Abstract: In this paper, a simulated annealing algorithm has been developed to optimize machining parameters in turning operation on cylindrical workpieces. The turning operation usually includes several passes of rough machining and a final pass of finishing. Seven different constraints are considered in a non-linear model where the goal is to achieve minimum total cost. The weighted total cost consists of machining cost, tool cost and tool replacement cost. The computational results clearly show that the proposed optimization procedure has considerably improved total operation cost by optimally determining machining parameters.
Abstract: Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.
Abstract: Many studies have shown that Artificial Neural
Networks (ANN) have been widely used for forecasting financial
markets, because of many financial and economic variables are nonlinear,
and an ANN can model flexible linear or non-linear
relationship among variables.
The purpose of the study was to employ an ANN models to
predict the direction of the Istanbul Stock Exchange National 100
Indices (ISE National-100).
As a result of this study, the model forecast the direction of the
ISE National-100 to an accuracy of 74, 51%.
Abstract: The hydrologic time series data display periodic
structure and periodic autoregressive process receives considerable
attention in modeling of such series. In this communication long
term record of monthly waste flow of Lyari river is utilized to
quantify by using PAR modeling technique. The parameters of
model are estimated by using Frances & Paap methodology. This
study shows that periodic autoregressive model of order 2 is the most
parsimonious model for assessing periodicity in waste flow of the
river. A careful statistical analysis of residuals of PAR (2) model is
used for establishing goodness of fit. The forecast by using proposed
model confirms significance and effectiveness of the model.
Abstract: In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.
Abstract: Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.
Abstract: This study include the effect of strain and storage
period and their interaction on some quantitative and qualitative traits
and percentages of the egg components in the eggs collected at the
start of production (at age 24 weeks). Eggs were divided into three
storage periods (1, 7 and 14) days under refrigerator temperature (5-
7)0C. Fifty seven eggs obtained randomly from each strain including
Isa Brown and Lohman White. General Linear Model within
SAS programme was used to analyze the collected data
and correlations between the studied traits were calculated for each
strain.Average egg weight (EW), Haugh Unit (HU), yolk index (YI),
yolk % (HP), albumin % (AP) and yolk to albumin ratio (YAR) was
56.629 gm, 87.968 %, 0.493, 22.13%, 67.74% and 32.76
respectively. Egg produced from ISA Brown surpassed those
produced by Lohman White significantly (P
Abstract: This paper describes the application of a model predictive controller to the problem of batch reactor temperature control. Although a great deal of work has been done to improve reactor throughput using batch sequence control, the control of the actual reactor temperature remains a difficult problem for many operators of these processes. Temperature control is important as many chemical reactions are sensitive to temperature for formation of desired products. This controller consist of two part (1) a nonlinear control method GLC (Global Linearizing Control) to create a linear model of system and (2) a Model predictive controller used to obtain optimal input control sequence. The temperature of reactor is tuned to track a predetermined temperature trajectory that applied to the batch reactor. To do so two input signals, electrical powers and the flow of coolant in the coil are used. Simulation results show that the proposed controller has a remarkable performance for tracking reference trajectory while at the same time it is robust against noise imposed to system output.
Abstract: In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.
Abstract: In this paper we study different similarity based approaches for the development of QSAR model devoted to the prediction of activity of antiobesity drugs. Classical similarity approaches are compared regarding to dissimilarity models based on the consideration of the calculation of Euclidean distances between the nonisomorphic fragments extracted in the matching process. Combining the classical similarity and dissimilarity approaches into a new similarity measure, the Approximate Similarity was also studied, and better results were obtained. The application of the proposed method to the development of quantitative structure-activity relationships (QSAR) has provided reliable tools for predicting of inhibitory activity of drugs. Acceptable results were obtained for the models presented here.
Abstract: Video-on-demand (VOD) is designed by using content delivery networks (CDN) to minimize the overall operational cost and to maximize scalability. Estimation of the viewing pattern (i.e., the relationship between the number of viewings and the ranking of VOD contents) plays an important role in minimizing the total operational cost and maximizing the performance of the VOD systems. In this paper, we have analyzed a large body of commercial VOD viewing data and found that the viewing rank distribution fits well with the parabolic fractal distribution. The weighted linear model fitting function is used to estimate the parameters (coefficients) of the parabolic fractal distribution. This paper presents an analytical basis for designing an optimal hierarchical VOD contents distribution system in terms of its cost and performance.
