Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series

The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.

A Real-Time Rendering based on Efficient Updating of Static Objects Buffer

Real-time 3D applications have to guarantee interactive rendering speed. There is a restriction for the number of polygons which is rendered due to performance of a graphics hardware or graphics algorithms. Generally, the rendering performance will be drastically increased when handling only the dynamic 3d models, which is much fewer than the static ones. Since shapes and colors of the static objects don-t change when the viewing direction is fixed, the information can be reused. We render huge amounts of polygon those cannot handled by conventional rendering techniques in real-time by using a static object image and merging it with rendering result of the dynamic objects. The performance must be decreased as a consequence of updating the static object image including removing an static object that starts to move, re-rending the other static objects being overlapped by the moving ones. Based on visibility of the object beginning to move, we can skip the updating process. As a result, we enhance rendering performance and reduce differences of rendering speed between each frame. Proposed method renders total 200,000,000 polygons that consist of 500,000 dynamic polygons and the rest are static polygons in about 100 frames per second.

Distributor Plate Design and a System for Collection of Granules in a Device with a Vortex Fluidized Bed

A newly designed gas-distributor for granulation of powdery materials in equilibrated fluidized bed and a system for collecting the granules prepared are suggested. The aim of these designs is to solve the problems arising by the granulation of powdery materials in fluidized bed devices. The gasdistributor and the collection system proved to be reliable at operation; they reduce the size of still zones, effectively disperse the binding solution in the bed and ensure the collection of granules of given diameter

Design, Implementation and Testing of Mobile Agent Protection Mechanism for MANETS

In the current research, we present an operation framework and protection mechanism to facilitate secure environment to protect mobile agents against tampering. The system depends on the presence of an authentication authority. The advantage of the proposed system is that security measures is an integral part of the design, thus common security retrofitting problems do not arise. This is due to the presence of AlGamal encryption mechanism to protect its confidential content and any collected data by the agent from the visited host . So that eavesdropping on information from the agent is no longer possible to reveal any confidential information. Also the inherent security constraints within the framework allow the system to operate as an intrusion detection system for any mobile agent environment. The mechanism is tested for most of the well known severe attacks against agents and networked systems. The scheme proved a promising performance that makes it very much recommended for the types of transactions that needs highly secure environments, e. g., business to business.

Solar Radiation Studies for Dubai and Sharjah, UAE

Global Solar Radiation (H) for Dubai and Sharjah, Latitude 25.25oN, Longitude 55oE and 25.29oN, Longitude 55oE respectively have been studied using sunshine hour data (n) of the areas using various methods. These calculated global solar radiation values are then compared to the measured values presented by NASA. Furthermore, the extraterrestrial (H0), diffuse (Hd) and beam radiation (Hb) are also calculated. The diffuse radiation is calculated using methods proposed by Page and Liu and Jordan (L-J). Diffuse Radiation from the Page method is higher than the L-J method. Moreover, the clearness index (KT) signifies a clear sky almost all year round. Rainy days are hardly a few in a year and limited in the months December to March. The temperature remains between 25oC in winter to 44oC in summer and is desirable for thermal applications of solar energy. From the estimated results, it appears that solar radiation can be utilized very efficiently throughout the year for photovoltaic and thermal applications.

Order Reduction using Modified Pole Clustering and Pade Approximations

The authors present a mixed method for reducing the order of the large-scale dynamic systems. In this method, the denominator polynomial of the reduced order model is obtained by using the modified pole clustering technique while the coefficients of the numerator are obtained by Pade approximations. This method is conceptually simple and always generates stable reduced models if the original high-order system is stable. The proposed method is illustrated with the help of the numerical examples taken from the literature.

A Multi-layer Artificial Neural Network Architecture Design for Load Forecasting in Power Systems

In this paper, the modelling and design of artificial neural network architecture for load forecasting purposes is investigated. The primary pre-requisite for power system planning is to arrive at realistic estimates of future demand of power, which is known as Load Forecasting. Short Term Load Forecasting (STLF) helps in determining the economic, reliable and secure operating strategies for power system. The dependence of load on several factors makes the load forecasting a very challenging job. An over estimation of the load may cause premature investment and unnecessary blocking of the capital where as under estimation of load may result in shortage of equipment and circuits. It is always better to plan the system for the load slightly higher than expected one so that no exigency may arise. In this paper, a load-forecasting model is proposed using a multilayer neural network with an appropriately modified back propagation learning algorithm. Once the neural network model is designed and trained, it can forecast the load of the power system 24 hours ahead on daily basis and can also forecast the cumulative load on daily basis. The real load data that is used for the Artificial Neural Network training was taken from LDC, Gujarat Electricity Board, Jambuva, Gujarat, India. The results show that the load forecasting of the ANN model follows the actual load pattern more accurately throughout the forecasted period.

