Search results for: trigonometric polynomial.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 262

Search results for: trigonometric polynomial.

52 Fast and Efficient Algorithms for Evaluating Uniform and Nonuniform Lagrange and Newton Curves

Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

Abstract:

Newton-Lagrange Interpolations are widely used in numerical analysis. However, it requires a quadratic computational time for their constructions. In computer aided geometric design (CAGD), there are some polynomial curves: Wang-Ball, DP and Dejdumrong curves, which have linear time complexity algorithms. Thus, the computational time for Newton-Lagrange Interpolations can be reduced by applying the algorithms of Wang-Ball, DP and Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong algorithms, first, it is necessary to convert Newton-Lagrange polynomials into Wang-Ball, DP or Dejdumrong polynomials. In this work, the algorithms for converting from both uniform and non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and Dejdumrong polynomials are investigated. Thus, the computational time for representing Newton-Lagrange polynomials can be reduced into linear complexity. In addition, the other utilizations of using CAGD curves to modify the Newton-Lagrange curves can be taken.

Keywords: Newton interpolation, Lagrange interpolation, linear complexity.

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51 Generalized Maximal Ratio Combining as a Supra-optimal Receiver Diversity Scheme

Authors: Jean-Pierre Dubois, Rania Minkara, Rafic Ayoubi

Abstract:

Maximal Ratio Combining (MRC) is considered the most complex combining technique as it requires channel coefficients estimation. It results in the lowest bit error rate (BER) compared to all other combining techniques. However the BER starts to deteriorate as errors are introduced in the channel coefficients estimation. A novel combining technique, termed Generalized Maximal Ratio Combining (GMRC) with a polynomial kernel, yields an identical BER as MRC with perfect channel estimation and a lower BER in the presence of channel estimation errors. We show that GMRC outperforms the optimal MRC scheme in general and we hereinafter introduce it to the scientific community as a new “supraoptimal" algorithm. Since diversity combining is especially effective in small femto- and pico-cells, internet-associated wireless peripheral systems are to benefit most from GMRC. As a result, many spinoff applications can be made to IP-based 4th generation networks.

Keywords: Bit error rate, femto-internet cells, generalized maximal ratio combining, signal-to-scattering noise ratio.

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50 Complexity Analysis of Some Known Graph Coloring Instances

Authors: Jeffrey L. Duffany

Abstract:

Graph coloring is an important problem in computer science and many algorithms are known for obtaining reasonably good solutions in polynomial time. One method of comparing different algorithms is to test them on a set of standard graphs where the optimal solution is already known. This investigation analyzes a set of 50 well known graph coloring instances according to a set of complexity measures. These instances come from a variety of sources some representing actual applications of graph coloring (register allocation) and others (mycieleski and leighton graphs) that are theoretically designed to be difficult to solve. The size of the graphs ranged from ranged from a low of 11 variables to a high of 864 variables. The method used to solve the coloring problem was the square of the adjacency (i.e., correlation) matrix. The results show that the most difficult graphs to solve were the leighton and the queen graphs. Complexity measures such as density, mobility, deviation from uniform color class size and number of block diagonal zeros are calculated for each graph. The results showed that the most difficult problems have low mobility (in the range of .2-.5) and relatively little deviation from uniform color class size.

Keywords: graph coloring, complexity, algorithm.

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49 Application of the Least Squares Method in the Adjustment of Chlorodifluoromethane (HCFC-142b) Regression Models

Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

Abstract:

There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

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48 Accuracy of Displacement Estimation and Selection of Capacitors for a Four Degrees of Freedom Capacitive Force Sensor

Authors: Chisato Murakami, Makoto Takahashi

Abstract:

Force sensor has been used as requisite for knowing information on the amount and the directions of forces on the skin surface. We have developed a four-degrees-of-freedom capacitive force sensor (approximately 20×20×5 mm3) that has a flexible structure and sixteen parallel plate capacitors. An iterative algorithm was developed for estimating four displacements from the sixteen capacitances using fourth-order polynomial approximation of characteristics between capacitance and displacement. The estimation results from measured capacitances had large error caused by deterioration of the characteristics. In this study, effective capacitors had major information were selected on the basis of the capacitance change range and the characteristic shape. Maximum errors in calibration and non-calibration points were 25%and 6.8%.However the maximum error was larger than desired value, the smallness of averaged value indicated the occurrence of a few large error points. On the other hand, error in non-calibration point was within desired value.

