WSEAS Transactions on Systems

Print ISSN: 1109-2777
E-ISSN: 2224-2678

Volume 11, 2012

Issue 1, Volume 11, January 2012

Title of the Paper: Estimation of Vehicle Parameters and Road Friction Using Steering Torque and Wheel Speeds

Authors: Yao Li, Jianwu Zhang, Xiqiang Guan

Abstract: It is often difficult to measure all necessary parameters directly in the current stability control systems. This paper presents a nonlinear observer to estimate vehicle's yaw rate, lateral acceleration, tire side slip angles and the road friction coefficient based on the measurement signals of the Electric Power Steering (EPS) system and the Anti-lock Braking System (ABS). The performances of the designed nonlinear observer have been investigated by means of computer simulations and experimental tests under various conditions.

Keywords: Nonlinear observer, Brush tire model, Tire aligning moment, Steering torque, Wheel

Title of the Paper: A Novel Method of Dynamic Balance Weighting for Single-Disk Rotor System

Authors: Zhao Qing-Liang, Wang Hua-Qing, Yao Jian-Fei

Abstract: Reasons for rotating mechanical vibration are varied, while the situations on site show that the rotor mass imbalance is the main reason. A novel method of dynamic balance weighting for single-disk rotor system based on equivalent phase difference mapping is proposed. Firstly, the influence coefficient method and its characteristics are analyzed. Secondly, principle on how to measure phase by key pulse method and definition of phase are introduced, and physical meaning of phase by Discrete Fourier Transform (DFT) based on vibration signal triggered by key phase signal is analyzed in detail. Thirdly, the equivalent phase difference mapping relationship between incentive and vibration response for single-disk rotor system is proved by differential equations and Laplace transform theory. Finally, a specific application instance and procedure based on the proposed method are showed. The new proposed method is simple and easy to peel the phase coupling relationship between incentive and response, which can be used to guide dynamic balance weighting for single-disk rotor system on site.

Keywords: Dynamic Balance, Influence Coefficient, DFT, Laplace Transform, Equivalent Phase Difference Mapping, Single-Disk Rotor

Title of the Paper: Model Development and Comparative Study of Bayesian and ANFIS Inferences for Uncertain Variables of Production Line in Tile Industry

Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping

Abstract: The life cycle of tile products are decreasing especially for customized products. The demand changes also fluctuate from time to time for each product type. This phenomena created crucial issue in meeting customers' demands within required due date. The occurrences of uncertain conditions caused the production line performance not able to meet the requirement because they faced uncertain changes in setup time, machinery breakdown time, lead time of manufacturing, and scraps. Hence, an accurate estimation on the production line in the presence of these uncertainties is required. Robust decision making on production line could be made when an accurate estimation of uncertain variables is modeled. Two approaches based on Bayesian inference and adaptive neuro-Fuzzy inference system (ANFIS) were utilized in this study for models development to estimate the effect of uncertain variables of production line in the tile industry. The models were validated and tested based on data obtained from a tile factory in Iran. The strength of our developed models is that the coefficients of decision variables are nonconstant. The best model was judged according to the mean absolute percentage error (MAPE) criterion. The results demonstrated that the ANFIS model generates the lower MAPE by 0.022 and higher correlation by 0.991 compared to the Bayesian model. Consequently, better decisions are generated due to easier identification of uncertainty data and the elaboration made the production planning process better understood.

Keywords: Adaptive neuro-Fuzzy inference system, Bayesian, Uncertainties, Production, Throughput

Issue 2, Volume 11, February 2012

Title of the Paper: Neural Control Design for Isolated Wind Generation System Based on SVC and Nonlinear Autoregressive Moving Average Approach

Authors: Ahmed. M. Kassem

Abstract: In this paper, the voltage and frequency control of an isolated self-excited induction generator, driven by wind turbine, is developed with emphasis on nonlinear auto regressive moving average (NARMA-L2) based on neural networks approach. This has the ad

Keywords: Wind turbine, induction generator, NARNA-L2 controller, neural networks

Title of the Paper: Three Proposals of Real Options to Investment Valuation for Enterprise Resource Planning Systems

Authors: Teruji Sekozawa

Abstract: This paper discusses the options for adaptability to environmental change inherent in Enterprise Resource Planning (ERP) systems, the value of these options, and methods to asses the ERP value. The first point of discussion is the issue of ascertaining th

Keywords: EDI, ERP system development, Investment valuation, M&A, Opportunity cost, Real options

Title of the Paper: Performance of a Modified Cuckoo Search Algorithm for Unconstrained Optimization Problems

Authors: Milan Tuba, Milos Subotic, Nadezda Stanarevic

Abstract: Cuckoo search (CS) algorithm is one of the latest additions to the group of nature inspired optimization heuristics. It has been introduced by Young and Deb in 2009 and was proven to be a promising tool for solving hard optimization problems. This paper p

Keywords: Cuckoo search, Metaheuristic optimization, Unconstrained optimization, Nature inspired algorithms

Title of the Paper: Variable Structure Neural Networks for Real Time Approximation of Continuous Time Dynamical Systems Using Evolutionary Artificial Potential Fields

Authors: Hassen Mekki, Mohamed Chtourou

Abstract: A novel neural network architecture, is proposed and shown to be useful in approximating the unknown nonlinearities of dynamical systems. In the variable structure neural network, the number of basis functions can be either increased or decreased this is

Keywords: Variable structure neural network; Radial basis functions, Evolutionary artificial fields, Identification of dynamical systems

Issue 3, Volume 11, March 2012

Title of the Paper: Using Fuzzy MCDM Model to Select Middle Managers for Global Shipping Carrier-based Logistics Service Providers

Authors: Ji-Feng Ding

Abstract: The main purpose of this paper is to develop a fuzzy multiple criteria decision-making (MCDM) model to select middle managers for the global shipping carrier-based logistics service providers (GSLPs). At first, some concepts and methods used to develop a

Keywords: Middle managers; Shipping; Logistics service provider; Fuzzy MCDM

Title of the Paper: The Energy Efficiency Evaluation of Hybrid Energy Storage System based on Ultra-Capacitor and LiFePO4 Battery

Authors: Zhiwei Wu, Jianlong Zhang, Lei Jiang, Hongjie Wu, Chengliang Yin

Abstract: Due to the unique characteristics of frequently charging and discharging at large power of battery in Hybrid electric vehicles and electric vehicles application, this paper focuses on combining ultra-capacitor with LiFePO4 battery to improve the performan

Keywords: Ultra-capacitor, LiFePO4 battery, HESS, Bidirectional DC-DC converter

Title of the Paper: A Geometric Method for Analyzing of Second-Order Autonomous Systems and Its Applications

Authors: Hassan Fathabadi, Nikos E. Mastorakis

Abstract: In this paper, the behavior of a second-order dynamical system around its equilibrium point will be analyzed based on the behavior of some appropriate equipotential curves which will be considered around the same equilibrium point. In fact two sets of equ

Keywords: Equilibrium point, stability, instability, autonomous system

Issue 4, Volume 11, April 2012

Title of the Paper: Parameter Estimation in Five Dimensions Chaotic Synchronization Systems by Self-Organizing Migrating Algorithm

Authors: Thanh Dung Nguyen, Thi Thanh Dieu Phan, Roman Jasek

Abstract: This paper aims to present the combination of chaotic signal and evolutionary algorithm to estimate the unknown parameters in five-dimension chaos synchronization system via the Pecora-Carroll method. The self-organizing migrating algorithm was used to es

Keywords: Secure communication, 5D chaotic system, identical synchronization, self-organizing migrating algorithm, Pecora-Carroll method.