A Novel Adaptive Voltage Control Strategy for Boost Converter via Inverse LQ Servo-Control

In this paper, we propose a novel adaptive voltage control strategy for boost converter via Inverse LQ Servo-Control. Our presented strategy is based on an analytical formula of Inverse Linear Quadratic (ILQ) design method, which is not necessary to solve Riccati’s equation directly. The optimal and adaptive controller of the voltage control system is designed. The stability and the robust control are analyzed. Whereas, we can get the analytical solution for the optimal and robust voltage control is achieved through the natural angular velocity within a single parameter and we can change the responses easily via the ILQ control theory. Our method provides effective results as the stable responses and the response times are not drifted even if the condition is changed widely.

Constructing an Attitude Scale: Attitudes toward Violence on Televisions

The process of constructing a scale measuring the attitudes of youth toward violence on televisions is reported. A 30-item draft attitude scale was applied to a working group of 232 students attending the Faculty of Educational Sciences at Ankara University between the years 2005-2006. To introduce the construct validity and dimensionality of the scale, exploratory and confirmatory factor analysis was applied to the data. Results of the exploratory factor analysis showed that the scale had three factors that accounted for 58,44% (22,46% for the first, 22,15% for the second and 13,83% for the third factor) of the common variance. It is determined that the first factor considered issues related individual effects of violence on televisions, the second factor concerned issues related social effects of violence on televisions and the third factor concerned issues related violence on television programs. Results of the confirmatory factor analysis showed that all the items under each factor are fitting the concerning factors structure. An alpha reliability of 0,90 was estimated for the whole scale. It is concluded that the scale is valid and reliable.

Mercerization Treatment Parameter Effect on Natural Fiber Reinforced Polymer Matrix Composite: A Brief Review

Environmental awareness and depletion of the petroleum resources are among vital factors that motivate a number of researchers to explore the potential of reusing natural fiber as an alternative composite material in industries such as packaging, automotive and building constructions. Natural fibers are available in abundance, low cost, lightweight polymer composite and most importance its biodegradability features, which often called “ecofriendly" materials. However, their applications are still limited due to several factors like moisture absorption, poor wettability and large scattering in mechanical properties. Among the main challenges on natural fibers reinforced matrices composite is their inclination to entangle and form fibers agglomerates during processing due to fiber-fiber interaction. This tends to prevent better dispersion of the fibers into the matrix, resulting in poor interfacial adhesion between the hydrophobic matrix and the hydrophilic reinforced natural fiber. Therefore, to overcome this challenge, fiber treatment process is one common alternative that can be use to modify the fiber surface topology by chemically, physically or mechanically technique. Nevertheless, this paper attempt to focus on the effect of mercerization treatment on mechanical properties enhancement of natural fiber reinforced composite or so-called bio composite. It specifically discussed on mercerization parameters, and natural fiber reinforced composite mechanical properties enhancement.

Design of the Mathematical Model of the Respiratory System Using Electro-acoustic Analogy

The article deals with development, design and implementation of a mathematical model of the human respiratory system. The model is designed in order to simulate distribution of important intrapulmonary parameters along the bronchial tree such as pressure amplitude, tidal volume and effect of regional mechanical lung properties upon the efficiency of various ventilatory techniques. Therefore exact agreement of the model structure with the lung anatomical structure is required. The model is based on the lung morphology and electro-acoustic analogy is used to design the model.

Control of Commutation of SR Motor Using Its Magnetic Characteristics and Back-of-Core Saturation Effects

The control of commutation of switched reluctance (SR) motor has nominally depended on a physical position detector. The physical rotor position sensor limits robustness and increases size and inertia of the SR drive system. The paper describes a method to overcome these limitations by using magnetization characteristics of the motor to indicate rotor and stator teeth overlap status. The method is using active current probing pulses of same magnitude that is used to simulate flux linkage in the winding being probed. A microprocessor is used for processing magnetization data to deduce rotor-stator teeth overlap status and hence rotor position. However, the back-of-core saturation and mutual coupling introduces overlap detection errors, hence that of commutation control. This paper presents the concept of the detection scheme and the effects of backof core saturation.