Abstract: The System Identification problem looks for a
suitably parameterized model, representing a given process. The
parameters of the model are adjusted to optimize a performance
function based on error between the given process output and
identified process output. The linear system identification field is
well established with many classical approaches whereas most of
those methods cannot be applied for nonlinear systems. The problem
becomes tougher if the system is completely unknown with only the
output time series is available. It has been reported that the
capability of Artificial Neural Network to approximate all linear and
nonlinear input-output maps makes it predominantly suitable for the
identification of nonlinear systems, where only the output time series
is available. [1][2][4][5]. The work reported here is an attempt to
implement few of the well known algorithms in the context of
modeling of nonlinear systems, and to make a performance
comparison to establish the relative merits and demerits.
Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Abstract: The detection of outliers is very essential because of
their responsibility for producing huge interpretative problem in
linear as well as in nonlinear regression analysis. Much work has
been accomplished on the identification of outlier in linear
regression, but not in nonlinear regression. In this article we propose
several outlier detection techniques for nonlinear regression. The
main idea is to use the linear approximation of a nonlinear model and
consider the gradient as the design matrix. Subsequently, the
detection techniques are formulated. Six detection measures are
developed that combined with three estimation techniques such as the
Least-Squares, M and MM-estimators. The study shows that among
the six measures, only the studentized residual and Cook Distance
which combined with the MM estimator, consistently capable of
identifying the correct outliers.
Abstract: An active suspension system has been proposed to
improve the ride comfort. A quarter-car 2 degree-of-freedom (DOF)
system is designed and constructed on the basis of the concept of a
four-wheel independent suspension to simulate the actions of an
active vehicle suspension system. The purpose of a suspension
system is to support the vehicle body and increase ride comfort. The
aim of the work described in the paper was to illustrate the
application of fuzzy logic technique to the control of a continuously
damping automotive suspension system. The ride comfort is
improved by means of the reduction of the body acceleration caused
by the car body when road disturbances from smooth road and real
road roughness.
The paper describes also the model and controller used in the
study and discusses the vehicle response results obtained from a
range of road input simulations. In the conclusion, a comparison of
active suspension fuzzy control and Proportional Integration
derivative (PID) control is shown using MATLAB simulations.
Abstract: In this paper, penalized power-divergence test statistics have been defined and their exact size properties to test a nested sequence of log-linear models have been compared with ordinary power-divergence test statistics for various penalization, λ and main effect values. Since the ordinary and penalized power-divergence test statistics have the same asymptotic distribution, comparisons have been only made for small and moderate samples. Three-way contingency tables distributed according to a multinomial distribution have been considered. Simulation results reveal that penalized power-divergence test statistics perform much better than their ordinary counterparts.
Abstract: Attitude control of aerospace system with liquid containers may face to a problem associate with fuel sloshing. The sloshing phenomena can degrade the stability of control system and in the worst case, interaction between the attitude control system and fuel vibration leading to resonance. In this paper, a full process of nonlinear dynamic modeling of an aerospace launch vehicle with fuel sloshing is given. Then, a new control system based on model reference adaptive filter is proposed and its algorithm is extracted. This controller implemented on the main attitude control system. Finally, numerical simulation of nonlinear model and control system is carried out to examine the performance of the new controller. Results of simulations show that the inconvenient effects of the fuel sloshing by augmenting this control system are reduced and attitude control system performs, satisfactorily.
Abstract: We developed a new method based on quasimolecular
modeling to simulate the cavity flow in three cavity
shapes: rectangular, half-circular and bucket beer in cgs units. Each
quasi-molecule was a group of particles that interacted in a fashion
entirely analogous to classical Newtonian molecular interactions.
When a cavity flow was simulated, the instantaneous velocity vector
fields were obtained by using an inverse distance weighted
interpolation method. In all three cavity shapes, fluid motion was
rotated counter-clockwise. The velocity vector fields of the three
cavity shapes showed a primary vortex located near the upstream
corners at time t ~ 0.500 s, t ~ 0.450 s and t ~ 0.350 s, respectively.
The configurational kinetic energy of the cavities increased as time
increased until the kinetic energy reached a maximum at time t ~
0.02 s and, then, the kinetic energy decreased as time increased. The
rectangular cavity system showed the lowest kinetic energy, while
the half-circular cavity system showed the highest kinetic energy.
The kinetic energy of rectangular, beer bucket and half-circular
cavities fluctuated about stable average values 35.62 x 103, 38.04 x
103 and 40.80 x 103 ergs/particle, respectively. This indicated that the
half-circular shapes were the most suitable shape for a shrimp pond
because the water in shrimp pond flows best when we compared with
rectangular and beer bucket shape.
Abstract: The approach proposed here is oriented in the direction of fuzzy system for the analysis and the synthesis of intelligent climate controllers, the simulation of the internal climate of the greenhouse is achieved by a linear model whose coefficients are obtained by identification. The use of fuzzy logic controllers for the regulation of climate variables represents a powerful way to minimize the energy cost. Strategies of reduction and optimization are adopted to facilitate the tuning and to reduce the complexity of the controller.