Title of the Paper: An Empirical Study of Constructing a Dynamic Mining and Forecasting System for the Life Cycle Assessment-based Green Supply Chain

Authors: Chien-Jung Lai, Chih-Hung Hsu, Hui-Ming Kuo

Abstract: Green products – products that can reduce the load on the environment during design and disposal – have additional marketing appeal. The most approved technique to evaluate the environmental profile of a green product is the life cycle assessment. An appr

Keywords: Dynamic forecasting system, Life cycle assessment, Green supply chain, Double exponential smoothing-based data mining

Title of the Paper: Stability Analyses of Nonlinear Multivariable Feedback Control Systems

Authors: Tain-Sou Tsay

Abstract: In this paper, a practical limit cycle predicting method is proposed for analyzing stability of nonlinear multivariable feedback control systems. The stable limit cycle of the considered system is found first by six criteria for unity loop gains, and then

Keywords: Limit cycle predictions, Stability analysis, Nonlinear multivariable feedback control system

Issue 5, Volume 11, May 2012

Title of the Paper: Reexamining a Specific Vendor-buyer System with Rework and an Improving Delivery Plan Using an Alternative Approach

Authors: Yuan-Shyi Peter Chiu, Feng-Tsung Cheng, Kuang-Ku Chen, Huei-Hsin Chang

Abstract: This paper uses an alternative approach to reexamine a prior study on joint determination of manufacturing lot-size and shipment policy in a vendor-buyer system with rework process and an improving delivery plan. The proposed method is a straightforward a

Keywords: Manufacturing lot-size, Multiple deliveries, Algebraic approach, Production-shipment policy, Optimization, Production planning

Title of the Paper: Deriving the Optimal Production-Shipment Policy with Imperfect Quality and an Amending Delivery Plan using Algebraic Method

Authors: Singa Wang Chiu, Kuang-Ku Chen, Jyh-Chau Yang, Ming-Hon Hwang

Abstract: This paper derives the optimal production-shipment policy for a vendor-buyer integrated system with imperfect quality and an amending product delivery plan using an algebraic method. It is assumed that the system may randomly produce certain portion of no

Keywords: Replenishment lot size, Multi-deliveries, Supply chain optimization, Vendor-buyer integration, Rework, Scrap

Title of the Paper: Modeling and μ Synthesis Control of Vehicle Active Suspension with Motor Actuator

Authors: Yongchao Zhang, Guoguang Zhang, Fan Yu

Abstract: This paper presents the modeling and μ synthesis for a vehicle active suspension system with a motor actuator, and analyses the performances of the active suspension with μ synthesis controller. Firstly, considering parameter uncertainties and unmodeled d

Keywords: Active Vehicle Suspension, Motor Actuator, μ Synthesis, Robust Stability, Robust Performance

Issue 6, Volume 11, June 2012

Title of the Paper: The Swing-By Effect in the Vesta-Magnya Case. Single and Multiple Encounters

Authors: Rosana A. N. Araujo, Othon C. Winter, Antonio F. B. De A. Prado

Abstract: It was verified that the asteroid Magnya has some physical and chemical characteristics similar to the bodies from Vesta family. However, astronomical observations revealed that Magnya is distant from these bodies. In the present work, we assumed that Mag

Keywords: Swing-by, close encounter, Vesta, Magnya

Title of the Paper: Assessment of Customer Relationship Management for Global Shipping Carrier-based Logistics Service Providers in Taiwan: An Empirical Study

Authors: Ji-Feng Ding

Abstract: The aim purpose of this paper is to empirically study the assessment of customer relationship management (CRM) for global shipping carrier-based logistics service providers (GSLPs) in Taiwan. At first, an evaluation framework integrated three methods and

Keywords: Customer Relationship Management (Crm), Shipping, Logistics Service, Fuzzy

Title of the Paper: Output Gaming Analysis and Chaos Control among Enterprises of Rational Difference in a Two-Level Supply Chain

Authors: Guanhui Wang, Junhai Ma

Abstract: In supply chain, the output decision making of the manufacturers and the ordering decision making of the distributors are closely connected. This paper studies the cooperation and gaming between manufacturers and distributors of rational difference with a

Keywords: Systematic dynamics, rational difference, chaos control, repeated games

Issue 7, Volume 11, July 2012

Special Issue: Modeling and Control of Integrated Bio-Systems

An Introduction to the Special Issue: Modeling and Control of Integrated Bio-Systems

Editors: Svetla Vassileva, Filippo Neri


Title of the Paper: Application of Genetic Algorithm to Tuning a PID Controller for Glucose Concentration Control

Authors: Tsonio Slavov, Olympia Roeva

Abstract: The paper presents a feedforward feedback (PID) controller designed for control of glucose concentration during the E. coli fed-batch cultivation process. The controller is used to control the feed rate and to maintain glucose concentration at a desired s

Keywords: E. coli Cultivation, PID Controller, Tuning, Genetic Algorithm

Title of the Paper: Advanced Fuzzy Modeling of Integrated Bio-Systems

Authors: Svetla Vassileva

Abstract: Philosophy of integrated bio-systems springs from the holistic approach to the processes in the nature and society. The term “integrated bio-system” is introduced to describe the role of resources and information signals of mutually connected phenomena in

Keywords: Integrated bio-systems, advanced fuzzy modeling, fuzzy networks, inferential composition model, biotechnology, microbial ecology

Title of the Paper: On the Asymptotic Stabilization of an Anaerobic Digestion Model with Unknown Kinetics

Authors: Neli S. Dimitrova, Mikhail I. Krastanov

Abstract: In this paper we consider a nonlinear model of a biological wastewater treatment process, based on two microbial populations and two substrates. As a result of this process methane is produced. This model is known to be practically validated and reliable.

