NONLINEAR FILTER METHOD OF GPS DYNAMIC POSITIONING BASED ON BANCROFT ALGORITHM

Institute of Scientific and Technical Information of China (English)

ZHANGQin; TAOBen-zao; ZHAOChao-ying; WANGLi

2005-01-01

Because of the ignored items after linearization, the extended Kalman filter (EKF) becomes a form of suboptimal gradient descent algorithm. The emanative tendency exists in GPS solution when the filter equations are ill-posed. The deviation in the estimation cannot be avoided. Furthermore, the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions. To solve the above problems in GPS dynamic positioning by using EKF, a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American. The method separates the spatial parts from temporal parts during processing the GPS filter problems, and solves the nonlinear GPS dynamic positioning, thus getting stable and reliable dynamic positioning solutions.

A block chain based architecture for asset management in coalition operations

Science.gov (United States)

Verma, Dinesh; Desai, Nirmit; Preece, Alun; Taylor, Ian

2017-05-01

To support dynamic communities of interests in coalition operations, new architectures for efficient sharing of ISR assets are needed. The use of blockchain technology in wired business environments, such as digital currency systems, offers an interesting solution by creating a way to maintain a distributed shared ledger without requiring a single trusted authority. In this paper, we discuss how a blockchain-based system can be modified to provide a solution for dynamic asset sharing amongst coalition members, enabling the creation of a logically centralized asset management system by a seamless policy-compliant federation of different coalition systems. We discuss the use of blockchain for three different types of assets in a coalition context, showing how blockchain can offer a suitable solution for sharing assets in those environments. We also discuss the limitations in the current implementations of blockchain which need to be overcome for the technology to become more effective in a decentralized tactical edge environment.

Loss Aversion, Adaptive Beliefs, and Asset Pricing Dynamics

Directory of Open Access Journals (Sweden)

Kamal Samy Selim

2015-01-01

Full Text Available We study asset pricing dynamics in artificial financial markets model. The financial market is populated with agents following two heterogeneous trading beliefs, the technical and the fundamental prediction rules. Agents switch between trading rules with respect to their past performance. The agents are loss averse over asset price fluctuations. Loss aversion behaviour depends on the past performance of the trading strategies in terms of an evolutionary fitness measure. We propose a novel application of the prospect theory to agent-based modelling, and by simulation, the effect of evolutionary fitness measure on adaptive belief system is investigated. For comparison, we study pricing dynamics of a financial market populated with chartists perceive losses and gains symmetrically. One of our contributions is validating the agent-based models using real financial data of the Egyptian Stock Exchange. We find that our framework can explain important stylized facts in financial time series, such as random walk price behaviour, bubbles and crashes, fat-tailed return distributions, power-law tails in the distribution of returns, excess volatility, volatility clustering, the absence of autocorrelation in raw returns, and the power-law autocorrelations in absolute returns. In addition to this, we find that loss aversion improves market quality and market stability.

Optimization algorithm based on densification and dynamic canonical descent

Science.gov (United States)

Bousson, K.; Correia, S. D.

2006-07-01

Stochastic methods have gained some popularity in global optimization in that most of them do not assume the cost functions to be differentiable. They have capabilities to avoid being trapped by local optima, and may converge even faster than gradient-based optimization methods on some problems. The present paper proposes an optimization method, which reduces the search space by means of densification curves, coupled with the dynamic canonical descent algorithm. The performances of the new method are shown on several known problems classically used for testing optimization algorithms, and proved to outperform competitive algorithms such as simulated annealing and genetic algorithms.

Dynamic asset allocation for bank under stochastic interest rates.

OpenAIRE

Chakroun, Fatma; Abid, Fathi

2014-01-01

This paper considers the optimal asset allocation strategy for bank with stochastic interest rates when there are three types of asset: Bank account, loans and securities. The asset allocation problem is to maximize the expected utility from terminal wealth of a bank's shareholders over a finite time horizon. As a consequence, we apply a dynamic programming principle to solve the Hamilton-Jacobi-Bellman (HJB) equation explicitly in the case of the CRRA utility function. A case study is given ...

Modeling the coupled return-spread high frequency dynamics of large tick assets

Science.gov (United States)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

A New Recommendation Algorithm Based on User’s Dynamic Information in Complex Social Network

Directory of Open Access Journals (Sweden)

Jiujun Cheng

2015-01-01

Full Text Available The development of recommendation system comes with the research of data sparsity, cold start, scalability, and privacy protection problems. Even though many papers proposed different improved recommendation algorithms to solve those problems, there is still plenty of room for improvement. In the complex social network, we can take full advantage of dynamic information such as user’s hobby, social relationship, and historical log to improve the performance of recommendation system. In this paper, we proposed a new recommendation algorithm which is based on social user’s dynamic information to solve the cold start problem of traditional collaborative filtering algorithm and also considered the dynamic factors. The algorithm takes user’s response information, dynamic interest, and the classic similar measurement of collaborative filtering algorithm into account. Then, we compared the new proposed recommendation algorithm with the traditional user based collaborative filtering algorithm and also presented some of the findings from experiment. The results of experiment demonstrate that the new proposed algorithm has a better recommended performance than the collaborative filtering algorithm in cold start scenario.

Dynamic Sensor Management Algorithm Based on Improved Efficacy Function

Directory of Open Access Journals (Sweden)

TANG Shujuan

2016-01-01

Full Text Available A dynamic sensor management algorithm based on improved efficacy function is proposed to solve the multi-target and multi-sensory management problem. The tracking task precision requirements (TPR, target priority and sensor use cost were considered to establish the efficacy function by weighted sum the normalized value of the three factors. The dynamic sensor management algorithm was accomplished through control the diversities of the desired covariance matrix (DCM and the filtering covariance matrix (FCM. The DCM was preassigned in terms of TPR and the FCM was obtained by the centralized sequential Kalman filtering algorithm. The simulation results prove that the proposed method could meet the requirements of desired tracking precision and adjust sensor selection according to target priority and cost of sensor source usage. This makes sensor management scheme more reasonable and effective.

Augmented Reality for Searching Potential Assets in Medan using GPS based Tracking

Science.gov (United States)

Muchtar, M. A.; Syahputra, M. F.; Syahputra, N.; Ashrafia, S.; Rahmat, R. F.

2017-01-01

Every city is required to introduce its variety of potential assets so that the people know how to utilize or to develop their area. Potential assets include infrastructure, facilities, people, communities, organizations, customs that affects the characteristics and the way of life in Medan. Due to lack of socialization and information, most of people in Medan only know a few parts of the assets. Recently, so many mobile apps provide search and mapping locations used to find the location of potential assets in user’s area. However, the available information, such as text and digital maps, sometimes do not much help the user clearly and dynamically. Therefore, Augmented Reality technology able to display information in real world vision is implemented in this research so that the information can be more interactive and easily understood by user. This technology will be implemented in mobile apps using GPS based tracking and define the coordinate of user’s smartphone as a marker so that it can help people dynamically and easily find the location of potential assets in the nearest area based on the direction of user’s view on camera.

A Dynamic Neighborhood Learning-Based Gravitational Search Algorithm.

Science.gov (United States)

Zhang, Aizhu; Sun, Genyun; Ren, Jinchang; Li, Xiaodong; Wang, Zhenjie; Jia, Xiuping

2018-01-01

Balancing exploration and exploitation according to evolutionary states is crucial to meta-heuristic search (M-HS) algorithms. Owing to its simplicity in theory and effectiveness in global optimization, gravitational search algorithm (GSA) has attracted increasing attention in recent years. However, the tradeoff between exploration and exploitation in GSA is achieved mainly by adjusting the size of an archive, named , which stores those superior agents after fitness sorting in each iteration. Since the global property of remains unchanged in the whole evolutionary process, GSA emphasizes exploitation over exploration and suffers from rapid loss of diversity and premature convergence. To address these problems, in this paper, we propose a dynamic neighborhood learning (DNL) strategy to replace the model and thereby present a DNL-based GSA (DNLGSA). The method incorporates the local and global neighborhood topologies for enhancing the exploration and obtaining adaptive balance between exploration and exploitation. The local neighborhoods are dynamically formed based on evolutionary states. To delineate the evolutionary states, two convergence criteria named limit value and population diversity, are introduced. Moreover, a mutation operator is designed for escaping from the local optima on the basis of evolutionary states. The proposed algorithm was evaluated on 27 benchmark problems with different characteristic and various difficulties. The results reveal that DNLGSA exhibits competitive performances when compared with a variety of state-of-the-art M-HS algorithms. Moreover, the incorporation of local neighborhood topology reduces the numbers of calculations of gravitational force and thus alleviates the high computational cost of GSA.

"Asset Ownership Across Generations"

OpenAIRE

Ngina S. Chiteji; Frank P. Stafford

2000-01-01

This paper examines cross-generational connections in asset ownership. It begins by presenting a theoretical framework that develops the distinction between the intergenerational transfer of knowledge about financial assets and the direct transfer of dollars from parents to children. Its analysis of data from the Panel Study of Income Dynamics (PSID) reveals intergenerational correlations in asset ownership, and we find evidence to suggest that parental asset ownership or family-based exposur...

Dynamic asset allocation and downside-risk aversion

NARCIS (Netherlands)

A.B. Berkelaar (Arjan); R.R.P. Kouwenberg (Roy)

2000-01-01

textabstractThis paper considers dynamic asset allocation in a mean versus downside-risk framework. We derive closed-form solutions for the optimal portfolio weights when returns are lognormally distributed. Moreover, we study the impact of skewed and fat-tailed return distributions. We find that

Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets

DEFF Research Database (Denmark)

Nystrup, Peter; Hansen, Bo William; Larsen, Henrik Olejasz

2018-01-01

’ behavior and a new, more intuitive way of inferring the hidden market regimes. The empirical results show that regime-based asset allocation is profitable, even when compared to a diversified benchmark portfolio. The results are robust because they are based on available market data with no assumptions...... about forecasting skills....

Dynamic training algorithm for dynamic neural networks

International Nuclear Information System (INIS)

Tan, Y.; Van Cauwenberghe, A.; Liu, Z.

1996-01-01

The widely used backpropagation algorithm for training neural networks based on the gradient descent has a significant drawback of slow convergence. A Gauss-Newton method based recursive least squares (RLS) type algorithm with dynamic error backpropagation is presented to speed-up the learning procedure of neural networks with local recurrent terms. Finally, simulation examples concerning the applications of the RLS type algorithm to identification of nonlinear processes using a local recurrent neural network are also included in this paper

An evolutionary algorithm technique for intelligence, surveillance, and reconnaissance plan optimization

Science.gov (United States)

Langton, John T.; Caroli, Joseph A.; Rosenberg, Brad

2008-04-01

To support an Effects Based Approach to Operations (EBAO), Intelligence, Surveillance, and Reconnaissance (ISR) planners must optimize collection plans within an evolving battlespace. A need exists for a decision support tool that allows ISR planners to rapidly generate and rehearse high-performing ISR plans that balance multiple objectives and constraints to address dynamic collection requirements for assessment. To meet this need we have designed an evolutionary algorithm (EA)-based "Integrated ISR Plan Analysis and Rehearsal System" (I2PARS) to support Effects-based Assessment (EBA). I2PARS supports ISR mission planning and dynamic replanning to coordinate assets and optimize their routes, allocation and tasking. It uses an evolutionary algorithm to address the large parametric space of route-finding problems which is sometimes discontinuous in the ISR domain because of conflicting objectives such as minimizing asset utilization yet maximizing ISR coverage. EAs are uniquely suited for generating solutions in dynamic environments and also allow user feedback. They are therefore ideal for "streaming optimization" and dynamic replanning of ISR mission plans. I2PARS uses the Non-dominated Sorting Genetic Algorithm (NSGA-II) to automatically generate a diverse set of high performing collection plans given multiple objectives, constraints, and assets. Intended end users of I2PARS include ISR planners in the Combined Air Operations Centers and Joint Intelligence Centers. Here we show the feasibility of applying the NSGA-II algorithm and EAs in general to the ISR planning domain. Unique genetic representations and operators for optimization within the ISR domain are presented along with multi-objective optimization criteria for ISR planning. Promising results of the I2PARS architecture design, early software prototype, and limited domain testing of the new algorithm are discussed. We also present plans for future research and development, as well as technology

PRESS-based EFOR algorithm for the dynamic parametrical modeling of nonlinear MDOF systems

Science.gov (United States)

Liu, Haopeng; Zhu, Yunpeng; Luo, Zhong; Han, Qingkai

2017-09-01

In response to the identification problem concerning multi-degree of freedom (MDOF) nonlinear systems, this study presents the extended forward orthogonal regression (EFOR) based on predicted residual sums of squares (PRESS) to construct a nonlinear dynamic parametrical model. The proposed parametrical model is based on the non-linear autoregressive with exogenous inputs (NARX) model and aims to explicitly reveal the physical design parameters of the system. The PRESS-based EFOR algorithm is proposed to identify such a model for MDOF systems. By using the algorithm, we built a common-structured model based on the fundamental concept of evaluating its generalization capability through cross-validation. The resulting model aims to prevent over-fitting with poor generalization performance caused by the average error reduction ratio (AERR)-based EFOR algorithm. Then, a functional relationship is established between the coefficients of the terms and the design parameters of the unified model. Moreover, a 5-DOF nonlinear system is taken as a case to illustrate the modeling of the proposed algorithm. Finally, a dynamic parametrical model of a cantilever beam is constructed from experimental data. Results indicate that the dynamic parametrical model of nonlinear systems, which depends on the PRESS-based EFOR, can accurately predict the output response, thus providing a theoretical basis for the optimal design of modeling methods for MDOF nonlinear systems.

A dynamic decision model for portfolio investment and assets management

Institute of Scientific and Technical Information of China (English)

QIAN Edward Y.; FENG Ying; HIGGISION James

2005-01-01

This paper addresses a dynamic portfolio investment problem. It discusses how we can dynamically choose candidate assets, achieve the possible maximum revenue and reduce the risk to the minimum level. The paper generalizes Markowitz's portfolio selection theory and Sharpe's rule for investment decision. An analytical solution is presented to show how an institutional or individual investor can combine Markowitz's portfolio selection theory, generalized Sharpe's rule and Value-at-Risk(VaR) to find candidate assets and optimal level of position sizes for investment (dis-investment). The result shows that the generalized Markowitz's portfolio selection theory and generalized Sharpe's rule improve decision making for investment.

New segmentation-based tone mapping algorithm for high dynamic range image

Science.gov (United States)

Duan, Weiwei; Guo, Huinan; Zhou, Zuofeng; Huang, Huimin; Cao, Jianzhong

2017-07-01

The traditional tone mapping algorithm for the display of high dynamic range (HDR) image has the drawback of losing the impression of brightness, contrast and color information. To overcome this phenomenon, we propose a new tone mapping algorithm based on dividing the image into different exposure regions in this paper. Firstly, the over-exposure region is determined using the Local Binary Pattern information of HDR image. Then, based on the peak and average gray of the histogram, the under-exposure and normal-exposure region of HDR image are selected separately. Finally, the different exposure regions are mapped by differentiated tone mapping methods to get the final result. The experiment results show that the proposed algorithm achieve the better performance both in visual quality and objective contrast criterion than other algorithms.

The generation algorithm of arbitrary polygon animation based on dynamic correction

Directory of Open Access Journals (Sweden)

Hou Ya Wei

2016-01-01

Full Text Available This paper, based on the key-frame polygon sequence, proposes a method that makes use of dynamic correction to develop continuous animation. Firstly we use quadratic Bezier curve to interpolate the corresponding sides vector of polygon sequence consecutive frame and realize the continuity of animation sequences. And then, according to Bezier curve characteristic, we conduct dynamic regulation to interpolation parameters and implement the changing smoothness. Meanwhile, we take use of Lagrange Multiplier Method to correct the polygon and close it. Finally, we provide the concrete algorithm flow and present numerical experiment results. The experiment results show that the algorithm acquires excellent effect.

Scheduling with Group Dynamics: a Multi-Robot Task Allocation Algorithm based on Vacancy Chains

National Research Council Canada - National Science Library

Dahl, Torbjorn S; Mataric, Maja J; Sukhatme, Gaurav S

2002-01-01

.... We present a multi-robot task allocation algorithm that is sensitive to group dynamics. Our algorithm is based on vacancy chains, a resource distribution process common in human and animal societies...

Algorithm for Stabilizing a POD-Based Dynamical System

Science.gov (United States)

Kalb, Virginia L.

2010-01-01

This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigenfunctions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow. In practice, the steps leading to this system of ODEs entail numerically computing first-order derivatives of the mean data field and the eigenfunctions, and the computation of many inner products. This is far from a perfect process, and often results in the lack of long-term stability of the system and incorrect asymptotic behavior of the model. This algorithm describes a new stabilization method that utilizes the temporal eigenfunctions to derive correction terms for the coefficients of the dynamical system to significantly reduce these errors.

Computer Based Asset Management System For Commercial Banks

Directory of Open Access Journals (Sweden)

Amanze

2015-08-01

Full Text Available ABSTRACT The Computer-based Asset Management System is a web-based system. It allows commercial banks to keep track of their assets. The most advantages of this system are the effective management of asset by keeping records of the asset and retrieval of information. In this research I gather the information to define the requirements of the new application and look at factors how commercial banks managed their asset.

A Scheduling Algorithm for Cloud Computing System Based on the Driver of Dynamic Essential Path.

Science.gov (United States)

Xie, Zhiqiang; Shao, Xia; Xin, Yu

2016-01-01

To solve the problem of task scheduling in the cloud computing system, this paper proposes a scheduling algorithm for cloud computing based on the driver of dynamic essential path (DDEP). This algorithm applies a predecessor-task layer priority strategy to solve the problem of constraint relations among task nodes. The strategy assigns different priority values to every task node based on the scheduling order of task node as affected by the constraint relations among task nodes, and the task node list is generated by the different priority value. To address the scheduling order problem in which task nodes have the same priority value, the dynamic essential long path strategy is proposed. This strategy computes the dynamic essential path of the pre-scheduling task nodes based on the actual computation cost and communication cost of task node in the scheduling process. The task node that has the longest dynamic essential path is scheduled first as the completion time of task graph is indirectly influenced by the finishing time of task nodes in the longest dynamic essential path. Finally, we demonstrate the proposed algorithm via simulation experiments using Matlab tools. The experimental results indicate that the proposed algorithm can effectively reduce the task Makespan in most cases and meet a high quality performance objective.

An Approach for State Observation in Dynamical Systems Based on the Twisting Algorithm

DEFF Research Database (Denmark)

Schmidt, Lasse; Andersen, Torben Ole; Pedersen, Henrik C.

2013-01-01

This paper discusses a novel approach for state estimation in dynamical systems, with the special focus on hydraulic valve-cylinder drives. The proposed observer structure is based on the framework of the so-called twisting algorithm. This algorithm utilizes the sign of the state being the target...

Nonuniform Sparse Data Clustering Cascade Algorithm Based on Dynamic Cumulative Entropy

Directory of Open Access Journals (Sweden)

Ning Li

2016-01-01

Full Text Available A small amount of prior knowledge and randomly chosen initial cluster centers have a direct impact on the accuracy of the performance of iterative clustering algorithm. In this paper we propose a new algorithm to compute initial cluster centers for k-means clustering and the best number of the clusters with little prior knowledge and optimize clustering result. It constructs the Euclidean distance control factor based on aggregation density sparse degree to select the initial cluster center of nonuniform sparse data and obtains initial data clusters by multidimensional diffusion density distribution. Multiobjective clustering approach based on dynamic cumulative entropy is adopted to optimize the initial data clusters and the best number of the clusters. The experimental results show that the newly proposed algorithm has good performance to obtain the initial cluster centers for the k-means algorithm and it effectively improves the clustering accuracy of nonuniform sparse data by about 5%.

Optimal Control of Complex Systems Based on Improved Dual Heuristic Dynamic Programming Algorithm

Directory of Open Access Journals (Sweden)

Hui Li

2017-01-01

Full Text Available When applied to solving the data modeling and optimal control problems of complex systems, the dual heuristic dynamic programming (DHP technique, which is based on the BP neural network algorithm (BP-DHP, has difficulty in prediction accuracy, slow convergence speed, poor stability, and so forth. In this paper, a dual DHP technique based on Extreme Learning Machine (ELM algorithm (ELM-DHP was proposed. Through constructing three kinds of network structures, the paper gives the detailed realization process of the DHP technique in the ELM. The controller designed upon the ELM-DHP algorithm controlled a molecular distillation system with complex features, such as multivariability, strong coupling, and nonlinearity. Finally, the effectiveness of the algorithm is verified by the simulation that compares DHP and HDP algorithms based on ELM and BP neural network. The algorithm can also be applied to solve the data modeling and optimal control problems of similar complex systems.

Portfolio management fees: assets or profits based compensation?

OpenAIRE

Gil-Bazo, Javier

2001-01-01

This paper compares assets-based portfolio management fees to profits-based fees. Whilst both forms of compensation can provide appropriate risk incentives, fund managers' limited liability induces more excess risk-taking under a profits-based fee contract. On the other hand, an assets-based fee is more costly to investors. In Spain, where the law explicitly permits both forms of retribution, assets-based fees are observed far more frequently. Under this type of compensation, the paper provid...

Dynamic route guidance algorithm based algorithm based on artificial immune system

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

To improve the performance of the K-shortest paths search in intelligent traffic guidance systems,this paper proposes an optimal search algorithm based on the intelligent optimization search theory and the memphor mechanism of vertebrate immune systems.This algorithm,applied to the urban traffic network model established by the node-expanding method,can expediently realize K-shortest paths search in the urban traffic guidance systems.Because of the immune memory and global parallel search ability from artificial immune systems,K shortest paths can be found without any repeat,which indicates evidently the superiority of the algorithm to the conventional ones.Not only does it perform a better parallelism,the algorithm also prevents premature phenomenon that often occurs in genetic algorithms.Thus,it is especially suitable for real-time requirement of the traffic guidance system and other engineering optimal applications.A case study verifies the efficiency and the practicability of the algorithm aforementioned.

Liquid markets and market liquids . Collective and single-asset dynamics in financial markets

Science.gov (United States)

Cuniberti, G.; Matassini, L.

2001-04-01

We characterize the collective phenomena of a liquid market. By interpreting the behavior of a no-arbitrage N asset market in terms of a particle system scenario, (thermo)dynamical-like properties can be extracted from the asset kinetics. In this scheme the mechanisms of the particle interaction can be widely investigated. We test the verisimilitude of our construction on two-decade stock market daily data (DAX30) and show the result obtained for the interaction potential among asset pairs.

Congested Link Inference Algorithms in Dynamic Routing IP Network

Directory of Open Access Journals (Sweden)

Yu Chen

2017-01-01

Full Text Available The performance descending of current congested link inference algorithms is obviously in dynamic routing IP network, such as the most classical algorithm CLINK. To overcome this problem, based on the assumptions of Markov property and time homogeneity, we build a kind of Variable Structure Discrete Dynamic Bayesian (VSDDB network simplified model of dynamic routing IP network. Under the simplified VSDDB model, based on the Bayesian Maximum A Posteriori (BMAP and Rest Bayesian Network Model (RBNM, we proposed an Improved CLINK (ICLINK algorithm. Considering the concurrent phenomenon of multiple link congestion usually happens, we also proposed algorithm CLILRS (Congested Link Inference algorithm based on Lagrangian Relaxation Subgradient to infer the set of congested links. We validated our results by the experiments of analogy, simulation, and actual Internet.

PID feedback controller used as a tactical asset allocation technique: The G.A.M. model

Science.gov (United States)

Gandolfi, G.; Sabatini, A.; Rossolini, M.

2007-09-01

The objective of this paper is to illustrate a tactical asset allocation technique utilizing the PID controller. The proportional-integral-derivative (PID) controller is widely applied in most industrial processes; it has been successfully used for over 50 years and it is used by more than 95% of the plants processes. It is a robust and easily understood algorithm that can provide excellent control performance in spite of the diverse dynamic characteristics of the process plant. In finance, the process plant, controlled by the PID controller, can be represented by financial market assets forming a portfolio. More specifically, in the present work, the plant is represented by a risk-adjusted return variable. Money and portfolio managers’ main target is to achieve a relevant risk-adjusted return in their managing activities. In literature and in the financial industry business, numerous kinds of return/risk ratios are commonly studied and used. The aim of this work is to perform a tactical asset allocation technique consisting in the optimization of risk adjusted return by means of asset allocation methodologies based on the PID model-free feedback control modeling procedure. The process plant does not need to be mathematically modeled: the PID control action lies in altering the portfolio asset weights, according to the PID algorithm and its parameters, Ziegler-and-Nichols-tuned, in order to approach the desired portfolio risk-adjusted return efficiently.

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear ordinary differential equations

Institute of Scientific and Technical Information of China (English)

WANG; Shunjin; ZHANG; Hua

2006-01-01

The problem of preserving fidelity in numerical computation of nonlinear ordinary differential equations is studied in terms of preserving local differential structure and approximating global integration structure of the dynamical system.The ordinary differential equations are lifted to the corresponding partial differential equations in the framework of algebraic dynamics,and a new algorithm-algebraic dynamics algorithm is proposed based on the exact analytical solutions of the ordinary differential equations by the algebraic dynamics method.In the new algorithm,the time evolution of the ordinary differential system is described locally by the time translation operator and globally by the time evolution operator.The exact analytical piece-like solution of the ordinary differential equations is expressd in terms of Taylor series with a local convergent radius,and its finite order truncation leads to the new numerical algorithm with a controllable precision better than Runge Kutta Algorithm and Symplectic Geometric Algorithm.

Determinants of investment in fixed assets and in intangible assets for high-tech firms

Directory of Open Access Journals (Sweden)

Paulo Maçãs Nunes

2017-05-01

Full Text Available Based on a sample of 141 Portuguese high-tech firms for the period 2004-2012 and using GMM system (1998 and LSDVC (2005 dynamic estimators, this paper studies whether the determinants of high-tech firms’ investment in fixed assets are identical to the determinants of their investment in intangible assets. The multiple empirical evidence obtained allows us to conclude that the determinants of their investment in fixed assets are considerably different from those of their investment in intangible assets. Debt is a determinant stimulating investment in fixed assets, with age being a determinant restricting such investment. Size, age, internal finance and GDP are determinants stimulating investment in intangible assets, whereas debt and interest rates restrict such investment. These results let us make important suggestions for the owners/managers of high-tech firms, and also for policy-makers.

Asset management using genetic algorithm: Evidence from Tehran Stock Exchange

Directory of Open Access Journals (Sweden)

Abbas Sarijaloo

2014-02-01

Full Text Available This paper presents an empirical investigation to study the effect of market management using Markowitz theorem. The study uses the information of 50 best performers on Tehran Stock Exchange over the period 2006-2009 and, using Markowitz theorem, the efficient asset allocation are determined and the result are analyzed. The proposed model of this paper has been solved using genetic algorithm. The results indicate that Tehran Stock Exchange has managed to perform much better than average world market in most years of studies especially on year 2009. The results of our investigation have also indicated that one could reach outstanding results using GA and forming efficient portfolio.

DYNAMICS OF ASSETS AND INVESTMENTS IN ROMANIA VOLUNTARY PENSION FUNDS

Directory of Open Access Journals (Sweden)

CONSTANTIN DURAC

2016-10-01

Full Text Available In most countries, private pensions have an increasingly more important place in the current pension systems. Their importance consist on the one hand, by their contribution that have to preserve a level of income in retirement, comparable to the active period, and on the other side, by the amounts collected from the participants and investments in various investment instruments. In this article I analyze the overall evolution of total assets and net assets on 30 September 2007 - September 30, 2016, and dynamics of the main investment instruments in which pension funds have made investments optional.

Explicit symplectic algorithms based on generating functions for relativistic charged particle dynamics in time-dependent electromagnetic field

Science.gov (United States)

Zhang, Ruili; Wang, Yulei; He, Yang; Xiao, Jianyuan; Liu, Jian; Qin, Hong; Tang, Yifa

2018-02-01

Relativistic dynamics of a charged particle in time-dependent electromagnetic fields has theoretical significance and a wide range of applications. The numerical simulation of relativistic dynamics is often multi-scale and requires accurate long-term numerical simulations. Therefore, explicit symplectic algorithms are much more preferable than non-symplectic methods and implicit symplectic algorithms. In this paper, we employ the proper time and express the Hamiltonian as the sum of exactly solvable terms and product-separable terms in space-time coordinates. Then, we give the explicit symplectic algorithms based on the generating functions of orders 2 and 3 for relativistic dynamics of a charged particle. The methodology is not new, which has been applied to non-relativistic dynamics of charged particles, but the algorithm for relativistic dynamics has much significance in practical simulations, such as the secular simulation of runaway electrons in tokamaks.

A High-Speed Vision-Based Sensor for Dynamic Vibration Analysis Using Fast Motion Extraction Algorithms

Directory of Open Access Journals (Sweden)

Dashan Zhang

2016-04-01

Full Text Available The development of image sensor and optics enables the application of vision-based techniques to the non-contact dynamic vibration analysis of large-scale structures. As an emerging technology, a vision-based approach allows for remote measuring and does not bring any additional mass to the measuring object compared with traditional contact measurements. In this study, a high-speed vision-based sensor system is developed to extract structure vibration signals in real time. A fast motion extraction algorithm is required for this system because the maximum sampling frequency of the charge-coupled device (CCD sensor can reach up to 1000 Hz. Two efficient subpixel level motion extraction algorithms, namely the modified Taylor approximation refinement algorithm and the localization refinement algorithm, are integrated into the proposed vision sensor. Quantitative analysis shows that both of the two modified algorithms are at least five times faster than conventional upsampled cross-correlation approaches and achieve satisfactory error performance. The practicability of the developed sensor is evaluated by an experiment in a laboratory environment and a field test. Experimental results indicate that the developed high-speed vision-based sensor system can extract accurate dynamic structure vibration signals by tracking either artificial targets or natural features.

Security Analysis of a Block Encryption Algorithm Based on Dynamic Sequences of Multiple Chaotic Systems

Science.gov (United States)

Du, Mao-Kang; He, Bo; Wang, Yong

2011-01-01

Recently, the cryptosystem based on chaos has attracted much attention. Wang and Yu (Commun. Nonlin. Sci. Numer. Simulat. 14 (2009) 574) proposed a block encryption algorithm based on dynamic sequences of multiple chaotic systems. We analyze the potential flaws in the algorithm. Then, a chosen-plaintext attack is presented. Some remedial measures are suggested to avoid the flaws effectively. Furthermore, an improved encryption algorithm is proposed to resist the attacks and to keep all the merits of the original cryptosystem.

Identifying asset-based trends in sustainable programmes which ...

African Journals Online (AJOL)

We indicate the similarities between the asset-based approach and current discourses focusing on the notion of schools as nodes of support and care.1 We conclude by suggesting that knowledge of asset-based good practices could be shared with families in school-based sessions, thereby developing schools', families' ...