 

Keywords: Force sensors, capacitive sensors, estimation, iterative algorithms.

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47 Hydrolysis of Hull-Less Pumpkin Oil Cake Protein Isolate by Pepsin

Authors: Ivan Živanović, Žužana Vaštag, Senka Popović, Ljiljana Popović, Draginja Peričin

Abstract:

The present work represents an investigation of the hydrolysis of hull-less pumpkin (Cucurbita Pepo L.) oil cake protein isolate (PuOC PI) by pepsin. To examine the effectiveness and suitability of pepsin towards PuOC PI the kinetic parameters for pepsin on PuOC PI were determined and then, the hydrolysis process was studied using Response Surface Methodology (RSM). The hydrolysis was carried out at temperature of 30°C and pH 3.00. Time and initial enzyme/substrate ratio (E/S) at three levels were selected as the independent parameters. The degree of hydrolysis, DH, was mesuared after 20, 30 and 40 minutes, at initial E/S of 0.7, 1 and 1.3 mA/mg proteins. Since the proposed second-order polynomial model showed good fit with the experimental data (R2 = 0.9822), the obtained mathematical model could be used for monitoring the hydrolysis of PuOC PI by pepsin, under studied experimental conditions, varying the time and initial E/S. To achieve the highest value of DH (39.13 %), the obtained optimum conditions for time and initial E/S were 30 min and 1.024 mA/mg proteins.

Keywords: Enzymatic hydrolysis, Pepsin, Pumpkin (CucurbitaPepo L.) oil cake protein isolate, Response surface methodology.

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46 Despiking of Turbulent Flow Data in Gravel Bed Stream

Authors: Ratul Das

Abstract:

The present experimental study insights the decontamination of instantaneous velocity fluctuations captured by Acoustic Doppler Velocimeter (ADV) in gravel-bed streams to ascertain near-bed turbulence for low Reynolds number. The interference between incidental and reflected pulses produce spikes in the ADV data especially in the near-bed flow zone and therefore filtering the data are very essential. Nortek’s Vectrino four-receiver ADV probe was used to capture the instantaneous three-dimensional velocity fluctuations over a non-cohesive bed. A spike removal algorithm based on the acceleration threshold method was applied to note the bed roughness and its influence on velocity fluctuations and velocity power spectra in the carrier fluid. The velocity power spectra of despiked signals with a best combination of velocity threshold (VT) and acceleration threshold (AT) are proposed which ascertained velocity power spectra a satisfactory fit with the Kolmogorov “–5/3 scaling-law” in the inertial sub-range. Also, velocity distributions below the roughness crest level fairly follows a third-degree polynomial series.

Keywords: Acoustic Doppler Velocimeter, gravel-bed, spike removal, Reynolds shear stress, near-bed turbulence, velocity power spectra.

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45 Optimal Feature Extraction Dimension in Finger Vein Recognition Using Kernel Principal Component Analysis

Authors: Amir Hajian, Sepehr Damavandinejadmonfared

Abstract:

In this paper the issue of dimensionality reduction is investigated in finger vein recognition systems using kernel Principal Component Analysis (KPCA). One aspect of KPCA is to find the most appropriate kernel function on finger vein recognition as there are several kernel functions which can be used within PCA-based algorithms. In this paper, however, another side of PCA-based algorithms -particularly KPCA- is investigated. The aspect of dimension of feature vector in PCA-based algorithms is of importance especially when it comes to the real-world applications and usage of such algorithms. It means that a fixed dimension of feature vector has to be set to reduce the dimension of the input and output data and extract the features from them. Then a classifier is performed to classify the data and make the final decision. We analyze KPCA (Polynomial, Gaussian, and Laplacian) in details in this paper and investigate the optimal feature extraction dimension in finger vein recognition using KPCA.