Keywords: Model of a biological wastewater treatment process, asymptotic stabilization, feedback control, model uncertainty, numerical simulation, comparison results

Title of the Paper: Modified Simple Genetic Algorithms Improving Convergence Time for the Purposes of Fermentation Process Parameter Identification

Authors: Maria Angelova, Pedro Melo-Pinto, Tania Pencheva

Abstract: Fermentation processes are characterized with non-linear and time-dependent parameters that make their parameter identification non-trivial task. Failure of conventional optimization methods to yield a satisfactory solution provokes the idea for some stoc

Keywords: Genetic algorithms, genetic operators, genetic algorithm parameters, parameter identification, fed-batch fermentation process

Title of the Paper: Observer Based Current Estimation for Coupled Neurons

Authors: Klaus Robenack, Nicolas Dingeldey

Abstract: The input current stimulating a neuron is not directly measurable without inference with the cell’s activities. In this paper we consider two electrically coupled neurons. We present an approach to reconstruct the input current into one of the neurons usi

Keywords: Hodgkin-Huxley model, Coupled neurons, Filter, Observer, Relative degree, Derivative estimation

Issue 8, Volume 11, August 2012

Title of the Paper: The Parameters Influencing the GWN

Authors: V. Niola, G. Quaremba, V. Avagliano

Abstract: This study describes, from the experimental point of view, the parameters influencing the phenomenon called “gear whine noise”, which involves the gear-box. A particular attention is devoted to the main causes of such an acoustic emission (e.g., micro-geometry of the tooth and tooth surface texture) and to the most appropriate modifications to be carried out already during the design stage, in order to reduce it. In particular, a comparison was carried out in the fourth gear, from vibro-acoustic point of view, on gear-boxes, showing micro-geometric differences, made by two different makers.

Keywords: Gear whine noise, PPTE, swell, transmission error, vibration

Title of the Paper: The Effect of Harmonic Detection Speed on the Overall Performance of Shunt Active Power Filters

Authors: Mahmoud Fawzy Shousha, Sherif Ahmed Zaid, Osama Ahmed Mahgoub

Abstract: Active Power Filters (APFs) are the up-to-date solution to power quality problems. Shunt active filters (the most common type) allow the compensation of current harmonics, unbalance, together with power factor correction, and can be much better solution than the conventional approach. Harmonic reference detection is the key word for the proper operation of APF. This paper studies the effect of the speed and the complexity of the detection algorithm on the overall performance of the shunt APF. An experimental shunt APF is built and controlled using a Digital Signal Processor (DSP). Three different detection algorithms are analyzed and tested. These algorithms are the Instantaneous Reactive Power Theory (IRPT) or simply the p-q theory, Synchronous Reference Frame (SRF), and Synchronous Detection Method (SDM). The three different extraction techniques result finally in a graded performance of the shunt APF which lead to different results for the supply current THD% and supply power factor.

Keywords: Shunt APF, DSP, harmonic detection, IRPT, SDM, SRF

Title of the Paper: An Approach to Interactive Multimedia Systems Through Subjective Video Quality Assessment in H.264/AVC Standard

Authors: Zoran Milicevic, Zoran Bojkovic, Kamisetty R. Rao

Abstract: This paper seeks to provide an approach to subjective video quality assessment in H.264/AVC standard. In general, methods for video content quality evaluation can be divided on objective and subjective one. While objective methodology uses mathematical methods for presenting human visual system (HVS), subjective method uses group of subjects (observers) to present decoded video sequences. Video content quality estimation enabled to evaluate in a subjective way the relevant parameter i.e., signal-to-noise ratio. For this purpose, special software program is developed for subjective quality estimation of all tested sequences using the recommendation ITU-T P.910 which is convenient for testing different multimedia applications. Testing for subjective quality evaluation is realized in two steps. The user's interface preparation is carried out in the first step, while in the second one, the presentation of the processed test sequences through user interface is realized. Using the subjective analysis in processed test sequences, it is confirmed that there exists a small difference in signal-to-noise ration, i.e., video quality between sequence in reference source format and sequence under the test condition. To prove this, the observer’s ratings are mainly 4 or 5 and mean estimation values varying in the range from 4,00 to 4,95.

Keywords: H.264/AVC, Peak signal-to-noise ratio, Selective intra-prediction method, Optimized interprediction method, Subjective video quality assessment

Title of the Paper: Non-Intrusive Speech Quality Assessment in Simplified E-Model

Authors: Miroslav Voznak

Abstract: The E-model brings a modern approach to the computation of estimated quality, allowing for easy implementation. One of its advantages is that it can be applied in real time. The method is based on a mathematical computation model evaluating transmission path impairments influencing speech signal, especially delays and packet losses. These parameters, common in an IP network, can affect speech quality dramatically. The paper deals with a proposal for a simplified E-model and its practical implementation into the Monitoring module. In order to enable the comparison of results achieved, PESQ (Perceptual Evaluation of Speech Quality) was applied in accordance with ITU-T recommendation P.862, nowadays regarded as the standard for determining MOS, the measurements confirmed the applicability of the proposed method and its suitability for speech quality assessment.

Keywords: E-model, MOS, R-factor, PESQ, Speech quality, BESIP

Title of the Paper: Experiments Taken on Energy Management in Active Suspension of Vehicles

Authors: Katerina Hyniova

Abstract: Nowadays the theoretical research concerning the active suspension of mechanical vibrations and improving ride comfort and handling properties of vehicles is focused on various suspension innovations. The main goal of the paper is to describe H? controlled active suspension design with respect to the management of the energy flow distribution. In the time of growing interest in the overall minimization of energy consumption, the presented paper could be taken as a contribution to these efforts. Especially in the application field of automotive vehicles, the energy consumption optimization plays an important role in the design process. Suspension system influences both the comfort and safety of the passengers. In the paper, energy recuperation and management in automotive suspension systems with linear electric motors that are controlled by a designed H? controller to generate a variable mechanical force for a car damper is presented. Vehicle shock absorbers in which forces are generated in response to feedback signals by active elements obviously offer increased design flexibility compared to the conventional suspensions with passive elements (springs and dampers). The main advantage of the proposed solution that uses a linear AC motor is the possibility to generate desired forces acting between the unsprung (wheel) and sprung (one-quarter of the car body mass) masses of the car, providing good insulation of the car sprung mass from the road surface roughness and load disturbances. As shown in the paper, under certain circumstances linear motors as actuators enable to transform mechanical energy of the vertical car vibrations to electrical energy, accumulate it, and use it when needed. Energy flow control enables to reduce or even eliminate the demands on the external power source. In particular, the paper is focused on experiments with active shock absorber that has been taken on the designed test bed and the way we developed an appropriate input signal for the test bed that as real road disturbance acts upon the vibration absorber and the obtained results are evaluated at the end. Another important point the active suspension design should satisfy is energy supply control that is made via standard controller modification, and which allows changing amount of energy required by the system. Functionality of the designed controller modification was verified taking various experiments on the experiment stand as mentioned in the paper.