A highly accurate dynamic contact angle algorithm for drops on inclined surface based on ellipse-fitting.

Science.gov (United States)

Xu, Z N; Wang, S Y

2015-02-01

To improve the accuracy in the calculation of dynamic contact angle for drops on the inclined surface, a significant number of numerical drop profiles on the inclined surface with different inclination angles, drop volumes, and contact angles are generated based on the finite difference method, a least-squares ellipse-fitting algorithm is used to calculate the dynamic contact angle. The influences of the above three factors are systematically investigated. The results reveal that the dynamic contact angle errors, including the errors of the left and right contact angles, evaluated by the ellipse-fitting algorithm tend to increase with inclination angle/drop volume/contact angle. If the drop volume and the solid substrate are fixed, the errors of the left and right contact angles increase with inclination angle. After performing a tremendous amount of computation, the critical dimensionless drop volumes corresponding to the critical contact angle error are obtained. Based on the values of the critical volumes, a highly accurate dynamic contact angle algorithm is proposed and fully validated. Within nearly the whole hydrophobicity range, it can decrease the dynamic contact angle error in the inclined plane method to less than a certain value even for different types of liquids.

Two-dimensional priority-based dynamic resource allocation algorithm for QoS in WDM/TDM PON networks

Science.gov (United States)

Sun, Yixin; Liu, Bo; Zhang, Lijia; Xin, Xiangjun; Zhang, Qi; Rao, Lan

2018-01-01

Wavelength division multiplexing/time division multiplexing (WDM/TDM) passive optical networks (PON) is being viewed as a promising solution for delivering multiple services and applications. The hybrid WDM / TDM PON uses the wavelength and bandwidth allocation strategy to control the distribution of the wavelength channels in the uplink direction, so that it can ensure the high bandwidth requirements of multiple Optical Network Units (ONUs) while improving the wavelength resource utilization. Through the investigation of the presented dynamic bandwidth allocation algorithms, these algorithms can't satisfy the requirements of different levels of service very well while adapting to the structural characteristics of mixed WDM / TDM PON system. This paper introduces a novel wavelength and bandwidth allocation algorithm to efficiently utilize the bandwidth and support QoS (Quality of Service) guarantees in WDM/TDM PON. Two priority based polling subcycles are introduced in order to increase system efficiency and improve system performance. The fixed priority polling subcycle and dynamic priority polling subcycle follow different principles to implement wavelength and bandwidth allocation according to the priority of different levels of service. A simulation was conducted to study the performance of the priority based polling in dynamic resource allocation algorithm in WDM/TDM PON. The results show that the performance of delay-sensitive services is greatly improved without degrading QoS guarantees for other services. Compared with the traditional dynamic bandwidth allocation algorithms, this algorithm can meet bandwidth needs of different priority traffic class, achieve low loss rate performance, and ensure real-time of high priority traffic class in terms of overall traffic on the network.

Analysis of Ant Colony Optimization and Population-Based Evolutionary Algorithms on Dynamic Problems

DEFF Research Database (Denmark)

Lissovoi, Andrei

the dynamic optimum for finite alphabets up to size μ, while MMAS is able to do so for any finite alphabet size. Parallel Evolutionary Algorithms on Maze. We prove that while a (1 + λ) EA is unable to track the optimum of the dynamic fitness function Maze for offspring population size up to λ = O(n1-ε......This thesis presents new running time analyses of nature-inspired algorithms on various dynamic problems. It aims to identify and analyse the features of algorithms and problem classes which allow efficient optimization to occur in the presence of dynamic behaviour. We consider the following...... settings: λ-MMAS on Dynamic Shortest Path Problems. We investigate how in-creasing the number of ants simulated per iteration may help an ACO algorithm to track optimum in a dynamic problem. It is shown that while a constant number of ants per-vertex is sufficient to track some oscillations, there also...

Genetic algorithms with memory- and elitism-based immigrants in dynamic environments

OpenAIRE

Yang, S

2008-01-01

Copyright @ 2008 by the Massachusetts Institute of Technology In recent years the genetic algorithm community has shown a growing interest in studying dynamic optimization problems. Several approaches have been devised. The random immigrants and memory schemes are two major ones. The random immigrants scheme addresses dynamic environments by maintaining the population diversity while the memory scheme aims to adapt genetic algorithms quickly to new environments by reusing historical inform...

On the use of genetic algorithm to optimize industrial assets lifecycle management under safety and budget constraints

International Nuclear Information System (INIS)

Lonchampt, J.; Fessart, K.

2013-01-01

The purpose of this paper is to describe the method and tool dedicated to optimize investments planning for industrial assets. These investments may either be preventive maintenance tasks, asset enhancements or logistic investments such as spare parts purchases. The two methodological points to investigate in such an issue are: 1. The measure of the profitability of a portfolio of investments 2. The selection and planning of an optimal set of investments 3. The measure of the risk of a portfolio of investments The measure of the profitability of a set of investments in the IPOP tool is synthesised in the Net Present Value indicator. The NPV is the sum of the differences of discounted cash flows (direct costs, forced outages...) between the situations with and without a given investment. These cash flows are calculated through a pseudo-Markov reliability model representing independently the components of the industrial asset and the spare parts inventories. The component model has been widely discussed over the years but the spare part model is a new one based on some approximations that will be discussed. This model, referred as the NPV function, takes for input an investments portfolio and gives its NPV. The second issue is to optimize the NPV. If all investments were independent, this optimization would be an easy calculation, unfortunately there are two sources of dependency. The first one is introduced by the spare part model, as if components are indeed independent in their reliability model, the fact that several components use the same inventory induces a dependency. The second dependency comes from economic, technical or logistic constraints, such as a global maintenance budget limit or a safety requirement limiting the residual risk of failure of a component or group of component, making the aggregation of individual optimum not necessary feasible. The algorithm used to solve such a difficult optimization problem is a genetic algorithm. After a description

On the use of genetic algorithm to optimize industrial assets lifecycle management under safety and budget constraints

Energy Technology Data Exchange (ETDEWEB)

Lonchampt, J.; Fessart, K. [EDF R and D, Departement MRI, 6, quai Watier, 78401 Chatou cedex (France)

2013-07-01

The purpose of this paper is to describe the method and tool dedicated to optimize investments planning for industrial assets. These investments may either be preventive maintenance tasks, asset enhancements or logistic investments such as spare parts purchases. The two methodological points to investigate in such an issue are: 1. The measure of the profitability of a portfolio of investments 2. The selection and planning of an optimal set of investments 3. The measure of the risk of a portfolio of investments The measure of the profitability of a set of investments in the IPOP tool is synthesised in the Net Present Value indicator. The NPV is the sum of the differences of discounted cash flows (direct costs, forced outages...) between the situations with and without a given investment. These cash flows are calculated through a pseudo-Markov reliability model representing independently the components of the industrial asset and the spare parts inventories. The component model has been widely discussed over the years but the spare part model is a new one based on some approximations that will be discussed. This model, referred as the NPV function, takes for input an investments portfolio and gives its NPV. The second issue is to optimize the NPV. If all investments were independent, this optimization would be an easy calculation, unfortunately there are two sources of dependency. The first one is introduced by the spare part model, as if components are indeed independent in their reliability model, the fact that several components use the same inventory induces a dependency. The second dependency comes from economic, technical or logistic constraints, such as a global maintenance budget limit or a safety requirement limiting the residual risk of failure of a component or group of component, making the aggregation of individual optimum not necessary feasible. The algorithm used to solve such a difficult optimization problem is a genetic algorithm. After a description

Particle algorithms for population dynamics in flows

International Nuclear Information System (INIS)

Perlekar, Prasad; Toschi, Federico; Benzi, Roberto; Pigolotti, Simone

2011-01-01

We present and discuss particle based algorithms to numerically study the dynamics of population subjected to an advecting flow condition. We discuss few possible variants of the algorithms and compare them in a model compressible flow. A comparison against appropriate versions of the continuum stochastic Fisher equation (sFKPP) is also presented and discussed. The algorithms can be used to study populations genetics in fluid environments.

A Dynamic Health Assessment Approach for Shearer Based on Artificial Immune Algorithm

Directory of Open Access Journals (Sweden)

Zhongbin Wang

2016-01-01

Full Text Available In order to accurately identify the dynamic health of shearer, reducing operating trouble and production accident of shearer and improving coal production efficiency further, a dynamic health assessment approach for shearer based on artificial immune algorithm was proposed. The key technologies such as system framework, selecting the indicators for shearer dynamic health assessment, and health assessment model were provided, and the flowchart of the proposed approach was designed. A simulation example, with an accuracy of 96%, based on the collected data from industrial production scene was provided. Furthermore, the comparison demonstrated that the proposed method exhibited higher classification accuracy than the classifiers based on back propagation-neural network (BP-NN and support vector machine (SVM methods. Finally, the proposed approach was applied in an engineering problem of shearer dynamic health assessment. The industrial application results showed that the paper research achievements could be used combining with shearer automation control system in fully mechanized coal face. The simulation and the application results indicated that the proposed method was feasible and outperforming others.

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

Institute of Scientific and Technical Information of China (English)

2008-01-01

Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.

Dynamic service contracting for on-demand asset delivery

NARCIS (Netherlands)

Zhao, X.; Angelov, S.A.; Grefen, P.W.P.J.

2014-01-01

Traditional financial asset lease operates in an asset provider centred mode, in which financiers passively provide financial solutions to the customers of their allied asset vendors. To capture the highly customised asset lease demands from the mass market, this paper advocates adopting a

Optimization of Algorithms Using Extensions of Dynamic Programming

KAUST Repository

AbouEisha, Hassan M.

2017-04-09

We study and answer questions related to the complexity of various important problems such as: multi-frontal solvers of hp-adaptive finite element method, sorting and majority. We advocate the use of dynamic programming as a viable tool to study optimal algorithms for these problems. The main approach used to attack these problems is modeling classes of algorithms that may solve this problem using a discrete model of computation then defining cost functions on this discrete structure that reflect different complexity measures of the represented algorithms. As a last step, dynamic programming algorithms are designed and used to optimize those models (algorithms) and to obtain exact results on the complexity of the studied problems. The first part of the thesis presents a novel model of computation (element partition tree) that represents a class of algorithms for multi-frontal solvers along with cost functions reflecting various complexity measures such as: time and space. It then introduces dynamic programming algorithms for multi-stage and bi-criteria optimization of element partition trees. In addition, it presents results based on optimal element partition trees for famous benchmark meshes such as: meshes with point and edge singularities. New improved heuristics for those benchmark meshes were ob- tained based on insights of the optimal results found by our algorithms. The second part of the thesis starts by introducing a general problem where different problems can be reduced to and show how to use a decision table to model such problem. We describe how decision trees and decision tests for this table correspond to adaptive and non-adaptive algorithms for the original problem. We present exact bounds on the average time complexity of adaptive algorithms for the eight elements sorting problem. Then bounds on adaptive and non-adaptive algorithms for a variant of the majority problem are introduced. Adaptive algorithms are modeled as decision trees whose depth

An Asset-Based Approach to Tribal Community Energy Planning

Energy Technology Data Exchange (ETDEWEB)

Gutierrez, Rachael A. [Pratt Inst., Brooklyn, NY (United States). City and Regional Planning; Martino, Anthony [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Materials, Devices, and Energy Technologies; Begay, Sandra K. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Materials, Devices, and Energy Technologies

2016-08-01

Community energy planning is a vital component of successful energy resource development and project implementation. Planning can help tribes develop a shared vision and strategies to accomplish their energy goals. This paper explores the benefits of an asset-based approach to tribal community energy planning. While a framework for community energy planning and federal funding already exists, some areas of difficulty in the planning cycle have been identified. This paper focuses on developing a planning framework that offsets those challenges. The asset-based framework described here takes inventory of a tribe’s capital assets, such as: land capital, human capital, financial capital, and political capital. Such an analysis evaluates how being rich in a specific type of capital can offer a tribe unique advantages in implementing their energy vision. Finally, a tribal case study demonstrates the practical application of an asset-based framework.

A Rule-Based Model for Bankruptcy Prediction Based on an Improved Genetic Ant Colony Algorithm

Directory of Open Access Journals (Sweden)

Yudong Zhang

2013-01-01

Full Text Available In this paper, we proposed a hybrid system to predict corporate bankruptcy. The whole procedure consists of the following four stages: first, sequential forward selection was used to extract the most important features; second, a rule-based model was chosen to fit the given dataset since it can present physical meaning; third, a genetic ant colony algorithm (GACA was introduced; the fitness scaling strategy and the chaotic operator were incorporated with GACA, forming a new algorithm—fitness-scaling chaotic GACA (FSCGACA, which was used to seek the optimal parameters of the rule-based model; and finally, the stratified K-fold cross-validation technique was used to enhance the generalization of the model. Simulation experiments of 1000 corporations’ data collected from 2006 to 2009 demonstrated that the proposed model was effective. It selected the 5 most important factors as “net income to stock broker’s equality,” “quick ratio,” “retained earnings to total assets,” “stockholders’ equity to total assets,” and “financial expenses to sales.” The total misclassification error of the proposed FSCGACA was only 7.9%, exceeding the results of genetic algorithm (GA, ant colony algorithm (ACA, and GACA. The average computation time of the model is 2.02 s.

Dynamic Power Dispatch Considering Electric Vehicles and Wind Power Using Decomposition Based Multi-Objective Evolutionary Algorithm

Directory of Open Access Journals (Sweden)

Boyang Qu

2017-12-01

Full Text Available The intermittency of wind power and the large-scale integration of electric vehicles (EVs bring new challenges to the reliability and economy of power system dispatching. In this paper, a novel multi-objective dynamic economic emission dispatch (DEED model is proposed considering the EVs and uncertainties of wind power. The total fuel cost and pollutant emission are considered as the optimization objectives, and the vehicle to grid (V2G power and the conventional generator output power are set as the decision variables. The stochastic wind power is derived by Weibull probability distribution function. Under the premise of meeting the system energy and user’s travel demand, the charging and discharging behavior of the EVs are dynamically managed. Moreover, we propose a two-step dynamic constraint processing strategy for decision variables based on penalty function, and, on this basis, the Multi-Objective Evolutionary Algorithm Based on Decomposition (MOEA/D algorithm is improved. The proposed model and approach are verified by the 10-generator system. The results demonstrate that the proposed DEED model and the improved MOEA/D algorithm are effective and reasonable.

Stochastic quasi-gradient based optimization algorithms for dynamic reliability applications

International Nuclear Information System (INIS)

Bourgeois, F.; Labeau, P.E.

2001-01-01

On one hand, PSA results are increasingly used in decision making, system management and optimization of system design. On the other hand, when severe accidental transients are considered, dynamic reliability appears appropriate to account for the complex interaction between the transitions between hardware configurations, the operator behavior and the dynamic evolution of the system. This paper presents an exploratory work in which the estimation of the system unreliability in a dynamic context is coupled with an optimization algorithm to determine the 'best' safety policy. Because some reliability parameters are likely to be distributed, the cost function to be minimized turns out to be a random variable. Stochastic programming techniques are therefore envisioned to determine an optimal strategy. Monte Carlo simulation is used at all stages of the computations, from the estimation of the system unreliability to that of the stochastic quasi-gradient. The optimization algorithm is illustrated on a HNO 3 supply system

Algorithm for simulation of quantum many-body dynamics using dynamical coarse-graining

International Nuclear Information System (INIS)

Khasin, M.; Kosloff, R.

2010-01-01

An algorithm for simulation of quantum many-body dynamics having su(2) spectrum-generating algebra is developed. The algorithm is based on the idea of dynamical coarse-graining. The original unitary dynamics of the target observables--the elements of the spectrum-generating algebra--is simulated by a surrogate open-system dynamics, which can be interpreted as weak measurement of the target observables, performed on the evolving system. The open-system state can be represented by a mixture of pure states, localized in the phase space. The localization reduces the scaling of the computational resources with the Hilbert-space dimension n by factor n 3/2 (ln n) -1 compared to conventional sparse-matrix methods. The guidelines for the choice of parameters for the simulation are presented and the scaling of the computational resources with the Hilbert-space dimension of the system is estimated. The algorithm is applied to the simulation of the dynamics of systems of 2x10 4 and 2x10 6 cold atoms in a double-well trap, described by the two-site Bose-Hubbard model.

An improved Pattern Search based algorithm to solve the Dynamic Economic Dispatch problem with valve-point effect

International Nuclear Information System (INIS)

Alsumait, J.S.; Qasem, M.; Sykulski, J.K.; Al-Othman, A.K.

2010-01-01

In this paper, an improved algorithm based on Pattern Search method (PS) to solve the Dynamic Economic Dispatch is proposed. The algorithm maintains the essential unit ramp rate constraint, along with all other necessary constraints, not only for the time horizon of operation (24 h), but it preserves these constraints through the transaction period to the next time horizon (next day) in order to avoid the discontinuity of the power system operation. The Dynamic Economic and Emission Dispatch problem (DEED) is also considered. The load balance constraints, operating limits, valve-point loading and network losses are included in the models of both DED and DEED. The numerical results clarify the significance of the improved algorithm and verify its performance.

Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts

NARCIS (Netherlands)

Brock, W.A.; Hommes, C.H.

2001-01-01

This paper discusses dynamic evolutionary multi-agent systems, as introduced by Brock and Hommes (1997). In particular the heterogeneous agent dynamic asset pricing model of Brock and Hommes (1998) is extended by introducing derivative securities by means of price contingent contracts. Numerical

Higher Order Expectations in Asset Pricing

OpenAIRE

Philippe BACCHETTA; Eric VAN WINCOOP

2004-01-01

We examine formally Keynes' idea that higher order beliefs can drive a wedge between an asset price and its fundamental value based on expected future payoffs. Higher order expectations add an additional term to a standard asset pricing equation. We call this the higher order wedge, which depends on the difference between higher and first order expectations of future payoffs. We analyze the determinants of this wedge and its impact on the equilibrium price. In the context of a dynamic noisy r...

Rational Asset Pricing Bubbles Revisited

OpenAIRE

Jan Werner

2012-01-01

Price bubble arises when the price of an asset exceeds the asset's fundamental value, that is, the present value of future dividend payments. The important result of Santos and Woodford (1997) says that price bubbles cannot exist in equilibrium in the standard dynamic asset pricing model with rational agents as long as assets are in strictly positive supply and the present value of total future resources is finite. This paper explores the possibility of asset price bubbles when either one of ...

Initial cash/asset ratio and asset prices: an experimental study.

Science.gov (United States)

Caginalp, G; Porter, D; Smith, V

1998-01-20

A series of experiments, in which nine participants trade an asset over 15 periods, test the hypothesis that an initial imbalance of asset/cash will influence the trading price over an extended time. Participants know at the outset that the asset or "stock" pays a single dividend with fixed expectation value at the end of the 15th period. In experiments with a greater total value of cash at the start, the mean prices during the trading periods are higher, compared with those with greater amount of asset, with a high degree of statistical significance. The difference is most significant at the outset and gradually tapers near the end of the experiment. The results are very surprising from a rational expectations and classical game theory perspective, because the possession of a large amount of cash does not lead to a simple motivation for a trader to bid excessively on a financial instrument. The gradual erosion of the difference toward the end of trading, however, suggests that fundamental value is approached belatedly, offering some consolation to the rational expectations theory. It also suggests that there is a time scale on which an evolution toward fundamental value occurs. The experimental results are qualitatively compatible with the price dynamics predicted by a system of differential equations based on asset flow. The results have broad implications for the marketing of securities, particularly initial and secondary public offerings, government bonds, etc., where excess supply has been conjectured to suppress prices.

VALUE-BASED APPROACH TO MANAGING CURRENT ASSETS OF CORPORATE CONSTRUCTION COMPANIES

Directory of Open Access Journals (Sweden)

Galyna Shapoval

2017-09-01

Full Text Available In modern conditions of management, the value of an enterprise becomes the main indicator, which is learned not only by scientists, but also by owners of enterprise and potential investors. Current assets take a very important place among the factors that affect the value of an enterprise, so management of current assets becomes more acute from the point of their impact on enterprise value. The purpose of the paper is to develop a system of value-based management of corporate construction companies’ current assets. The main tasks are: the study of current assets impact on the value of corporate construction companies, the definition of value-based approach to managing current assets of corporate enterprises and development of value-based management system of corporate construction companies’ current assets by elements. General scientific and special research methods were used while writing the work. Value-based management of current assets involves value-based management of the elements of current assets. The value-based inventory management includes the following stages of management: the assessment of reliability and choice of supplier according to the criterion of cash flow maximization, the classification of stocks in management accounting according to the rhythm of supply and the establishment of periodicity of supplies in accordance with the needs of the construction process. The value-based management of accounts receivable includes the following stages of management: assessment of the efficiency of investment of working capital into accounts receivable, the assessment of customers' loyalty and the definition of credit conditions and monitoring of receivables by construction and debt instruments. Value-based cash management involves determining the required level of cash to ensure the continuity of the construction process, assessing the effectiveness of cash use according to the criterion of maximizing cash flow, as well as budget

Asset prices and priceless assets

NARCIS (Netherlands)

Penasse, J.N.G.

2014-01-01

The doctoral thesis studies several aspects of asset returns dynamics. The first three chapters focus on returns in the fine art market. The first chapter provides evidence for the existence of a slow-moving fad component in art prices that induces short-term return predictability. The article has

Ambiguity and Volatility : Asset Pricing Implications

NARCIS (Netherlands)

Pataracchia, B.

2011-01-01

Using a simple dynamic consumption-based asset pricing model, this paper explores the implications of a representative investor with smooth ambiguity averse preferences [Klibano¤, Marinacci and Mukerji, Econometrica (2005)] and provides a comparative analysis of risk aversion and ambiguity aversion.

A Method on Dynamic Path Planning for Robotic Manipulator Autonomous Obstacle Avoidance Based on an Improved RRT Algorithm.

Science.gov (United States)

Wei, Kun; Ren, Bingyin

2018-02-13

In a future intelligent factory, a robotic manipulator must work efficiently and safely in a Human-Robot collaborative and dynamic unstructured environment. Autonomous path planning is the most important issue which must be resolved first in the process of improving robotic manipulator intelligence. Among the path-planning methods, the Rapidly Exploring Random Tree (RRT) algorithm based on random sampling has been widely applied in dynamic path planning for a high-dimensional robotic manipulator, especially in a complex environment because of its probability completeness, perfect expansion, and fast exploring speed over other planning methods. However, the existing RRT algorithm has a limitation in path planning for a robotic manipulator in a dynamic unstructured environment. Therefore, an autonomous obstacle avoidance dynamic path-planning method for a robotic manipulator based on an improved RRT algorithm, called Smoothly RRT (S-RRT), is proposed. This method that targets a directional node extends and can increase the sampling speed and efficiency of RRT dramatically. A path optimization strategy based on the maximum curvature constraint is presented to generate a smooth and curved continuous executable path for a robotic manipulator. Finally, the correctness, effectiveness, and practicability of the proposed method are demonstrated and validated via a MATLAB static simulation and a Robot Operating System (ROS) dynamic simulation environment as well as a real autonomous obstacle avoidance experiment in a dynamic unstructured environment for a robotic manipulator. The proposed method not only provides great practical engineering significance for a robotic manipulator's obstacle avoidance in an intelligent factory, but also theoretical reference value for other type of robots' path planning.

Research and design on system of asset management based on RFID

Science.gov (United States)

Guan, Peng; Du, HuaiChang; Jing, Hua; Zhang, MengYue; Zhang, Meng; Xu, GuiXian

2011-10-01

By analyzing the problems in the current assets management, this thesis proposing RFID technology will be applied to asset management in order to improve the management level of automation and information. This paper designed the equipment identification based on 433MHz RFID tag and reader which was deeply studied on the basis of RFID tag and card reader circuits, and this paper also illustrates the system of asset management. The RS232 converts Ethernet is a innovative technology to transfer data to PC monitor software, and implement system of asset management based on WEB techniques (PHP and MySQL).

Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods

Directory of Open Access Journals (Sweden)

B. Y. Qu

2017-01-01

Full Text Available Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk simultaneously. The complexity of the optimal asset allocation problem increases with an increase in the number of assets available to select from for investing. The optimization problem becomes computationally challenging when there are more than a few hundreds of assets to select from. To reduce the complexity of large-scale portfolio optimization, two asset preselection procedures that consider return and risk of individual asset and pairwise correlation to remove assets that may not potentially be selected into any portfolio are proposed in this paper. With these asset preselection methods, the number of assets considered to be included in a portfolio can be increased to thousands. To test the effectiveness of the proposed methods, a Normalized Multiobjective Evolutionary Algorithm based on Decomposition (NMOEA/D algorithm and several other commonly used multiobjective evolutionary algorithms are applied and compared. Six experiments with different settings are carried out. The experimental results show that with the proposed methods the simulation time is reduced while return-risk trade-off performances are significantly improved. Meanwhile, the NMOEA/D is able to outperform other compared algorithms on all experiments according to the comparative analysis.

Application of quantum master equation for long-term prognosis of asset-prices

Science.gov (United States)

Khrennikova, Polina

2016-05-01

This study combines the disciplines of behavioral finance and an extension of econophysics, namely the concepts and mathematical structure of quantum physics. We apply the formalism of quantum theory to model the dynamics of some correlated financial assets, where the proposed model can be potentially applied for developing a long-term prognosis of asset price formation. At the informational level, the asset price states interact with each other by the means of a ;financial bath;. The latter is composed of agents' expectations about the future developments of asset prices on the finance market, as well as financially important information from mass-media, society, and politicians. One of the essential behavioral factors leading to the quantum-like dynamics of asset prices is the irrationality of agents' expectations operating on the finance market. These expectations lead to a deeper type of uncertainty concerning the future price dynamics of the assets, than given by a classical probability theory, e.g., in the framework of the classical financial mathematics, which is based on the theory of stochastic processes. The quantum dimension of the uncertainty in price dynamics is expressed in the form of the price-states superposition and entanglement between the prices of the different financial assets. In our model, the resolution of this deep quantum uncertainty is mathematically captured with the aid of the quantum master equation (its quantum Markov approximation). We illustrate our model of preparation of a future asset price prognosis by a numerical simulation, involving two correlated assets. Their returns interact more intensively, than understood by a classical statistical correlation. The model predictions can be extended to more complex models to obtain price configuration for multiple assets and portfolios.

Overview of fast algorithm in 3D dynamic holographic display

Science.gov (United States)

Liu, Juan; Jia, Jia; Pan, Yijie; Wang, Yongtian

2013-08-01

3D dynamic holographic display is one of the most attractive techniques for achieving real 3D vision with full depth cue without any extra devices. However, huge 3D information and data should be preceded and be computed in real time for generating the hologram in 3D dynamic holographic display, and it is a challenge even for the most advanced computer. Many fast algorithms are proposed for speeding the calculation and reducing the memory usage, such as:look-up table (LUT), compressed look-up table (C-LUT), split look-up table (S-LUT), and novel look-up table (N-LUT) based on the point-based method, and full analytical polygon-based methods, one-step polygon-based method based on the polygon-based method. In this presentation, we overview various fast algorithms based on the point-based method and the polygon-based method, and focus on the fast algorithm with low memory usage, the C-LUT, and one-step polygon-based method by the 2D Fourier analysis of the 3D affine transformation. The numerical simulations and the optical experiments are presented, and several other algorithms are compared. The results show that the C-LUT algorithm and the one-step polygon-based method are efficient methods for saving calculation time. It is believed that those methods could be used in the real-time 3D holographic display in future.

DARAL: A Dynamic and Adaptive Routing Algorithm for Wireless Sensor Networks

Directory of Open Access Journals (Sweden)

Francisco José Estévez

2016-06-01

Full Text Available The evolution of Smart City projects is pushing researchers and companies to develop more efficient embedded hardware and also more efficient communication technologies. These communication technologies are the focus of this work, presenting a new routing algorithm based on dynamically-allocated sub-networks and node roles. Among these features, our algorithm presents a fast set-up time, a reduced overhead and a hierarchical organization, which allows for the application of complex management techniques. This work presents a routing algorithm based on a dynamically-allocated hierarchical clustering, which uses the link quality indicator as a reference parameter, maximizing the network coverage and minimizing the control message overhead and the convergence time. The present work based its test scenario and analysis in the density measure, considered as a node degree. The routing algorithm is compared with some of the most well known routing algorithms for different scenario densities.

The Dynamics of Market Insurance, Insurable Assets, and Wealth Accumulation

OpenAIRE

Koeniger, Winfried

2002-01-01

We analyze dynamic interactions between market insurance, the stock of insurable assets and liquid wealth accumulation in a model with non-durable and durable consumption. The stock of the durable is exposed to risk against which households can insure. Since the model does not have a closed form solution we first provide an analytical approximation for the case in which households own abundant liquid wealth. It turns out that precautionary motives still matter because of fluctuations of the p...

A controllable sensor management algorithm capable of learning

Science.gov (United States)

Osadciw, Lisa A.; Veeramacheneni, Kalyan K.

2005-03-01

Sensor management technology progress is challenged by the geographic space it spans, the heterogeneity of the sensors, and the real-time timeframes within which plans controlling the assets are executed. This paper presents a new sensor management paradigm and demonstrates its application in a sensor management algorithm designed for a biometric access control system. This approach consists of an artificial intelligence (AI) algorithm focused on uncertainty measures, which makes the high level decisions to reduce uncertainties and interfaces with the user, integrated cohesively with a bottom up evolutionary algorithm, which optimizes the sensor network"s operation as determined by the AI algorithm. The sensor management algorithm presented is composed of a Bayesian network, the AI algorithm component, and a swarm optimization algorithm, the evolutionary algorithm. Thus, the algorithm can change its own performance goals in real-time and will modify its own decisions based on observed measures within the sensor network. The definition of the measures as well as the Bayesian network determine the robustness of the algorithm and its utility in reacting dynamically to changes in the global system.

A composite experimental dynamic substructuring method based on partitioned algorithms and localized Lagrange multipliers

Science.gov (United States)

Abbiati, Giuseppe; La Salandra, Vincenzo; Bursi, Oreste S.; Caracoglia, Luca

2018-02-01

Successful online hybrid (numerical/physical) dynamic substructuring simulations have shown their potential in enabling realistic dynamic analysis of almost any type of non-linear structural system (e.g., an as-built/isolated viaduct, a petrochemical piping system subjected to non-stationary seismic loading, etc.). Moreover, owing to faster and more accurate testing equipment, a number of different offline experimental substructuring methods, operating both in time (e.g. the impulse-based substructuring) and frequency domains (i.e. the Lagrange multiplier frequency-based substructuring), have been employed in mechanical engineering to examine dynamic substructure coupling. Numerous studies have dealt with the above-mentioned methods and with consequent uncertainty propagation issues, either associated with experimental errors or modelling assumptions. Nonetheless, a limited number of publications have systematically cross-examined the performance of the various Experimental Dynamic Substructuring (EDS) methods and the possibility of their exploitation in a complementary way to expedite a hybrid experiment/numerical simulation. From this perspective, this paper performs a comparative uncertainty propagation analysis of three EDS algorithms for coupling physical and numerical subdomains with a dual assembly approach based on localized Lagrange multipliers. The main results and comparisons are based on a series of Monte Carlo simulations carried out on a five-DoF linear/non-linear chain-like systems that include typical aleatoric uncertainties emerging from measurement errors and excitation loads. In addition, we propose a new Composite-EDS (C-EDS) method to fuse both online and offline algorithms into a unique simulator. Capitalizing from the results of a more complex case study composed of a coupled isolated tank-piping system, we provide a feasible way to employ the C-EDS method when nonlinearities and multi-point constraints are present in the emulated system.