Keywords: Biometrics, finger vein recognition, Principal Component Analysis (PCA), Kernel Principal Component Analysis (KPCA).

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44 On the Reduction of Side Effects in Tomography

Authors: V. Masilamani, C. Vanniarajan, Kamala Krithivasan

Abstract:

As the Computed Tomography(CT) requires normally hundreds of projections to reconstruct the image, patients are exposed to more X-ray energy, which may cause side effects such as cancer. Even when the variability of the particles in the object is very less, Computed Tomography requires many projections for good quality reconstruction. In this paper, less variability of the particles in an object has been exploited to obtain good quality reconstruction. Though the reconstructed image and the original image have same projections, in general, they need not be the same. In addition to projections, if a priori information about the image is known, it is possible to obtain good quality reconstructed image. In this paper, it has been shown by experimental results why conventional algorithms fail to reconstruct from a few projections, and an efficient polynomial time algorithm has been given to reconstruct a bi-level image from its projections along row and column, and a known sub image of unknown image with smoothness constraints by reducing the reconstruction problem to integral max flow problem. This paper also discusses the necessary and sufficient conditions for uniqueness and extension of 2D-bi-level image reconstruction to 3D-bi-level image reconstruction.

Keywords: Discrete Tomography, Image Reconstruction, Projection, Computed Tomography, Integral Max Flow Problem, Smooth Binary Image.

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43 Passenger Seat Vibration Control of Quarter Car System with MR Shock Absorber

Authors: Devdutt, M. L. Aggarwal

Abstract:

Semi-active Fuzzy control of quarter car system having three degrees of freedom and assembled with magneto-rheological (MR) shock absorber is studied in present paper. First, experimental work was performed on an MR shock absorber under different excitation conditions to obtain force-displacement and force-velocity curves. Then, for the application of experimental data in semi-active quarter car system, a polynomial model was selected. Finally, Fuzzy logic controller was designed having the combination of Forward fuzzy controller and Inverse fuzzy controller for integration in secondary suspension system of concerned model. The proposed controlled quarter car model was compared with uncontrolled system using simulation work under bump type of road excitation. Results obtained by simulation work shows the effectiveness of fuzzy controlled suspension system in improving the ride comfort and safety of travelling passengers compared to uncontrolled suspension system.

Keywords: MR shock absorber, three degrees of freedom, quarter car model, fuzzy controller.

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42 Extended Well-Founded Semantics in Bilattices

Authors: Daniel Stamate

Abstract:

One of the most used assumptions in logic programming and deductive databases is the so-called Closed World Assumption (CWA), according to which the atoms that cannot be inferred from the programs are considered to be false (i.e. a pessimistic assumption). One of the most successful semantics of conventional logic programs based on the CWA is the well-founded semantics. However, the CWA is not applicable in all circumstances when information is handled. That is, the well-founded semantics, if conventionally defined, would behave inadequately in different cases. The solution we adopt in this paper is to extend the well-founded semantics in order for it to be based also on other assumptions. The basis of (default) negative information in the well-founded semantics is given by the so-called unfounded sets. We extend this concept by considering optimistic, pessimistic, skeptical and paraconsistent assumptions, used to complete missing information from a program. Our semantics, called extended well-founded semantics, expresses also imperfect information considered to be missing/incomplete, uncertain and/or inconsistent, by using bilattices as multivalued logics. We provide a method of computing the extended well-founded semantics and show that Kripke-Kleene semantics is captured by considering a skeptical assumption. We show also that the complexity of the computation of our semantics is polynomial time.

Keywords: Logic programs, imperfect information, multivalued logics, bilattices, assumptions.

