Abstract: In recent years, copulas have become very popular in
financial research and actuarial science as they are more flexible in
modelling the co-movements and relationships of risk factors as compared
to the conventional linear correlation coefficient by Pearson.
However, a precise estimation of the copula parameters is vital in
order to correctly capture the (possibly nonlinear) dependence structure
and joint tail events. In this study, we employ two optimization
heuristics, namely Differential Evolution and Threshold Accepting to
tackle the parameter estimation of multivariate t distribution models
in the EML approach. Since the evolutionary optimizer does not rely
on gradient search, the EML approach can be applied to estimation of
more complicated copula models such as high-dimensional copulas.
Our experimental study shows that the proposed method provides
more robust and more accurate estimates as compared to the IFM
approach.
Abstract: This experiment was conducted in attempt of
improving hydrodynamic efficiency of the propulsion mechanism by
installing a spring to the wing so that the opening angle of the wing in
one stroke can be changed automatically, compared to the existing
method of fixed maximum opening angle in Weis-Fogh type ship
propulsion mechanism. Average thrust coefficient was almost fixed
with all velocity ratio with the prototype, but with the spring type,
thrust coefficient increased sharply as velocity ratio increased.
Average propulsive efficiency was larger with bigger opening angle in
the prototype, but in the spring type, the one with smaller spring
coefficient had larger value. In the range over 1.0 in velocity ratio
where big thrust can be generated, spring type had more than twice of
propulsive efficiency increase compared to the prototype.
Abstract: This paper presents the theoretical investigation of a
slotted patch antenna. The main objective of proposed work is to
obtain a large bandwidth antenna with reduced size. The antenna has
a compact size of 21.1mm x 20.25mm x 8.5mm. Two designs with
minor variation are studied which provide wide impedance
bandwidths of 24.056% and 25.63% respectively with the use of
parasitic elements when excited by a probe feed. The advantages of
this configuration are its compact size and the wide range of
frequencies covered. A parametric study is also conducted to
investigate the characteristics of the antenna under different
conditions. The measured return loss and radiation pattern indicate
the suitability of this design for WLAN applications, namely, Wi-
Max, 802.11a/b/g and ISM bands.
Abstract: The paper considers the effect of feed plate location
on the interactions in a seven plate binary distillation column. The
mathematical model of the distillation column is deduced based on
the equations of mass and energy balances for each stage, detailed
model for both reboiler and condenser, and heat transfer equations.
The Dynamic Relative Magnitude Criterion, DRMC is used to assess
the interactions in different feed plate locations for a seven plate
(Benzene-Toluene) binary distillation column ( the feed plate is
originally at stage 4). The results show that whenever we go far from
the optimum feed plate position, the level of interaction augments.
Abstract: Automatic control of the robotic manipulator involves
study of kinematics and dynamics as a major issue. This paper
involves the forward and inverse kinematics of 2-DOF robotic
manipulator with revolute joints. In this study the Denavit-
Hartenberg (D-H) model is used to model robot links and joints. Also
forward and inverse kinematics solution has been achieved using
Artificial Neural Networks for 2-DOF robotic manipulator. It shows
that by using artificial neural network the solution we get is faster,
acceptable and has zero error.
Abstract: The reduction in vehicle exhaust emissions achieved
in the last two decades is offset by the growth in traffic, as well as by
changes in the composition of emitted pollutants. The present
investigation illustrates the emissions of in-use gasoline and diesel
passenger cars using the official European driving cycle and the
ARTEMIS real-world driving cycle. It was observed that some of the
vehicles do not comply with the corresponding regulations.
Significant differences in emissions were observed between driving
cycles. Not all pollutants showed a tendency to decrease from Euro 3
to Euro 5.