Keywords: Vehicle, suspension, linear motor, system, controller, energy

Title of the Paper: A Hybrid Mining and Predicting System Based on Quadratic Exponential Smoothing Model and Grey Relational Analysis for Green Supply Chain

Authors: Chien-Jung Lai, Chih-Hung Hsu, Fang Ou-Yang

Abstract: Green product design is a proactive approach to minimize the product's environmental impact in green supply chain. Environmental concern about the green product gradually becomes driving force in business activity. Though the effect of this concern on the market is still invisible, the potential is continuously growing so that an environmentally friendly green product takes a higher position on the market. This study proposed a hybrid mining and predicting system to use quadratic exponential smoothing model and grey relational analysis in quality function deployment (QFD) for mining and predicting dynamic trends for life cycle assessment-oriented green supply chain. By applying the proposed system, the dynamic trends of customer requirements and technical requirements of green product can be found from a large database to enhance green competitiveness. Owing to an empirical example is provided to demonstrate the applicability of the proposed approach, the proposed system to mine and predict dynamic trends is advantageous because it can (1) find the future trends of customer requirements and technical requirements; (2) allocate limited company resources in advance; (3) provide the designers and manufacturers with well reference points to satisfy customer requirements in advance. The results of this study can provide an effective and systematic procedure of mining and predicting the dynamic trends of customer requirements and technical requirements for life cycle assessment-oriented green supply chain.

Keywords: Life cycle assessment, Green supply chain, Hybrid mining and predicting system, Quadratic exponential smoothing model, Grey relational analysis

Title of the Paper: Estimation of Vehicle’s Lateral Position via the Lucas-Kanade Optical Flow Method

Authors: Jiann-Shiou Yang

Abstract: The use of rumble strips on roads has proven to be an effective means of providing drivers lane departure warning (LDW). However, rumble strips require an infrastructure and do not exist on a majority of roadways. Therefore, it is desired to develop an effective virtual rumble-strip LDW system. However, before developing such a system, it is essential that we know the vehicle’s lateral characteristics; in particular, the vehicle’s lateral position and speed. In this paper, we focus on using image processing via an in-vehicle camera to estimate the vehicle’s lateral position and speed. The lateral position is determined by finding the vehicle’s heading angle via a homography and the Lucas-Kanade optical flow techniques; while the lateral speed is determined via the heading angle and the vehicle’s On Board Diagnostic (OBD) System forward speed data. This paper describes our approach and findings in some detail together with suggested improvements. The advantage of our approach is that only the minimal set of information to characterize the vehicle lateral characteristics is needed and thus, making it more feasible in a vehicle application.

Keywords: Heading angle, homography, histogram equalization, Harris corner, feature selection and tracking, optical flow

Title of the Paper: Low Thrust Sub-Optimal Transfer Trajectories to the Moon

Authors: Antonio F. B. A. Prado

Abstract: In the present research the problem of transferring a spacecraft from the Earth to the Moon with minimum fuel consumption is considered. The Two-Body model is assumed to be a valid mathematical representation for the dynamics during the transfer. The spacecraft starts in a Low Earth Orbit and then goes to a Polar Orbit around the Moon. In previous publications, impulsive and optimal low thrust maneuvers were used to perform this transfer. In the present paper this research is extended to consider two types of sub-optimal maneuvers: the first one using a linear and the second one using a quadratic form for the direction of the thrust. To obtain those low thrust sub-optimal maneuvers, the Euler-Lagrange equations are also used here, as done before in the optimal approach. They give a set of differential equations that can be used to solve numerically the problem. The results obtained here show that the extra fuel expenditure caused by using both sub-optimal approaches for the control are small, so this is an interesting approach if a simple implementation for the hardware is desired. Two types of missions are studied, one with a single spacecraft and another one with a set of two spacecrafts.

Keywords: Orbital Maneuvers, Astrodynamics, Space Trajectories, Low Thrust, Sub-optimal Control

Title of the Paper: Fermentation Process Modeling Using Takagi-Sugeno Fuzzy Model

Authors: Rania Hiary, Alaa Sheta, Hossam Faris

Abstract: Fermentation process is vital and important in many biotechnological applications. However modeling the fermentation process is considered a challenging and complex problem. The complexity of the problem is driven by the need of efficient, accurate, not expensive, and reliable predictive models. In this paper, we apply a Takagi-Sugeno Fuzzy Logic technique for modeling the lipase activity production based on nutritional and physico- chemical factors to estimate the lipase activities. The accuracy of the developed fuzzy model is measured, validated and compared with both the multiple regression and artificial neural network models. The fuzzy model successfully showed competitive and promising modeling results.

Keywords: Fermentation process, Lipase activity production, Takagi-Sugeno Fuzzy Modele.

Title of the Paper: Simulation Analysis of Shell Aluminum Alloy Tube for Neck-In Spinning Process

Authors: Cheng-Shun Chen, Jen-Hsin Ou, Cheng-Jie Hsu

Abstract: Spinning has many advantages, such as good metal malleability, high product utilities, better dimension tolerance, high material efficiency, wider product range, and saving human resources .It has already been widely applied on complex tubular products manufacturing. In the past, this technique was focused on trials of equipment and product. In this study, a three-dimensional elastic-plastic finite element numerical simulation technology will be used to do the inner rib forming analysis by three different mandrel span, and to discuss the distribution of stress and strain during the neck-in inner rib spinning. The effects of support span on neck-in inner rib, mandrel, and product are also studied by different span mandrel forming. The result shows that when the mandrel sustaining span is 50mm, the stress of draw-neck inner rib will exceed its yield material stress and get permanent deformation.

Keywords: Neck-In Spinning, Rib, Finite Element Method

Title of the Paper: Software Architecture of JTAG Security System

Authors: Sang-Guun Yoo, Keun-Young Park, Juho Kim

Abstract: The issue of JTAG security has recently become of interest not only to academic researchers but also to industrial entities. As a response to this security need, several security approaches using fuses, key matching, and three-entity authentication approaches have been proposed. However, each of those solutions only provides the idea of the security mechanism or implementation of the hardware part of the security solution without thinking of how the user can access such a solution in an effective manner in terms of ease of use, administration, and practicality. In this paper, we share our experience in developing a real-life complete software solution for a JTAG security system. The proposed software solution provides benefits such as ease of use/administration, complete functionality, scalability, maintainability, and practicality. This work also shows how a user-specific software solution can overcome the limitations of commercial applications and improve the efficiency of special processes.