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41 Statistical Analysis of the Impact of Maritime Transport Gross Domestic Product on Nigeria’s Economy

Authors: K. P. Oyeduntan, K. Oshinubi

Abstract:

Nigeria is referred as the ‘Giant of Africa’ due to high population, land mass and large economy. However, it still trails far behind many smaller economies in the continent in terms of maritime operations. As we have seen that the maritime industry is the sparkplug for national growth, because it houses the most crucial infrastructure that generates wealth for a nation, it is worrisome that a nation with six seaports lag in maritime activities. In this research, we have studied how the Gross Domestic Product (GDP) of the maritime transport influences the Nigerian economy. To do this, we applied Simple Linear Regression (SLR), Support Vector Machine (SVM), Polynomial Regression Model (PRM), Generalized Additive Model (GAM) and Generalized Linear Mixed Model (GLMM) to model the relationship between the nation’s Total GDP (TGDP) and the Maritime Transport GDP (MGDP) using a time series data of 20 years. The result showed that the MGDP is statistically significant to the Nigerian economy. Amongst the statistical tool applied, the PRM of order 4 describes the relationship better when compared to other methods. The recommendations presented in this study will guide policy makers and help improve the economy of Nigeria.

Keywords: Economy, GDP, maritime transport, port, regression.

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40 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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39 Mathematical Modeling of Drip Emitter Discharge of Trapezoidal Labyrinth Channel

Authors: N. Philipova

Abstract:

The influence of the geometric parameters of trapezoidal labyrinth channel on the emitter discharge is investigated in this work. The impact of the dentate angle, the dentate spacing, and the dentate height are studied among the geometric parameters of the labyrinth channel. Numerical simulations of the water flow movement are performed according to central cubic composite design using Commercial codes GAMBIT and FLUENT. Inlet pressure of the dripper is set up to be 1 bar. The objective of this paper is to derive a mathematical model of the emitter discharge depending on the dentate angle, the dentate spacing, the dentate height of the labyrinth channel. As a result, the obtained mathematical model is a second-order polynomial reporting 2-way interactions among the geometric parameters. The dentate spacing has the most important and positive influence on the emitter discharge, followed by the simultaneous impact of the dentate spacing and the dentate height. The dentate angle in the observed interval has no significant effect on the emitter discharge. The obtained model can be used as a basis for a future emitter design.

Keywords: Drip irrigation, labyrinth channel hydrodynamics, numerical simulations, Reynolds stress model.

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38 Optimal Power Allocation for the Proposed Asymmetric Turbo Code for 3G Systems

Authors: K. Ramasamy, B. Balamuralithara, Mohammad Umar Siddiqi

Abstract:

We proposed a new class of asymmetric turbo encoder for 3G systems that performs well in both “water fall" and “error floor" regions in [7]. In this paper, a modified (optimal) power allocation scheme for the different bits of new class of asymmetric turbo encoder has been investigated to enhance the performance. The simulation results and performance bound for proposed asymmetric turbo code with modified Unequal Power Allocation (UPA) scheme for the frame length, N=400, code rate, r=1/3 with Log-MAP decoder over Additive White Gaussian Noise (AWGN) channel are obtained and compared with the system with typical UPA and without UPA. The performance tests are extended over AWGN channel for different frame size to verify the possibility of implementation of the modified UPA scheme for the proposed asymmetric turbo code. From the performance results, it is observed that the proposed asymmetric turbo code with modified UPA performs better than the system without UPA and with typical UPA and it provides a coding gain of 0.4 to 0.52dB.

Keywords: Asymmetric turbo code, Generator polynomial, Interleaver, UPA, WCDMA, cdma2000.