Heuristic Scheduling Algorithm Oriented Dynamic Tasks for Imaging Satellites

Directory of Open Access Journals (Sweden)

Maocai Wang

2014-01-01

Full Text Available Imaging satellite scheduling is an NP-hard problem with many complex constraints. This paper researches the scheduling problem for dynamic tasks oriented to some emergency cases. After the dynamic properties of satellite scheduling were analyzed, the optimization model is proposed in this paper. Based on the model, two heuristic algorithms are proposed to solve the problem. The first heuristic algorithm arranges new tasks by inserting or deleting them, then inserting them repeatedly according to the priority from low to high, which is named IDI algorithm. The second one called ISDR adopts four steps: insert directly, insert by shifting, insert by deleting, and reinsert the tasks deleted. Moreover, two heuristic factors, congestion degree of a time window and the overlapping degree of a task, are employed to improve the algorithm’s performance. Finally, a case is given to test the algorithms. The results show that the IDI algorithm is better than ISDR from the running time point of view while ISDR algorithm with heuristic factors is more effective with regard to algorithm performance. Moreover, the results also show that our method has good performance for the larger size of the dynamic tasks in comparison with the other two methods.

A Stereo Dual-Channel Dynamic Programming Algorithm for UAV Image Stitching.

Science.gov (United States)

Li, Ming; Chen, Ruizhi; Zhang, Weilong; Li, Deren; Liao, Xuan; Wang, Lei; Pan, Yuanjin; Zhang, Peng

2017-09-08

Dislocation is one of the major challenges in unmanned aerial vehicle (UAV) image stitching. In this paper, we propose a new algorithm for seamlessly stitching UAV images based on a dynamic programming approach. Our solution consists of two steps: Firstly, an image matching algorithm is used to correct the images so that they are in the same coordinate system. Secondly, a new dynamic programming algorithm is developed based on the concept of a stereo dual-channel energy accumulation. A new energy aggregation and traversal strategy is adopted in our solution, which can find a more optimal seam line for image stitching. Our algorithm overcomes the theoretical limitation of the classical Duplaquet algorithm. Experiments show that the algorithm can effectively solve the dislocation problem in UAV image stitching, especially for the cases in dense urban areas. Our solution is also direction-independent, which has better adaptability and robustness for stitching images.

Multiscale equation-free algorithms for molecular dynamics

Science.gov (United States)

Abi Mansour, Andrew

Molecular dynamics is a physics-based computational tool that has been widely employed to study the dynamics and structure of macromolecules and their assemblies at the atomic scale. However, the efficiency of molecular dynamics simulation is limited because of the broad spectrum of timescales involved. To overcome this limitation, an equation-free algorithm is presented for simulating these systems using a multiscale model cast in terms of atomistic and coarse-grained variables. Both variables are evolved in time in such a way that the cross-talk between short and long scales is preserved. In this way, the coarse-grained variables guide the evolution of the atom-resolved states, while the latter provide the Newtonian physics for the former. While the atomistic variables are evolved using short molecular dynamics runs, time advancement at the coarse-grained level is achieved with a scheme that uses information from past and future states of the system while accounting for both the stochastic and deterministic features of the coarse-grained dynamics. To complete the multiscale cycle, an atom-resolved state consistent with the updated coarse-grained variables is recovered using algorithms from mathematical optimization. This multiscale paradigm is extended to nanofluidics using concepts from hydrodynamics, and it is demonstrated for macromolecular and nanofluidic systems. A toolkit is developed for prototyping these algorithms, which are then implemented within the GROMACS simulation package and released as an open source multiscale simulator.

Dynamic game balancing implementation using adaptive algorithm in mobile-based Safari Indonesia game

Science.gov (United States)

Yuniarti, Anny; Nata Wardanie, Novita; Kuswardayan, Imam

2018-03-01

In developing a game there is one method that should be applied to maintain the interest of players, namely dynamic game balancing. Dynamic game balancing is a process to match a player’s playing style with the behaviour, attributes, and game environment. This study applies dynamic game balancing using adaptive algorithm in scrolling shooter game type called Safari Indonesia which developed using Unity. The game of this type is portrayed by a fighter aircraft character trying to defend itself from insistent enemy attacks. This classic game is chosen to implement adaptive algorithms because it has quite complex attributes to be developed using dynamic game balancing. Tests conducted by distributing questionnaires to a number of players indicate that this method managed to reduce frustration and increase the pleasure factor in playing.

Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation

DEFF Research Database (Denmark)

Nystrup, Peter; Hansen, Bo William; Madsen, Henrik

2016-01-01

to DAA that is based on detection of change points without fitting a model with a fixed number of regimes to the data, without estimating any parameters and without assuming a specific distribution of the data. It is examined whether DAA is most profitable when based on changes in the Chicago Board...... Options Exchange Volatility Index or change points detected in daily returns of the S&P 500 index. In an asset universe consisting of the S&P 500 index and cash, it is shown that a dynamic strategy based on detected change points significantly improves the Sharpe ratio and reduces the drawdown risk when...

Dynamic Programming Algorithms in Speech Recognition

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Titus Felix FURTUNA

2008-01-01

Full Text Available In a system of speech recognition containing words, the recognition requires the comparison between the entry signal of the word and the various words of the dictionary. The problem can be solved efficiently by a dynamic comparison algorithm whose goal is to put in optimal correspondence the temporal scales of the two words. An algorithm of this type is Dynamic Time Warping. This paper presents two alternatives for implementation of the algorithm designed for recognition of the isolated words.

Optimization of dynamic economic dispatch with valve-point effect using chaotic sequence based differential evolution algorithms

International Nuclear Information System (INIS)

He Dakuo; Dong Gang; Wang Fuli; Mao Zhizhong

2011-01-01

A chaotic sequence based differential evolution (DE) approach for solving the dynamic economic dispatch problem (DEDP) with valve-point effect is presented in this paper. The proposed method combines the DE algorithm with the local search technique to improve the performance of the algorithm. DE is the main optimizer, while an approximated model for local search is applied to fine tune in the solution of the DE run. To accelerate convergence of DE, a series of constraints handling rules are adopted. An initial population obtained by using chaotic sequence exerts optimal performance of the proposed algorithm. The combined algorithm is validated for two test systems consisting of 10 and 13 thermal units whose incremental fuel cost function takes into account the valve-point loading effects. The proposed combined method outperforms other algorithms reported in literatures for DEDP considering valve-point effects.

Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks

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Kim Hiang LIOW

2018-03-01

Full Text Available This paper examines short- and long-term behavior of the price-to net asset value ratio in six Asian public real estate markets. We find mean-reverting behavior of the ratio and spillover effects, where each of the examined public real estate markets correlates with other markets. Additionally, the unexpected shock correlating with the price-to-net asset value ratio in one market has a positive or negative correlation with the ratios of other markets. Our results offer fresh insights to portfolio managers, policymakers, and academic researchers into the regional and country market dynamics of public real estate valuation and cross-country interaction from the long-term and short-term perspectives.

Variable threshold algorithm for division of labor analyzed as a dynamical system.

Science.gov (United States)

Castillo-Cagigal, Manuel; Matallanas, Eduardo; Navarro, Iñaki; Caamaño-Martín, Estefanía; Monasterio-Huelin, Félix; Gutiérrez, Álvaro

2014-12-01

Division of labor is a widely studied aspect of colony behavior of social insects. Division of labor models indicate how individuals distribute themselves in order to perform different tasks simultaneously. However, models that study division of labor from a dynamical system point of view cannot be found in the literature. In this paper, we define a division of labor model as a discrete-time dynamical system, in order to study the equilibrium points and their properties related to convergence and stability. By making use of this analytical model, an adaptive algorithm based on division of labor can be designed to satisfy dynamic criteria. In this way, we have designed and tested an algorithm that varies the response thresholds in order to modify the dynamic behavior of the system. This behavior modification allows the system to adapt to specific environmental and collective situations, making the algorithm a good candidate for distributed control applications. The variable threshold algorithm is based on specialization mechanisms. It is able to achieve an asymptotically stable behavior of the system in different environments and independently of the number of individuals. The algorithm has been successfully tested under several initial conditions and number of individuals.

Dynamic gradient descent learning algorithms for enhanced empirical modeling of power plants

International Nuclear Information System (INIS)

Parlos, A.G.; Atiya, Amir; Chong, K.T.

1991-01-01

A newly developed dynamic gradient descent-based learning algorithm is used to train a recurrent multilayer perceptron network for use in empirical modeling of power plants. The two main advantages of the proposed learning algorithm are its ability to consider past error gradient information for future use and the two forward passes associated with its implementation, instead of one forward and one backward pass of the backpropagation algorithm. The latter advantage results in computational time saving because both passes can be performed simultaneously. The dynamic learning algorithm is used to train a hybrid feedforward/feedback neural network, a recurrent multilayer perceptron, which was previously found to exhibit good interpolation and extrapolation capabilities in modeling nonlinear dynamic systems. One of the drawbacks, however, of the previously reported work has been the long training times associated with accurate empirical models. The enhanced learning capabilities provided by the dynamic gradient descent-based learning algorithm are demonstrated by a case study of a steam power plant. The number of iterations required for accurate empirical modeling has been reduced from tens of thousands to hundreds, thus significantly expediting the learning process

Accounting providing of statistical analysis of intangible assets renewal under marketing strategy

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I.R. Polishchuk

2016-12-01

Full Text Available The article analyzes the content of the Regulations on accounting policies of the surveyed enterprises in terms of the operations concerning the amortization of intangible assets on the following criteria: assessment on admission, determination of useful life, the period of depreciation, residual value, depreciation method, reflection in the financial statements, a unit of account, revaluation, formation of fair value. The characteristic of factors affecting the accounting policies and determining the mechanism for evaluating the completeness and timeliness of intangible assets renewal is showed. The algorithm for selecting the method of intangible assets amortization is proposed. The knowledge base of statistical analysis of timeliness and completeness of intangible assets renewal in terms of the developed internal reporting is expanded. The statistical indicators to assess the effectiveness of the amortization policy for intangible assets are proposed. The marketing strategies depending on the condition and amount of intangible assets in relation to increasing marketing potential for continuity of economic activity are described.

Cognitive radio resource allocation based on coupled chaotic genetic algorithm

International Nuclear Information System (INIS)

Zu Yun-Xiao; Zhou Jie; Zeng Chang-Chang

2010-01-01

A coupled chaotic genetic algorithm for cognitive radio resource allocation which is based on genetic algorithm and coupled Logistic map is proposed. A fitness function for cognitive radio resource allocation is provided. Simulations are conducted for cognitive radio resource allocation by using the coupled chaotic genetic algorithm, simple genetic algorithm and dynamic allocation algorithm respectively. The simulation results show that, compared with simple genetic and dynamic allocation algorithm, coupled chaotic genetic algorithm reduces the total transmission power and bit error rate in cognitive radio system, and has faster convergence speed

Development of advanced risk informed asset management tool based on system dynamics approach for nuclear power plant

International Nuclear Information System (INIS)

Lee, Gyoung Cheol

2007-02-01

In the competitive circumstance of electricity industry, the economic efficiency of electricity generation facility is the most important factor to increase their competitiveness. For nuclear power plant (NPP), safety is also an essential factor. Over fast several years, efforts for development of safety concerned and financial asset maximizing method, process and tools have been continued internationally and Risk-Informed Asset Management (RIAM) methodology is suggested by Electric Power Research Institute (EPRI). This RIAM methodology is expected to provide plant operators with a project prioritization and life cycle management planning tool for making long-term maintenance plans, guiding plant budgeting, and determining the sensitivity of a plant's economic risk to the reliability and availability of system, structure, and components (SSC), as well as other technical and economic parameters. The focus of this study is to develop model that help us to resource allocation, to find what effect such allocations on the plant economic and safety performance. Detailed research process for this goal is as follow; First step for development of advanced RIAM model is to review for current RIAM model of EPRI. This part describes the overall RIAM methodology including its conceptual model, implementation process, modular approach etc. Second step is to perform feasibility study for current EPRI's RIAM model with case study. This part shows the result of feasibility study for current RIAM method by case study and discussion for result. Finally, concept of Advanced RIAM model is developed based on system dynamics approach and parameter relationship is formulated. In advanced RIAM Model, Identification of scheduled maintenance effect on other parameters and the relationship between PM Activity and failure rate is most important factor. In this study, these relationships are formulated based on system dynamics approach. Creations of these modeling tool using Vensim

Regime-Based Versus Static Asset Allocation: Letting the Data Speak

DEFF Research Database (Denmark)

Nystrup, Peter; Hansen, Bo William; Madsen, Henrik

2015-01-01

Regime shifts present a big challenge to traditional strategic asset allocation. This article investigates whether regimebased asset allocation can effectively respond to changes in financial regimes at the portfolio level, in an effort to provide better long-term results than more static...... approaches can offer. The authors center their regime-based approach around a regime-switching model with time-varying parameters that can match financial markets’ tendency to change behavior abruptly and the fact that the new behavior often persists for several periods after a change. In an asset universe...

Exploring high dimensional data with Butterfly: a novel classification algorithm based on discrete dynamical systems.

Science.gov (United States)

Geraci, Joseph; Dharsee, Moyez; Nuin, Paulo; Haslehurst, Alexandria; Koti, Madhuri; Feilotter, Harriet E; Evans, Ken

2014-03-01

We introduce a novel method for visualizing high dimensional data via a discrete dynamical system. This method provides a 2D representation of the relationship between subjects according to a set of variables without geometric projections, transformed axes or principal components. The algorithm exploits a memory-type mechanism inherent in a certain class of discrete dynamical systems collectively referred to as the chaos game that are closely related to iterative function systems. The goal of the algorithm was to create a human readable representation of high dimensional patient data that was capable of detecting unrevealed subclusters of patients from within anticipated classifications. This provides a mechanism to further pursue a more personalized exploration of pathology when used with medical data. For clustering and classification protocols, the dynamical system portion of the algorithm is designed to come after some feature selection filter and before some model evaluation (e.g. clustering accuracy) protocol. In the version given here, a univariate features selection step is performed (in practice more complex feature selection methods are used), a discrete dynamical system is driven by this reduced set of variables (which results in a set of 2D cluster models), these models are evaluated for their accuracy (according to a user-defined binary classification) and finally a visual representation of the top classification models are returned. Thus, in addition to the visualization component, this methodology can be used for both supervised and unsupervised machine learning as the top performing models are returned in the protocol we describe here. Butterfly, the algorithm we introduce and provide working code for, uses a discrete dynamical system to classify high dimensional data and provide a 2D representation of the relationship between subjects. We report results on three datasets (two in the article; one in the appendix) including a public lung cancer

A Wavelet Analysis-Based Dynamic Prediction Algorithm to Network Traffic

Directory of Open Access Journals (Sweden)

Meng Fan-Bo

2016-01-01

Full Text Available Network traffic is a significantly important parameter for network traffic engineering, while it holds highly dynamic nature in the network. Accordingly, it is difficult and impossible to directly predict traffic amount of end-to-end flows. This paper proposes a new prediction algorithm to network traffic using the wavelet analysis. Firstly, network traffic is converted into the time-frequency domain to capture time-frequency feature of network traffic. Secondly, in different frequency components, we model network traffic in the time-frequency domain. Finally, we build the prediction model about network traffic. At the same time, the corresponding prediction algorithm is presented to attain network traffic prediction. Simulation results indicates that our approach is promising.

Parameter identification for structural dynamics based on interval analysis algorithm

Science.gov (United States)

Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke

2018-04-01

A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.

Habit-based Asset Pricing with Limited Participation Consumption

DEFF Research Database (Denmark)

Bach, Christian; Møller, Stig Vinther

We calibrate and estimate a consumption-based asset pricing model with habit formation using limited participation consumption data. Based on survey data of a representative sample of American households, we distinguish between assetholder and non-assetholder consumption, as well as the standard...

Habit-based asset pricing with limited participation consumption

DEFF Research Database (Denmark)

Møller, Stig Vinther; Bach, Christian

2011-01-01

We calibrate and estimate a consumption-based asset pricing model with habit formation using limited participation consumption data. Based on survey data of a representative sample of American households, we distinguish between assetholder and non-assetholder consumption, as well as the standard...

New MPPT algorithm for PV applications based on hybrid dynamical approach

KAUST Repository

Elmetennani, Shahrazed

2016-10-24

This paper proposes a new Maximum Power Point Tracking (MPPT) algorithm for photovoltaic applications using the multicellular converter as a stage of power adaptation. The proposed MPPT technique has been designed using a hybrid dynamical approach to model the photovoltaic generator. The hybrid dynamical theory has been applied taking advantage of the particular topology of the multicellular converter. Then, a hybrid automata has been established to optimize the power production. The maximization of the produced solar energy is achieved by switching between the different operative modes of the hybrid automata, which is conditioned by some invariance and transition conditions. These conditions have been validated by simulation tests under different conditions of temperature and irradiance. Moreover, the performance of the proposed algorithm has been then evaluated by comparison with standard MPPT techniques numerically and by experimental tests under varying external working conditions. The results have shown the interesting features that the hybrid MPPT technique presents in terms of performance and simplicity for real time implementation.

New MPPT algorithm for PV applications based on hybrid dynamical approach

KAUST Repository

Elmetennani, Shahrazed; Laleg-Kirati, Taous-Meriem; Djemai, M.; Tadjine, M.

2016-01-01

This paper proposes a new Maximum Power Point Tracking (MPPT) algorithm for photovoltaic applications using the multicellular converter as a stage of power adaptation. The proposed MPPT technique has been designed using a hybrid dynamical approach to model the photovoltaic generator. The hybrid dynamical theory has been applied taking advantage of the particular topology of the multicellular converter. Then, a hybrid automata has been established to optimize the power production. The maximization of the produced solar energy is achieved by switching between the different operative modes of the hybrid automata, which is conditioned by some invariance and transition conditions. These conditions have been validated by simulation tests under different conditions of temperature and irradiance. Moreover, the performance of the proposed algorithm has been then evaluated by comparison with standard MPPT techniques numerically and by experimental tests under varying external working conditions. The results have shown the interesting features that the hybrid MPPT technique presents in terms of performance and simplicity for real time implementation.

Dynamic airspace configuration algorithms for next generation air transportation system

Science.gov (United States)

Wei, Jian

The National Airspace System (NAS) is under great pressure to safely and efficiently handle the record-high air traffic volume nowadays, and will face even greater challenge to keep pace with the steady increase of future air travel demand, since the air travel demand is projected to increase to two to three times the current level by 2025. The inefficiency of traffic flow management initiatives causes severe airspace congestion and frequent flight delays, which cost billions of economic losses every year. To address the increasingly severe airspace congestion and delays, the Next Generation Air Transportation System (NextGen) is proposed to transform the current static and rigid radar based system to a dynamic and flexible satellite based system. New operational concepts such as Dynamic Airspace Configuration (DAC) have been under development to allow more flexibility required to mitigate the demand-capacity imbalances in order to increase the throughput of the entire NAS. In this dissertation, we address the DAC problem in the en route and terminal airspace under the framework of NextGen. We develop a series of algorithms to facilitate the implementation of innovative concepts relevant with DAC in both the en route and terminal airspace. We also develop a performance evaluation framework for comprehensive benefit analyses on different aspects of future sector design algorithms. First, we complete a graph based sectorization algorithm for DAC in the en route airspace, which models the underlying air route network with a weighted graph, converts the sectorization problem into the graph partition problem, partitions the weighted graph with an iterative spectral bipartition method, and constructs the sectors from the partitioned graph. The algorithm uses a graph model to accurately capture the complex traffic patterns of the real flights, and generates sectors with high efficiency while evenly distributing the workload among the generated sectors. We further improve

Steam generator asset management: integrating technology and asset management

International Nuclear Information System (INIS)

Shoemaker, P.; Cislo, D.

2006-01-01

Asset Management is an established but often misunderstood discipline that is gaining momentum within the nuclear generation industry. The global impetus behind the movement toward asset management is sustainability. The discipline of asset management is based upon three fundamental aspects; key performance indicators (KPI), activity-based cost accounting, and cost benefits/risk analysis. The technology associated with these three aspects is fairly well-developed, in all but the most critical area; cost benefits/risk analysis. There are software programs that calculate, trend, and display key-performance indicators to ensure high-level visibility. Activity-based costing is a little more difficult; requiring a consensus on the definition of what comprises an activity and then adjusting cost accounting systems to track. In the United States, the Nuclear Energy Institute's Standard Nuclear Process Model (SNPM) serves as the basis for activity-based costing. As a result, the software industry has quickly adapted to develop tracking systems that include the SNPM structure. Both the KPI's and the activity-based cost accounting feed the cost benefits/risk analysis to allow for continuous improvement and task optimization; the goal of asset management. In the case where the benefits and risks are clearly understood and defined, there has been much progress in applying technology for continuous improvement. Within the nuclear generation industry, more specialized and unique software systems have been developed for active components, such as pumps and motors. Active components lend themselves well to the application of asset management techniques because failure rates can be established, which serves as the basis to quantify risk in the cost-benefits/risk analysis. A key issue with respect to asset management technologies is only now being understood and addressed, that is how to manage passive components. Passive components, such as nuclear steam generators, reactor vessels

Heuristic algorithm for single resource constrained project scheduling problem based on the dynamic programming

Directory of Open Access Journals (Sweden)

Stanimirović Ivan

2009-01-01

Full Text Available We introduce a heuristic method for the single resource constrained project scheduling problem, based on the dynamic programming solution of the knapsack problem. This method schedules projects with one type of resources, in the non-preemptive case: once started an activity is not interrupted and runs to completion. We compare the implementation of this method with well-known heuristic scheduling method, called Minimum Slack First (known also as Gray-Kidd algorithm, as well as with Microsoft Project.

Basel III and Asset Securitization

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M. Mpundu

2013-01-01

Full Text Available Asset securitization via special purpose entities involves the process of transforming assets into securities that are issued to investors. These investors hold the rights to payments supported by the cash flows from an asset pool held by the said entity. In this paper, we discuss the mechanism by which low- and high-quality entities securitize low- and high-quality assets, respectively, into collateralized debt obligations. During the 2007–2009 financial crisis, asset securitization was seriously inhibited. In response to this, for instance, new Basel III capital and liquidity regulations were introduced. Here, we find that we can explicitly determine the transaction costs related to low-quality asset securitization. Also, in the case of dynamic and static multipliers, the effects of unexpected negative shocks such as rating downgrades on asset price and input, debt obligation price and output, and profit will be quantified. In this case, we note that Basel III has been designed to provide countercyclical capital buffers to negate procyclicality. Moreover, we will develop an illustrative example of low-quality asset securitization for subprime mortgages. Furthermore, numerical examples to illustrate the key results will be provided. In addition, connections between Basel III and asset securitization will be highlighted.

Conjugate-Gradient Algorithms For Dynamics Of Manipulators

Science.gov (United States)

Fijany, Amir; Scheid, Robert E.

1993-01-01

Algorithms for serial and parallel computation of forward dynamics of multiple-link robotic manipulators by conjugate-gradient method developed. Parallel algorithms have potential for speedup of computations on multiple linked, specialized processors implemented in very-large-scale integrated circuits. Such processors used to stimulate dynamics, possibly faster than in real time, for purposes of planning and control.

Entropy-based financial asset pricing.

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Mihály Ormos

Full Text Available We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative measure of risk. Our results show that entropy decreases in the function of the number of securities involved in a portfolio in a similar way to the standard deviation, and that efficient portfolios are situated on a hyperbola in the expected return-entropy system. For empirical investigation we use daily returns of 150 randomly selected securities for a period of 27 years. Our regression results show that entropy has a higher explanatory power for the expected return than the capital asset pricing model beta. Furthermore we show the time varying behavior of the beta along with entropy.

Entropy-based financial asset pricing.

Science.gov (United States)

Ormos, Mihály; Zibriczky, Dávid

2014-01-01

We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative measure of risk. Our results show that entropy decreases in the function of the number of securities involved in a portfolio in a similar way to the standard deviation, and that efficient portfolios are situated on a hyperbola in the expected return-entropy system. For empirical investigation we use daily returns of 150 randomly selected securities for a period of 27 years. Our regression results show that entropy has a higher explanatory power for the expected return than the capital asset pricing model beta. Furthermore we show the time varying behavior of the beta along with entropy.

Dynamic load balancing algorithm for molecular dynamics based on Voronoi cells domain decompositions

Energy Technology Data Exchange (ETDEWEB)

Fattebert, J.-L. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Richards, D.F. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Glosli, J.N. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2012-12-01

We present a new algorithm for automatic parallel load balancing in classical molecular dynamics. It assumes a spatial domain decomposition of particles into Voronoi cells. It is a gradient method which attempts to minimize a cost function by displacing Voronoi sites associated with each processor/sub-domain along steepest descent directions. Excellent load balance has been obtained for quasi-2D and 3D practical applications, with up to 440·10⁶ particles on 65,536 MPI tasks.

A QoS-Based Dynamic Queue Length Scheduling Algorithm in Multiantenna Heterogeneous Systems

Directory of Open Access Journals (Sweden)

Verikoukis Christos

2010-01-01

Full Text Available The use of real-time delay-sensitive applications in wireless systems has significantly grown during the last years. Therefore the designers of wireless systems have faced a challenging issue to guarantee the required Quality of Service (QoS. On the other hand, the recent advances and the extensive use of multiple antennas have already been included in several commercial standards, where the multibeam opportunistic transmission beamforming strategies have been proposed to improve the performance of the wireless systems. A cross-layer-based dynamically tuned queue length scheduler is presented in this paper, for the Downlink of multiuser and multiantenna WLAN systems with heterogeneous traffic requirements. To align with modern wireless systems transmission strategies, an opportunistic scheduling algorithm is employed, while a priority to the different traffic classes is applied. A tradeoff between the maximization of the throughput of the system and the guarantee of the maximum allowed delay is obtained. Therefore, the length of the queue is dynamically adjusted to select the appropriate conditions based on the operator requirements.

Using Genetic Algorithms for Navigation Planning in Dynamic Environments

Directory of Open Access Journals (Sweden)

Ferhat Uçan

2012-01-01

Full Text Available Navigation planning can be considered as a combination of searching and executing the most convenient flight path from an initial waypoint to a destination waypoint. Generally the aim is to follow the flight path, which provides minimum fuel consumption for the air vehicle. For dynamic environments, constraints change dynamically during flight. This is a special case of dynamic path planning. As the main concern of this paper is flight planning, the conditions and objectives that are most probable to be used in navigation problem are considered. In this paper, the genetic algorithm solution of the dynamic flight planning problem is explained. The evolutionary dynamic navigation planning algorithm is developed for compensating the existing deficiencies of the other approaches. The existing fully dynamic algorithms process unit changes to topology one modification at a time, but when there are several such operations occurring in the environment simultaneously, the algorithms are quite inefficient. The proposed algorithm may respond to the concurrent constraint updates in a shorter time for dynamic environment. The most secure navigation of the air vehicle is planned and executed so that the fuel consumption is minimum.

Algorithms for optimal sequencing of dynamic multileaf collimators

Energy Technology Data Exchange (ETDEWEB)

Kamath, Srijit [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States); Sahni, Sartaj [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States); Palta, Jatinder [Department of Radiation Oncology, University of Florida, Gainesville, FL (United States); Ranka, Sanjay [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States)

2004-01-07

Dynamic multileaf collimator (DMLC) intensity modulated radiation therapy (IMRT) is used to deliver intensity modulated beams using a multileaf collimator (MLC), with the leaves in motion. DMLC-IMRT requires the conversion of a radiation intensity map into a leaf sequence file that controls the movement of the MLC while the beam is on. It is imperative that the intensity map delivered using the leaf sequence file be as close as possible to the intensity map generated by the dose optimization algorithm, while satisfying hardware constraints of the delivery system. Optimization of the leaf-sequencing algorithm has been the subject of several recent investigations. In this work, we present a systematic study of the optimization of leaf-sequencing algorithms for dynamic multileaf collimator beam delivery and provide rigorous mathematical proofs of optimized leaf sequence settings in terms of monitor unit (MU) efficiency under the most common leaf movement constraints that include leaf interdigitation constraint. Our analytical analysis shows that leaf sequencing based on unidirectional movement of the MLC leaves is as MU efficient as bi-directional movement of the MLC leaves.

Algorithms for optimal sequencing of dynamic multileaf collimators

International Nuclear Information System (INIS)

Kamath, Srijit; Sahni, Sartaj; Palta, Jatinder; Ranka, Sanjay

2004-01-01

Dynamic multileaf collimator (DMLC) intensity modulated radiation therapy (IMRT) is used to deliver intensity modulated beams using a multileaf collimator (MLC), with the leaves in motion. DMLC-IMRT requires the conversion of a radiation intensity map into a leaf sequence file that controls the movement of the MLC while the beam is on. It is imperative that the intensity map delivered using the leaf sequence file be as close as possible to the intensity map generated by the dose optimization algorithm, while satisfying hardware constraints of the delivery system. Optimization of the leaf-sequencing algorithm has been the subject of several recent investigations. In this work, we present a systematic study of the optimization of leaf-sequencing algorithms for dynamic multileaf collimator beam delivery and provide rigorous mathematical proofs of optimized leaf sequence settings in terms of monitor unit (MU) efficiency under the most common leaf movement constraints that include leaf interdigitation constraint. Our analytical analysis shows that leaf sequencing based on unidirectional movement of the MLC leaves is as MU efficient as bi-directional movement of the MLC leaves

A Localization Algorithm Based on AOA for Ad-Hoc Sensor Networks

Directory of Open Access Journals (Sweden)

Yang Sun Lee

2012-01-01

Full Text Available Knowledge of positions of sensor nodes in Wireless Sensor Networks (WSNs will make possible many applications such as asset monitoring, object tracking and routing. In WSNs, the errors may happen in the measurement of distances and angles between pairs of nodes in WSN and these errors will be propagated to different nodes, the estimation of positions of sensor nodes can be difficult and have huge errors. In this paper, we will propose localization algorithm based on both distance and angle to landmark. So, we introduce a method of incident angle to landmark and the algorithm to exchange physical data such as distances and incident angles and update the position of a node by utilizing multiple landmarks and multiple paths to landmarks.