Evaluation of Performance Requirements for Seismic Design of Piping System

The cost of damage to the non-structural systems in critical facilities like nuclear power plants and hospitals can exceed 80% of the total cost of damage during an earthquake. The failure of nonstructural components, especially, piping systems led to leakage of water and subsequent shut-down of hospitals immediately after the event. Consequently, the evaluation of performance of these types of structural configurations has become necessary to mitigate the risk and to achieve reliable designs. This paper focuses on a methodology to evaluate the static and dynamic characteristics of complex actual piping system based on NFPA-13 and SMACNA guidelines. The result of this study revealed that current piping system subjected to design lateral force and design spectrum based on UBC-97 was failed in both cases and mode shapes between piping system and building structure were very different

Free Convection in a MHD Porous Cavity with using Lattice Boltzmann Method

We report the results of an lattice Boltzmann simulation of magnetohydrodynamic damping of sidewall convection in a rectangular enclosure filled with a porous medium. In particular we investigate the suppression of convection when a steady magnetic field is applied in the vertical direction. The left and right vertical walls of the cavity are kept at constant but different temperatures while both the top and bottom horizontal walls are insulated. The effects of the controlling parameters involved in the heat transfer and hydrodynamic characteristics are studied in detail. The heat and mass transfer mechanisms and the flow characteristics inside the enclosure depended strongly on the strength of the magnetic field and Darcy number. The average Nusselt number decreases with rising values of the Hartmann number while this increases with increasing values of the Darcy number.

FleGSens – Secure Area Monitoring Using Wireless Sensor Networks

In the project FleGSens, a wireless sensor network (WSN) for the surveillance of critical areas and properties is currently developed which incorporates mechanisms to ensure information security. The intended prototype consists of 200 sensor nodes for monitoring a 500m long land strip. The system is focused on ensuring integrity and authenticity of generated alarms and availability in the presence of an attacker who may even compromise a limited number of sensor nodes. In this paper, two of the main protocols developed in the project are presented, a tracking protocol to provide secure detection of trespasses within the monitored area and a protocol for secure detection of node failures. Simulation results of networks containing 200 and 2000 nodes as well as the results of the first prototype comprising a network of 16 nodes are presented. The focus of the simulations and prototype are functional testing of the protocols and particularly demonstrating the impact and cost of several attacks.

Proposition for a New Approach of Version Control System Based On ECA Active Rules

We try to give a solution of version control for documents in web service, that-s why we propose a new approach used specially for the XML documents. The new approach is applied in a centralized repository, this repository coexist with other repositories in a decentralized system. To achieve the activities of this approach in a standard model we use the ECA active rules. We also show how the Event-Condition-Action rules (ECA rules) have been incorporated as a mechanism for the version control of documents. The need to integrate ECA rules is that it provides a clear declarative semantics and induces an immediate operational realization in the system without the need for human intervention.

Application the Statistical Conditional Entropy Function for Definition of Cause-and-Effect Relations during Primary Soil Formation

Within the framework of a method of the information theory it is offered statistics and probabilistic model for definition of cause-and-effect relations in the coupled multicomponent subsystems. The quantitative parameter which is defined through conditional and unconditional entropy functions is introduced. The method is applied to the analysis of the experimental data on dynamics of change of the chemical elements composition of plants organs (roots, reproductive organs, leafs and stems). Experiment is directed on studying of temporal processes of primary soil formation and their connection with redistribution dynamics of chemical elements in plant organs. This statistics and probabilistic model allows also quantitatively and unambiguously to specify the directions of the information streams on plant organs.

Factors of Effective Business Software Systems Development and Enhancement Projects Work Effort Estimation

Majority of Business Software Systems (BSS) Development and Enhancement Projects (D&EP) fail to meet criteria of their effectiveness, what leads to the considerable financial losses. One of the fundamental reasons for such projects- exceptionally low success rate are improperly derived estimates for their costs and time. In the case of BSS D&EP these attributes are determined by the work effort, meanwhile reliable and objective effort estimation still appears to be a great challenge to the software engineering. Thus this paper is aimed at presenting the most important synthetic conclusions coming from the author-s own studies concerning the main factors of effective BSS D&EP work effort estimation. Thanks to the rational investment decisions made on the basis of reliable and objective criteria it is possible to reduce losses caused not only by abandoned projects but also by large scale of overrunning the time and costs of BSS D&EP execution.

Design of EDFA Gain Controller based on Disturbance Observer Technique

Based on a theoretical erbium-doped fiber amplifier (EDFA) model, we have proposed an application of disturbance observer(DOB) with proportional/integral/differential(PID) controller to EDFA for minimizing gain-transient time of wavelength -division-multiplexing (WDM) multi channels in optical amplifier in channel add/drop networks. We have dramatically reduced the gain-transient time to less than 30μsec by applying DOB with PID controller to the control of amplifier gain. The proposed DOB-based gain control algorithm for EDFA was implemented as a digital control system using TI's DSP(TMS320C28346) chip and experimental results of the system verify the excellent performance of the proposed gain control methodology.

Splitting Modified Donor-Cell Schemes for Spectral Action Balance Equation

The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.