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37 Optimization of Enzymatic Hydrolysis of Manihot Esculenta Root Starch by Immobilizeda-Amylase Using Response Surface Methodology

Authors: G. Baskar, C. Muthukumaran, S. Renganathan

Abstract:

Enzymatic hydrolysis of starch from natural sources finds potential application in commercial production of alcoholic beverage and bioethanol. In this study the effect of starch concentration, temperature, time and enzyme concentration were studied and optimized for hydrolysis of cassava (Manihot esculenta) starch powder (of mesh 80/120) into glucose syrup by immobilized (using Polyacrylamide gel) a-amylase using central composite design. The experimental result on enzymatic hydrolysis of cassava starch was subjected to multiple linear regression analysis using MINITAB 14 software. Positive linear effect of starch concentration, enzyme concentration and time was observed on hydrolysis of cassava starch by a-amylase. The statistical significance of the model was validated by F-test for analysis of variance (p < 0.01). The optimum value of starch concentration temperature, time and enzyme concentration were found to be 4.5% (w/v), 45oC, 150 min, and 1% (w/v) enzyme. The maximum glucose yield at optimum condition was 5.17 mg/mL.

Keywords: Enzymatic hydrolysis, Alcoholic beverage, Centralcomposite design, Polynomial model, glucose yield.

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36 Autohydrolysis Treatment of Olive Cake to Extract Fructose and Sucrose

Authors: G. Blázquez, A. Gálvez-Pérez, M. Calero, I. Iáñez-Rodríguez, M. A. Martín-Lara, A. Pérez

Abstract:

The production of olive oil is considered as one of the most important agri-food industries. However, some of the by-products generated in the process are potential pollutants and cause environmental problems. Consequently, the management of these by-products is currently considered as a challenge for the olive oil industry. In this context, several technologies have been developed and tested. In this sense, the autohydrolysis of these by-products could be considered as a promising technique. Therefore, this study focused on autohydrolysis treatments of a solid residue from the olive oil industry denominated olive cake. This one comes from the olive pomace extraction with hexane. Firstly, a water washing was carried out to eliminate the water soluble compounds. Then, an experimental design was developed for the autohydrolysis experiments carried out in the hydrothermal pressure reactor. The studied variables were temperature (30, 60 and 90 ºC) and time (30, 60, 90 min). On the other hand, aliquots of liquid obtained fractions were analysed by HPLC to determine the fructose and sucrose contents present in the liquid fraction. Finally, the obtained results of sugars contents and the yields of the different experiments were fitted to a neuro-fuzzy and to a polynomial model.

Keywords: ANFIS, olive cake, polyols, saccharides.

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35 Modeling and Analysis of Process Parameters on Surface Roughness in EDM of AISI D2 Tool Steel by RSM Approach

Authors: M. K. Pradhan, C. K. Biswas

Abstract:

In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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34 Connected Vertex Cover in 2-Connected Planar Graph with Maximum Degree 4 is NP-complete

Authors: Priyadarsini P. L. K, Hemalatha T.

Abstract:

This paper proves that the problem of finding connected vertex cover in a 2-connected planar graph ( CVC-2 ) with maximum degree 4 is NP-complete. The motivation for proving this result is to give a shorter and simpler proof of NP-Completeness of TRA-MLC (the Top Right Access point Minimum-Length Corridor) problem [1], by finding the reduction from CVC-2. TRA-MLC has many applications in laying optical fibre cables for data communication and electrical wiring in floor plans.The problem of finding connected vertex cover in any planar graph ( CVC ) with maximum degree 4 is NP-complete [2]. We first show that CVC-2 belongs to NP and then we find a polynomial reduction from CVC to CVC-2. Let a graph G0 and an integer K form an instance of CVC, where G0 is a planar graph and K is an upper bound on the size of the connected vertex cover in G0. We construct a 2-connected planar graph, say G, by identifying the blocks and cut vertices of G0, and then finding the planar representation of all the blocks of G0, leading to a plane graph G1. We replace the cut vertices with cycles in such a way that the resultant graph G is a 2-connected planar graph with maximum degree 4. We consider L = K -2t+3 t i=1 di where t is the number of cut vertices in G1 and di is the number of blocks for which ith cut vertex is common. We prove that G will have a connected vertex cover with size less than or equal to L if and only if G0 has a connected vertex cover of size less than or equal to K.