Keywords: JTAG, software architecture, RUP, security

Title of the Paper: Adaptive Longitudinal Friction Control based on Nonsingular and Fast Terminal Sliding Mode Method

Authors: Kening Li, Jianyong Cao, Fan Yu

Abstract: This paper focuses on longitudinal adaptive tyre longitudinal friction control by regulating desired slip ratio*λ in different road conditions. The longitudinal friction coefficient is modeled by the Magic Formula and its key parameters under different road surfaces are identified on-line using the proposed constrained hybrid genetic algorithm (GA). By means of this, for a specific desired tyre longitudinal friction, the corresponding control objective of slip ratio can be obtained via a numerical method. A nonsingular and fast terminal sliding mode (NFTSM) control method is then employed to track the desired slip ratio, as Longitudinal Slip ratio Control (LSC). Evidently, the above serial algorithms of parameter evaluation, optimization and control adapt to, or self-tune with, the variation of road surfaces. Simulation experiments support this conclusion, in which, the tyre friction was tracked precisely and rapidly and the requirement of adaptive road surface variation was satisfied.

Keywords: Parameters identification, tyre friction control, constrained hybrid genetic algorithm, nonsingular and fast terminal sliding mode control

Title of the Paper: Study on the Simulation of Radial Tire Wear Characteristics

Authors: Guang Tong, Xiaoxiong Jin

Abstract: The tire wear model is build based on Archard wear theory. In this tire wear model, the steady rolling of tire is considred. Moerover, the analisys for the steady rolling of tire is used in the simulation. In this paper, 195/65R15 tire is used to build a 3D tire FE model for simulation. The tire radial direction modal and natural frequency are calculated to valitate the 3D tire FE model. At first, using Pro/E and Abaqus software the tire patten is obtained. Next, the contact footprint and pressure between tire and road are analyzed with the tire rolling dynamics. The three situations are considered to analyze the state of tire wear, the side slip angles, the vertical load and the inner pressure.

Keywords: Radial Tire, Steady Rolling of Tire, Tire Wear, Archard Wear Theory, Tire Radial Direction Modal, Finite element Method, ABAQUS

Title of the Paper: A Neural-based Gradient Optimization in Large Power Systems

Authors: Maury Meirelles Gouvea Jr.

Abstract: An artificial neural network (ANN) is commonly used as a universal function approximator which is very useful in several problems. The main ability of an ANN is to become similar to the behavior of the system being analyzed through examples acquired in past situations or through experiments. This paper presents a neural-based gradient optimization (NGO) method that applies an ANN in optimization problems in order to approximate the objective function to be minimized. According to this approach, the inputs of the ANN are the decision variables and the output is the objective function. Thus, an NGO uses the ANN topology to adjust the decision variables to find the optimal solution. The NGO is used to optimize a large power system without using an analytical model, and instead only use its historical record of behavior. The NGO was tested with the standard well-known power systems, the IEEE-14 and IEEE-118 bus. The performance of the NGO was compared with that of the traditional gradient-based optimization method.

Keywords: System Optimization, System Identification, Optimal Reactive Power Flow, Artificial Neural Network.

Title of the Paper: Facial Expression Recognition Using Sparse Representation

Authors: Shiqing Zhang, Xiaoming Zhao, Bicheng Lei

Abstract: Facial expression recognition is an interesting and challenging subject in signal processing and artificial intelligence. In this paper, a new method of facial expression recognition based on the sparse representation classifier (SRC) is presented. Two typical appearance facial features, i.e., local binary patterns (LBP) and Gabor wavelets representations are extracted to evaluate the performance of the SRC method on facial expression recognition tasks. Three representative classification methods, including artificial neural network (ANN), K-nearest neighbor (KNN), support vector machines (SVM), are used to compare with the SRC method. Experimental results on two popular facial expression databases, i.e., the JAFFE database and the Cohn-Kanade database, demonstrate the promising performance of the presented SRC method on facial expression recognition tasks, outperforming the other used methods.

Keywords: Sparse representation, compressive sensing, facial expression recognition, local binary patterns, Gabor wavelets representations, artificial neural network, K-nearest neighbor, support vector machines

Title of the Paper: 3D Graphics Visualization for Interactive Mobile Users Navigation

Authors: Teddy Mantoro, Adamu I Abubakar, Media A. Ayu

Abstract: 3D map visual navigation comes into being as a result of the drawbacks in two-dimensional map-exhibit navigation approaches, which are the most commonly available. The information provided for user in 2D are mostly limited with insufficient presentation and lack of interaction. However, applying 3D techniques surely yield realistic navigation fields. At first glance, it may seem like dealing with 3D map in mobile devices for navigation only present a single particular context (that is user’s location). This initial perception fails to take into account other context like visualization, navigation and interactive technological capabilities. Thus, previous attempts at implementing realistic solutions to the visualization of complex 3D scene in mobile devices’ interactivity of more than two user’s navigation within a scene at the same time were faced with so many obstacles, which unfortunately were left unsolved, despite the enormous ongoing research. This paper aimed at providing solutions to the functional mobile 3D visual navigation system, in particular, one in which mobile devices’ users will navigate within an environment and interact among themselves while tracking their position in real-time. The solutions will be provided through implementing an efficient, scalable dynamic entity navigation solution by means of Bi-A* pathfinding algorithm. As a result, a 3D model of a real place in a mobile device will be produced, for user’s navigation which will makes it easier to perceive proportions, distances, and recognize landmarks, at the same time interacting with other users.

Keywords: 3D Model, 3D map, 3D walk-space, 3D Visualization, 3D Navigation, Bi-A* Pathfinding

Title of the Paper: Fault Tolerant Direct Torque Control of Three-Phase Permanent Magnet Synchronous Motors

Authors: Qingfang Teng, Jianguo Zhu, Tianshi Wang, Gang Lei

Abstract: The model of three-phase permanent magnet synchronous motor (PMSM) with loss of one phase or loss of one transistor is built and its fault tolerant direct torque control (DTC) is investigated. Extra-leg extraswitch inverter is put to use in the post-fault operation. Two different flux estimators are employed in order to calculate stator flux linkage & their corresponding torque and switching table is kept the same as the case of DTC for the healthy motor. The parameters of PI controller and hysteresis controller are determined by differential evolution algorithm. Dynamic responses of both healthy and unhealthy PMSM DTC system adopting aforementioned two flux estimators are given to compare their performance via simulation and some discussion is presented. The simulation results show the proposed fault tolerant DTC yields satisfactory torque and speed control no matter which one of two flux estimators provided in the paper is employed.