Abstract: Chua’s circuit is one of the most important electronic devices that are used for Chaos and Bifurcation studies. A central role of secure communication is devoted to it. Since the adaptive control is used vastly in the linear systems control, here we introduce a new trend of application of adaptive method in the chaos controlling field. In this paper, we try to derive a new adaptive control scheme for Chua’s circuit controlling because control of chaos is often very important in practical operations. The novelty of this approach is for sake of its robustness against the external perturbations which is simulated as an additive noise in all measured states and can be generalized to other chaotic systems. Our approach is based on Lyapunov analysis and the adaptation law is considered for the feedback gain. Because of this, we have named it NAFT (Nonlinear Adaptive Feedback Technique). At last, simulations show the capability of the presented technique for Chua’s circuit.
Abstract: The paradigm of mobile agent provides a promising technology for the development of distributed and open applications. However, one of the main obstacles to widespread adoption of the mobile agent paradigm seems to be security. This paper treats the security of the mobile agent against malicious host attacks. It describes generic mobile agent protection architecture. The proposed approach is based on the dynamic adaptability and adopts the reflexivity as a model of conception and implantation. In order to protect it against behaviour analysis attempts, the suggested approach supplies the mobile agent with a flexibility faculty allowing it to present an unexpected behaviour. Furthermore, some classical protective mechanisms are used to reinforce the level of security.
Abstract: IP multicasting is a key technology for many existing and emerging applications on the Internet. Furthermore, with increasing popularity of wireless devices and mobile equipment, it is necessary to determine the best way to provide this service in a wireless environment. IETF Mobile IP, that provides mobility for hosts in IP networks, proposes two approaches for mobile multicasting, namely, remote subscription (MIP-RS) and bi-directional tunneling (MIP-BT). In MIP-RS, a mobile host re-subscribes to the multicast groups each time it moves to a new foreign network. MIP-RS suffers from serious packet losses while mobile host handoff occurs. In MIP-BT, mobile hosts send and receive multicast packets by way of their home agents (HAs), using Mobile IP tunnels. Therefore, it suffers from inefficient routing and wastage of system resources. In this paper, we propose a protocol called Mobile Multicast support using Old Foreign Agent (MMOFA) for Mobile Hosts. MMOFA is derived from MIP-RS and with the assistance of Mobile host's Old foreign agent, routes the missing datagrams due to handoff in adjacent network via tunneling. Also, we studied the performance of the proposed protocol by simulation under ns-2.27. The results demonstrate that MMOFA has optimal routing efficiency and low delivery cost, as compared to other approaches.
Abstract: In this paper, to optimize the “Characteristic Straight Line Method" which is used in the soil displacement analysis, a “best estimate" of the geodetic leveling observations has been achieved by taking in account the concept of 'Height systems'. This concept has been discussed in detail and consequently the concept of “height". In landslides dynamic analysis, the soil is considered as a mosaic of rigid blocks. The soil displacement has been monitored and analyzed by using the “Characteristic Straight Line Method". Its characteristic components have been defined constructed from a “best estimate" of the topometric observations. In the measurement of elevation differences, we have used the most modern leveling equipment available. Observational procedures have also been designed to provide the most effective method to acquire data. In addition systematic errors which cannot be sufficiently controlled by instrumentation or observational techniques are minimized by applying appropriate corrections to the observed data: the level collimation correction minimizes the error caused by nonhorizontality of the leveling instrument's line of sight for unequal sight lengths, the refraction correction is modeled to minimize the refraction error caused by temperature (density) variation of air strata, the rod temperature correction accounts for variation in the length of the leveling rod' s Invar/LO-VAR® strip which results from temperature changes, the rod scale correction ensures a uniform scale which conforms to the international length standard and the introduction of the concept of the 'Height systems' where all types of height (orthometric, dynamic, normal, gravity correction, and equipotential surface) have been investigated. The “Characteristic Straight Line Method" is slightly more convenient than the “Characteristic Circle Method". It permits to evaluate a displacement of very small magnitude even when the displacement is of an infinitesimal quantity. The inclination of the landslide is given by the inverse of the distance reference point O to the “Characteristic Straight Line". Its direction is given by the bearing of the normal directed from point O to the Characteristic Straight Line (Fig..6). A “best estimate" of the topometric observations was used to measure the elevation of points carefully selected, before and after the deformation. Gross errors have been eliminated by statistical analyses and by comparing the heights within local neighborhoods. The results of a test using an area where very interesting land surface deformation occurs are reported. Monitoring with different options and qualitative comparison of results based on a sufficient number of check points are presented.
