen the proposed schemes can be applied to solve the stability analysis problem of large-scale time-delay systems.

Keywords: homogeneous bilinear system, constrained input, time-delay, uncertainty, transient response, decay rate.

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Authors: Yongkun Li, Tianwei Zhang, Shufa Bai

Abstract:

By using the method of coincidence degree theory and constructing suitable Lyapunov functional, several sufficient conditions are established for the existence and global exponential stability of anti-periodic solutions for Cohen-Grossberg shunting inhibitory neural networks with delays. An example is given to illustrate our feasible results.

Keywords: Anti-periodic solution, coincidence degree, global exponential stability, Cohen-Grossberg shunting inhibitory cellular neural networks.

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Authors: Biao Qin, Jin Huang

Abstract:

In this paper, together with some improved Lyapunov-Krasovskii functional and effective mathematical techniques, several sufficient conditions are derived to guarantee the error system is globally asymptotically stable with H∞ performance, in which both the time-delay and its time variation can be fully considered. In order to get less conservative results of the state estimation condition, zero equalities and reciprocally convex approach are employed. The estimator gain matrix can be obtained in terms of the solution to linear matrix inequalities. A numerical example is provided to illustrate the usefulness and effectiveness of the obtained results.

Keywords: H∞ performance, Neural networks, State estimation.

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Authors: I. Davies, O. L. C. Haas

Abstract:

In this paper, the problem of stability and stabilization for neutral delay-differential systems with infinite delay is investigated. Using Lyapunov method, new delay-independent sufficient condition for the stability of neutral systems with infinite delay is obtained in terms of linear matrix inequality (LMI). Memory-less state feedback controllers are then designed for the stabilization of the system using the feasible solution of the resulting LMI, which are easily solved using any optimization algorithms. Numerical examples are given to illustrate the results of the proposed methods.

Keywords: Infinite delays, Lyapunov method, linear matrix inequality, neutral systems, stability.

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