Keywords: Fault tolerant control; Direct torque control; Permanent magnet synchronous motor; Motor model; Flux estimator; Inverter

Issue 9, Volume 11, September 2012

Special Issue: Recent Advances in Defense Systems: Applications, Methodology, Technology

An Introduction to the Special Issue: Recent Advances in Defense Systems: Applications, Methodology, Technology

Editors: Christos Volos, Filippo Neri

Title of the Paper: Motion Control of a Mobile Robot Based on Double-Scroll Chaotic Circuits

Authors: Christos K. Volos, Nikolaos Bardis, Ioannis M. Kyprianidis, Ioannis N. Stouboulos

Abstract: In this paper, the motion control of a mobile robot, which is based on a specific type of chaotic systems, is studied. These systems produce the well-known from the nonlinear theory double-scroll chaotic attractors. So, the proposed motion control strategy of the mobile robot is based on a chaotic path planning generator in order to cover a terrain fast and with unpredictable way. For choosing the system with the best appearance in regard of the terrain coverage, three different nonlinear dynamical systems with double-scroll chaotic behavior, the Chua oscillator, the Lorenz system, and a circuit with a nonlinear resistor having an i-v characteristic based on a saturation function, were used. The comparative study of the proposed double-scroll systems shows that the third system has significantly greater terrain coverage, among the three used dynamical systems.

Keywords: Mobile robot, motion control, chaos, Chua circuit, Lorenz system, double-scroll chaotic attractors

Title of the Paper: Proposal of a New Model for ITIL Framework based on Comparison with ISO/IEC 20000 Standard

Authors: Anel Tanovic, Fahrudin Orucevic

Abstract: ITIL is the most popular framework for the management of IT services, while ISO/IEC 20000 is the first IT Service Management standard. Many today's researches from IT Service Management field are connected to the comparison of two or more frameworks or standards. The goal of this researches is to create a new universal framework or standard for the management of IT services which should be better than ITIL from 2011. This paper is based on two different measurements of the Billing system implementation: the first one is a measurement by using ITIL recommendations and the second one is a measurement by using recommendations of ISO/IEC 20000 standard. The aim is to see in which ITIL processes the result of measurement is bad, to find complementary ISO/IEC 20000 processes in which the result is good, and based on this to suggest a new model of ITIL framework for the design and implementation of the Billing system for xplay services of Telecom operator. The scientific value of this paper is a new produced ITIL framework which could be used also for some other Telecom operator's systems.

Keywords: ITIL 2011, ISO/IEC 20000, Billing system, Budgeting and Accounting services, Incident and Service Request Management, Problem Management

Title of the Paper: Unidirectional Chaotic Synchronization of Rossler Circuit and Its Application for Secure Communication

Authors: Aceng Sambas, Mada Sanjaya Ws, Halimatussadiyah

Abstract: Synchronization is considered as the complete coincidence of the states of individual systems. Such a regime can result from an interaction between systems or subsystems, as well as from the influence of external noisy or regular fields. In this paper, we have performed the design and numerical simulation of the synchronization between two identical coupled Rossler circuits and applied to a security system of communication. We have demonstrated in simulations that chaotic systems can be synchronized and this technique can be applied to signal masking communications by using MATLAB and MultiSIM programs. All simulations results performed on Rossler system, verify the applicable of secure communication

Keywords: Chaos, Chaotic synchronization, Unidirectional coupling, Rossler circuit, Secure communication, Numerical simulation

Title of the Paper: Dynamics of Coupled Chaotic Bonhoeffer – van der Pol Oscillators

Authors: I. M. Kyprianidis, V. Papachristou, I. N. Stouboulos, Ch. K. Volos

Abstract: In the present paper, we have studied the dynamics of coupled chaotic Bonhoeffer – van der Pol (BvP) electrical oscillators. In the case of series connection and bidirectional coupling via linear resistor, as the coupling strength varies, the chaotic states are driven to periodic states. In the case of ring-type connection, synchronization is observed in the case that the voltage driven BvP oscillator have different circuit parameters than the two identical current-driven BvP oscillators. The Bonhoeffer – van der Pol (BvP) electrical nonlinear oscillators simulate neuron cells and in this case the linear coupling resistors act as electric synapses. These synapses varying their resistance control the dynamics of the neuron cells, from chaotic to periodic states.

Keywords: Bonhoeffer – van der Pol, nonlinear electrical oscillators, chaos control, chaotic synchronization, bidirectional coupling, neuron cells, electric synapse, electronic simulator, antimonotonicity

Title of the Paper: Low Color-Depth Image Encryption Scheme for use in COTS Smartphones

Authors: Nikolaos Doukas

Abstract: Cyber security and privacy are sources of increasing importance for the successful deployment of information and communication technology. This paper investigates aspects concerning privacy during the communication of low color depth images in encrypted form via low bit-rate, error prone channels. Existing approaches for region of interest determination in images, image encryption and image compression within this context are presented. The problem is established and conflicts between the aims of data compression and data encryption are out-lined and theoretically founded. An innovative approach is hence presented that automatically selects regions of interest in low color depth images, while achieving an acceptable level of security without increasing the data volume of the resulting image. The technique is suitable for cases where the data being transmitted has a limited lifecycle period and the compressed and encrypted image data are likely to be corrupted, such as the transmission via channels that are not guaranteed error – free. An error correction add-on to the algorithm permits an increase on the average decrypted image quality. Initial crypt-analytic resilience results for the proposed scheme are given. The proposed scheme is intended as a means of facilitating the deployment of COTS technology in tactical situations, by increasing the level of security of the underlying infrastructure.

Keywords: Image encryption; encoding; low resolution; error resilience; COTS

Issue 10, Volume 11, October 2012

Special Issue: Time Delay Systems: Modelling, Identification, Stability, Control and Applications

An Introduction to the Special Issue on Time Delay Systems: Modelling, Identification, Stability, Control and Applications

Editors: Libor Pekar, Filippo Neri


Title of the Paper: Stability Map of Fractional Order Time-Delay Systems

Authors: Mohammad Ali Pakzad, Sara Pakzad

Abstract: In this paper, the stability robustness is considered for linear time invariant (LTI) fractional order systems with time delay against delay uncertainties. The complexity arises due to the exponential type transcendental terms and fractional order in their characteristic equation. We show that this procedure numerically reveals all possible stability regions exclusively in the space of the delay .Using the approach presented in this study, we can find all the locations where roots cross the imaginary axis. Finally, the concept of stability as a function of time delay is described for a general class of linear fractional order systems with multiple commensurate delays. Several numerical examples are provided to demonstrate the effectiveness of the proposed methodology.