Abstract: The purpose of this paper is to perform a multidisciplinary design and analysis (MDA) of honeycomb panels used in the satellites structural design. All the analysis is based on clamped-free boundary conditions. In the present work, detailed finite element models for honeycomb panels are developed and analysed. Experimental tests were carried out on a honeycomb specimen of which the goal is to compare the previous modal analysis made by the finite element method as well as the existing equivalent approaches. The obtained results show a good agreement between the finite element analysis, equivalent and tests results; the difference in the first two frequencies is less than 4% and less than 10% for the third frequency. The results of the equivalent model presented in this analysis are obtained with a good accuracy. Moreover, investigations carried out in this research relate to the honeycomb plate modal analysis under several aspects including the structural geometrical variation by studying the various influences of the dimension parameters on the modal frequency, the variation of core and skin material of the honeycomb. The various results obtained in this paper are promising and show that the geometry parameters and the type of material have an effect on the value of the honeycomb plate modal frequency.
Abstract: A filter is used to remove undesirable frequency information from a dynamic signal. This paper shows that the Znotch filter filtering technique can be applied to remove the noise nuisance from a machining signal. In machining, the noise components were identified from the sound produced by the operation of machine components itself such as hydraulic system, motor, machine environment and etc. By correlating the noise components with the measured machining signal, the interested components of the measured machining signal which was less interfered by the noise, can be extracted. Thus, the filtered signal is more reliable to be analysed in terms of noise content compared to the unfiltered signal. Significantly, the I-kaz method i.e. comprises of three dimensional graphical representation and I-kaz coefficient, Z∞ could differentiate between the filtered and the unfiltered signal. The bigger space of scattering and the higher value of Z∞ demonstrated that the signal was highly interrupted by noise. This method can be utilised as a proactive tool in evaluating the noise content in a signal. The evaluation of noise content is very important as well as the elimination especially for machining operation fault diagnosis purpose. The Z-notch filtering technique was reliable in extracting noise component from the measured machining signal with high efficiency. Even though the measured signal was exposed to high noise disruption, the signal generated from the interaction between cutting tool and work piece still can be acquired. Therefore, the interruption of noise that could change the original signal feature and consequently can deteriorate the useful sensory information can be eliminated.
Abstract: The paper discusses a computationally efficient
method for the design of prototype filters required for the
implementation of an M-band cosine modulated filter bank. The
prototype filter is formulated as an optimum interpolated FIR filter.
The optimum interpolation factor requiring minimum number of
multipliers is used. The model filter as well as the image suppressor
will be designed using the Kaiser window. The method will seek to
optimize a single parameter namely cutoff frequency to minimize the
distortion in the overlapping passband.
Abstract: In this paper, a methodology of a model based on
predicting the tool forces oblique machining are introduced by
adopting the orthogonal technique. The applied analytical calculation
is mostly based on Devries model and some parts of the methodology
are employed from Amareggo-Brown model. Model validation is
performed by comparing experimental data with the prediction results
on machining titanium alloy (Ti-6Al-4V) based on micro-cutting tool
perspective. Good agreements with the experiments are observed. A
detailed friction form that affected the tool forces also been examined
with reasonable results obtained.
Abstract: In this paper, we probe into the traffic assignment problem by the chromosome-learning-based path finding method in simulation, which is to model the driver' behavior in the with-in-a-day process. By simply making a combination and a change of the traffic route chromosomes, the driver at the intersection chooses his next route. The various crossover and mutation rules are proposed with extensive examples.