On Newton-Raphson formulation and algorithm for displacement based structural dynamics problem with quadratic damping nonlinearity

Directory of Open Access Journals (Sweden)

Koh Kim Jie

2017-01-01

Full Text Available Quadratic damping nonlinearity is challenging for displacement based structural dynamics problem as the problem is nonlinear in time derivative of the primitive variable. For such nonlinearity, the formulation of tangent stiffness matrix is not lucid in the literature. Consequently, ambiguity related to kinematics update arises when implementing the time integration-iterative algorithm. In present work, an Euler-Bernoulli beam vibration problem with quadratic damping nonlinearity is addressed as the main source of quadratic damping nonlinearity arises from drag force estimation, which is generally valid only for slender structures. Employing Newton-Raphson formulation, tangent stiffness components associated with quadratic damping nonlinearity requires velocity input for evaluation purpose. For this reason, two mathematically equivalent algorithm structures with different kinematics arrangement are tested. Both algorithm structures result in the same accuracy and convergence characteristic of solution.

Using genetic algorithm to solve a new multi-period stochastic optimization model

Science.gov (United States)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior

OpenAIRE

Xiaohong Chen; Sydney C. Ludvigson

2004-01-01

This paper studies the ability of a general class of habit-based asset pricing models to match the conditional moment restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with the rest of the model's finite dimensional parameters. Using quarterly data on consumption growth, assets returns and instruments, our empirical results indicate that the estimated habit function is nonlinear, the habit formation is better described...

Enhanced TDMA Based Anti-Collision Algorithm with a Dynamic Frame Size Adjustment Strategy for Mobile RFID Readers

Directory of Open Access Journals (Sweden)

Kwang Cheol Shin

2009-02-01

Full Text Available In the fields of production, manufacturing and supply chain management, Radio Frequency Identification (RFID is regarded as one of the most important technologies. Nowadays, Mobile RFID, which is often installed in carts or forklift trucks, is increasingly being applied to the search for and checkout of items in warehouses, supermarkets, libraries and other industrial fields. In using Mobile RFID, since the readers are continuously moving, they can interfere with each other when they attempt to read the tags. In this study, we suggest a Time Division Multiple Access (TDMA based anti-collision algorithm for Mobile RFID readers. Our algorithm automatically adjusts the frame size of each reader without using manual parameters by adopting the dynamic frame size adjustment strategy when collisions occur at a reader. Through experiments on a simulated environment for Mobile RFID readers, we show that the proposed method improves the number of successful transmissions by about 228% on average, compared with Colorwave, a representative TDMA based anti-collision algorithm.

Enhanced TDMA Based Anti-Collision Algorithm with a Dynamic Frame Size Adjustment Strategy for Mobile RFID Readers.

Science.gov (United States)

Shin, Kwang Cheol; Park, Seung Bo; Jo, Geun Sik

2009-01-01

In the fields of production, manufacturing and supply chain management, Radio Frequency Identification (RFID) is regarded as one of the most important technologies. Nowadays, Mobile RFID, which is often installed in carts or forklift trucks, is increasingly being applied to the search for and checkout of items in warehouses, supermarkets, libraries and other industrial fields. In using Mobile RFID, since the readers are continuously moving, they can interfere with each other when they attempt to read the tags. In this study, we suggest a Time Division Multiple Access (TDMA) based anti-collision algorithm for Mobile RFID readers. Our algorithm automatically adjusts the frame size of each reader without using manual parameters by adopting the dynamic frame size adjustment strategy when collisions occur at a reader. Through experiments on a simulated environment for Mobile RFID readers, we show that the proposed method improves the number of successful transmissions by about 228% on average, compared with Colorwave, a representative TDMA based anti-collision algorithm.

Application of multiple tabu search algorithm to solve dynamic economic dispatch considering generator constraints

International Nuclear Information System (INIS)

Pothiya, Saravuth; Ngamroo, Issarachai; Kongprawechnon, Waree

2008-01-01

This paper presents a new optimization technique based on a multiple tabu search algorithm (MTS) to solve the dynamic economic dispatch (ED) problem with generator constraints. In the constrained dynamic ED problem, the load demand and spinning reserve capacity as well as some practical operation constraints of generators, such as ramp rate limits and prohibited operating zone are taken into consideration. The MTS algorithm introduces additional mechanisms such as initialization, adaptive searches, multiple searches, crossover and restarting process. To show its efficiency, the MTS algorithm is applied to solve constrained dynamic ED problems of power systems with 6 and 15 units. The results obtained from the MTS algorithm are compared to those achieved from the conventional approaches, such as simulated annealing (SA), genetic algorithm (GA), tabu search (TS) algorithm and particle swarm optimization (PSO). The experimental results show that the proposed MTS algorithm approaches is able to obtain higher quality solutions efficiently and with less computational time than the conventional approaches

Digital asset management.

Science.gov (United States)

Humphrey, Clinton D; Tollefson, Travis T; Kriet, J David

2010-05-01

Facial plastic surgeons are accumulating massive digital image databases with the evolution of photodocumentation and widespread adoption of digital photography. Managing and maximizing the utility of these vast data repositories, or digital asset management (DAM), is a persistent challenge. Developing a DAM workflow that incorporates a file naming algorithm and metadata assignment will increase the utility of a surgeon's digital images. Copyright 2010 Elsevier Inc. All rights reserved.

Lorentz covariant canonical symplectic algorithms for dynamics of charged particles

Science.gov (United States)

Wang, Yulei; Liu, Jian; Qin, Hong

2016-12-01

In this paper, the Lorentz covariance of algorithms is introduced. Under Lorentz transformation, both the form and performance of a Lorentz covariant algorithm are invariant. To acquire the advantages of symplectic algorithms and Lorentz covariance, a general procedure for constructing Lorentz covariant canonical symplectic algorithms (LCCSAs) is provided, based on which an explicit LCCSA for dynamics of relativistic charged particles is built. LCCSA possesses Lorentz invariance as well as long-term numerical accuracy and stability, due to the preservation of a discrete symplectic structure and the Lorentz symmetry of the system. For situations with time-dependent electromagnetic fields, which are difficult to handle in traditional construction procedures of symplectic algorithms, LCCSA provides a perfect explicit canonical symplectic solution by implementing the discretization in 4-spacetime. We also show that LCCSA has built-in energy-based adaptive time steps, which can optimize the computation performance when the Lorentz factor varies.

A New Multiobjective Evolutionary Algorithm for Community Detection in Dynamic Complex Networks

Directory of Open Access Journals (Sweden)

Guoqiang Chen

2013-01-01

Full Text Available Community detection in dynamic networks is an important research topic and has received an enormous amount of attention in recent years. Modularity is selected as a measure to quantify the quality of the community partition in previous detection methods. But, the modularity has been exposed to resolution limits. In this paper, we propose a novel multiobjective evolutionary algorithm for dynamic networks community detection based on the framework of nondominated sorting genetic algorithm. Modularity density which can address the limitations of modularity function is adopted to measure the snapshot cost, and normalized mutual information is selected to measure temporal cost, respectively. The characteristics knowledge of the problem is used in designing the genetic operators. Furthermore, a local search operator was designed, which can improve the effectiveness and efficiency of community detection. Experimental studies based on synthetic datasets show that the proposed algorithm can obtain better performance than the compared algorithms.

An FDTD algorithm for simulating light propagation in anisotropic dynamic gain media

KAUST Repository

Al-Jabr, A. A.; San Roman Alerigi, Damian; Ooi, Boon S.; Alsunaidi, M. A.

2014-01-01

Simulating light propagation in anisotropic dynamic gain media such as semiconductors and solid-state lasers using the finite difference time-domain FDTD technique is a tedious process, as many variables need to be evaluated in the same instant of time. The algorithm has to take care of the laser dynamic gain, rate equations, anisotropy and dispersion. In this paper, to the best of our knowledge, we present the first algorithm that solves this problem. The algorithm is based on separating calculations into independent layers and hence solving each problem in a layer of calculations. The anisotropic gain medium is presented and tested using a one-dimensional set-up. The algorithm is then used for the analysis of a two-dimensional problem.

An FDTD algorithm for simulating light propagation in anisotropic dynamic gain media

KAUST Repository

Al-Jabr, A. A.

2014-05-02

Simulating light propagation in anisotropic dynamic gain media such as semiconductors and solid-state lasers using the finite difference time-domain FDTD technique is a tedious process, as many variables need to be evaluated in the same instant of time. The algorithm has to take care of the laser dynamic gain, rate equations, anisotropy and dispersion. In this paper, to the best of our knowledge, we present the first algorithm that solves this problem. The algorithm is based on separating calculations into independent layers and hence solving each problem in a layer of calculations. The anisotropic gain medium is presented and tested using a one-dimensional set-up. The algorithm is then used for the analysis of a two-dimensional problem.

A Uniform Energy Consumption Algorithm for Wireless Sensor and Actuator Networks Based on Dynamic Polling Point Selection

Science.gov (United States)

Li, Shuo; Peng, Jun; Liu, Weirong; Zhu, Zhengfa; Lin, Kuo-Chi

2014-01-01

Recent research has indicated that using the mobility of the actuator in wireless sensor and actuator networks (WSANs) to achieve mobile data collection can greatly increase the sensor network lifetime. However, mobile data collection may result in unacceptable collection delays in the network if the path of the actuator is too long. Because real-time network applications require meeting data collection delay constraints, planning the path of the actuator is a very important issue to balance the prolongation of the network lifetime and the reduction of the data collection delay. In this paper, a multi-hop routing mobile data collection algorithm is proposed based on dynamic polling point selection with delay constraints to address this issue. The algorithm can actively update the selection of the actuator's polling points according to the sensor nodes' residual energies and their locations while also considering the collection delay constraint. It also dynamically constructs the multi-hop routing trees rooted by these polling points to balance the sensor node energy consumption and the extension of the network lifetime. The effectiveness of the algorithm is validated by simulation. PMID:24451455

A MODIFIED GIFFLER AND THOMPSON ALGORITHM COMBINED WITH DYNAMIC SLACK TIME FOR SOLVING DYNAMIC SCHEDULE PROBLEMS

Directory of Open Access Journals (Sweden)

Tanti Octavia

2003-01-01

Full Text Available A Modified Giffler and Thompson algorithm combined with dynamic slack time is used to allocate machines resources in dynamic nature. It was compared with a Real Time Order Promising (RTP algorithm. The performance of modified Giffler and Thompson and RTP algorithms are measured by mean tardiness. The result shows that modified Giffler and Thompson algorithm combined with dynamic slack time provides significantly better result compared with RTP algorithm in terms of mean tardiness.

Research on Methodology to Prioritize Critical Digital Assets based on Nuclear Risk Assessment

Energy Technology Data Exchange (ETDEWEB)

Kim, Wonjik; Kwon, Kookheui; Kim, Hyundoo [Korea Institute of Nuclear Nonproliferation and Control, Daejeon (Korea, Republic of)

2016-10-15

Digital systems are used in nuclear facilities to monitor and control various types of field devices, as well as to obtain and store vital information. Therefore, it is getting important for nuclear facilities to protect digital systems from cyber-attack in terms of safety operation and public health since cyber compromise of these systems could lead to unacceptable radiological consequences. Based on KINAC/RS-015 which is a cyber security regulatory standard, regulatory activities for cyber security at nuclear facilities generally focus on critical digital assets (CDAs) which are safety, security, and emergency preparedness related digital assets. Critical digital assets are estimated over 60% among all digital assets in a nuclear power plant. Therefore, it was required to prioritize critical digital assets to improve efficiency of regulation and implementation. In this paper, the research status on methodology development to prioritize critical digital assets based on nuclear risk assessment will be introduced. In this paper, to derive digital asset directly affect accident, PRA results (ET, FT, and minimal cut set) are analyzed. According to result of analysis, digital systems related to CD are derived ESF-CCS (safety-related component control system) and Process-CCS (non-safety-related component control system) as well as Engineered Safety Features Actuation System (ESFAS). These digital assets can be identified Vital Digital Asset (VDA). Hereafter, to develop general methodology which was identified VDA related to accident among CDAs, (1) method using result of minimal cut set in PRA model will be studied and (2) method quantifying result of Digital I and C PRA which is performed to reflect all digital cabinet related to system in FT will be studied.

Research on Methodology to Prioritize Critical Digital Assets based on Nuclear Risk Assessment

International Nuclear Information System (INIS)

Kim, Wonjik; Kwon, Kookheui; Kim, Hyundoo

2016-01-01

Digital systems are used in nuclear facilities to monitor and control various types of field devices, as well as to obtain and store vital information. Therefore, it is getting important for nuclear facilities to protect digital systems from cyber-attack in terms of safety operation and public health since cyber compromise of these systems could lead to unacceptable radiological consequences. Based on KINAC/RS-015 which is a cyber security regulatory standard, regulatory activities for cyber security at nuclear facilities generally focus on critical digital assets (CDAs) which are safety, security, and emergency preparedness related digital assets. Critical digital assets are estimated over 60% among all digital assets in a nuclear power plant. Therefore, it was required to prioritize critical digital assets to improve efficiency of regulation and implementation. In this paper, the research status on methodology development to prioritize critical digital assets based on nuclear risk assessment will be introduced. In this paper, to derive digital asset directly affect accident, PRA results (ET, FT, and minimal cut set) are analyzed. According to result of analysis, digital systems related to CD are derived ESF-CCS (safety-related component control system) and Process-CCS (non-safety-related component control system) as well as Engineered Safety Features Actuation System (ESFAS). These digital assets can be identified Vital Digital Asset (VDA). Hereafter, to develop general methodology which was identified VDA related to accident among CDAs, (1) method using result of minimal cut set in PRA model will be studied and (2) method quantifying result of Digital I and C PRA which is performed to reflect all digital cabinet related to system in FT will be studied

Cluster-Based Multipolling Sequencing Algorithm for Collecting RFID Data in Wireless LANs

Science.gov (United States)

Choi, Woo-Yong; Chatterjee, Mainak

2015-03-01

With the growing use of RFID (Radio Frequency Identification), it is becoming important to devise ways to read RFID tags in real time. Access points (APs) of IEEE 802.11-based wireless Local Area Networks (LANs) are being integrated with RFID networks that can efficiently collect real-time RFID data. Several schemes, such as multipolling methods based on the dynamic search algorithm and random sequencing, have been proposed. However, as the number of RFID readers associated with an AP increases, it becomes difficult for the dynamic search algorithm to derive the multipolling sequence in real time. Though multipolling methods can eliminate the polling overhead, we still need to enhance the performance of the multipolling methods based on random sequencing. To that extent, we propose a real-time cluster-based multipolling sequencing algorithm that drastically eliminates more than 90% of the polling overhead, particularly so when the dynamic search algorithm fails to derive the multipolling sequence in real time.

Agent-based Algorithm for Spatial Distribution of Objects

KAUST Repository

Collier, Nathan

2012-06-02

In this paper we present an agent-based algorithm for the spatial distribution of objects. The algorithm is a generalization of the bubble mesh algorithm, initially created for the point insertion stage of the meshing process of the finite element method. The bubble mesh algorithm treats objects in space as bubbles, which repel and attract each other. The dynamics of each bubble are approximated by solving a series of ordinary differential equations. We present numerical results for a meshing application as well as a graph visualization application.

IoT-based Asset Management System for Healthcare-related Industries

Directory of Open Access Journals (Sweden)

Lee Carman Ka Man

2015-11-01

Full Text Available The healthcare industry has been focusing efforts on optimizing inventory management procedures through the incorporation of Information and Communication Technology, in the form of tracking devices and data mining, to establish ideal inventory models. In this paper, a roadmap is developed towards a technological assessment of the Internet of Things (IoT in the healthcare industry, 2010–2020. According to the roadmap, an IoT-based healthcare asset management system (IoT-HAMS is proposed and developed based on Artificial Neural Network (ANN and Fuzzy Logic (FL, incorporating IoT technologies for asset management to optimize the supply of resources.

Dynamic systems models new methods of parameter and state estimation

CERN Document Server

2016-01-01

This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics. Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than already-popular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow non-differentiable elements in the vector functions being approximated. The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamic...

Incomplete Financial Markets and Jumps in Asset Prices

DEFF Research Database (Denmark)

Crès, Hervé; Markeprand, Tobias Ejnar; Tvede, Mich

A dynamic pure-exchange general equilibrium model with uncertainty is studied. Fundamentals are supposed to depend continuously on states of nature. It is shown that: 1. if financial markets are complete, then asset prices vary continuously with states of nature, and; 2. if financial markets...... are incomplete, jumps in asset prices may be unavoidable. Consequently incomplete financial markets may increase volatility in asset prices significantly....

A Relative-Localization Algorithm Using Incomplete Pairwise Distance Measurements for Underwater Applications

Directory of Open Access Journals (Sweden)

Kae Y. Foo

2010-01-01

Full Text Available The task of localizing underwater assets involves the relative localization of each unit using only pairwise distance measurements, usually obtained from time-of-arrival or time-delay-of-arrival measurements. In the fluctuating underwater environment, a complete set of pair-wise distance measurements can often be difficult to acquire, thus hindering a straightforward closed-form solution in deriving the assets' relative coordinates. An iterative multidimensional scaling approach is presented based upon a weighted-majorization algorithm that tolerates missing or inaccurate distance measurements. Substantial modifications are proposed to optimize the algorithm, while the effects of refractive propagation paths are considered. A parametric study of the algorithm based upon simulation results is shown. An acoustic field-trial was then carried out, presenting field measurements to highlight the practical implementation of this algorithm.

Dynamically Predicting the Quality of Service: Batch, Online, and Hybrid Algorithms

Directory of Open Access Journals (Sweden)

Ya Chen

2017-01-01

Full Text Available This paper studies the problem of dynamically modeling the quality of web service. The philosophy of designing practical web service recommender systems is delivered in this paper. A general system architecture for such systems continuously collects the user-service invocation records and includes both an online training module and an offline training module for quality prediction. In addition, we introduce matrix factorization-based online and offline training algorithms based on the gradient descent algorithms and demonstrate the fitness of this online/offline algorithm framework to the proposed architecture. The superiority of the proposed model is confirmed by empirical studies on a real-life quality of web service data set and comparisons with existing web service recommendation algorithms.

Review of Methods and Algorithms for Dynamic Management of CBRNE Collection Assets

Science.gov (United States)

2013-07-01

Li (2000). Note that SAA for UAVs is not a mature technology in the DoD. AFRL’s SAA architecture contains an algorithm called MuSICA (Multi-Sensor...SWOrRD.html. Graham, S., and J. Kay. 2012. Multi-Sensor Integrated Conflict Avoidance ( MuSICA ): 2012 International Test and Evaluation Association...moving target indicator MuSICA Multi-Sensor Integrated Conflict Avoidance MVOI multivariate optimal interpolation MVU maximum variance unfolding

Cone Algorithm of Spinning Vehicles under Dynamic Coning Environment

Directory of Open Access Journals (Sweden)

Shuang-biao Zhang

2015-01-01

Full Text Available Due to the fact that attitude error of vehicles has an intense trend of divergence when vehicles undergo worsening coning environment, in this paper, the model of dynamic coning environment is derived firstly. Then, through investigation of the effect on Euler attitude algorithm for the equivalency of traditional attitude algorithm, it is found that attitude error is actually the roll angle error including drifting error and oscillating error, which is induced directly by dynamic coning environment and further affects the pitch angle and yaw angle through transferring. Based on definition of the cone frame and cone attitude, a cone algorithm is proposed by rotation relationship to calculate cone attitude, and the relationship between cone attitude and Euler attitude of spinning vehicle is established. Through numerical simulations with different conditions of dynamic coning environment, it is shown that the induced error of Euler attitude fluctuates by the variation of precession and nutation, especially by that of nutation, and the oscillating frequency of roll angle error is twice that of pitch angle error and yaw angle error. In addition, the rotation angle is more competent to describe the spinning process of vehicles under coning environment than Euler angle gamma, and the real pitch angle and yaw angle are calculated finally.

Scaling symmetry, renormalization, and time series modeling: the case of financial assets dynamics.

Science.gov (United States)

Zamparo, Marco; Baldovin, Fulvio; Caraglio, Michele; Stella, Attilio L

2013-12-01

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous autoregressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments' stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power-law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal, and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance, in terms of obtaining closed formulas for derivative pricing. Further important features are the possibility of making contact, in certain limits, with autoregressive models widely used in finance and the possibility of partially resolving the long- and short-memory components of the volatility, with consistent results when applied to historical series.

Scaling symmetry, renormalization, and time series modeling: The case of financial assets dynamics

Science.gov (United States)

Zamparo, Marco; Baldovin, Fulvio; Caraglio, Michele; Stella, Attilio L.

2013-12-01

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous autoregressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments’ stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power-law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal, and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance, in terms of obtaining closed formulas for derivative pricing. Further important features are the possibility of making contact, in certain limits, with autoregressive models widely used in finance and the possibility of partially resolving the long- and short-memory components of the volatility, with consistent results when applied to historical series.

Dynamic programming algorithms for biological sequence comparison.

Science.gov (United States)

Pearson, W R; Miller, W

1992-01-01

Efficient dynamic programming algorithms are available for a broad class of protein and DNA sequence comparison problems. These algorithms require computer time proportional to the product of the lengths of the two sequences being compared [O(N2)] but require memory space proportional only to the sum of these lengths [O(N)]. Although the requirement for O(N2) time limits use of the algorithms to the largest computers when searching protein and DNA sequence databases, many other applications of these algorithms, such as calculation of distances for evolutionary trees and comparison of a new sequence to a library of sequence profiles, are well within the capabilities of desktop computers. In particular, the results of library searches with rapid searching programs, such as FASTA or BLAST, should be confirmed by performing a rigorous optimal alignment. Whereas rapid methods do not overlook significant sequence similarities, FASTA limits the number of gaps that can be inserted into an alignment, so that a rigorous alignment may extend the alignment substantially in some cases. BLAST does not allow gaps in the local regions that it reports; a calculation that allows gaps is very likely to extend the alignment substantially. Although a Monte Carlo evaluation of the statistical significance of a similarity score with a rigorous algorithm is much slower than the heuristic approach used by the RDF2 program, the dynamic programming approach should take less than 1 hr on a 386-based PC or desktop Unix workstation. For descriptive purposes, we have limited our discussion to methods for calculating similarity scores and distances that use gap penalties of the form g = rk. Nevertheless, programs for the more general case (g = q+rk) are readily available. Versions of these programs that run either on Unix workstations, IBM-PC class computers, or the Macintosh can be obtained from either of the authors.

Asset Return Dynamics and Learning

OpenAIRE

William A. Branch; George W. Evans

2010-01-01

This article advocates a theory of expectation formation that incorporates many of the central motivations of behavioral finance theory while retaining much of the discipline of the rational expectations approach. We provide a framework in which agents, in an asset pricing model, underparameterize their forecasting model in a spirit similar to Hong, Stein, and Yu (2007) and Barberis, Shleifer, and Vishny (1998), except that the parameters of the forecasting model and the choice of predictor a...

Ising model of financial markets with many assets

Science.gov (United States)

Eckrot, A.; Jurczyk, J.; Morgenstern, I.

2016-11-01

Many models of financial markets exist, but most of them simulate single asset markets. We study a multi asset Ising model of a financial market. Each agent has two possible actions (buy/sell) for every asset. The agents dynamically adjust their coupling coefficients according to past market returns and external news. This leads to fat tails and volatility clustering independent of the number of assets. We find that a separation of news into different channels leads to sector structures in the cross correlations, similar to those found in real markets.

Dynamical Consensus Algorithm for Second-Order Multi-Agent Systems Subjected to Communication Delay

International Nuclear Information System (INIS)

Liu Chenglin; Liu Fei

2013-01-01

To solve the dynamical consensus problem of second-order multi-agent systems with communication delay, delay-dependent compensations are added into the normal asynchronously-coupled consensus algorithm so as to make the agents achieve a dynamical consensus. Based on frequency-domain analysis, sufficient conditions are gained for second-order multi-agent systems with communication delay under leaderless and leader-following consensus algorithms respectively. Simulation illustrates the correctness of the results. (interdisciplinary physics and related areas of science and technology)

A pathway to a more sustainable water sector: sustainability-based asset management.

Science.gov (United States)

Marlow, D R; Beale, D J; Burn, S

2010-01-01

The water sectors of many countries are faced with the need to address simultaneously two overarching challenges; the need to undertake effective asset management coupled with the broader need to evolve business processes so as to embrace sustainability principles. Research has thus been undertaken into the role sustainability principles play in asset management. As part of this research, a series of 25 in-depth interviews were undertaken with water sector professionals from around Australia. Drawing on the results of these interviews, this paper outlines the conceptual relationship between asset management and sustainability along with a synthesis of the relevant opinions voiced in the interviews. The interviews indicated that the participating water authorities have made a strong commitment to sustainability, but there is a need to facilitate change processes to embed sustainability principles into business as usual practices. Interviewees also noted that asset management and sustainability are interlinked from a number of perspectives, especially in the way decision making is undertaken with respect to assets and service provision. The interviews also provided insights into the research needed to develop a holistic sustainability-based asset management framework.

Performance-based contracting for maintaining transportation assets with emphasis on bridges

Directory of Open Access Journals (Sweden)

Alsharqawi Mohammed

2017-01-01

Full Text Available With a large number of aging transportation infrastructure assets in North America and the growing problem of deterioration across the globe, managing these assets have been the subject of ongoing research. There is an overwhelming amount of maintenance and rehabilitation works to be done and selecting a suitable maintenance, repair or replacement (MRR strategy is one of the most challenging tasks for decision makers. Limited budget and resources are even making the decision making process more challenging. Maintaining infrastructure to the highest possible condition while investing the minimal amount of money has promoted innovative contracting approaches. Transportation agencies have increased private sector involvement through long term performance-based maintenance contracts or what is called Performance-Based Contracting. PBC is a type of contract that pays a contractor based on the results achieved, not on the methods for performing the maintenance work. By looking into the literature, it is observed that agencies are expanding the amount of contracting they do in order to maintain and achieve a better standard of infrastructure facilities. Therefore, the objective of this paper is to study and review performance-based contracting for transportation infrastructure with emphasis on bridge assets.

An improved energy conserving implicit time integration algorithm for nonlinear dynamic structural analysis

International Nuclear Information System (INIS)

Haug, E.; Rouvray, A.L. de; Nguyen, Q.S.

1977-01-01

This study proposes a general nonlinear algorithm stability criterion; it introduces a nonlinear algorithm, easily implemented in existing incremental/iterative codes, and it applies the new scheme beneficially to problems of linear elastic dynamic snap buckling. Based on the concept of energy conservation, the paper outlines an algorithm which degenerates into the trapezoidal rule, if applied to linear systems. The new algorithm conserves energy in systems having elastic potentials up to the fourth order in the displacements. This is true in the important case of nonlinear total Lagrange formulations where linear elastic material properties are substituted. The scheme is easily implemented in existing incremental-iterative codes with provisions for stiffness reformation and containing the basic Newmark scheme. Numerical analyses of dynamic stability can be dramatically sensitive to amplitude errors, because damping algorithms may mask, and overestimating schemes may numerically trigger, the physical instability. The newly proposed scheme has been applied with larger time steps and less cost to the dynamic snap buckling of simple one and multi degree-of-freedom structures for various initial conditions

A New Fuzzy Harmony Search Algorithm Using Fuzzy Logic for Dynamic Parameter Adaptation

Directory of Open Access Journals (Sweden)

Cinthia Peraza

2016-10-01

Full Text Available In this paper, a new fuzzy harmony search algorithm (FHS for solving optimization problems is presented. FHS is based on a recent method using fuzzy logic for dynamic adaptation of the harmony memory accepting (HMR and pitch adjustment (PArate parameters that improve the convergence rate of traditional harmony search algorithm (HS. The objective of the method is to dynamically adjust the parameters in the range from 0.7 to 1. The impact of using fixed parameters in the harmony search algorithm is discussed and a strategy for efficiently tuning these parameters using fuzzy logic is presented. The FHS algorithm was successfully applied to different benchmarking optimization problems. The results of simulation and comparison studies demonstrate the effectiveness and efficiency of the proposed approach.

Computational plasticity algorithm for particle dynamics simulations

Science.gov (United States)

Krabbenhoft, K.; Lyamin, A. V.; Vignes, C.

2018-01-01

The problem of particle dynamics simulation is interpreted in the framework of computational plasticity leading to an algorithm which is mathematically indistinguishable from the common implicit scheme widely used in the finite element analysis of elastoplastic boundary value problems. This algorithm provides somewhat of a unification of two particle methods, the discrete element method and the contact dynamics method, which usually are thought of as being quite disparate. In particular, it is shown that the former appears as the special case where the time stepping is explicit while the use of implicit time stepping leads to the kind of schemes usually labelled contact dynamics methods. The framing of particle dynamics simulation within computational plasticity paves the way for new approaches similar (or identical) to those frequently employed in nonlinear finite element analysis. These include mixed implicit-explicit time stepping, dynamic relaxation and domain decomposition schemes.

Seismic active control by a heuristic-based algorithm

International Nuclear Information System (INIS)

Tang, Yu.

1996-01-01

A heuristic-based algorithm for seismic active control is generalized to permit consideration of the effects of control-structure interaction and actuator dynamics. Control force is computed at onetime step ahead before being applied to the structure. Therefore, the proposed control algorithm is free from the problem of time delay. A numerical example is presented to show the effectiveness of the proposed control algorithm. Also, two indices are introduced in the paper to assess the effectiveness and efficiency of control laws

End-of-life conversations and care: an asset-based model for community engagement.

Science.gov (United States)

Matthiesen, Mary; Froggatt, Katherine; Owen, Elaine; Ashton, John R

2014-09-01

Public awareness work regarding palliative and end-of-life care is increasingly promoted within national strategies for palliative care. Different approaches to undertaking this work are being used, often based upon broader educational principles, but little is known about how to undertake such initiatives in a way that equally engages both the health and social care sector and the local communities. An asset-based community engagement approach has been developed that facilitates community-led awareness initiatives concerning end-of-life conversations and care by identifying and connecting existing skills and expertise. (1) To describe the processes and features of an asset-based community engagement approach that facilitates community-led awareness initiatives with a focus on end-of-life conversations and care; and (2) to identify key community-identified priorities for sustainable community engagement processes. An asset-based model of community engagement specific to end-of-life issues using a four-step process is described (getting started, coming together, action planning and implementation). The use of this approach, in two regional community engagement programmes, based across rural and urban communities in the northwest of England, is described. The assets identified in the facilitated community engagement process encompassed people's talents and skills, community groups and networks, government and non-government agencies, physical and economic assets and community values and stories. Five priority areas were addressed to ensure active community engagement work: information, outreach, education, leadership and sustainability. A facilitated, asset-based approach of community engagement for end-of-life conversations and care can catalyse community-led awareness initiatives. This occurs through the involvement of community and local health and social care organisations as co-creators of this change across multiple sectors in a sustainable way. This approach

Genetic Algorithms for Agent-Based Infrastructure Interdependency Modeling and Analysis

Energy Technology Data Exchange (ETDEWEB)

May Permann

2007-03-01

Today’s society relies greatly upon an array of complex national and international infrastructure networks such as transportation, electric power, telecommunication, and financial networks. This paper describes initial research combining agent-based infrastructure modeling software and genetic algorithms (GAs) to help optimize infrastructure protection and restoration decisions. This research proposes to apply GAs to the problem of infrastructure modeling and analysis in order to determine the optimum assets to restore or protect from attack or other disaster. This research is just commencing and therefore the focus of this paper is the integration of a GA optimization method with a simulation through the simulation’s agents.