Keywords: Fractional order systems, time-delay systems, characteristic equation, stability, Root-Locus

Title of the Paper: Kalman Filter Design for Time Delay Systems

Authors: Mohammad Ali Pakzad

Abstract: In this paper, an observer design is proposed for linear time delay systems. An easy way to compute least square estimation error of an observer for time delay systems is derived, where the time delay terms exist in the state and output of the system. Based on the least square estimation error an optimization algorithm to compute a Kalman filter for time delay systems is proposed. By employing the finite characterization of a Lyapunov functional equation, the existence of sufficient conditions for obtaining the right solution and guaranteeing the proper convergence rate of the estimation error has been evaluated. It will be shown that this finite characterization can be calculated by means of a matrix exponential function. The desirable performance of the proposed observer has been demonstrated through the simulation of several numerical examples.

Keywords: Time delay system,state delay system, observer, Kalman filter

Title of the Paper: Autotuning Principles for Time-delay Systems

Authors: Roman Prokop, Jiri Korbel, Radek Matusu

Abstract: This paper presents a set of single input – output (SISO) principles for tuning of continuous-time controllers used in autotuning schemes. The emphasis of designed autotuners is laid to SISO systems with time delay. Autotuners represent a combination of relay feedback identification and some control design method. In this contribution, models with up to three parameters are estimated by means of a single asymmetrical relay experiment. Then a stable low order transfer function with a time delay term is identified by a relay experiment. Controller parameters are analytically derived from general solutions of Diophantine equations in the ring of proper and stable rational functions RPS. The generalization for a two degree of freedom (2DOF) control structure is performed. This approach covers a generalization of PID controllers and enables to define a scalar positive parameter for further tuning of the control performance. The analytical simple rule is derived for aperiodic control response and the scalar tuning parameter m>0. Autotuning principles of this contribution are applied to SISO systems with delays. Moreover, the Smith predictor scheme is applied for systems with a time delay term. The simulations are performed in the Matlab environment and a toolbox for automatic design and simulation was developed.

Keywords: Algebraic control design, Relay experiment, Autotuning, Pole-placement problem, Smith predictor

Title of the Paper: A Ring for Description and Control of Time-Delay Systems

Authors: Libor Pekar

Abstract: This contribution aims a revision and extension of the ring of retarded quasipolynomial meromorphic functions (RMS) for description and control of time-delay systems (TDS). The original definition has some significant drawbacks – especially, it does not constitute a ring. Our new definition extends the usability to neutral TDS and to those with distributed delays. As first, basic algebraic notions useful for this paper are introduced. A concise overview of algebraic methods for TDS follows. The original and the revised definitions of the ring together with some its properties finish the contribution. There are many illustrative examples that explain introduced terms and findings throughout the paper.

Keywords: Time-delay systems, Algebraic description and control, Ring, Coprime factorization, Bezout domain

Title of the Paper: Control of Unstable and Integrating Time Delay Systems Using Time Delay Approximations

Authors: Petr Dostal, Vladimir Bobal, Zdenek Babik

Abstract: The paper deals with design of controllers for time delay systems having integrative or unstable properties. The proposed method is based on two methods of time delay approximations. The control system with two feedback controllers is considered. For design of controllers, the polynomial approach is used. Resulting continuous-time controllers obtained via polynomial equations and the LQ control technique ensure asymptotic tracking of step references as well as step disturbances attenuation. Simulation results are presented to illustrate the proposed method.

Keywords: Time delay system, Time delay approximation, Polynomial method, LQ control.

Title of the Paper: Identification and Self-tuning Control of Time-delay Systems

Authors: Vladimir Bobal, Petr Chalupa, Marek Kubalcik, Petr Dostal

Abstract: Time-delays (dead times) occur in many processes in industry. A Toolbox in the MATLAB/SIMULINK environment was designed for identification and self-tuning control of such processes. The control algorithms are based on modifications of the Smith Predictor (SP). The designed algorithms that are included in the toolbox are suitable not only for simulation purposes but also for implementation in real time conditions. Verification of the designed Toolbox is demonstrated on a self-tuning control of a laboratory heat exchanger in simulation conditions.

Keywords: Time-delay; Smith predictor; Process identification; ARX model; Self-tuning control; PID control; Pole assignment; Time-delay Toolbox; Heat exchanger

Title of the Paper: Predictive Control of Higher Order Systems Approximated by Lower Order Time-Delay Models

Authors: Marek Kubalcik, Vladimir Bobal

Abstract: In technical practice often occur higher order processes when a design of an optimal controller leads to complicated control algorithms. One of possibilities of control of such processes is their approximation by lower-order model with time-delay (dead time). The contribution is focused on a choice of a suitable experimental identification method and a suitable excitation input signals for an estimation of process model parameters with time-delay. One of the possible approaches to control of time-delay processes is application of model-based predictive control (MPC) methods. The further contribution is design of an algorithm for predictive control of high-order processes which are approximated by second-order model of the process with time-delay. The controller was tested and verified by control of several simulation models and a model of a laboratory heat exchanger.

Keywords: Predictive control, time-delay systems, digital control, higher order systems, simulation

Issue 11, Volume 11, November 2012

Special Issue: Collaborative Systems

Foreword to the Special Issue on Collaborative Systems

Editors: Mihaela Muntean, Filippo Neri


Title of the Paper: Wheeled Mobile Robot Model and Cooperative Formation Control

Authors: Adrian Korodi, Marian Corman

Abstract: As a part of a more complex study about cooperative search and rescue wheeled mobile robots, the current work focuses first on defining a complete mathematical model of a wheeled mobile robot that moves in partially known environments. The implemented Matlab/Simulink model of the kinematic, sensorial and fuzzy control parts assures the movement of the robot from an initial point to the destination avoiding possible obstacles. The paper continues to present the development of a control strategy that defines the leader-follower concept for cooperative wheeled mobile robots which have to keep a certain formation and to reach a target considering possible obstacles along the path.

Keywords: Wheeled mobile robots, mathematical modeling, cooperative navigation, fuzzy control, multi-robot control

Title of the Paper: Collaborative Informatics Security in Distributed Systems

Authors: Ion Ivan, Mihai Doinea, Cristian Ciurea, Catalin Sbora

Abstract: This paper presents the features of distributed systems in the knowledge-based society. There are identified security special requirements for distributed informatics applications oriented on integration processes. There are established criteria for measuring the performance level for distributed collaborative systems, given that informatics security has also collaborative character. For the banking systems, a collaborative informatics security solution is proposed.