Keywords: NP-complete, 2-Connected planar graph, block, cut vertex

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33 Efficiency of the Strain Based Approach Formulation for Plate Bending Analysis

Authors: Djamal Hamadi, Sifeddine Abderrahmani, Toufik Maalem, Oussama Temami

Abstract:

In recent years many finite elements have been developed for plate bending analysis. The formulated elements are based on the strain based approach. This approach leads to the representation of the displacements by higher order polynomial terms without the need for the introduction of additional internal and unnecessary degrees of freedom. Good convergence can also be obtained when the results are compared with those obtained from the corresponding displacement based elements, having the same total number of degrees of freedom. Furthermore, the plate bending elements are free from any shear locking since they converge to the Kirchhoff solution for thin plates contrarily for the corresponding displacement based elements. In this paper the efficiency of the strain based approach compared to well known displacement formulation is presented. The results obtained by a new formulated plate bending element based on the strain approach and Kirchhoff theory are compared with some others elements. The good convergence of the new formulated element is confirmed.

Keywords: Displacement fields, finite elements, plate bending, Kirchhoff theory, strain based approach.

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32 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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31 Gabriel-constrained Parametric Surface Triangulation

Authors: Oscar E. Ruiz, Carlos Cadavid, Juan G. Lalinde, Ricardo Serrano, Guillermo Peris-Fajarnes

Abstract:

The Boundary Representation of a 3D manifold contains FACES (connected subsets of a parametric surface S : R2 -! R3). In many science and engineering applications it is cumbersome and algebraically difficult to deal with the polynomial set and constraints (LOOPs) representing the FACE. Because of this reason, a Piecewise Linear (PL) approximation of the FACE is needed, which is usually represented in terms of triangles (i.e. 2-simplices). Solving the problem of FACE triangulation requires producing quality triangles which are: (i) independent of the arguments of S, (ii) sensitive to the local curvatures, and (iii) compliant with the boundaries of the FACE and (iv) topologically compatible with the triangles of the neighboring FACEs. In the existing literature there are no guarantees for the point (iii). This article contributes to the topic of triangulations conforming to the boundaries of the FACE by applying the concept of parameterindependent Gabriel complex, which improves the correctness of the triangulation regarding aspects (iii) and (iv). In addition, the article applies the geometric concept of tangent ball to a surface at a point to address points (i) and (ii). Additional research is needed in algorithms that (i) take advantage of the concepts presented in the heuristic algorithm proposed and (ii) can be proved correct.

Keywords: surface triangulation, conforming triangulation, surfacesampling, Gabriel complex.

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30 An Efficient Algorithm for Delay Delay-variation Bounded Least Cost Multicast Routing

Authors: Manas Ranjan Kabat, Manoj Kumar Patel, Chita Ranjan Tripathy

Abstract:

Many multimedia communication applications require a source to transmit messages to multiple destinations subject to quality of service (QoS) delay constraint. To support delay constrained multicast communications, computer networks need to guarantee an upper bound end-to-end delay from the source node to each of the destination nodes. This is known as multicast delay problem. On the other hand, if the same message fails to arrive at each destination node at the same time, there may arise inconsistency and unfairness problem among users. This is related to multicast delayvariation problem. The problem to find a minimum cost multicast tree with delay and delay-variation constraints has been proven to be NP-Complete. In this paper, we propose an efficient heuristic algorithm, namely, Economic Delay and Delay-Variation Bounded Multicast (EDVBM) algorithm, based on a novel heuristic function, to construct an economic delay and delay-variation bounded multicast tree. A noteworthy feature of this algorithm is that it has very high probability of finding the optimal solution in polynomial time with low computational complexity.

Keywords: EDVBM, Heuristic algorithm, Multicast tree, QoS routing, Shortest path.

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29 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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28 Developing a New Relationship between Undrained Shear Strength and Over-Consolidation Ratio

Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog

Abstract:

Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.

Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.