Framework, process and tool for managing technology-based assets

CSIR Research Space (South Africa)

Kfir, R

2000-10-01

Full Text Available ) and the intellectual property (IP) of the organisation, The study describes a framework linking the core processes supporting the management of technology-based assets and offerings with other organisational elements such as leadership, strategy, and culture. Specific...

A molecular dynamics-based algorithm for evaluating the glycosaminoglycan mimicking potential of synthetic, homogenous, sulfated small molecules.

Directory of Open Access Journals (Sweden)

Balaji Nagarajan

Full Text Available Glycosaminoglycans (GAGs are key natural biopolymers that exhibit a range of biological functions including growth and differentiation. Despite this multiplicity of function, natural GAG sequences have not yielded drugs because of problems of heterogeneity and synthesis. Recently, several homogenous non-saccharide glycosaminoglycan mimetics (NSGMs have been reported as agents displaying major therapeutic promise. Yet, it remains unclear whether sulfated NSGMs structurally mimic sulfated GAGs. To address this, we developed a three-step molecular dynamics (MD-based algorithm to compare sulfated NSGMs with GAGs. In the first step of this algorithm, parameters related to the range of conformations sampled by the two highly sulfated molecules as free entities in water were compared. The second step compared identity of binding site geometries and the final step evaluated comparable dynamics and interactions in the protein-bound state. Using a test case of interactions with fibroblast growth factor-related proteins, we show that this three-step algorithm effectively predicts the GAG structure mimicking property of NSGMs. Specifically, we show that two unique dimeric NSGMs mimic hexameric GAG sequences in the protein-bound state. In contrast, closely related monomeric and trimeric NSGMs do not mimic GAG in either the free or bound states. These results correspond well with the functional properties of NSGMs. The results show for the first time that appropriately designed sulfated NSGMs can be good structural mimetics of GAGs and the incorporation of a MD-based strategy at the NSGM library screening stage can identify promising mimetics of targeted GAG sequences.

Estimating Phenomenological Parameters in Multi-Assets Markets

Science.gov (United States)

Raffaelli, Giacomo; Marsili, Matteo

Financial correlations exhibit a non-trivial dynamic behavior. This is reproduced by a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This captures the fact that correlations determine the optimal portfolio but are affected by investment based on it. Such a feedback on correlations gives rise to an instability when the volume of investment exceeds a critical value. Close to the critical point the model exhibits dynamical correlations very similar to those observed in real markets. We discuss how the model's parameter can be estimated in real market data with a maximum likelihood principle. This confirms the main conclusion that real markets operate close to a dynamically unstable point.

Dynamic Harmony Search with Polynomial Mutation Algorithm for Valve-Point Economic Load Dispatch

Directory of Open Access Journals (Sweden)

M. Karthikeyan

2015-01-01

mutation (DHSPM algorithm to solve ORPD problem. In DHSPM algorithm the key parameters of HS algorithm like harmony memory considering rate (HMCR and pitch adjusting rate (PAR are changed dynamically and there is no need to predefine these parameters. Additionally polynomial mutation is inserted in the updating step of HS algorithm to favor exploration and exploitation of the search space. The DHSPM algorithm is tested with three power system cases consisting of 3, 13, and 40 thermal units. The computational results show that the DHSPM algorithm is more effective in finding better solutions than other computational intelligence based methods.

Saving-Based Asset Pricing

DEFF Research Database (Denmark)

Dreyer, Johannes Kabderian; Schneider, Johannes; T. Smith, William

2013-01-01

This paper explores the implications of a novel class of preferences for the behavior of asset prices. Following a suggestion by Marshall (1920), we entertain the possibility that people derive utility not only from consumption, but also from the very act of saving. These ‘‘saving-based’’ prefere...

[Health promotion based on assets: how to work with this perspective in local interventions?

Science.gov (United States)

Cofiño, Rafael; Aviñó, Dory; Benedé, Carmen Belén; Botello, Blanca; Cubillo, Jara; Morgan, Antony; Paredes-Carbonell, Joan Josep; Hernán, Mariano

2016-11-01

An asset-based approach could be useful to revitalise health promotion or community health interventions combining work with multiple partnerships, positive health, community engagement, equity and orientation of health determinants. We set some recommendations about how to incorporate the assets model in programmes, projects and interventions in health promotion. Some techniques are described for assets mapping and some experiences with this methodology being developed in different regions are systematised. We propose the term "Asset-based Health Promotion/Community Health" as an operational definition to work at the local level with a community engagement and participatory approach, building alliances between different institutions at the state-regional level and trying to create a framework for action with the generation of evaluations and evidence to work on population interventions from the perspective of positive health. Copyright © 2016 SESPAS. All rights reserved.

Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?

DEFF Research Database (Denmark)

Rasmussen, Anne-Sofie Reng

This paper compares the asset pricing ability of the traditional consumption-based capital asset pricing model to models from two strands of literature attempting to improve on the poor empirical results of the C-CAPM. One strand is based on the intertemporal asset pricing model of Campbell (1993...... able to price assets conditionally as suggested by Cochrane (1996) and Lettau and Ludvigson (2001b). The unconditional C-CAPM is rewritten as a scaled factor model using the approximate log consumptionwealth ratio cay, developed by Lettau and Ludvigson (2001a), as scaling variable. The models...... and composite. Thus, there is no unambiguous solution to the pricing ability problems of the C-CAPM. Models from both the alternative literature strands are found to outperform the traditional C-CAPM on average pricing errors. However, when weighting pricing errors by the full variance-covariance matrix...

Complex-based OCT angiography algorithm recovers microvascular information better than amplitude- or phase-based algorithms in phase-stable systems.

Science.gov (United States)

Xu, Jingjiang; Song, Shaozhen; Li, Yuandong; Wang, Ruikang K

2017-12-19

Optical coherence tomography angiography (OCTA) is increasingly becoming a popular inspection tool for biomedical imaging applications. By exploring the amplitude, phase and complex information available in OCT signals, numerous algorithms have been proposed that contrast functional vessel networks within microcirculatory tissue beds. However, it is not clear which algorithm delivers optimal imaging performance. Here, we investigate systematically how amplitude and phase information have an impact on the OCTA imaging performance, to establish the relationship of amplitude and phase stability with OCT signal-to-noise ratio (SNR), time interval and particle dynamics. With either repeated A-scan or repeated B-scan imaging protocols, the amplitude noise increases with the increase of OCT SNR; however, the phase noise does the opposite, i.e. it increases with the decrease of OCT SNR. Coupled with experimental measurements, we utilize a simple Monte Carlo (MC) model to simulate the performance of amplitude-, phase- and complex-based algorithms for OCTA imaging, the results of which suggest that complex-based algorithms deliver the best performance when the phase noise is  algorithm delivers better performance than either the amplitude- or phase-based algorithms for both the repeated A-scan and the B-scan imaging protocols, which agrees well with the conclusion drawn from the MC simulations.

Investments in fixed assets and depreciation of fixed assets: theoretical and practical aspects of study and analysis

Directory of Open Access Journals (Sweden)

Irina D. Demina

2017-01-01

Full Text Available It is indicated that domestic economy is experiencing a shortage of investment.The acceleration of the processes of import substitution is one of the most important challenges facing the domestic economy at present.Investments, especially capital investments and related investment relations constitute the basis for the development of the national economy and improving the efficiency of social production as a whole. A problem of formation of the amortization fundremains actual at the moment. In the modern scientific and educational literature amortization fund means the fund, including the use of funds to complete the restoration and repair of the fixed assets. This paper makesthe analysis of the situation in the area of investment in the fixed capital, which has developed in Russia for the past severalyears. The aim of this paper is to study the investment climate in the country based on the analysis of investments in the fixed capital by the sources of financing and types of the economic activity. The work is based on dynamic and structural analysis of analytical and statistical information on the processes occurring in this field.As a result, it can be noted that in spite of a number of efforts being made, in general, there are low growth rates in industry, there is a deficit of investments in the fixed assets. Most of the investments in fixed assets are carried out at the expense of the organizations’ own funds. A significant number of economic entities do not have the means, necessary for the technological renewal. Unfortunately, the regulatory framework in the field of accounting for the fixed assets and accrual of depreciation does not imply the use of a special account for the accumulation, and, most importantly, for the purposeful control of the use of the depreciation fund.First of all, it is necessary for companies with state participation and monopoly organizations. The lack of control over the targeted use of the depreciation fund

Improvement of the methods for company’s fixed assets analysis

Directory of Open Access Journals (Sweden)

T. A. Zhurkina

2018-01-01

Full Text Available Fixed assets are an integral component of the productive capacity of any enterprise. The financial results of the enterprise largely depend on their intensity and efficiency of use. The analysis of fixed assets is usually carried out using an integrated and systematic approach, based on their availability, their movement, efficiency of use (including their active part. In the opinion of some authors, the traditional methods of analyzing fixed assets have a number of shortcomings, since they do not take into account the life cycle of an enterprise, the ecological aspects of the operation of fixed assets, the operation specifics of the individual divisions of a company and its branches. In order to improve the methodology for analyzing fixed assets, the authors proposed to use formalized and nonformalized criteria for analyzing the risks associated with the fixed asset use. A survey questionnaire was designed to determine the likelihood of the risk of economic losses associated with the use of fixed assets. The authors propose using the integral indicator for the purpose of analyzing the risk of using fixed assets in dynamics. In order to improve the procedure for auditing, the authors proposed segregation of economic transactions with fixed assets according to their cycles in accordance with the stage of their reproduction. Operational analysis is important for managing the efficiency of the fixed asset use, especially during a critical period. Using the analysis of the regularity in grain combines performance would reduce losses during harvesting, implement the work within strictly defined time frame and remunerate the employees for high-quality and intensive performance of their tasks.

Q-learning-based adjustable fixed-phase quantum Grover search algorithm

International Nuclear Information System (INIS)

Guo Ying; Shi Wensha; Wang Yijun; Hu, Jiankun

2017-01-01

We demonstrate that the rotation phase can be suitably chosen to increase the efficiency of the phase-based quantum search algorithm, leading to a dynamic balance between iterations and success probabilities of the fixed-phase quantum Grover search algorithm with Q-learning for a given number of solutions. In this search algorithm, the proposed Q-learning algorithm, which is a model-free reinforcement learning strategy in essence, is used for performing a matching algorithm based on the fraction of marked items λ and the rotation phase α. After establishing the policy function α = π(λ), we complete the fixed-phase Grover algorithm, where the phase parameter is selected via the learned policy. Simulation results show that the Q-learning-based Grover search algorithm (QLGA) enables fewer iterations and gives birth to higher success probabilities. Compared with the conventional Grover algorithms, it avoids the optimal local situations, thereby enabling success probabilities to approach one. (author)

A Thrust Allocation Method for Efficient Dynamic Positioning of a Semisubmersible Drilling Rig Based on the Hybrid Optimization Algorithm

Directory of Open Access Journals (Sweden)

Luman Zhao

2015-01-01

Full Text Available A thrust allocation method was proposed based on a hybrid optimization algorithm to efficiently and dynamically position a semisubmersible drilling rig. That is, the thrust allocation was optimized to produce the generalized forces and moment required while at the same time minimizing the total power consumption under the premise that forbidden zones should be taken into account. An optimization problem was mathematically formulated to provide the optimal thrust allocation by introducing the corresponding design variables, objective function, and constraints. A hybrid optimization algorithm consisting of a genetic algorithm and a sequential quadratic programming (SQP algorithm was selected and used to solve this problem. The proposed method was evaluated by applying it to a thrust allocation problem for a semisubmersible drilling rig. The results indicate that the proposed method can be used as part of a cost-effective strategy for thrust allocation of the rig.

Next Generation Suspension Dynamics Algorithms

Energy Technology Data Exchange (ETDEWEB)

Schunk, Peter Randall [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Higdon, Jonathon [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Chen, Steven [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2014-12-01

This research project has the objective to extend the range of application, improve the efficiency and conduct simulations with the Fast Lubrication Dynamics (FLD) algorithm for concentrated particle suspensions in a Newtonian fluid solvent. The research involves a combination of mathematical development, new computational algorithms, and application to processing flows of relevance in materials processing. The mathematical developments clarify the underlying theory, facilitate verification against classic monographs in the field and provide the framework for a novel parallel implementation optimized for an OpenMP shared memory environment. The project considered application to consolidation flows of major interest in high throughput materials processing and identified hitherto unforeseen challenges in the use of FLD in these applications. Extensions to the algorithm have been developed to improve its accuracy in these applications.

Learning Agents for Autonomous Space Asset Management (LAASAM)

Science.gov (United States)

Scally, L.; Bonato, M.; Crowder, J.

2011-09-01

Current and future space systems will continue to grow in complexity and capabilities, creating a formidable challenge to monitor, maintain, and utilize these systems and manage their growing network of space and related ground-based assets. Integrated System Health Management (ISHM), and in particular, Condition-Based System Health Management (CBHM), is the ability to manage and maintain a system using dynamic real-time data to prioritize, optimize, maintain, and allocate resources. CBHM entails the maintenance of systems and equipment based on an assessment of current and projected conditions (situational and health related conditions). A complete, modern CBHM system comprises a number of functional capabilities: sensing and data acquisition; signal processing; conditioning and health assessment; diagnostics and prognostics; and decision reasoning. In addition, an intelligent Human System Interface (HSI) is required to provide the user/analyst with relevant context-sensitive information, the system condition, and its effect on overall situational awareness of space (and related) assets. Colorado Engineering, Inc. (CEI) and Raytheon are investigating and designing an Intelligent Information Agent Architecture that will provide a complete range of CBHM and HSI functionality from data collection through recommendations for specific actions. The research leverages CEI’s expertise with provisioning management network architectures and Raytheon’s extensive experience with learning agents to define a system to autonomously manage a complex network of current and future space-based assets to optimize their utilization.

INNOVATION IN ACCOUNTING BIOLOGIC ASSETS

OpenAIRE

Stolуarova M. A.; Shcherbina I. D.

2016-01-01

The article describes the innovations in the classification and measurement of biological assets according to IFRS (IAS) 41 "Agriculture". The difficulties faced by agricultural producers using standard, set out in article. The classification based on the adopted amendments, according to which the fruit-bearing plants, previously accounted for as biological assets are measured at fair value are included in the category of fixed assets. The structure of biological assets and main means has bee...

The Sociological Imagination and Community-Based Learning: Using an Asset-Based Approach

Science.gov (United States)

Garoutte, Lisa

2018-01-01

Fostering a sociological imagination in students is a central goal for most introductory sociology courses and sociology departments generally, yet success is difficult to achieve. This project suggests that using elements of asset-based community development can be used in sociology classrooms to develop a sociological perspective. After…

Parameter identification of PEMFC model based on hybrid adaptive differential evolution algorithm

International Nuclear Information System (INIS)

Sun, Zhe; Wang, Ning; Bi, Yunrui; Srinivasan, Dipti

2015-01-01

In this paper, a HADE (hybrid adaptive differential evolution) algorithm is proposed for the identification problem of PEMFC (proton exchange membrane fuel cell). Inspired by biological genetic strategy, a novel adaptive scaling factor and a dynamic crossover probability are presented to improve the adaptive and dynamic performance of differential evolution algorithm. Moreover, two kinds of neighborhood search operations based on the bee colony foraging mechanism are introduced for enhancing local search efficiency. Through testing the benchmark functions, the proposed algorithm exhibits better performance in convergent accuracy and speed. Finally, the HADE algorithm is applied to identify the nonlinear parameters of PEMFC stack model. Through experimental comparison with other identified methods, the PEMFC model based on the HADE algorithm shows better performance. - Highlights: • We propose a hybrid adaptive differential evolution algorithm (HADE). • The search efficiency is enhanced in low and high dimension search space. • The effectiveness is confirmed by testing benchmark functions. • The identification of the PEMFC model is conducted by adopting HADE.

Coherency Identification of Generators Using a PAM Algorithm for Dynamic Reduction of Power Systems

Directory of Open Access Journals (Sweden)

Seung-Il Moon

2012-11-01

Full Text Available This paper presents a new coherency identification method for dynamic reduction of a power system. To achieve dynamic reduction, coherency-based equivalence techniques divide generators into groups according to coherency, and then aggregate them. In order to minimize the changes in the dynamic response of the reduced equivalent system, coherency identification of the generators should be clearly defined. The objective of the proposed coherency identification method is to determine the optimal coherent groups of generators with respect to the dynamic response, using the Partitioning Around Medoids (PAM algorithm. For this purpose, the coherency between generators is first evaluated from the dynamic simulation time response, and in the proposed method this result is then used to define a dissimilarity index. Based on the PAM algorithm, the coherent generator groups are then determined so that the sum of the index in each group is minimized. This approach ensures that the dynamic characteristics of the original system are preserved, by providing the optimized coherency identification. To validate the effectiveness of the technique, simulated cases with an IEEE 39-bus test system are evaluated using PSS/E. The proposed method is compared with an existing coherency identification method, which uses the K-means algorithm, and is found to provide a better estimate of the original system. 

PACE: A dynamic programming algorithm for hardware/software partitioning

DEFF Research Database (Denmark)

Knudsen, Peter Voigt; Madsen, Jan

1996-01-01

This paper presents the PACE partitioning algorithm which is used in the LYCOS co-synthesis system for partitioning control/dataflow graphs into hardware and software parts. The algorithm is a dynamic programming algorithm which solves both the problem of minimizing system execution time...

A Computational Fluid Dynamics Algorithm on a Massively Parallel Computer

Science.gov (United States)

Jespersen, Dennis C.; Levit, Creon

1989-01-01

The discipline of computational fluid dynamics is demanding ever-increasing computational power to deal with complex fluid flow problems. We investigate the performance of a finite-difference computational fluid dynamics algorithm on a massively parallel computer, the Connection Machine. Of special interest is an implicit time-stepping algorithm; to obtain maximum performance from the Connection Machine, it is necessary to use a nonstandard algorithm to solve the linear systems that arise in the implicit algorithm. We find that the Connection Machine ran achieve very high computation rates on both explicit and implicit algorithms. The performance of the Connection Machine puts it in the same class as today's most powerful conventional supercomputers.

A comparative study of three model-based algorithms for estimating state-of-charge of lithium-ion batteries under a new combined dynamic loading profile

International Nuclear Information System (INIS)

Yang, Fangfang; Xing, Yinjiao; Wang, Dong; Tsui, Kwok-Leung

2016-01-01

Highlights: • Three different model-based filtering algorithms for SOC estimation are compared. • A combined dynamic loading profile is proposed to evaluate the three algorithms. • Robustness against uncertainty of initial states of SOC estimators are investigated. • Battery capacity degradation is considered in SOC estimation. - Abstract: Accurate state-of-charge (SOC) estimation is critical for the safety and reliability of battery management systems in electric vehicles. Because SOC cannot be directly measured and SOC estimation is affected by many factors, such as ambient temperature, battery aging, and current rate, a robust SOC estimation approach is necessary to be developed so as to deal with time-varying and nonlinear battery systems. In this paper, three popular model-based filtering algorithms, including extended Kalman filter, unscented Kalman filter, and particle filter, are respectively used to estimate SOC and their performances regarding to tracking accuracy, computation time, robustness against uncertainty of initial values of SOC, and battery degradation, are compared. To evaluate the performances of these algorithms, a new combined dynamic loading profile composed of the dynamic stress test, the federal urban driving schedule and the US06 is proposed. The comparison results showed that the unscented Kalman filter is the most robust to different initial values of SOC, while the particle filter owns the fastest convergence ability when an initial guess of SOC is far from a true initial SOC.

A Synthetic Algorithm for Tracking a Moving Object in a Multiple-Dynamic Obstacles Environment Based on Kinematically Planar Redundant Manipulators

Directory of Open Access Journals (Sweden)

Hongzhe Jin

2017-01-01

Full Text Available This paper presents a synthetic algorithm for tracking a moving object in a multiple-dynamic obstacles environment based on kinematically planar manipulators. By observing the motions of the object and obstacles, Spline filter associated with polynomial fitting is utilized to predict their moving paths for a period of time in the future. Several feasible paths for the manipulator in Cartesian space can be planned according to the predicted moving paths and the defined feasibility criterion. The shortest one among these feasible paths is selected as the optimized path. Then the real-time path along the optimized path is planned for the manipulator to track the moving object in real-time. To improve the convergence rate of tracking, a virtual controller based on PD controller is designed to adaptively adjust the real-time path. In the process of tracking, the null space of inverse kinematic and the local rotation coordinate method (LRCM are utilized for the arms and the end-effector to avoid obstacles, respectively. Finally, the moving object in a multiple-dynamic obstacles environment is thus tracked via real-time updating the joint angles of manipulator according to the iterative method. Simulation results show that the proposed algorithm is feasible to track a moving object in a multiple-dynamic obstacles environment.

Dynamic traffic assignment : genetic algorithms approach

Science.gov (United States)

1997-01-01

Real-time route guidance is a promising approach to alleviating congestion on the nations highways. A dynamic traffic assignment model is central to the development of guidance strategies. The artificial intelligence technique of genetic algorithm...

Local natural and cultural heritage assets and community based ...

African Journals Online (AJOL)

Community based tourism (CBT) is seen as an opportunity which mass tourism does not offer for, especially, rural communities to develop their natural and cultural assets into tourism activities for the benefit of the community. The point of CBT is that the community, collectively and individually, gains a livelihood from ...

Asset Pricing in Markets with Illiquid Assets

OpenAIRE

Longstaff, Francis A

2005-01-01

Many important classes of assets are illiquid in the sense that they cannot always be traded immediately. Thus, a portfolio position in these types of illiquid investments becomes at least temporarily irreversible. We study the asset-pricing implications of illiquidity in a two-asset exchange economy with heterogeneous agents. In this market, one asset is always liquid. The other asset can be traded initially, but then not again until after a “blackout†period. Illiquidity has a dramatic e...

An improved genetic algorithm with dynamic topology

International Nuclear Information System (INIS)

Cai Kai-Quan; Tang Yan-Wu; Zhang Xue-Jun; Guan Xiang-Min

2016-01-01

The genetic algorithm (GA) is a nature-inspired evolutionary algorithm to find optima in search space via the interaction of individuals. Recently, researchers demonstrated that the interaction topology plays an important role in information exchange among individuals of evolutionary algorithm. In this paper, we investigate the effect of different network topologies adopted to represent the interaction structures. It is found that GA with a high-density topology ends up more likely with an unsatisfactory solution, contrarily, a low-density topology can impede convergence. Consequently, we propose an improved GA with dynamic topology, named DT-GA, in which the topology structure varies dynamically along with the fitness evolution. Several experiments executed with 15 well-known test functions have illustrated that DT-GA outperforms other test GAs for making a balance of convergence speed and optimum quality. Our work may have implications in the combination of complex networks and computational intelligence. (paper)

An Adaptive Sweep-Circle Spatial Clustering Algorithm Based on Gestalt

Directory of Open Access Journals (Sweden)

Qingming Zhan

2017-08-01

Full Text Available An adaptive spatial clustering (ASC algorithm is proposed in this present study, which employs sweep-circle techniques and a dynamic threshold setting based on the Gestalt theory to detect spatial clusters. The proposed algorithm can automatically discover clusters in one pass, rather than through the modification of the initial model (for example, a minimal spanning tree, Delaunay triangulation, or Voronoi diagram. It can quickly identify arbitrarily-shaped clusters while adapting efficiently to non-homogeneous density characteristics of spatial data, without the need for prior knowledge or parameters. The proposed algorithm is also ideal for use in data streaming technology with dynamic characteristics flowing in the form of spatial clustering in large data sets.

Digital asset ecosystems rethinking crowds and cloud

CERN Document Server

Blanke, Tobias

2014-01-01

Digital asset management is undergoing a fundamental transformation. Near universal availability of high-quality web-based assets makes it important to pay attention to the new world of digital ecosystems and what it means for managing, using and publishing digital assets. The Ecosystem of Digital Assets reflects on these developments and what the emerging 'web of things' could mean for digital assets. The book is structured into three parts, each covering an important aspect of digital assets. Part one introduces the emerging ecosystems of digital assets. Part two examines digital asset manag

Optimized Bayesian dynamic advising theory and algorithms

CERN Document Server

Karny, Miroslav

2006-01-01

Written by one of the world's leading groups in the area of Bayesian identification, control, and decision making, this book provides the theoretical and algorithmic basis of optimized probabilistic advising. Starting from abstract ideas and formulations, and culminating in detailed algorithms, the book comprises a unified treatment of an important problem of the design of advisory systems supporting supervisors of complex processes. It introduces the theoretical and algorithmic basis of developed advising, relying on novel and powerful combination black-box modelling by dynamic mixture models

Historical development of derivatives’ underlying assets

Directory of Open Access Journals (Sweden)

Sylvie Riederová

2011-01-01

Full Text Available The derivative transactions are able to eliminate the unexpected risk arising from the price volatility of the asset. The need for risk elimination relates to the application of derivatives.This paper is focused on derivatives’ underlying assets themselves. With the plain description, supported by progressive summarization, the authors analysed the relevant theoretical sources, dealt with derivatives, their underlying assets and their development in centuries. Starting in the ancient history, 2000 BC, the first non-standard transaction, very close to today’s understanding of derivatives, becomes to be closed between counterparties. During the time, in different kingdoms and emporiums, derivatives started to play a significant role in daily life, helping to reduce the uncertainty of the future. But the real golden era for derivatives started with the so called ‘New derivative markets’ and computer supported trading. They have extended their form from simple tools to most complex structures, without changing their main purpose hedging and risk – reduction.For the main purpose of this paper it is impossible to split the development of derivatives from the very wide extension of underlying assets. The change of these assets was one of the main drivers in derivatives development. Understanding of the dynamic character of these assets helps to understand the world of derivatives.

A multilevel-skin neighbor list algorithm for molecular dynamics simulation

Science.gov (United States)

Zhang, Chenglong; Zhao, Mingcan; Hou, Chaofeng; Ge, Wei

2018-01-01

Searching of the interaction pairs and organization of the interaction processes are important steps in molecular dynamics (MD) algorithms and are critical to the overall efficiency of the simulation. Neighbor lists are widely used for these steps, where thicker skin can reduce the frequency of list updating but is discounted by more computation in distance check for the particle pairs. In this paper, we propose a new neighbor-list-based algorithm with a precisely designed multilevel skin which can reduce unnecessary computation on inter-particle distances. The performance advantages over traditional methods are then analyzed against the main simulation parameters on Intel CPUs and MICs (many integrated cores), and are clearly demonstrated. The algorithm can be generalized for various discrete simulations using neighbor lists.

DTFP-Growth: Dynamic Threshold-Based FP-Growth Rule Mining Algorithm Through Integrating Gene Expression, Methylation, and Protein-Protein Interaction Profiles.

Science.gov (United States)

Mallik, Saurav; Bhadra, Tapas; Mukherji, Ayan; Mallik, Saurav; Bhadra, Tapas; Mukherji, Ayan; Mallik, Saurav; Bhadra, Tapas; Mukherji, Ayan

2018-04-01

Association rule mining is an important technique for identifying interesting relationships between gene pairs in a biological data set. Earlier methods basically work for a single biological data set, and, in maximum cases, a single minimum support cutoff can be applied globally, i.e., across all genesets/itemsets. To overcome this limitation, in this paper, we propose dynamic threshold-based FP-growth rule mining algorithm that integrates gene expression, methylation and protein-protein interaction profiles based on weighted shortest distance to find the novel associations among different pairs of genes in multi-view data sets. For this purpose, we introduce three new thresholds, namely, Distance-based Variable/Dynamic Supports (DVS), Distance-based Variable Confidences (DVC), and Distance-based Variable Lifts (DVL) for each rule by integrating co-expression, co-methylation, and protein-protein interactions existed in the multi-omics data set. We develop the proposed algorithm utilizing these three novel multiple threshold measures. In the proposed algorithm, the values of , , and are computed for each rule separately, and subsequently it is verified whether the support, confidence, and lift of each evolved rule are greater than or equal to the corresponding individual , , and values, respectively, or not. If all these three conditions for a rule are found to be true, the rule is treated as a resultant rule. One of the major advantages of the proposed method compared with other related state-of-the-art methods is that it considers both the quantitative and interactive significance among all pairwise genes belonging to each rule. Moreover, the proposed method generates fewer rules, takes less running time, and provides greater biological significance for the resultant top-ranking rules compared to previous methods.

Behavioural modelling using the MOESP algorithm, dynamic neural networks and the Bartels-Stewart algorithm

NARCIS (Netherlands)

Schilders, W.H.A.; Meijer, P.B.L.; Ciggaar, E.

2008-01-01

In this paper we discuss the use of the state-space modelling MOESP algorithm to generate precise information about the number of neurons and hidden layers in dynamic neural networks developed for the behavioural modelling of electronic circuits. The Bartels–Stewart algorithm is used to transform

Using satellite imagery to evaluate land-based camouflage assets

CSIR Research Space (South Africa)

Baumbach, J

2006-02-01

Full Text Available to Evaluate Land-based Camouflage Assets J BAUMBACH, M LUBBE CSIR Defence, Peace, Safety and security, PO Box 395, Pretoria, 0001, South Africa Email: jbaumbac@csir.co.za ABSTRACT A camouflage field trial experiment was conducted. For the experiment... analysis, change detection, un-supervised classification, supervised classification and object based classification. RESULTS The following table shows a summary of the different targets, and whether it was detected ( ) or not detected (x), using...

A formal analysis of a dynamic distributed spanning tree algorithm

NARCIS (Netherlands)

Mooij, A.J.; Wesselink, J.W.

2003-01-01

Abstract. We analyze the spanning tree algorithm in the IEEE 1394.1 draft standard, which correctness has not previously been proved. This algorithm is a fully-dynamic distributed graph algorithm, which, in general, is hard to develop. The approach we use is to formally develop an algorithm that is

Dynamic Airspace Managment - Models and Algorithms

OpenAIRE

Cheng, Peng; Geng, Rui

2010-01-01

This chapter investigates the models and algorithms for implementing the concept of Dynamic Airspace Management. Three models are discussed. First two models are about how to use or adjust air route dynamically in order to speed up air traffic flow and reduce delay. The third model gives a way to dynamically generate the optimal sector configuration for an air traffic control center to both balance the controller’s workload and save control resources. The first model, called the Dynami...

Functional segmentation of dynamic PET studies: Open source implementation and validation of a leader-follower-based algorithm.