Keywords: Security, collaborative, distributed system, informatics, banking

Title of the Paper: A Collaborative Prototype Designed to Support an Organizational Workplace

Authors: G. Mircea, S. Bazavan

Abstract: In this paper we present a prototype of a collaborative tool that provides shared documents between users of a group, with the possibility of editing and comparing multiple drafts of the document. In order to prove its effectiveness, the collaboration must be associated with a proper software infrastructure. Our interest is to determine whether a collaborative tool must provide special features apart from any other kind of application, in order to be properly received by its future users. Organizations have always been concerned with detecting new opportunities and resources, but the economic and social realities now force them to keep the resources they already own under observation. Concepts like collaboration and knowledge management have rarely been integrated as an efficient resource of the organizational culture, mainly as a result of the fact that they have been launched as an image towards other organizations and less as a perspective for the organization’s structure itself. It might be of course extremely difficult to determine what are the members of a community that adhere to such a conceptualized notion like collaboration, if they encounter the lack of support in understanding the benefits of implementing this kind of approach. There are a large number of organizations that claim strong values and principles as part of their culture, but it is our interest in this paper to find a middle point between the boundary an employee faces when embracing an ideology and the organization’s position towards it.

Keywords: Collaboration, collaborative environments, knowledge management, collaborative software

Title of the Paper: Collaborative Knowledge Management

Authors: Stefan Ioan Nitchi, Alin Mihaila

Abstract: The globalization, the explosive development of the Internet and other communication systems generated a high dynamic and a new kind of society. Two of the main characteristics of this society are the collaboration and the knowledge management. These characteristics form a binomial relation, that means, collaboration cannot be realized without knowledge and vice versa, the knowledge in the new global society cannot be obtained without collaboration. The problem is so complex, because generally, in the collaborative systems, the knowledge is heterogeneous and the Knowledge Management System (KMS) needs to translate a large variety of tacit knowledge, the knowledge that can be acquired by experience and communication [15], in explicit knowledge, the knowledge included in documents or books [15], and reversely. Consequently, a new field named Collaborative Knowledge Management (CKMS) has emerged. In this paper, the authors try to present some aspects of KMS. Some authors underline [6] that the body of literature in this field is ambiguous, normative and often conceptual. As such, in our note, the general results will be applied in an empirical case study based on a project developed by the authors. The project focuses on the economic education in Romanian high schools. It will be treated as a two-phase CKMS, that means, that in the first phase, the CKMS of a Virtual Organization (VO) is built and in the second phase, this construction will be transformed in a virtual community which will function as a Social Network (SN).

Keywords: Collaboration. virtual organization, knowledge management, social network

Issue 12, Volume 11, December 2012

Special Issue: Computational Techniques for Trading Systems, Time Series Forecasting, Stock Market modeling, and Financial Assets Modeling

An Introduction to the Special Issue on Computational Techniques for Trading Systems, Time Series Forecasting, Stock Market modeling, and Financial Assets Modeling

Editors: Filippo Neri


Title of the Paper: The Valuation of Futures Options for Emissions Allowances under the Term Structure of Stochastic Multi-Factors

Authors: Kai Chang, Su-Sheng Wang, Peng Ke, Huang Yu-Rong, Yu Zhen

Abstract: We develop the general model of the futures options valuation under the term structure of stochastic multi factors. Our model analysis suggest the futures options function carry information about the volatility and adjustment speed of arbitrary multi factors, the correlation among multi-factors, and the time to maturity of futures and options contract. We provide numerical examples compare their difference between the actual and theoretical futures options valuation. Our empirical results show the term structure of arbitrary multi factors has significant effect on the futures options valuation for CO2 emissions allowances, we can estimate the theoretical futures options valuation by using historical market information. We can determine the reasonable options price for CO2 emissions allowances and then make right options trading policy in the emissions allowances options markets.

Keywords: Emissions allowances; term structure; stochastic multi-factor; futures pricing; kalman filter; volatility; futures options pricing

Title of the Paper: Forecasting Stock Market Trend using Prototype Generation Classifiers

Authors: Petr Hajek

Abstract: Currently, stock price forecasting is carried out using either time series prediction methods or trend classifiers. The trend classifiers are designed to predict the behaviour of stock price’s movement. Recently, soft computing methods, like support vector machines, have shown promising results in the realization of this particular problem. In this paper, we apply several prototype generation classifiers to predict the trend of the NASDAQ Composite index. We demonstrate that prototype generation classifiers outperform support vector machines and neural networks considering the hit ratio of correctly predicted trend directions.

Keywords: Stock price, stock market index, forecasting, prediction, learning vector quantization, prototype generation, support vector machines, neural networks, particle swarm optimization

Title of the Paper: Synchronization Phenomena in Coupled Nonlinear Systems Applied in Economic Cycles

Authors: Christos K. Volos, Ioannis M. Kyprianidis, Ioannis N. Stouboulos

Abstract: In this paper, the modelization of coupling between two systems of economic cycles, which adopt the idea that economic fluctuations result from endogenous interactions, is studied. The nonlinear system, which describes the economic system, is a modification of the 2-dimensional Van der Pol oscillator. The coupling strength represents the effect of the capital inflow between the two conjugated economic systems, with identical economic aggregates, such as savings, gross domestic product and foreign capital inflow. Numerical simulations reveal the richness of the coupled system’s dynamic behavior, showing interesting nonlinear dynamical and synchronization phenomena. Various tools of nonlinear theory, such as bifurcation diagrams, phase portraits and Lyapunov exponents, for the study of the proposed coupling methods (unidirectional and bidirectional), have been used.

Keywords: Nonlinear system, economic cycle, Chaos, bifurcation, complete synchronization, inverse lag synchronization, inverse π-lag synchronization

Title of the Paper: Quantitative Estimation of Market Sentiment: A Discussion of Two Alternatives

Authors: Filippo Neri

Abstract: Modeling and estimating the time series (the value in time) of assets traded in real financial markets is an intriguing challenge that has attracted researchers from many fields including Economics, Statistics, and more recently Computer Science thanks to the common availability of computational power that made possible the investigation of computational or simulative methods for modeling financial time series. In this paper, we discuss a computational simulation technique based on agent based modeling and learning to closely approximate the SP500 and DJIA indexes over many periods and under several experimental set ups. According to our modeling approach, the value in time of a financial asset emerges as an aggregate result of several independent investment decisions (to buy, to sell, or to hold) during a short period of time. We can therefore reproduce the process of value formation by computationally simulating the community of agents-investors. We will compare our system’s performances with respect to other approaches on the same time series to provide empirical data about the effectiveness of different computational techniques. The main finding emerging from our work is that a simple architecture for a simulator combining agent based modeling and learning produces close approximations for the SP500 and DJIA time series. The approximation results are comparable to those observed when evaluating prediction rules learned by neural networks or particle swarm optimization. An additional characteristic of our modeling approach is that it can provide insights about the contribution of each agent to the process of value formation for a financial asset.

Keywords: Agent based modeling, simulated annealing, financial markets, prediction of the SP500 and DJIA time series


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