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27 Forward Speed and Draught Requirement of a Semi-Automatic Cassava Planter under Different Wheel Usage

Authors: M. O. Ale, S. I. Manuwa, O. J. Olukunle, T. Ewetumo

Abstract:

Five varying speeds of 1.5, 1.8, 2.1, 2.3 and 2.6 km/h were used at a constant soil depth of 100 mm to determine the effects of forward speed on the draught requirement of a semi-automatic cassava planter under pneumatic wheel and rigid wheel usage on a well-prepared sandy clay loam soil. The soil draught was electronically measured using an on-the-go soil draught measuring instrumentation system developed for the purpose of this research. The results showed an exponential relationship between forward speed and draught in which draught ranging between 24.91 and 744.44 N increased with an increase in forward speed in the rigid wheel experiment. This is contrary to the polynomial relationship observed in the pneumatic wheel experiment in which the draught varied between 96.09 and 343.53 N. It was observed in the experiments that the optimum speed of 1.5 km/h had the least values of draught in both the pneumatic wheel and rigid wheel experiments with higher values in the pneumatic experiment. It was generally noted that the rigid wheel planter with the less value of draught requires less energy requirement for operation. It is therefore concluded that operating the semi-automatic cassava planter with rigid wheels will be more economical for cassava farmers than operating the planter with pneumatic wheels.

Keywords: Cassava planter, planting, forward speed, draught, wheel type.

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26 Support Vector Machine based Intelligent Watermark Decoding for Anticipated Attack

Authors: Syed Fahad Tahir, Asifullah Khan, Abdul Majid, Anwar M. Mirza

Abstract:

In this paper, we present an innovative scheme of blindly extracting message bits from an image distorted by an attack. Support Vector Machine (SVM) is used to nonlinearly classify the bits of the embedded message. Traditionally, a hard decoder is used with the assumption that the underlying modeling of the Discrete Cosine Transform (DCT) coefficients does not appreciably change. In case of an attack, the distribution of the image coefficients is heavily altered. The distribution of the sufficient statistics at the receiving end corresponding to the antipodal signals overlap and a simple hard decoder fails to classify them properly. We are considering message retrieval of antipodal signal as a binary classification problem. Machine learning techniques like SVM is used to retrieve the message, when certain specific class of attacks is most probable. In order to validate SVM based decoding scheme, we have taken Gaussian noise as a test case. We generate a data set using 125 images and 25 different keys. Polynomial kernel of SVM has achieved 100 percent accuracy on test data.

Keywords: Bit Correct Ratio (BCR), Grid Search, Intelligent Decoding, Jackknife Technique, Support Vector Machine (SVM), Watermarking.

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25 A Comparative Study of Additive and Nonparametric Regression Estimators and Variable Selection Procedures

Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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24 Fish Locomotion for Innovative Marine Propulsion Systems

Authors: Omar B. Yaakob, Yasser M. Ahmed, Ahmad F. Said

Abstract:

There is an essential need for obtaining the mathematical representation of fish body undulations, which can be used for designing and building new innovative types of marine propulsion systems with less environmental impact. This research work presents a case study to derive the mathematical model for fish body movement. Observation and capturing image methods were used in this study in order to obtain a mathematical representation of Clariasbatrachus fish (catfish). An experiment was conducted by using an aquarium with dimension 0.609 m x 0.304 m x 0.304 m, and a 0.5 m ruler was attached at the base of the aquarium. Progressive Scan Monochrome Camera was positioned at 1.8 m above the base of the aquarium to provide swimming sequences. Seven points were marked on the fish body using white marker to indicate the fish movement and measuring the amplitude of undulation. Images from video recordings (20 frames/s) were analyzed frame by frame using local coordinate system, with time interval 0.05 s. The amplitudes of undulations were obtained for image analysis from each point that has been marked on fish body. A graph of amplitude of undulations versus time was plotted by using computer to derive a mathematical fit. The function for the graph is polynomial with nine orders.

Keywords: Fish locomotion, body undulation, steady and unsteady swimming modes.

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23 Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model

Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

Abstract:

In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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