Abstract: The first generation of Mobile Agents based Intrusion
Detection System just had two components namely data collection
and single centralized analyzer. The disadvantage of this type of
intrusion detection is if connection to the analyzer fails, the entire
system will become useless. In this work, we propose novel hybrid
model for Mobile Agent based Distributed Intrusion Detection
System to overcome the current problem. The proposed model has
new features such as robustness, capability of detecting intrusion
against the IDS itself and capability of updating itself to detect new
pattern of intrusions. In addition, our proposed model is also capable
of tackling some of the weaknesses of centralized Intrusion Detection
System models.
Abstract: Validation of an automation system is an important issue. The goal is to check if the system under investigation, modeled by a Petri net, never enters the undesired states. Usually, tools dedicated to Petri nets such as DESIGN/CPN are used to make reachability analysis. The biggest problem with this approach is that it is impossible to generate the full occurence graph of the system because it is too large. In this paper, we show how computational methods such as temporal logic model checking and Groebner bases can be used to verify the correctness of the design of an automation system. We report our experimental results with two automation systems: the Automated Guided Vehicle (AGV) system and the traffic light system. Validation of these two systems ranged from 10 to 30 seconds on a PC depending on the optimizing parameters.
Abstract: In order to improve control performance and eliminate steady, a coupling compensation for 6-DOF parallel robot is presented. Taking dynamic load Tank Simulator as the research object, this paper analyzes the coupling of 6-DOC parallel robot considering the degree of freedom of the 6-DOF parallel manipulator. The coupling angle and coupling velocity are derived based on inverse kinematics model. It uses the mechanism-model combined method which takes practical moving track that considering the performance of motion controller and motor as its input to make the study. Experimental results show that the coupling compensation improves motion stability as well as accuracy. Besides, it decreases the dither amplitude of dynamic load Tank Simulator.
Abstract: In this paper we study a system composed by carbon
nanotube (CNT) and bundle of carbon nanotube (BuCNT) interacting
with a specific fatty acid as molecular probe. Full system is
represented by open nanotube (or nanotubes) and the linoleic acid
(LA) relaxing due the interaction with CNT and BuCNT. The LA has
in his form an asymmetric shape with COOH termination provoking
a close BuCNT interaction mainly by van der Waals force field. The
simulations were performed by classical molecular dynamics with
standard parameterizations.
Our results show that these BuCNT and CNT are dynamically
stable and it shows a preferential interaction position with LA
resulting in three features: (i) when the LA is interacting with CNT
and BuCNT (including both termination, CH2 or COOH), the LA is
repelled; (ii) when the LA terminated with CH2 is closer to open
extremity of BuCNT, the LA is also repelled by the interaction
between them; and (iii) when the LA terminated with COOH is
closer to open extremity of BuCNT, the LA is encapsulated by the
BuCNT. These simulations are part of a more extensive work on
searching efficient selective molecular devices and could be useful to
reach this goal.
Abstract: In research on natural ventilation, and passive cooling
with forced convection, is essential to know how heat flows in a solid
object and the pattern of temperature distribution on their surfaces,
and eventually how air flows through and convects heat from the
surfaces of steel under roof. This paper presents some results from
running the computational fluid dynamic program (CFD) by
comparison between natural ventilation and forced convection within
roof attic that is received directly from solar radiation. The CFD
program for modeling air flow inside roof attic has been modified to
allow as two cases. First case, the analysis under natural ventilation,
is closed area in roof attic and second case, the analysis under forced
convection, is opened area in roof attic. These extend of all cases to
available predictions of variations such as temperature, pressure, and
mass flow rate distributions in each case within roof attic. The
comparison shows that this CFD program is an effective model for
predicting air flow of temperature and heat transfer coefficient
distribution within roof attic. The result shows that forced convection
can help to reduce heat transfer through roof attic and an around area
of steel core has temperature inner zone lower than natural
ventilation type. The different temperature on the steel core of roof
attic of two cases was 10-15 oK.