Science.gov (United States)

Mateos-Pérez, José María; Soto-Montenegro, María Luisa; Peña-Zalbidea, Santiago; Desco, Manuel; Vaquero, Juan José

2016-02-01

We present a novel segmentation algorithm for dynamic PET studies that groups pixels according to the similarity of their time-activity curves. Sixteen mice bearing a human tumor cell line xenograft (CH-157MN) were imaged with three different (68)Ga-DOTA-peptides (DOTANOC, DOTATATE, DOTATOC) using a small animal PET-CT scanner. Regional activities (input function and tumor) were obtained after manual delineation of regions of interest over the image. The algorithm was implemented under the jClustering framework and used to extract the same regional activities as in the manual approach. The volume of distribution in the tumor was computed using the Logan linear method. A Kruskal-Wallis test was used to investigate significant differences between the manually and automatically obtained volumes of distribution. The algorithm successfully segmented all the studies. No significant differences were found for the same tracer across different segmentation methods. Manual delineation revealed significant differences between DOTANOC and the other two tracers (DOTANOC - DOTATATE, p=0.020; DOTANOC - DOTATOC, p=0.033). Similar differences were found using the leader-follower algorithm. An open implementation of a novel segmentation method for dynamic PET studies is presented and validated in rodent studies. It successfully replicated the manual results obtained in small-animal studies, thus making it a reliable substitute for this task and, potentially, for other dynamic segmentation procedures. Copyright © 2016 Elsevier Ltd. All rights reserved.

The Reach-and-Evolve Algorithm for Reachability Analysis of Nonlinear Dynamical Systems

NARCIS (Netherlands)

P.J. Collins (Pieter); A. Goldsztejn

2008-01-01

htmlabstractThis paper introduces a new algorithm dedicated to the rigorous reachability analysis of nonlinear dynamical systems. The algorithm is initially presented in the context of discrete time dynamical systems, and then extended to continuous time dynamical systems driven by ODEs. In

Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets

OpenAIRE

Louise M. Arthur; Colin A. Carter; Fay Abizadeh

1988-01-01

A new asset pricing model, the arbitrage pricing theory, has been developed as an alternative to the capital asset pricing model. The arbitrage pricing theory model is used to analyze the relationship between risk and return for agricultural assets. The major conclusion is that the arbitrage pricing theory results support previous capital asset pricing model findings that the estimated risk associated with agricultural assets is low. This conclusion is more robust for the arbitrage pricing th...

Genetic algorithm enhanced by machine learning in dynamic aperture optimization

Science.gov (United States)

Li, Yongjun; Cheng, Weixing; Yu, Li Hua; Rainer, Robert

2018-05-01

With the aid of machine learning techniques, the genetic algorithm has been enhanced and applied to the multi-objective optimization problem presented by the dynamic aperture of the National Synchrotron Light Source II (NSLS-II) Storage Ring. During the evolution processes employed by the genetic algorithm, the population is classified into different clusters in the search space. The clusters with top average fitness are given "elite" status. Intervention on the population is implemented by repopulating some potentially competitive candidates based on the experience learned from the accumulated data. These candidates replace randomly selected candidates among the original data pool. The average fitness of the population is therefore improved while diversity is not lost. Maintaining diversity ensures that the optimization is global rather than local. The quality of the population increases and produces more competitive descendants accelerating the evolution process significantly. When identifying the distribution of optimal candidates, they appear to be located in isolated islands within the search space. Some of these optimal candidates have been experimentally confirmed at the NSLS-II storage ring. The machine learning techniques that exploit the genetic algorithm can also be used in other population-based optimization problems such as particle swarm algorithm.

An Enhanced Hybrid Social Based Routing Algorithm for MANET-DTN

Directory of Open Access Journals (Sweden)

Martin Matis

2016-01-01

Full Text Available A new routing algorithm for mobile ad hoc networks is proposed in this paper: an Enhanced Hybrid Social Based Routing (HSBR algorithm for MANET-DTN as optimal solution for well-connected multihop mobile networks (MANET and/or worse connected MANET with small density of the nodes and/or due to mobility fragmented MANET into two or more subnetworks or islands. This proposed HSBR algorithm is fully decentralized combining main features of both Dynamic Source Routing (DSR and Social Based Opportunistic Routing (SBOR algorithms. The proposed scheme is simulated and evaluated by replaying real life traces which exhibit this highly dynamic topology. Evaluation of new proposed HSBR algorithm was made by comparison with DSR and SBOR. All methods were simulated with different levels of velocity. The results show that HSBR has the highest success of packet delivery, but with higher delay in comparison with DSR, and much lower in comparison with SBOR. Simulation results indicate that HSBR approach can be applicable in networks, where MANET or DTN solutions are separately useless or ineffective. This method provides delivery of the message in every possible situation in areas without infrastructure and can be used as backup method for disaster situation when infrastructure is destroyed.

Fast Dynamic Simulation-Based Small Signal Stability Assessment and Control

Energy Technology Data Exchange (ETDEWEB)

Acharya, Naresh [General Electric Company, Fairfield, CT (United States); Baone, Chaitanya [General Electric Company, Fairfield, CT (United States); Veda, Santosh [General Electric Company, Fairfield, CT (United States); Dai, Jing [General Electric Company, Fairfield, CT (United States); Chaudhuri, Nilanjan [General Electric Company, Fairfield, CT (United States); Leonardi, Bruno [General Electric Company, Fairfield, CT (United States); Sanches-Gasca, Juan [General Electric Company, Fairfield, CT (United States); Diao, Ruisheng [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Wu, Di [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Huang, Zhenyu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Zhang, Yu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Jin, Shuangshuang [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Zheng, Bin [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Chen, Yousu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)

2014-12-31

Power grid planning and operation decisions are made based on simulation of the dynamic behavior of the system. Enabling substantial energy savings while increasing the reliability of the aging North American power grid through improved utilization of existing transmission assets hinges on the adoption of wide-area measurement systems (WAMS) for power system stabilization. However, adoption of WAMS alone will not suffice if the power system is to reach its full entitlement in stability and reliability. It is necessary to enhance predictability with "faster than real-time" dynamic simulations that will enable the dynamic stability margins, proactive real-time control, and improve grid resiliency to fast time-scale phenomena such as cascading network failures. Present-day dynamic simulations are performed only during offline planning studies, considering only worst case conditions such as summer peak, winter peak days, etc. With widespread deployment of renewable generation, controllable loads, energy storage devices and plug-in hybrid electric vehicles expected in the near future and greater integration of cyber infrastructure (communications, computation and control), monitoring and controlling the dynamic performance of the grid in real-time would become increasingly important. The state-of-the-art dynamic simulation tools have limited computational speed and are not suitable for real-time applications, given the large set of contingency conditions to be evaluated. These tools are optimized for best performance of single-processor computers, but the simulation is still several times slower than real-time due to its computational complexity. With recent significant advances in numerical methods and computational hardware, the expectations have been rising towards more efficient and faster techniques to be implemented in power system simulators. This is a natural expectation, given that the core solution algorithms of most commercial simulators were developed

Algorithm of Dynamic Model Structural Identification of the Multivariable Plant

Directory of Open Access Journals (Sweden)

Л.М. Блохін

2004-02-01

Full Text Available  The new algorithm of dynamic model structural identification of the multivariable stabilized plant with observable and unobservable disturbances in the regular operating  modes is offered in this paper. With the help of the offered algorithm it is possible to define the “perturbed” models of dynamics not only of the plant, but also the dynamics characteristics of observable and unobservable casual disturbances taking into account the absence of correlation between themselves and control inputs with the unobservable perturbations.

Asset Prices and Trading Volume under Fixed Transactions Costs.

Science.gov (United States)

Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang

2004-01-01

We propose a dynamic equilibrium model of asset prices and trading volume when agents face fixed transactions costs. We show that even small fixed costs can give rise to large "no-trade" regions for each agent's optimal trading policy. The inability to trade more frequently reduces the agents' asset demand and in equilibrium gives rise to a…

Asset sales, asset exchanges, and shareholder wealth in China

Directory of Open Access Journals (Sweden)

Weiting Huang

2012-01-01

Full Text Available In this paper, we study a sample of 1376 corporate asset sales and 250 asset exchanges in China between 1998 and 2006. We find that corporate asset sales in China enhance firm value with a cumulative abnormal return (CAR of 0.46% for the pre-announcement five-day period, which is consistent with the evidence discovered in both U.K. and U.S. For companies that exchanged assets during the sample period, the pre-announcement five-day CAR of 1.32% is statistically significant. We also discover that gains from divesting assets are positively related to managerial performance measured by Tobin's q ratio and the relative size of the asset sold or exchanged. Well-managed (high-q companies are more likely to sell or exchange assets in a value-maximizing fashion than poorly managed (low-q companies. Furthermore, asset-seller gains are not related to enhancing corporate focus, but improving corporate focus by exchanging for core assets enhances firm value.

Generalized-ensemble molecular dynamics and Monte Carlo algorithms beyond the limit of the multicanonical algorithm

International Nuclear Information System (INIS)

Okumura, Hisashi

2010-01-01

I review two new generalized-ensemble algorithms for molecular dynamics and Monte Carlo simulations of biomolecules, that is, the multibaric–multithermal algorithm and the partial multicanonical algorithm. In the multibaric–multithermal algorithm, two-dimensional random walks not only in the potential-energy space but also in the volume space are realized. One can discuss the temperature dependence and pressure dependence of biomolecules with this algorithm. The partial multicanonical simulation samples a wide range of only an important part of potential energy, so that one can concentrate the effort to determine a multicanonical weight factor only on the important energy terms. This algorithm has higher sampling efficiency than the multicanonical and canonical algorithms. (review)

Thickness determination in textile material design: dynamic modeling and numerical algorithms

International Nuclear Information System (INIS)

Xu, Dinghua; Ge, Meibao

2012-01-01

Textile material design is of paramount importance in the study of functional clothing design. It is therefore important to determine the dynamic heat and moisture transfer characteristics in the human body–clothing–environment system, which directly determine the heat–moisture comfort level of the human body. Based on a model of dynamic heat and moisture transfer with condensation in porous fabric at low temperature, this paper presents a new inverse problem of textile thickness determination (IPTTD). Adopting the idea of the least-squares method, we formulate the IPTTD into a function minimization problem. By means of the finite-difference method, quasi-solution method and direct search method for one-dimensional minimization problems, we construct iterative algorithms of the approximated solution for the IPTTD. Numerical simulation results validate the formulation of the IPTTD and demonstrate the effectiveness of the proposed numerical algorithms. (paper)

Efficiently Inefficient Markets for Assets and Assets Management

DEFF Research Database (Denmark)

Garleanu, Nicolae; Heje Pedersen, Lasse

We consider a model where investors can invest directly or search for an asset manager, information about assets is costly, and managers charge an endogenous fee. The efficiency of asset prices is linked to the efficiency of the asset management market: if investors can find managers more easily......, more money is allocated to active management, fees are lower, and asset prices are more efficient. Informed managers outperform after fees, uninformed managers underperform after fees, and the net performance of the average manager depends on the number of "noise allocators." Finally, we show why large...

A Novel Image Stream Cipher Based On Dynamic Substitution

OpenAIRE

Elsharkawi, A.; El-Sagheer, R. M.; Akah, H.; Taha, H.

2016-01-01

Recently, many chaos-based stream cipher algorithms have been developed. Traditional chaos stream cipher is based on XORing a generated secure random number sequence based on chaotic maps (e.g. logistic map, Bernoulli Map, Tent Map etc.) with the original image to get the encrypted image, This type of stream cipher seems to be vulnerable to chosen plaintext attacks. This paper introduces a new stream cipher algorithm based on dynamic substitution box. The new algorithm uses one substitution b...

ASSETS STRUCTURE AT CREDIT UNIONS

Directory of Open Access Journals (Sweden)

Tiplea Augustin

2011-12-01

Full Text Available Balance is a static tool for assessing the entity's position, profit and loss on one hand and cash flow statement on the other hand. These are dynamic situations on one hand showing the effectiveness or ineffectiveness of the total consumption of resources ( profit and loss and on the other hand entity's business viability (by cash flows. As reflection of financial position, the balance, established at the end of the reporting period (called a financial year, describes separately items of assets, liabilities and equity of the company. Assets are resources controlled by the enterprise as a result of past events and from which is expected to generate future economic benefits for the enterprise. The economic benefits correspond to a production potential, a possibility for conversion into cash or a reduction in output capacity of funds (cost reduction that an asset contributes, directly or indirectly to a company-specific cash flow.

Dynamic multiple thresholding breast boundary detection algorithm for mammograms

International Nuclear Information System (INIS)

Wu, Yi-Ta; Zhou Chuan; Chan, Heang-Ping; Paramagul, Chintana; Hadjiiski, Lubomir M.; Daly, Caroline Plowden; Douglas, Julie A.; Zhang Yiheng; Sahiner, Berkman; Shi Jiazheng; Wei Jun

2010-01-01

Purpose: Automated detection of breast boundary is one of the fundamental steps for computer-aided analysis of mammograms. In this study, the authors developed a new dynamic multiple thresholding based breast boundary (MTBB) detection method for digitized mammograms. Methods: A large data set of 716 screen-film mammograms (442 CC view and 274 MLO view) obtained from consecutive cases of an Institutional Review Board approved project were used. An experienced breast radiologist manually traced the breast boundary on each digitized image using a graphical interface to provide a reference standard. The initial breast boundary (MTBB-Initial) was obtained by dynamically adapting the threshold to the gray level range in local regions of the breast periphery. The initial breast boundary was then refined by using gradient information from horizontal and vertical Sobel filtering to obtain the final breast boundary (MTBB-Final). The accuracy of the breast boundary detection algorithm was evaluated by comparison with the reference standard using three performance metrics: The Hausdorff distance (HDist), the average minimum Euclidean distance (AMinDist), and the area overlap measure (AOM). Results: In comparison with the authors' previously developed gradient-based breast boundary (GBB) algorithm, it was found that 68%, 85%, and 94% of images had HDist errors less than 6 pixels (4.8 mm) for GBB, MTBB-Initial, and MTBB-Final, respectively. 89%, 90%, and 96% of images had AMinDist errors less than 1.5 pixels (1.2 mm) for GBB, MTBB-Initial, and MTBB-Final, respectively. 96%, 98%, and 99% of images had AOM values larger than 0.9 for GBB, MTBB-Initial, and MTBB-Final, respectively. The improvement by the MTBB-Final method was statistically significant for all the evaluation measures by the Wilcoxon signed rank test (p<0.0001). Conclusions: The MTBB approach that combined dynamic multiple thresholding and gradient information provided better performance than the breast boundary

Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems

Directory of Open Access Journals (Sweden)

Hui-qiang Ma

2013-01-01

Full Text Available This paper studies the optimal time consistent investment strategies in multiperiod asset-liability management problems under mean-variance criterion. By applying time consistent model of Chen et al. (2013 and employing dynamic programming technique, we derive two-time consistent policies for asset-liability management problems in a market with and without a riskless asset, respectively. We show that the presence of liability does affect the optimal strategy. More specifically, liability leads a parallel shift of optimal time-consistent investment policy. Moreover, for an arbitrarily risk averse investor (under the variance criterion with liability, the time-diversification effects could be ignored in a market with a riskless asset; however, it should be considered in a market without any riskless asset.

A Novel Dynamic Algorithm for IT Outsourcing Risk Assessment Based on Transaction Cost Theory

Directory of Open Access Journals (Sweden)

Guodong Cong

2015-01-01

Full Text Available With the great risk exposed in IT outsourcing, how to assess IT outsourcing risk becomes a critical issue. However, most of approaches to date need to further adapt to the particular complexity of IT outsourcing risk for either falling short in subjective bias, inaccuracy, or efficiency. This paper proposes a dynamic algorithm of risk assessment. It initially forwards extended three layers (risk factors, risks, and risk consequences of transferring mechanism based on transaction cost theory (TCT as the framework of risk analysis, which bridges the interconnection of components in three layers with preset transferring probability and impact. Then, it establishes an equation group between risk factors and risk consequences, which assures the “attribution” more precisely to track the specific sources that lead to certain loss. Namely, in each phase of the outsourcing lifecycle, both the likelihood and the loss of each risk factor and those of each risk are acquired through solving equation group with real data of risk consequences collected. In this “reverse” way, risk assessment becomes a responsive and interactive process with real data instead of subjective estimation, which improves the accuracy and alleviates bias in risk assessment. The numerical case proves the effectiveness of the algorithm compared with the approach forwarded by other references.

An Improved Shuffled Frog Leaping Algorithm and Its Application in Dynamic Emergency Vehicle Dispatching

Directory of Open Access Journals (Sweden)

Xiaohong Duan

2018-01-01

Full Text Available The traditional method for solving the dynamic emergency vehicle dispatching problem can only get a local optimal strategy in each horizon. In order to obtain the dispatching strategy that can better respond to changes in road conditions during the whole dispatching process, the real-time and time-dependent link travel speeds are fused, and a time-dependent polygonal-shaped link travel speed function is set up to simulate the predictable changes in road conditions. Response times, accident severity, and accident time windows are taken as key factors to build an emergency vehicle dispatching model integrating dynamic emergency vehicle routing and selection. For the unpredictable changes in road conditions caused by accidents, the dispatching strategy is adjusted based on the real-time link travel speed. In order to solve the dynamic emergency vehicle dispatching model, an improved shuffled frog leaping algorithm (ISFLA is proposed. The global search of the improved algorithm uses the probability model of estimation of distribution algorithm to avoid the partial optimal solution. Based on the Beijing expressway network, the efficacy of the model and the improved algorithm were tested from three aspects. The results have shown the following: (1 Compared with SFLA, the optimization performance of ISFLA is getting better and better with the increase of the number of decision variables. When the possible emergency vehicle selection strategies are 815, the objective function value of optimal selection strategies obtained by the base algorithm is 210.10% larger than that of ISFLA. (2 The prediction error of the travel speed affects the accuracy of the initial emergency vehicle dispatching. The prediction error of ±10 can basically meet the requirements of the initial dispatching. (3 The adjustment of emergency vehicle dispatching strategy can successfully bypassed road sections affected by accidents and shorten the response time.

Analysis of the Multi Strategy Goal Programming for Micro-Grid Based on Dynamic ant Genetic Algorithm

Science.gov (United States)

Qiu, J. P.; Niu, D. X.

Micro-grid is one of the key technologies of the future energy supplies. Take economic planning. reliability, and environmental protection of micro grid as a basis for the analysis of multi-strategy objective programming problems for micro grid which contains wind power, solar power, and battery and micro gas turbine. Establish the mathematical model of each power generation characteristics and energy dissipation. and change micro grid planning multi-objective function under different operating strategies to a single objective model based on AHP method. Example analysis shows that in combination with dynamic ant mixed genetic algorithm can get the optimal power output of this model.

Detection of algorithmic trading

Science.gov (United States)

Bogoev, Dimitar; Karam, Arzé

2017-10-01

We develop a new approach to reflect the behavior of algorithmic traders. Specifically, we provide an analytical and tractable way to infer patterns of quote volatility and price momentum consistent with different types of strategies employed by algorithmic traders, and we propose two ratios to quantify these patterns. Quote volatility ratio is based on the rate of oscillation of the best ask and best bid quotes over an extremely short period of time; whereas price momentum ratio is based on identifying patterns of rapid upward or downward movement in prices. The two ratios are evaluated across several asset classes. We further run a two-stage Artificial Neural Network experiment on the quote volatility ratio; the first stage is used to detect the quote volatility patterns resulting from algorithmic activity, while the second is used to validate the quality of signal detection provided by our measure.

A dynamic global and local combined particle swarm optimization algorithm

International Nuclear Information System (INIS)

Jiao Bin; Lian Zhigang; Chen Qunxian

2009-01-01

Particle swarm optimization (PSO) algorithm has been developing rapidly and many results have been reported. PSO algorithm has shown some important advantages by providing high speed of convergence in specific problems, but it has a tendency to get stuck in a near optimal solution and one may find it difficult to improve solution accuracy by fine tuning. This paper presents a dynamic global and local combined particle swarm optimization (DGLCPSO) algorithm to improve the performance of original PSO, in which all particles dynamically share the best information of the local particle, global particle and group particles. It is tested with a set of eight benchmark functions with different dimensions and compared with original PSO. Experimental results indicate that the DGLCPSO algorithm improves the search performance on the benchmark functions significantly, and shows the effectiveness of the algorithm to solve optimization problems.

A Dynamic Spectrum Allocation Algorithm for a Maritime Cognitive Radio Communication System Based on a Queuing Model

Directory of Open Access Journals (Sweden)

Jingbo Zhang

2017-09-01

Full Text Available With the rapid development of maritime digital communication, the demand for spectrum resources is increasing, and building a maritime cognitive radio communication system is an effective solution. In this paper, the problem of how to effectively allocate the spectrum for secondary users (SUs with different priorities in a maritime cognitive radio communication system is studied. According to the characteristics of a maritime cognitive radio and existing research about cognitive radio systems, this paper establishes a centralized maritime cognitive radio communication model and creates a simplified queuing model with two queues for the communication model. In the view of the behaviors of SUs and primary users (PUs, we propose a dynamic spectrum allocation (DSA algorithm based on the system status, and analyze it with a two-dimensional Markov chain. Simulation results show that, when different types of SUs have similar arrival rates, the algorithm can vary the priority factor according to the change of users’ status in the system, so as to adjust the channel allocation, decreasing system congestion. The improvement of the algorithm is about 7–26%, and the specific improvement is negatively correlated with the SU arrival rate.

Imperialist Competitive Algorithm with Dynamic Parameter Adaptation Using Fuzzy Logic Applied to the Optimization of Mathematical Functions

Directory of Open Access Journals (Sweden)

Emer Bernal

2017-01-01

Full Text Available In this paper we are presenting a method using fuzzy logic for dynamic parameter adaptation in the imperialist competitive algorithm, which is usually known by its acronym ICA. The ICA algorithm was initially studied in its original form to find out how it works and what parameters have more effect upon its results. Based on this study, several designs of fuzzy systems for dynamic adjustment of the ICA parameters are proposed. The experiments were performed on the basis of solving complex optimization problems, particularly applied to benchmark mathematical functions. A comparison of the original imperialist competitive algorithm and our proposed fuzzy imperialist competitive algorithm was performed. In addition, the fuzzy ICA was compared with another metaheuristic using a statistical test to measure the advantage of the proposed fuzzy approach for dynamic parameter adaptation.

Measurement correction method for force sensor used in dynamic pressure calibration based on artificial neural network optimized by genetic algorithm

Science.gov (United States)

Gu, Tingwei; Kong, Deren; Shang, Fei; Chen, Jing

2017-12-01

We present an optimization algorithm to obtain low-uncertainty dynamic pressure measurements from a force-transducer-based device. In this paper, the advantages and disadvantages of the methods that are commonly used to measure the propellant powder gas pressure, the applicable scope of dynamic pressure calibration devices, and the shortcomings of the traditional comparison calibration method based on the drop-weight device are firstly analysed in detail. Then, a dynamic calibration method for measuring pressure using a force sensor based on a drop-weight device is introduced. This method can effectively save time when many pressure sensors are calibrated simultaneously and extend the life of expensive reference sensors. However, the force sensor is installed between the drop-weight and the hammerhead by transition pieces through the connection mode of bolt fastening, which causes adverse effects such as additional pretightening and inertia forces. To solve these effects, the influence mechanisms of the pretightening force, the inertia force and other influence factors on the force measurement are theoretically analysed. Then a measurement correction method for the force measurement is proposed based on an artificial neural network optimized by a genetic algorithm. The training and testing data sets are obtained from calibration tests, and the selection criteria for the key parameters of the correction model is discussed. The evaluation results for the test data show that the correction model can effectively improve the force measurement accuracy of the force sensor. Compared with the traditional high-accuracy comparison calibration method, the percentage difference of the impact-force-based measurement is less than 0.6% and the relative uncertainty of the corrected force value is 1.95%, which can meet the requirements of engineering applications.

Rule-Based Analytic Asset Management for Space Exploration Systems (RAMSES), Phase II

Data.gov (United States)

National Aeronautics and Space Administration — Payload Systems Inc. (PSI) and the Massachusetts Institute of Technology (MIT) were selected to jointly develop the Rule-based Analytic Asset Management for Space...

Binaural model-based dynamic-range compression.

Science.gov (United States)

Ernst, Stephan M A; Kortlang, Steffen; Grimm, Giso; Bisitz, Thomas; Kollmeier, Birger; Ewert, Stephan D

2018-01-26

Binaural cues such as interaural level differences (ILDs) are used to organise auditory perception and to segregate sound sources in complex acoustical environments. In bilaterally fitted hearing aids, dynamic-range compression operating independently at each ear potentially alters these ILDs, thus distorting binaural perception and sound source segregation. A binaurally-linked model-based fast-acting dynamic compression algorithm designed to approximate the normal-hearing basilar membrane (BM) input-output function in hearing-impaired listeners is suggested. A multi-center evaluation in comparison with an alternative binaural and two bilateral fittings was performed to assess the effect of binaural synchronisation on (a) speech intelligibility and (b) perceived quality in realistic conditions. 30 and 12 hearing impaired (HI) listeners were aided individually with the algorithms for both experimental parts, respectively. A small preference towards the proposed model-based algorithm in the direct quality comparison was found. However, no benefit of binaural-synchronisation regarding speech intelligibility was found, suggesting a dominant role of the better ear in all experimental conditions. The suggested binaural synchronisation of compression algorithms showed a limited effect on the tested outcome measures, however, linking could be situationally beneficial to preserve a natural binaural perception of the acoustical environment.

Extracting quantum dynamics from genetic learning algorithms through principal control analysis

International Nuclear Information System (INIS)

White, J L; Pearson, B J; Bucksbaum, P H

2004-01-01

Genetic learning algorithms are widely used to control ultrafast optical pulse shapes for photo-induced quantum control of atoms and molecules. An unresolved issue is how to use the solutions found by these algorithms to learn about the system's quantum dynamics. We propose a simple method based on covariance analysis of the control space, which can reveal the degrees of freedom in the effective control Hamiltonian. We have applied this technique to stimulated Raman scattering in liquid methanol. A simple model of two-mode stimulated Raman scattering is consistent with the results. (letter to the editor)

A Dealer Model of Foreign Exchange Market with Finite Assets

Science.gov (United States)

Hamano, Tomoya; Kanazawa, Kiyoshi; Takayasu, Hideki; Takayasu, Misako

An agent-based model is introduced to study the finite-asset effect in foreign exchange markets. We find that the transacted price asymptotically approaches an equilibrium price, which is determined by the monetary balance between the pair of currencies. We phenomenologically derive a formula to estimate the equilibrium price, and we model its relaxation dynamics around the equilibrium price on the basis of a Langevin-like equation.

Tailored Algorithm for Sensitivity Enhancement of Gas Concentration Sensors Based on Tunable Laser Absorption Spectroscopy.

Science.gov (United States)

Vargas-Rodriguez, Everardo; Guzman-Chavez, Ana Dinora; Baeza-Serrato, Roberto

2018-06-04

In this work, a novel tailored algorithm to enhance the overall sensitivity of gas concentration sensors based on the Direct Absorption Tunable Laser Absorption Spectroscopy (DA-ATLAS) method is presented. By using this algorithm, the sensor sensitivity can be custom-designed to be quasi constant over a much larger dynamic range compared with that obtained by typical methods based on a single statistics feature of the sensor signal output (peak amplitude, area under the curve, mean or RMS). Additionally, it is shown that with our algorithm, an optimal function can be tailored to get a quasi linear relationship between the concentration and some specific statistics features over a wider dynamic range. In order to test the viability of our algorithm, a basic C 2 H 2 sensor based on DA-ATLAS was implemented, and its experimental measurements support the simulated results provided by our algorithm.

A Robust Rational Route to in a Simple Asset Pricing Model

OpenAIRE

Hommes, C.H.; Huang, H.; Wang, D.

2002-01-01

We investigate asset pricing dynamics in an adaptive evolutionary asset pricing model with fundamentalists, trend followers and a market maker. Agents can choose between a fundamentalist strategy at positive information cost or choose a trend following strategy for free. Price adjustment is proportional to the excess demand in the asset market. Agents asynchronously update their strategy according to realized net profits in the recent past. As agents become more sensitive to differences in st...

A multithreaded parallel implementation of a dynamic programming algorithm for sequence comparison.

Science.gov (United States)

Martins, W S; Del Cuvillo, J B; Useche, F J; Theobald, K B; Gao, G R

2001-01-01

This paper discusses the issues involved in implementing a dynamic programming algorithm for biological sequence comparison on a general-purpose parallel computing platform based on a fine-grain event-driven multithreaded program execution model. Fine-grain multithreading permits efficient parallelism exploitation in this application both by taking advantage of asynchronous point-to-point synchronizations and communication with low overheads and by effectively tolerating latency through the overlapping of computation and communication. We have implemented our scheme on EARTH, a fine-grain event-driven multithreaded execution and architecture model which has been ported to a number of parallel machines with off-the-shelf processors. Our experimental results show that the dynamic programming algorithm can be efficiently implemented on EARTH systems with high performance (e.g., speedup of 90 on 120 nodes), good programmability and reasonable cost.

Prediction of China's coal production-environmental pollution based on a hybrid genetic algorithm-system dynamics model

International Nuclear Information System (INIS)

Yu Shiwei; Wei Yiming

2012-01-01

This paper proposes a hybrid model based on genetic algorithm (GA) and system dynamics (SD) for coal production–environmental pollution load in China. GA has been utilized in the optimization of the parameters of the SD model to reduce implementation subjectivity. The chain of “Economic development–coal demand–coal production–environmental pollution load” of China in 2030 was predicted, and scenarios were analyzed. Results show that: (1) GA performs well in optimizing the parameters of the SD model objectively and in simulating the historical data; (2) The demand for coal energy continuously increases, although the coal intensity has actually decreased because of China's persistent economic development. Furthermore, instead of reaching a turning point by 2030, the environmental pollution load continuously increases each year even under the scenario where coal intensity decreased by 20% and investment in pollution abatement increased by 20%; (3) For abating the amount of “three types of wastes”, reducing the coal intensity is more effective than reducing the polluted production per tonne of coal and increasing investment in pollution control. - Highlights: ► We propos a GA-SD model for China's coal production-pollution prediction. ► Genetic algorithm (GA) can objectively and accurately optimize parameters of system dynamics (SD) model. ► Environmental pollution in China is projected to grow in our scenarios by 2030. ► The mechanism of reducing waste production per tonne of coal mining is more effective than others.

Parallel algorithms for continuum dynamics

International Nuclear Information System (INIS)

Hicks, D.L.; Liebrock, L.M.

1987-01-01

Simply porting existing parallel programs to a new parallel processor may not achieve the full speedup possible; to achieve the maximum efficiency may require redesigning the parallel algorithms for the specific architecture. The authors discuss here parallel algorithms that were developed first for the HEP processor and then ported to the CRAY X-MP/4, the ELXSI/10, and the Intel iPSC/32. Focus is mainly on the most recent parallel processing results produced, i.e., those on the Intel Hypercube. The applications are simulations of continuum dynamics in which the momentum and stress gradients are important. Examples of these are inertial confinement fusion experiments, severe breaks in the coolant system of a reactor, weapons physics, shock-wave physics. Speedup efficiencies on the Intel iPSC Hypercube are very sensitive to the ratio of communication to computation. Great care must be taken in designing algorithms for this machine to avoid global communication. This is much more critical on the iPSC than it was on the three previous parallel processors

Accelerating convergence of molecular dynamics-based structural relaxation

DEFF Research Database (Denmark)

Christensen, Asbjørn

2005-01-01

We describe strategies to accelerate the terminal stage of molecular dynamics (MD)based relaxation algorithms, where a large fraction of the computational resources are used. First, we analyze the qualitative and quantitative behavior of the QuickMin family of MD relaxation algorithms and explore...

Dynamic Heat Supply Prediction Using Support Vector Regression Optimized by Particle Swarm Optimization Algorithm

Directory of Open Access Journals (Sweden)

Meiping Wang

2016-01-01

Full Text Available We developed an effective intelligent model to predict the dynamic heat supply of heat source. A hybrid forecasting method was proposed based on support vector regression (SVR model-optimized particle swarm optimization (PSO algorithms. Due to the interaction of meteorological conditions and the heating parameters of heating system, it is extremely difficult to forecast dynamic heat supply. Firstly, the correlations among heat supply and related influencing factors in the heating system were analyzed through the correlation analysis of statistical theory. Then, the SVR model was employed to forecast dynamic heat supply. In the model, the input variables were selected based on the correlation analysis and three crucial parameters, including the penalties factor, gamma of the kernel RBF, and insensitive loss function, were optimized by PSO algorithms. The optimized SVR model was compared with the basic SVR, optimized genetic algorithm-SVR (GA-SVR, and artificial neural network (ANN through six groups of experiment data from two heat sources. The results of the correlation coefficient analysis revealed the relationship between the influencing factors and the forecasted heat supply and determined the input variables. The performance of the PSO-SVR model is superior to those of the other three models. The PSO-SVR method is statistically robust and can be applied to practical heating system.

ASSESSMENT OF BANKING ASSETS ON FINANCIAL RISK MANAGEMENT - ALBANIAN CASE

Directory of Open Access Journals (Sweden)

ADRIATIK KOTORRI

2014-02-01

Full Text Available Recognizing the asset value dynamics volatility of the financial institutions and the importance of its recognition both for financial reporting purposes and risk management effect, this paper aims to provide a practical model for the assets and financial institutions evaluation especially banks. It also aims to present a model to measure the value of banking assets for the purposes of risk management as an opportunity to identify in an early moment the banking risks. The paper develops the bank assets assessment forms and the basis of mathematical modeling of this assessment in general. He identifies also the evaluation factors as for example time to maturity, interest rate market for the assets (YTM, the interest rate agreed, the early repayment of the loan, interest ceilings and floors, off-balance sheet treatment, etc..

A Dynamic Multistage Hybrid Swarm Intelligence Optimization Algorithm for Function Optimization

Directory of Open Access Journals (Sweden)

Daqing Wu

2012-01-01

Full Text Available A novel dynamic multistage hybrid swarm intelligence optimization algorithm is introduced, which is abbreviated as DM-PSO-ABC. The DM-PSO-ABC combined the exploration capabilities of the dynamic multiswarm particle swarm optimizer (PSO and the stochastic exploitation of the cooperative artificial bee colony algorithm (CABC for solving the function optimization. In the proposed hybrid algorithm, the whole process is divided into three stages. In the first stage, a dynamic multiswarm PSO is constructed to maintain the population diversity. In the second stage, the parallel, positive feedback of CABC was implemented in each small swarm. In the third stage, we make use of the particle swarm optimization global model, which has a faster convergence speed to enhance the global convergence in solving the whole problem. To verify the effectiveness and efficiency of the proposed hybrid algorithm, various scale benchmark problems are tested to demonstrate the potential of the proposed multistage hybrid swarm intelligence optimization algorithm. The results show that DM-PSO-ABC is better in the search precision, and convergence property and has strong ability to escape from the local suboptima when compared with several other peer algorithms.

Implementation of ASSET concept in India

International Nuclear Information System (INIS)

Koley, J.

1997-01-01

The paper presents a retrospective assessment of the use of ASSET methodology in India since the first ASSET seminary organized by IAEA in collaboration with the Atomic Energy Regulatory Board, India (AERB) in May, 1994. The first ASSET seminar was organized to initiate the spread of idea among operating and research organizations and regulatory body personnel. The participants were carefully chosen from various fields and with different levels of experiences to generate teams with sufficiently wide spectrum of knowledge base. AERB took initiative in leading by example and formed ASSET teams to carry out the first ASSET reviews in India. These teams at the instance of AERB carried out ASSET review of three Safety Related Events, two at Nuclear Power Plants and one at Research Reactor. This paper describes the outcome of these ASSET studies and subsequent implementation of the recommendations. The initiative taken by the regulatory body has led to formation of ASSET teams by the utilities to carry out ASSET study on their own. The results of these studies are yet to be assessed by the regulatory body. The result of the ASSET experience reveals the fact that it has further potential in improving the safety performance and safety culture and brining in fresh enthusiasm among safety professionals of Indian Nuclear Utilities

Implementation of ASSET concept in India

Energy Technology Data Exchange (ETDEWEB)

Koley, J [Operating Plants Safety Div., AERB, Mumbai (India)

1997-10-01

The paper presents a retrospective assessment of the use of ASSET methodology in India since the first ASSET seminary organized by IAEA in collaboration with the Atomic Energy Regulatory Board, India (AERB) in May, 1994. The first ASSET seminar was organized to initiate the spread of idea among operating and research organizations and regulatory body personnel. The participants were carefully chosen from various fields and with different levels of experiences to generate teams with sufficiently wide spectrum of knowledge base. AERB took initiative in leading by example and formed ASSET teams to carry out the first ASSET reviews in India. These teams at the instance of AERB carried out ASSET review of three Safety Related Events, two at Nuclear Power Plants and one at Research Reactor. This paper describes the outcome of these ASSET studies and subsequent implementation of the recommendations. The initiative taken by the regulatory body has led to formation of ASSET teams by the utilities to carry out ASSET study on their own. The results of these studies are yet to be assessed by the regulatory body. The result of the ASSET experience reveals the fact that it has further potential in improving the safety performance and safety culture and brining in fresh enthusiasm among safety professionals of Indian Nuclear Utilities.

Asset management using an extended Markowitz theorem

Directory of Open Access Journals (Sweden)

Paria Karimi

2014-06-01

Full Text Available Markowitz theorem is one of the most popular techniques for asset management. The method has been widely used to solve many applications, successfully. In this paper, we present a multi objective Markowitz model to determine asset allocation by considering cardinality constraints. The resulted model is an NP-Hard problem and the proposed study uses two metaheuristics, namely genetic algorithm (GA and particle swarm optimization (PSO to find efficient solutions. The proposed study has been applied on some data collected from Tehran Stock Exchange over the period 2009-2011. The study considers four objectives including cash return, 12-month return, 36-month return and Lower Partial Moment (LPM. The results indicate that there was no statistical difference between the implementation of PSO and GA methods.

SIMPLE HEURISTIC ALGORITHM FOR DYNAMIC VM REALLOCATION IN IAAS CLOUDS

Directory of Open Access Journals (Sweden)

Nikita A. Balashov

2018-03-01

Full Text Available The rapid development of cloud technologies and its high prevalence in both commercial and academic areas have stimulated active research in the domain of optimal cloud resource management. One of the most active research directions is dynamic virtual machine (VM placement optimization in clouds build on Infrastructure-as-a-Service model. This kind of research may pursue different goals with energy-aware optimization being the most common goal as it aims at a urgent problem of green cloud computing - reducing energy consumption by data centers. In this paper we present a new heuristic algorithm of dynamic reallocation of VMs based on an approach presented in one of our previous works. In the algorithm we apply a 2-rank strategy to classify VMs and servers corresponding to the highly and lowly active VMs and solve four tasks: VM classification, host classification, forming a VM migration map and VMs migration. Dividing all of the VMs and servers into two classes we attempt to implement the possibility of risk reduction in case of hardware overloads under overcommitment conditions and to reduce the influence of the occurring overloads on the performance of the cloud VMs. Presented algorithm was developed based on the workload profile of the JINR cloud (a scientific private cloud with the goal of maximizing its usage, but it can also be applied in both public and private commercial clouds to organize the simultaneous use of different SLA and QoS levels in the same cloud environment by giving each VM rank its own level of overcommitment.

Optimisation of Offshore Wind Farm Cable Connection Layout Considering Levelised Production Cost Using Dynamic Minimum Spanning Tree Algorithm

DEFF Research Database (Denmark)

Hou, Peng; Hu, Weihao; Chen, Cong

2016-01-01

The approach in this paper hads been developed to optimize the cable connection layout of large scale offshore wind farms. The objective is to minimize the Levelised Production Cost (LPC) og an offshore wind farm by optimizing the cable connection configuration. Based on the minimum spanning tree...... (MST) algorithm, an improved algorithm, the Dynamic Minimum Spanning Tree (DMST) algorithm is proposed. The current carrying capacity of the cable is considered to be the main constraint and the cable sectional area is changed dynamically. An irregular shaped wind farm is chosen as the studie case...

Analysing the performance of dynamic multi-objective optimisation algorithms

CSIR Research Space (South Africa)

Helbig, M

2013-06-01

Full Text Available and the goal of the algorithm is to track a set of tradeoff solutions over time. Analysing the performance of a dynamic multi-objective optimisation algorithm (DMOA) is not a trivial task. For each environment (before a change occurs) the DMOA has to find a set...

Return models and dynamic asset allocation strategies

OpenAIRE

Shi, Wyanet Wen

2017-01-01

This thesis studies the design of optimal investment strategies. A strategy is considered optimal when it minimizes the variance of terminal portfolio wealth for a given level of expected terminal portfolio wealth, or equivalently, maximizes an investor's utility. We study this issue in two particular situations: when asset returns follow a continuous-time path-independent process, and when they follow a discrete-time path-dependent process. Continuous-time path-independent return mode...

Case Based Asset Maintenance for the Electric Equipment

International Nuclear Information System (INIS)

Kim, Ji-Hyeon; Jung, Jae-Cheon; Chang, Young-Woo; Chang, Hoon-Seon; Kim, Jae-Cheol; Kim, Hang-Bae; Kim, Kyu-Ho; Hur, Yong; Lee, Dong-Chul

2006-01-01

The electric equipment maintenance strategies are changing from PM(Preventive Maintenance) or CM(Corrective Maintenance) to CBM(Condition Based Maintenance). The main benefits of CBM are reduced possibility of service failures of critical equipment and reduced costs or maintenance work. In CBM, the equipment status need to be monitored continuously and a decision should be made whether an equipment need to be repaired or replaced. For the maintenance decision making, the CBR(Case Base Reasoning) system is introduced. The CBR system receives the current equipment status and retrieves the case based historic database to determine any possible equipment failure under current conditions. In retrieving the case based historic data, the suggested DSS(Decision Support System) uses a reasoning engine with an equipment/asset ontology that describes the equipment subsumption relationships

Synthesizing Dynamic Programming Algorithms from Linear Temporal Logic Formulae

Science.gov (United States)

Rosu, Grigore; Havelund, Klaus

2001-01-01

The problem of testing a linear temporal logic (LTL) formula on a finite execution trace of events, generated by an executing program, occurs naturally in runtime analysis of software. We present an algorithm which takes an LTL formula and generates an efficient dynamic programming algorithm. The generated algorithm tests whether the LTL formula is satisfied by a finite trace of events given as input. The generated algorithm runs in linear time, its constant depending on the size of the LTL formula. The memory needed is constant, also depending on the size of the formula.

Application of Symplectic Algebraic Dynamics Algorithm to Circular Restricted Three-Body Problem

International Nuclear Information System (INIS)

Wei-Tao, Lu; Hua, Zhang; Shun-Jin, Wang

2008-01-01

Symplectic algebraic dynamics algorithm (SADA) for ordinary differential equations is applied to solve numerically the circular restricted three-body problem (CR3BP) in dynamical astronomy for both stable motion and chaotic motion. The result is compared with those of Runge–Kutta algorithm and symplectic algorithm under the fourth order, which shows that SADA has higher accuracy than the others in the long-term calculations of the CR3BP. (general)

Efficiently Inefficient Markets for Assets and Asset Management

DEFF Research Database (Denmark)

Garleanu, Nicolae; Pedersen, Lasse Heje

We consider a model where investors can invest directly or search for an asset manager, information about assets is costly, and managers charge an endogenous fee. The efficiency of asset prices is linked to the efficiency of the asset management market: if investors can find managers more easily......, more money is allocated to active management, fees are lower, and asset prices are more efficient. Informed managers outperform after fees, uninformed managers underperform after fees, and the net performance of the average manager depends on the number of "noise allocators." Small investors should...... be passive, but large and sophisticated investors benefit from searching for informed active managers since their search cost is low relative to capital. Hence, managers with larger and more sophisticated investors are expected to outperform....

Algorithm for predicting the evolution of series of dynamics of complex systems in solving information problems

Science.gov (United States)

Kasatkina, T. I.; Dushkin, A. V.; Pavlov, V. A.; Shatovkin, R. R.

2018-03-01

In the development of information, systems and programming to predict the series of dynamics, neural network methods have recently been applied. They are more flexible, in comparison with existing analogues and are capable of taking into account the nonlinearities of the series. In this paper, we propose a modified algorithm for predicting the series of dynamics, which includes a method for training neural networks, an approach to describing and presenting input data, based on the prediction by the multilayer perceptron method. To construct a neural network, the values of a series of dynamics at the extremum points and time values corresponding to them, formed based on the sliding window method, are used as input data. The proposed algorithm can act as an independent approach to predicting the series of dynamics, and be one of the parts of the forecasting system. The efficiency of predicting the evolution of the dynamics series for a short-term one-step and long-term multi-step forecast by the classical multilayer perceptron method and a modified algorithm using synthetic and real data is compared. The result of this modification was the minimization of the magnitude of the iterative error that arises from the previously predicted inputs to the inputs to the neural network, as well as the increase in the accuracy of the iterative prediction of the neural network.

A dynamic material discrimination algorithm for dual MV energy X-ray digital radiography

International Nuclear Information System (INIS)

Li, Liang; Li, Ruizhe; Zhang, Siyuan; Zhao, Tiao; Chen, Zhiqiang

2016-01-01

Dual-energy X-ray radiography has become a well-established technique in medical, industrial, and security applications, because of its material or tissue discrimination capability. The main difficulty of this technique is dealing with the materials overlapping problem. When there are two or more materials along the X-ray beam path, its material discrimination performance will be affected. In order to solve this problem, a new dynamic material discrimination algorithm is proposed for dual-energy X-ray digital radiography, which can also be extended to multi-energy X-ray situations. The algorithm has three steps: α-curve-based pre-classification, decomposition of overlapped materials, and the final material recognition. The key of the algorithm is to establish a dual-energy radiograph database of both pure basis materials and pair combinations of them. After the pre-classification results, original dual-energy projections of overlapped materials can be dynamically decomposed into two sets of dual-energy radiographs of each pure material by the algorithm. Thus, more accurate discrimination results can be provided even with the existence of the overlapping problem. Both numerical and experimental results that prove the validity and effectiveness of the algorithm are presented. - Highlights: • A material discrimination algorithm for dual MV energy X-ray digital radiography is proposed. • To solve the materials overlapping problem of the current dual energy algorithm. • The experimental results with the 4/7 MV container inspection system are shown.

Dynamic Consensus Algorithm based Distributed Voltage Harmonic Compensation in Islanded Microgrids

DEFF Research Database (Denmark)

Meng, Lexuan; Tang, Fen; Firoozabadi, Mehdi Savaghebi

2015-01-01

generators can be employed as compensators to enhance the power quality on consumer side. However, conventional centralized control is facing obstacles because of the distributed fashion of generation and consumption. Accordingly, this paper proposes a consensus algorithm based distributed hierarchical...

Using genetic algorithms for calibrating simplified models of nuclear reactor dynamics

International Nuclear Information System (INIS)

Marseguerra, Marzio; Zio, Enrico; Canetta, Raffaele

2004-01-01

In this paper the use of genetic algorithms for the estimation of the effective parameters of a model of nuclear reactor dynamics is investigated. The calibration of the effective parameters is achieved by best fitting the model responses of the quantities of interest (e.g., reactor power, average fuel and coolant temperatures) to the actual evolution profiles, here simulated by the Quandry based reactor kinetics (Quark) code available from the Nuclear Energy Agency. Alternative schemes of single- and multi-objective optimization are investigated. The efficiency of convergence of the algorithm with respect to the different effective parameters to be calibrated is studied with reference to the physical relationships involved

Using genetic algorithms for calibrating simplified models of nuclear reactor dynamics

Energy Technology Data Exchange (ETDEWEB)

Marseguerra, Marzio E-mail: marzio.marseguerra@polimi.it; Zio, Enrico E-mail: enrico.zio@polimi.it; Canetta, Raffaele

2004-07-01

In this paper the use of genetic algorithms for the estimation of the effective parameters of a model of nuclear reactor dynamics is investigated. The calibration of the effective parameters is achieved by best fitting the model responses of the quantities of interest (e.g., reactor power, average fuel and coolant temperatures) to the actual evolution profiles, here simulated by the Quandry based reactor kinetics (Quark) code available from the Nuclear Energy Agency. Alternative schemes of single- and multi-objective optimization are investigated. The efficiency of convergence of the algorithm with respect to the different effective parameters to be calibrated is studied with reference to the physical relationships involved.

A variant of the dynamic programming algorithm for unit commitment of combined heat and power systems

DEFF Research Database (Denmark)

Rong, Aiying; Hakonen, Henri; Lahdelma, Risto

2008-01-01

introduce in this paper the DP-RSC1 algorithm, which is a variant of the dynamic programming (DP) algorithm based on linear relaxation of the ON/OFF states of the units and sequential commitment of units one by one. The time complexity of DP-RSC1 is proportional to the number of generating units...

Improved k-t PCA Algorithm Using Artificial Sparsity in Dynamic MRI.

Science.gov (United States)

Wang, Yiran; Chen, Zhifeng; Wang, Jing; Yuan, Lixia; Xia, Ling; Liu, Feng

2017-01-01

The k - t principal component analysis ( k - t PCA) is an effective approach for high spatiotemporal resolution dynamic magnetic resonance (MR) imaging. However, it suffers from larger residual aliasing artifacts and noise amplification when the reduction factor goes higher. To further enhance the performance of this technique, we propose a new method called sparse k - t PCA that combines the k - t PCA algorithm with an artificial sparsity constraint. It is a self-calibrated procedure that is based on the traditional k - t PCA method by further eliminating the reconstruction error derived from complex subtraction of the sampled k - t space from the original reconstructed k - t space. The proposed method is tested through both simulations and in vivo datasets with different reduction factors. Compared to the standard k - t PCA algorithm, the sparse k - t PCA can improve the normalized root-mean-square error performance and the accuracy of temporal resolution. It is thus useful for rapid dynamic MR imaging.

Investments Portfolio Optimal Planning for industrial assets management: Method and Tool

International Nuclear Information System (INIS)

Lonchampt, Jerome; Fessart, Karine

2012-01-01

The purpose of this paper is to describe the method and tool dedicated to optimize investments planning for industrial assets. These investments may either be preventive maintenance tasks, asset enhancement or logistic investment such as spare parts purchase. The three methodological points to investigate in such an issue are: 1. The measure of the profitability of a portfolio of investments 2. The selection and planning of an optimal set of investments 3. The measure of the risk of a portfolio of investments The measure of the profitability of a set of investments in the IPOP (registered) tool is synthesised in the Net Present Value indicator. The NPV is the sum of the differences of discounted cash flows (direct costs, forced outages...) between the situations with and without a given investment. These cash flows are calculated through a pseudo-markov reliability model representing independently the components of the industrial asset and the spare parts inventories. The component model has been widely discussed over the years but the spare part model is a new one based on some approximations that will be discussed. This model, referred as the NPV function, takes for input an investments portfolio and gives its NPV. The second issue is to optimize the NPV. If all investments were independent, this optimization would be an easy calculation, unfortunately there are two sources of dependency. The first one is introduced by the spare part model, as if components are indeed independent in their reliability model, the fact that several components use the same inventory induces a dependency. The second dependency comes from economic, technical or logistic constraints, such as a global maintenance budget limit or a precedence constraint between two investments, making the aggregation of individual optimum not necessary feasible. The algorithm used to solve such a difficult optimization problem is a genetic algorithm. After a description of the features of the software a

PM Synchronous Motor Dynamic Modeling with Genetic Algorithm ...

African Journals Online (AJOL)

Adel

This paper proposes dynamic modeling simulation for ac Surface Permanent Magnet Synchronous ... Simulations are implemented using MATLAB with its genetic algorithm toolbox. .... selection, the process that drives biological evolution.

Developing Subdomain Allocation Algorithms Based on Spatial and Communicational Constraints to Accelerate Dust Storm Simulation

Science.gov (United States)

Gui, Zhipeng; Yu, Manzhu; Yang, Chaowei; Jiang, Yunfeng; Chen, Songqing; Xia, Jizhe; Huang, Qunying; Liu, Kai; Li, Zhenlong; Hassan, Mohammed Anowarul; Jin, Baoxuan

2016-01-01

Dust storm has serious disastrous impacts on environment, human health, and assets. The developments and applications of dust storm models have contributed significantly to better understand and predict the distribution, intensity and structure of dust storms. However, dust storm simulation is a data and computing intensive process. To improve the computing performance, high performance computing has been widely adopted by dividing the entire study area into multiple subdomains and allocating each subdomain on different computing nodes in a parallel fashion. Inappropriate allocation may introduce imbalanced task loads and unnecessary communications among computing nodes. Therefore, allocation is a key factor that may impact the efficiency of parallel process. An allocation algorithm is expected to consider the computing cost and communication cost for each computing node to minimize total execution time and reduce overall communication cost for the entire simulation. This research introduces three algorithms to optimize the allocation by considering the spatial and communicational constraints: 1) an Integer Linear Programming (ILP) based algorithm from combinational optimization perspective; 2) a K-Means and Kernighan-Lin combined heuristic algorithm (K&K) integrating geometric and coordinate-free methods by merging local and global partitioning; 3) an automatic seeded region growing based geometric and local partitioning algorithm (ASRG). The performance and effectiveness of the three algorithms are compared based on different factors. Further, we adopt the K&K algorithm as the demonstrated algorithm for the experiment of dust model simulation with the non-hydrostatic mesoscale model (NMM-dust) and compared the performance with the MPI default sequential allocation. The results demonstrate that K&K method significantly improves the simulation performance with better subdomain allocation. This method can also be adopted for other relevant atmospheric and numerical

Combining household income and asset data to identify livelihood strategies and their dynamics

DEFF Research Database (Denmark)

Walelign, Solomon Zena; Pouliot, Mariéve; Larsen, Helle Overgaard

2017-01-01

Current approaches to identifying and describing rural livelihood strategies, and household movements between strategies over time, in developing countries are imprecise. Here we: (i) present a new statistical quantitative approach combining income and asset data to identify household activity...... of livelihood strategies and household movements between strategies over time than using only income or asset data. Most households changed livelihood strategy at least once over the two three-year periods. A common pathway out of poverty included an intermediate step during which households accumulate assets...

Secondary Coordinated Control of Islanded Microgrids Based on Consensus Algorithms

DEFF Research Database (Denmark)

Wu, Dan; Dragicevic, Tomislav; Vasquez, Juan Carlos

2014-01-01

systems. Nevertheless, the conventional decentralized secondary control, although does not need to be implemented in a microgrid central controller (MGCC), it has the limitation that all decentralized controllers must be mutually synchronized. In a clear cut contrast, the proposed secondary control......This paper proposes a decentralized secondary control for islanded microgrids based on consensus algorithms. In a microgrid, the secondary control is implemented in order to eliminate the frequency changes caused by the primary control when coordinating renewable energy sources and energy storage...... requires only a more simplified communication protocol and a sparse communication network. Moreover, the proposed approach based on dynamic consensus algorithms is able to achieve the coordinated secondary performance even when all units are initially out-of-synchronism. The control algorithm implemented...

Semi-flocking algorithm for motion control of mobile sensors in large-scale surveillance systems.

Science.gov (United States)

Semnani, Samaneh Hosseini; Basir, Otman A

2015-01-01

The ability of sensors to self-organize is an important asset in surveillance sensor networks. Self-organize implies self-control at the sensor level and coordination at the network level. Biologically inspired approaches have recently gained significant attention as a tool to address the issue of sensor control and coordination in sensor networks. These approaches are exemplified by the two well-known algorithms, namely, the Flocking algorithm and the Anti-Flocking algorithm. Generally speaking, although these two biologically inspired algorithms have demonstrated promising performance, they expose deficiencies when it comes to their ability to maintain simultaneous robust dynamic area coverage and target coverage. These two coverage performance objectives are inherently conflicting. This paper presents Semi-Flocking, a biologically inspired algorithm that benefits from key characteristics of both the Flocking and Anti-Flocking algorithms. The Semi-Flocking algorithm approaches the problem by assigning a small flock of sensors to each target, while at the same time leaving some sensors free to explore the environment. This allows the algorithm to strike balance between robust area coverage and target coverage. Such balance is facilitated via flock-sensor coordination. The performance of the proposed Semi-Flocking algorithm is examined and compared with other two flocking-based algorithms once using randomly moving targets and once using a standard walking pedestrian dataset. The results of both experiments show that the Semi-Flocking algorithm outperforms both the Flocking algorithm and the Anti-Flocking algorithm with respect to the area of coverage and the target coverage objectives. Furthermore, the results show that the proposed algorithm demonstrates shorter target detection time and fewer undetected targets than the other two flocking-based algorithms.

Parallel algorithms and architecture for computation of manipulator forward dynamics

Science.gov (United States)

Fijany, Amir; Bejczy, Antal K.

1989-01-01

Parallel computation of manipulator forward dynamics is investigated. Considering three classes of algorithms for the solution of the problem, that is, the O(n), the O(n exp 2), and the O(n exp 3) algorithms, parallelism in the problem is analyzed. It is shown that the problem belongs to the class of NC and that the time and processors bounds are of O(log2/2n) and O(n exp 4), respectively. However, the fastest stable parallel algorithms achieve the computation time of O(n) and can be derived by parallelization of the O(n exp 3) serial algorithms. Parallel computation of the O(n exp 3) algorithms requires the development of parallel algorithms for a set of fundamentally different problems, that is, the Newton-Euler formulation, the computation of the inertia matrix, decomposition of the symmetric, positive definite matrix, and the solution of triangular systems. Parallel algorithms for this set of problems are developed which can be efficiently implemented on a unique architecture, a triangular array of n(n+2)/2 processors with a simple nearest-neighbor interconnection. This architecture is particularly suitable for VLSI and WSI implementations. The developed parallel algorithm, compared to the best serial O(n) algorithm, achieves an asymptotic speedup of more than two orders-of-magnitude in the computation the forward dynamics.

Community Asset Mapping. Trends and Issues Alert.

Science.gov (United States)

Kerka, Sandra

Asset mapping involves documenting tangible and intangible resources of a community viewed as a place with assets to be preserved and enhanced, not deficits to be remedied. Kretzmann and McKnight (1993) are credited with developing the concept of asset-based community development (ABCD) that draws on appreciative inquiry; recognition of social…

An independent dose calculation algorithm for MLC-based stereotactic radiotherapy

International Nuclear Information System (INIS)

Lorenz, Friedlieb; Killoran, Joseph H.; Wenz, Frederik; Zygmanski, Piotr

2007-01-01

We have developed an algorithm to calculate dose in a homogeneous phantom for radiotherapy fields defined by multi-leaf collimator (MLC) for both static and dynamic MLC delivery. The algorithm was developed to supplement the dose algorithms of the commercial treatment planning systems (TPS). The motivation for this work is to provide an independent dose calculation primarily for quality assurance (QA) and secondarily for the development of static MLC field based inverse planning. The dose calculation utilizes a pencil-beam kernel. However, an explicit analytical integration results in a closed form for rectangular-shaped beamlets, defined by single leaf pairs. This approach reduces spatial integration to summation, and leads to a simple method of determination of model parameters. The total dose for any static or dynamic MLC field is obtained by summing over all individual rectangles from each segment which offers faster speed to calculate two-dimensional dose distributions at any depth in the phantom. Standard beam data used in the commissioning of the TPS was used as input data for the algorithm. The calculated results were compared with the TPS and measurements for static and dynamic MLC. The agreement was very good (<2.5%) for all tested cases except for very small static MLC sizes of 0.6 cmx0.6 cm (<6%) and some ion chamber measurements in a high gradient region (<4.4%). This finding enables us to use the algorithm for routine QA as well as for research developments

Final Report: Sampling-Based Algorithms for Estimating Structure in Big Data.

Energy Technology Data Exchange (ETDEWEB)

Matulef, Kevin Michael [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2017-02-01

The purpose of this project was to develop sampling-based algorithms to discover hidden struc- ture in massive data sets. Inferring structure in large data sets is an increasingly common task in many critical national security applications. These data sets come from myriad sources, such as network traffic, sensor data, and data generated by large-scale simulations. They are often so large that traditional data mining techniques are time consuming or even infeasible. To address this problem, we focus on a class of algorithms that do not compute an exact answer, but instead use sampling to compute an approximate answer using fewer resources. The particular class of algorithms that we focus on are streaming algorithms , so called because they are designed to handle high-throughput streams of data. Streaming algorithms have only a small amount of working storage - much less than the size of the full data stream - so they must necessarily use sampling to approximate the correct answer. We present two results: * A streaming algorithm called HyperHeadTail , that estimates the degree distribution of a graph (i.e., the distribution of the number of connections for each node in a network). The degree distribution is a fundamental graph property, but prior work on estimating the degree distribution in a streaming setting was impractical for many real-world application. We improve upon prior work by developing an algorithm that can handle streams with repeated edges, and graph structures that evolve over time. * An algorithm for the task of maintaining a weighted subsample of items in a stream, when the items must be sampled according to their weight, and the weights are dynamically changing. To our knowledge, this is the first such algorithm designed for dynamically evolving weights. We expect it may be useful as a building block for other streaming algorithms on dynamic data sets.

Towards the Automatic Detection of Efficient Computing Assets in a Heterogeneous Cloud Environment

OpenAIRE

Iglesias, Jesus Omana; Stokes, Nicola; Ventresque, Anthony; Murphy, Liam, B.E.; Thorburn, James

2013-01-01

peer-reviewed In a heterogeneous cloud environment, the manual grading of computing assets is the first step in the process of configuring IT infrastructures to ensure optimal utilization of resources. Grading the efficiency of computing assets is however, a difficult, subjective and time consuming manual task. Thus, an automatic efficiency grading algorithm is highly desirable. In this paper, we compare the effectiveness of the different criteria used in the manual gr...

Siberia snow depth climatology derived from SSM/I data using a combined dynamic and static algorithm

Science.gov (United States)

Grippa, M.; Mognard, N.; Le, Toan T.; Josberger, E.G.

2004-01-01

One of the major challenges in determining snow depth (SD) from passive microwave measurements is to take into account the spatiotemporal variations of the snow grain size. Static algorithms based on a constant snow grain size cannot provide accurate estimates of snow pack thickness, particularly over large regions where the snow pack is subjected to big spatial temperature variations. A recent dynamic algorithm that accounts for the dependence of the microwave scattering on the snow grain size has been developed to estimate snow depth from the Special Sensor Microwave/Imager (SSM/I) over the Northern Great Plains (NGP) in the US. In this paper, we develop a combined dynamic and static algorithm to estimate snow depth from 13 years of SSM/I observations over Central Siberia. This region is characterised by extremely cold surface air temperatures and by the presence of permafrost that significantly affects the ground temperature. The dynamic algorithm is implemented to take into account these effects and it yields accurate snow depths early in the winter, when thin snowpacks combine with cold air temperatures to generate rapid crystal growth. However, it is not applicable later in the winter when the grain size growth slows. Combining the dynamic algorithm to a static algorithm, with a temporally constant but spatially varying coefficient, we obtain reasonable snow depth estimates throughout the entire snow season. Validation is carried out by comparing the satellite snow depth monthly averages to monthly climatological data. We show that the location of the snow depth maxima and minima is improved when applying the combined algorithm, since its dynamic portion explicitly incorporate the thermal gradient through the snowpack. The results obtained are presented and evaluated for five different vegetation zones of Central Siberia. Comparison with in situ measurements is also shown and discussed. ?? 2004 Elsevier Inc. All rights reserved.

Asset management: the big picture.

Science.gov (United States)

Deinstadt, Deborah C

2005-10-01

To develop an comprehensive asset management plan, you need, first of all, to understand the asset management continuum. A key preliminary step is to thoroughly assess the existing equipment base. A critical objective is to ensure that there are open lines of communication among the teams charged with managing the plan's various phases.

An algorithm for the solution of dynamic linear programs

Science.gov (United States)

Psiaki, Mark L.

1989-01-01

The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation

System and Method for Monitoring Distributed Asset Data

Science.gov (United States)

Gorinevsky, Dimitry (Inventor)

2015-01-01

A computer-based monitoring system and monitoring method implemented in computer software for detecting, estimating, and reporting the condition states, their changes, and anomalies for many assets. The assets are of same type, are operated over a period of time, and outfitted with data collection systems. The proposed monitoring method accounts for variability of working conditions for each asset by using regression model that characterizes asset performance. The assets are of the same type but not identical. The proposed monitoring method accounts for asset-to-asset variability; it also accounts for drifts and trends in the asset condition and data. The proposed monitoring system can perform distributed processing of massive amounts of historical data without discarding any useful information where moving all the asset data into one central computing system might be infeasible. The overall processing is includes distributed preprocessing data records from each asset to produce compressed data.

Constraint treatment techniques and parallel algorithms for multibody dynamic analysis. Ph.D. Thesis

Science.gov (United States)

Chiou, Jin-Chern

1990-01-01

Computational procedures for kinematic and dynamic analysis of three-dimensional multibody dynamic (MBD) systems are developed from the differential-algebraic equations (DAE's) viewpoint. Constraint violations during the time integration process are minimized and penalty constraint stabilization techniques and partitioning schemes are developed. The governing equations of motion, a two-stage staggered explicit-implicit numerical algorithm, are treated which takes advantage of a partitioned solution procedure. A robust and parallelizable integration algorithm is developed. This algorithm uses a two-stage staggered central difference algorithm to integrate the translational coordinates and the angular velocities. The angular orientations of bodies in MBD systems are then obtained by using an implicit algorithm via the kinematic relationship between Euler parameters and angular velocities. It is shown that the combination of the present solution procedures yields a computationally more accurate solution. To speed up the computational procedures, parallel implementation of the present constraint treatment techniques, the two-stage staggered explicit-implicit numerical algorithm was efficiently carried out. The DAE's and the constraint treatment techniques were transformed into arrowhead matrices to which Schur complement form was derived. By fully exploiting the sparse matrix structural analysis techniques, a parallel preconditioned conjugate gradient numerical algorithm is used to solve the systems equations written in Schur complement form. A software testbed was designed and implemented in both sequential and parallel computers. This testbed was used to demonstrate the robustness and efficiency of the constraint treatment techniques, the accuracy of the two-stage staggered explicit-implicit numerical algorithm, and the speed up of the Schur-complement-based parallel preconditioned conjugate gradient algorithm on a parallel computer.

Discrete-Time Nonzero-Sum Games for Multiplayer Using Policy-Iteration-Based Adaptive Dynamic Programming Algorithms.

Science.gov (United States)

Zhang, Huaguang; Jiang, He; Luo, Chaomin; Xiao, Geyang

2017-10-01

In this paper, we investigate the nonzero-sum games for a class of discrete-time (DT) nonlinear systems by using a novel policy iteration (PI) adaptive dynamic programming (ADP) method. The main idea of our proposed PI scheme is to utilize the iterative ADP algorithm to obtain the iterative control policies, which not only ensure the system to achieve stability but also minimize the performance index function for each player. This paper integrates game theory, optimal control theory, and reinforcement learning technique to formulate and handle the DT nonzero-sum games for multiplayer. First, we design three actor-critic algorithms, an offline one and two online ones, for the PI scheme. Subsequently, neural networks are employed to implement these algorithms and the corresponding stability analysis is also provided via the Lyapunov theory. Finally, a numerical simulation example is presented to demonstrate the effectiveness of our proposed approach.

The estimation of time-varying risks in asset pricing modelling using B-Spline method

Science.gov (United States)

Nurjannah; Solimun; Rinaldo, Adji

2017-12-01

Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

THE PROBLEMS OF FIXED ASSETS CLASSIFICATION FOR ACCOUNTING

Directory of Open Access Journals (Sweden)

Sophiia Kafka

2016-06-01

Full Text Available This article provides a critical analysis of research in accounting of fixed assets; the basic issues of fixed assets accounting that have been developed by the Ukrainian scientists during 1999-2016 have been determined. It is established that the problems of non-current assets taxation and their classification are the most noteworthy. In the dissertations the issues of fixed assets classification are of exclusively particular branch nature, so its improvement is important. The purpose of the article is developing science-based classification of fixed assets for accounting purposes since their composition is quite diverse. The classification of fixed assets for accounting purposes have been summarized and developed in Figure 1 according to the results of the research. The accomplished analysis of existing approaches to classification of fixed assets has made it possible to specify its basic types and justify the classification criteria of fixed assets for the main objects of fixed assets. Key words: non-current assets, fixed assets, accounting, valuation, classification of the fixed assets. JEL:G M41  

A stochastic-programming approach to integrated asset and liability ...

African Journals Online (AJOL)

This increase in complexity has provided an impetus for the investigation into integrated asset- and liability-management frameworks that could realistically address dynamic portfolio allocation in a risk-controlled way. In this paper the authors propose a multi-stage dynamic stochastic-programming model for the integrated ...

Rigorous lower bound on the dynamic critical exponent of some multilevel Swendsen-Wang algorithms

International Nuclear Information System (INIS)

Li, X.; Sokal, A.D.

1991-01-01

We prove the rigorous lower bound z exp ≥α/ν for the dynamic critical exponent of a broad class of multilevel (or ''multigrid'') variants of the Swendsen-Wang algorithm. This proves that such algorithms do suffer from critical slowing down. We conjecture that such algorithms in fact lie in the same dynamic universality class as the stanard Swendsen-Wang algorithm

Quadtree of TIN: a new algorithm of dynamic LOD

Science.gov (United States)

Zhang, Junfeng; Fei, Lifan; Chen, Zhen

2009-10-01

Currently, Real-time visualization of large-scale digital elevation model mainly employs the regular structure of GRID based on quadtree and triangle simplification methods based on irregular triangulated network (TIN). TIN is a refined means to express the terrain surface in the computer science, compared with GRID. However, the data structure of TIN model is complex, and is difficult to realize view-dependence representation of level of detail (LOD) quickly. GRID is a simple method to realize the LOD of terrain, but contains more triangle count. A new algorithm, which takes full advantage of the two methods' merit, is presented in this paper. This algorithm combines TIN with quadtree structure to realize the view-dependence LOD controlling over the irregular sampling point sets, and holds the details through the distance of viewpoint and the geometric error of terrain. Experiments indicate that this approach can generate an efficient quadtree triangulation hierarchy over any irregular sampling point sets and achieve dynamic and visual multi-resolution performance of large-scale terrain at real-time.

Regionalisation of asset values for risk analyses

Directory of Open Access Journals (Sweden)

A. H. Thieken

2006-01-01

Full Text Available In risk analysis there is a spatial mismatch of hazard data that are commonly modelled on an explicit raster level and exposure data that are often only available for aggregated units, e.g. communities. Dasymetric mapping techniques that use ancillary information to disaggregate data within a spatial unit help to bridge this gap. This paper presents dasymetric maps showing the population density and a unit value of residential assets for whole Germany. A dasymetric mapping approach, which uses land cover data (CORINE Land Cover as ancillary variable, was adapted and applied to regionalize aggregated census data that are provided for all communities in Germany. The results were validated by two approaches. First, it was ascertained whether population data disaggregated at the community level can be used to estimate population in postcodes. Secondly, disaggregated population and asset data were used for a loss evaluation of two flood events that occurred in 1999 and 2002, respectively. It must be concluded that the algorithm tends to underestimate the population in urban areas and to overestimate population in other land cover classes. Nevertheless, flood loss evaluations demonstrate that the approach is capable of providing realistic estimates of the number of exposed people and assets. Thus, the maps are sufficient for applications in large-scale risk assessments such as the estimation of population and assets exposed to natural and man-made hazards.

Control algorithms for dynamic attenuators

Energy Technology Data Exchange (ETDEWEB)

Hsieh, Scott S., E-mail: sshsieh@stanford.edu [Department of Radiology, Stanford University, Stanford, California 94305 and Department of Electrical Engineering, Stanford University, Stanford, California 94305 (United States); Pelc, Norbert J. [Department of Radiology, Stanford University, Stanford California 94305 and Department of Bioengineering, Stanford University, Stanford, California 94305 (United States)

2014-06-15

Purpose: The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. Methods: The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not requirea priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. Results: The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current

Control algorithms for dynamic attenuators

International Nuclear Information System (INIS)

Hsieh, Scott S.; Pelc, Norbert J.

2014-01-01

Purpose: The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. Methods: The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not requirea priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. Results: The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current

Control algorithms for dynamic attenuators.

Science.gov (United States)

Hsieh, Scott S; Pelc, Norbert J

2014-06-01

The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not require a priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current modulation) without

THEORETICAL ASPECTS REGARDING THE VALUATION OF INTANGIBLE ASSETS

Directory of Open Access Journals (Sweden)

HOLT GHEORGHE

2015-03-01

Full Text Available Valuation of intangible assets represents one of the most delicate problems of assessing a company. Usually, valuation of intangible assets is in the process of evaluating enterprise as a whole. Therefore, Intangible Asset Valuers must have detailed knowledge on business valuation, in particular, the income-based valuation methods (capitalization / updating net cash flow. Valuation of Intangible Assets is the objective of the International Valuation Standards (GN 4 Valuation of Intangible Assets (revised 2010. Next to it was recently proposed GN 16 Valuation of Intangible Assets for IFRS reporting. International Accounting Standard (IAS 38 Intangible Assets prescribe the accounting treatment for intangible assets, analyze the criteria that an intangible asset must meet to be recognized, specific carrying amount of intangible assets and sets out requirements for disclosure of intangible assets. From an accounting perspective, relevant professional accounting standards and the following: IFRS 3 Business Combinations, IAS 36 Impairment of Assets and SFAS 157 fair value measurement, developed by the FASB. There is a more pronounced near the provisions of IAS 38 contained in GN 4. Therefore, a good professional intangible asset valuation must know thoroughly the conditions, principles, criteria and assessment methods recognized by those standards

A Dynamic Enhancement With Background Reduction Algorithm: Overview and Application to Satellite-Based Dust Storm Detection

Science.gov (United States)

Miller, Steven D.; Bankert, Richard L.; Solbrig, Jeremy E.; Forsythe, John M.; Noh, Yoo-Jeong; Grasso, Lewis D.

2017-12-01

This paper describes a Dynamic Enhancement Background Reduction Algorithm (DEBRA) applicable to multispectral satellite imaging radiometers. DEBRA uses ancillary information about the clear-sky background to reduce false detections of atmospheric parameters in complex scenes. Applied here to the detection of lofted dust, DEBRA enlists a surface emissivity database coupled with a climatological database of surface temperature to approximate the clear-sky equivalent signal for selected infrared-based multispectral dust detection tests. This background allows for suppression of false alarms caused by land surface features while retaining some ability to detect dust above those problematic surfaces. The algorithm is applicable to both day and nighttime observations and enables weighted combinations of dust detection tests. The results are provided quantitatively, as a detection confidence factor [0, 1], but are also readily visualized as enhanced imagery. Utilizing the DEBRA confidence factor as a scaling factor in false color red/green/blue imagery enables depiction of the targeted parameter in the context of the local meteorology and topography. In this way, the method holds utility to both automated clients and human analysts alike. Examples of DEBRA performance from notable dust storms and comparisons against other detection methods and independent observations are presented.

An accurate projection algorithm for array processor based SPECT systems

International Nuclear Information System (INIS)

King, M.A.; Schwinger, R.B.; Cool, S.L.

1985-01-01

A data re-projection algorithm has been developed for use in single photon emission computed tomography (SPECT) on an array processor based computer system. The algorithm makes use of an accurate representation of pixel activity (uniform square pixel model of intensity distribution), and is rapidly performed due to the efficient handling of an array based algorithm and the Fast Fourier Transform (FFT) on parallel processing hardware. The algorithm consists of using a pixel driven nearest neighbour projection operation to an array of subdivided projection bins. This result is then convolved with the projected uniform square pixel distribution before being compressed to original bin size. This distribution varies with projection angle and is explicitly calculated. The FFT combined with a frequency space multiplication is used instead of a spatial convolution for more rapid execution. The new algorithm was tested against other commonly used projection algorithms by comparing the accuracy of projections of a simulated transverse section of the abdomen against analytically determined projections of that transverse section. The new algorithm was found to yield comparable or better standard error and yet result in easier and more efficient implementation on parallel hardware. Applications of the algorithm include iterative reconstruction and attenuation correction schemes and evaluation of regions of interest in dynamic and gated SPECT

Warehouse stocking optimization based on dynamic ant colony genetic algorithm

Science.gov (United States)

Xiao, Xiaoxu

2018-04-01

In view of the various orders of FAW (First Automotive Works) International Logistics Co., Ltd., the SLP method is used to optimize the layout of the warehousing units in the enterprise, thus the warehouse logistics is optimized and the external processing speed of the order is improved. In addition, the relevant intelligent algorithms for optimizing the stocking route problem are analyzed. The ant colony algorithm and genetic algorithm which have good applicability are emphatically studied. The parameters of ant colony algorithm are optimized by genetic algorithm, which improves the performance of ant colony algorithm. A typical path optimization problem model is taken as an example to prove the effectiveness of parameter optimization.

Nonlinear dynamics optimization with particle swarm and genetic algorithms for SPEAR3 emittance upgrade

International Nuclear Information System (INIS)

Huang, Xiaobiao; Safranek, James

2014-01-01

Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications

Nonlinear dynamics optimization with particle swarm and genetic algorithms for SPEAR3 emittance upgrade

Energy Technology Data Exchange (ETDEWEB)

Huang, Xiaobiao, E-mail: xiahuang@slac.stanford.edu; Safranek, James

2014-09-01

Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications.

Dynamic Programming and Graph Algorithms in Computer Vision*

Science.gov (United States)

Felzenszwalb, Pedro F.; Zabih, Ramin

2013-01-01

Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting, since by carefully exploiting problem structure they often provide non-trivial guarantees concerning solution quality. In this paper we briefly review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo; the mid-level problem of interactive object segmentation; and the high-level problem of model-based recognition. PMID:20660950

Fully distributed monitoring architecture supporting multiple trackees and trackers in indoor mobile asset management application.

Science.gov (United States)

Jeong, Seol Young; Jo, Hyeong Gon; Kang, Soon Ju

2014-03-21

A tracking service like asset management is essential in a dynamic hospital environment consisting of numerous mobile assets (e.g., wheelchairs or infusion pumps) that are continuously relocated throughout a hospital. The tracking service is accomplished based on the key technologies of an indoor location-based service (LBS), such as locating and monitoring multiple mobile targets inside a building in real time. An indoor LBS such as a tracking service entails numerous resource lookups being requested concurrently and frequently from several locations, as well as a network infrastructure requiring support for high scalability in indoor environments. A traditional centralized architecture needs to maintain a geographic map of the entire building or complex in its central server, which can cause low scalability and traffic congestion. This paper presents a self-organizing and fully distributed indoor mobile asset management (MAM) platform, and proposes an architecture for multiple trackees (such as mobile assets) and trackers based on the proposed distributed platform in real time. In order to verify the suggested platform, scalability performance according to increases in the number of concurrent lookups was evaluated in a real test bed. Tracking latency and traffic load ratio in the proposed tracking architecture was also evaluated.

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

Science.gov (United States)

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

Implementation of Asset Management System Based on Wireless Sensor Technology

Directory of Open Access Journals (Sweden)

Nan WANG

2014-02-01

Full Text Available RFID technology is regarded as one of the top ten key technologies in the 21st century, which has extensive application prospect in various fields, including asset management, public safety and so on. Through analyzing the current problems existing in asset management, this paper proposes to apply RFID technology in device management to effectively improve the level of automation and informatization of device management, and designs the scheme of equipment monitoring system based on 433 MHz RFID electronic tag and reader. The hardware part of monitoring system consists of the RFID sensor terminals attached in the device and the readers distributed in each monitoring site. The reader uploads the information collected by tag to the backend server and the management system, so as to allow managers and decision makers to understand the usage rate and location of the experimental instruments and to provide managers with a scientific basis for decision making, which effectively solves the relatively backward status quo of current device management level.

THEORETICAL ASPECTS REGARDING THE VALUATION OF INTANGIBLE ASSETS

OpenAIRE

HOLT GHEORGHE

2015-01-01

Valuation of intangible assets represents one of the most delicate problems of assessing a company. Usually, valuation of intangible assets is in the process of evaluating enterprise as a whole. Therefore, Intangible Asset Valuers must have detailed knowledge on business valuation, in particular, the income-based valuation methods (capitalization / updating net cash flow). Valuation of Intangible Assets is the objective of the International Valuation Standards (GN) 4 Valuation of Intangible A...

Casting a Resource-Based View on Intangible Assets and Export Behaviour

Directory of Open Access Journals (Sweden)

Seyyed Mohammad Tabatabaei Nasab

2013-09-01

Full Text Available Prosperous companies in the 21st century have come to know the necessity of intangible assets as an important factor to achieve sustainable competitive advantage and constant presence in the international markets. Hence, the purpose of this paper is to examine intangible assets and evaluate its relationship with export behaviour in terms of export intensity (Export-Sales Ratio and export type (Permanent, Occasional & Periodical. The population under study includes all export firms during 2002 until 2010 in Yazd province, Iran. Research data were collected by questionnaire and in order to answer the research questions and testing hypotheses, MCDM techniques (i.e. AHP & TOPSIS and statistical analysis (i.e. ANOVA were utilized. According to the research results, human capital, relational capital, technological capital, corporate reputation, and structural capital placed as the first to the fifth significant factors respectively. Findings revealed that there is a significant difference between the permanent and occasional presence in the international markets regarding intangible assets; as the mean of intangible assets in the firms with permanent export is higher than the mean of intangible assets in the firms with occasional export. However, there is no significant difference between intangible assets and the export intensity.

An algorithm for engineering regime shifts in one-dimensional dynamical systems

Science.gov (United States)

Tan, James P. L.

2018-01-01

Regime shifts are discontinuous transitions between stable attractors hosting a system. They can occur as a result of a loss of stability in an attractor as a bifurcation is approached. In this work, we consider one-dimensional dynamical systems where attractors are stable equilibrium points. Relying on critical slowing down signals related to the stability of an equilibrium point, we present an algorithm for engineering regime shifts such that a system may escape an undesirable attractor into a desirable one. We test the algorithm on synthetic data from a one-dimensional dynamical system with a multitude of stable equilibrium points and also on a model of the population dynamics of spruce budworms in a forest. The algorithm and other ideas discussed here contribute to an important part of the literature on exercising greater control over the sometimes unpredictable nature of nonlinear systems.

12 CFR 615.5210 - Risk-adjusted assets.

Science.gov (United States)

2010-01-01

... appropriate credit conversion factor in § 615.5212, is assigned to one of the risk categories specified in... risk-based capital requirement for the credit-enhanced assets, the risk-based capital required under..., determine the appropriate risk weight for any asset or credit equivalent amount that does not fit wholly...

Accounting valuation development of specific assets

Directory of Open Access Journals (Sweden)

I.V. Zhigley

2017-12-01

Full Text Available The current issues of accounting estimate development are considered. The necessity of the development of accounting estimate in the context of the non-institutional theory principles based on the selection of a number of reasons is grounded. The reasons for deterioration of accounting reputation as a separate socio-economic institute in the context of developing the methodology for specific assets accounting are discovered. The system of normative regulation of accounting estimate of enterprise non-current assets in the case of diminishing their usefulness is analyzed. The procedure for determining and accounting for the depreciation of assets in accordance with IFRS 36 «Depreciation of Assets» is developed. The features of the joint use of the concept of «value in use» and «fair value» in the accounting system are disclosed. The procedure for determining the value of compensation depending on the degree of specificity of assets is developed. The necessity to clarify the features that indicate the possibility of diminishing the usefulness of specific assets (termination or pre-term termination of the contract for the use of a specific asset is grounded.

Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling

International Nuclear Information System (INIS)

Burnecki, Krzysztof; Weron, Aleksander

2014-01-01

In this survey paper we present a systematic methodology which demonstrates how to identify the origins of fractional dynamics. We consider three mechanisms which lead to it, namely fractional Brownian motion, fractional Lévy stable motion and an autoregressive fractionally integrated moving average (ARFIMA) process but we concentrate on the ARFIMA modelling. The methodology is based on statistical tools for identification and validation of the fractional dynamics, in particular on an ARFIMA parameter estimator, an ergodicity test, a self-similarity index estimator based on sample p-variation and a memory parameter estimator based on sample mean-squared displacement. A complete list of algorithms needed for this is provided in appendices A–F. Finally, we illustrate the methodology on various empirical data and show that ARFIMA can be considered as a universal model for fractional dynamics. Thus, we provide a practical guide for experimentalists on how to efficiently use ARFIMA modelling for a large class of anomalous diffusion data. (paper)

GENERAL: Application of Symplectic Algebraic Dynamics Algorithm to Circular Restricted Three-Body Problem

Science.gov (United States)

Lu, Wei-Tao; Zhang, Hua; Wang, Shun-Jin

2008-07-01

Symplectic algebraic dynamics algorithm (SADA) for ordinary differential equations is applied to solve numerically the circular restricted three-body problem (CR3BP) in dynamical astronomy for both stable motion and chaotic motion. The result is compared with those of Runge-Kutta algorithm and symplectic algorithm under the fourth order, which shows that SADA has higher accuracy than the others in the long-term calculations of the CR3BP.

An Initialization Method Based on Hybrid Distance for k-Means Algorithm.

Science.gov (United States)

Yang, Jie; Ma, Yan; Zhang, Xiangfen; Li, Shunbao; Zhang, Yuping

2017-11-01

The traditional [Formula: see text]-means algorithm has been widely used as a simple and efficient clustering method. However, the performance of this algorithm is highly dependent on the selection of initial cluster centers. Therefore, the method adopted for choosing initial cluster centers is extremely important. In this letter, we redefine the density of points according to the number of its neighbors, as well as the distance between points and their neighbors. In addition, we define a new distance measure that considers both Euclidean distance and density. Based on that, we propose an algorithm for selecting initial cluster centers that can dynamically adjust the weighting parameter. Furthermore, we propose a new internal clustering validation measure, the clustering validation index based on the neighbors (CVN), which can be exploited to select the optimal result among multiple clustering results. Experimental results show that the proposed algorithm outperforms existing initialization methods on real-world data sets and demonstrates the adaptability of the proposed algorithm to data sets with various characteristics.

Comparative behaviour of the Dynamically Penalized Likelihood algorithm in inverse radiation therapy planning

Energy Technology Data Exchange (ETDEWEB)

Llacer, Jorge [EC Engineering Consultants, LLC, Los Gatos, CA (United States)]. E-mail: jllacer@home.com; Solberg, Timothy D. [Department of Radiation Oncology, University of California, Los Angeles, CA (United States)]. E-mail: Solberg@radonc.ucla.edu; Promberger, Claus [BrainLAB AG, Heimstetten (Germany)]. E-mail: promberg@brainlab.com

2001-10-01

This paper presents a description of tests carried out to compare the behaviour of five algorithms in inverse radiation therapy planning: (1) The Dynamically Penalized Likelihood (DPL), an algorithm based on statistical estimation theory; (2) an accelerated version of the same algorithm; (3) a new fast adaptive simulated annealing (ASA) algorithm; (4) a conjugate gradient method; and (5) a Newton gradient method. A three-dimensional mathematical phantom and two clinical cases have been studied in detail. The phantom consisted of a U-shaped tumour with a partially enclosed 'spinal cord'. The clinical examples were a cavernous sinus meningioma and a prostate case. The algorithms have been tested in carefully selected and controlled conditions so as to ensure fairness in the assessment of results. It has been found that all five methods can yield relatively similar optimizations, except when a very demanding optimization is carried out. For the easier cases, the differences are principally in robustness, ease of use and optimization speed. In the more demanding case, there are significant differences in the resulting dose distributions. The accelerated DPL emerges as possibly the algorithm of choice for clinical practice. An appendix describes the differences in behaviour between the new ASA method and the one based on a patent by the Nomos Corporation. (author)

Asset Substitution, Money Demand, and the Inflation Process in Brazil.

OpenAIRE

Calomiris, Charles W; Domowitz, Ian

1989-01-01

Various domestic financial assets in Brazil have provided relatively liquid nonmonetary alternatives. Monthly money demand estimates, which include domestic asset opportunity costs and take account of T-bill repurchase agreements in a dynamic error-correction model, demonstrate the importance of domestic substitutes in explaining money holdings. Money demand appears responsive and stable. Moreover, T-bills and indexed bonds have acted as an alternative to central bank liabilities as a source ...

Monitoring highway assets using remote sensing technology : research spotlight.

Science.gov (United States)

2014-04-01

Collecting inventory data about roadway assets is a critical part of : MDOTs asset management efforts, which help the department operate, : maintain and upgrade these assets cost-effectively. Federal law requires : that states develop a risk-based...

Looking for Synergy with Momentum in Main Asset Classes

OpenAIRE

Lukas Macijauskas; Dimitrios I. Maditinos

2014-01-01

As during turbulent market conditions correlations between main asset-classes falter, classical asset management concepts seem unreliable. This problem stimulates search for non-discretionary asset allocation methods. The aim of the paper is to test weather the concept of Momentum phenomena could be used as a stand alone investment strategy using all main asset classes. The study is based on exploring historical prices of various asset classes; statistical data analysis method is used. Result...

A new parallel molecular dynamics algorithm for organic systems

International Nuclear Information System (INIS)

Plimpton, S.; Hendrickson, B.; Heffelfinger, G.

1993-01-01

A new parallel algorithm for simulating bonded molecular systems such as polymers and proteins by molecular dynamics (MD) is presented. In contrast to methods that extract parallelism by breaking the spatial domain into sub-pieces, the new method does not require regular geometries or uniform particle densities to achieve high parallel efficiency. For very large, regular systems spatial methods are often the best choice, but in practice the new method is faster for systems with tens-of-thousands of atoms simulated on large numbers of processors. It is also several times faster than the techniques commonly used for parallelizing bonded MD that assign a subset of atoms to each processor and require all-to-all communication. Implementation of the algorithm in a CHARMm-like MD model with many body forces and constraint dynamics is discussed and timings on the Intel Delta and Paragon machines are given. Example calculations using the algorithm in simulations of polymers and liquid-crystal molecules will also be briefly discussed

Adaptive swarm cluster-based dynamic multi-objective synthetic minority oversampling technique algorithm for tackling binary imbalanced datasets in biomedical data classification.

Science.gov (United States)

Li, Jinyan; Fong, Simon; Sung, Yunsick; Cho, Kyungeun; Wong, Raymond; Wong, Kelvin K L

2016-01-01

An imbalanced dataset is defined as a training dataset that has imbalanced proportions of data in both interesting and uninteresting classes. Often in biomedical applications, samples from the stimulating class are rare in a population, such as medical anomalies, positive clinical tests, and particular diseases. Although the target samples in the primitive dataset are small in number, the induction of a classification model over such training data leads to poor prediction performance due to insufficient training from the minority class. In this paper, we use a novel class-balancing method named adaptive swarm cluster-based dynamic multi-objective synthetic minority oversampling technique (ASCB_DmSMOTE) to solve this imbalanced dataset problem, which is common in biomedical applications. The proposed method combines under-sampling and over-sampling into a swarm optimisation algorithm. It adaptively selects suitable parameters for the rebalancing algorithm to find the best solution. Compared with the other versions of the SMOTE algorithm, significant improvements, which include higher accuracy and credibility, are observed with ASCB_DmSMOTE. Our proposed method tactfully combines two rebalancing techniques together. It reasonably re-allocates the majority class in the details and dynamically optimises the two parameters of SMOTE to synthesise a reasonable scale of minority class for each clustered sub-imbalanced dataset. The proposed methods ultimately overcome other conventional methods and attains higher credibility with even greater accuracy of the classification model.

Three-dimensional GIS approach for management of assets

Science.gov (United States)

Lee, S. Y.; Yee, S. X.; Majid, Z.; Setan, H.

2014-02-01

Assets play an important role in human life, especially to an organization. Organizations strive and put more effort to improve its operation and assets management. The development of GIS technology has become a powerful tool in management as it is able to provide a complete inventory for managing assets with location-based information. Spatial information is one of the requirements in decision making in various areas, including asset management in the buildings. This paper describes a 3D GIS approach for management of assets. An asset management system was developed by integrating GIS concept and 3D model assets. The purposes of 3D visualization to manage assets are to facilitate the analysis and understanding in the complex environment. Behind the 3D model of assets is a database to store the asset information. A user-friendly interface was also designed for more easier to operate the application. In the application developed, location of each individual asset can be easily tracked according to the referring spatial information and 3D viewing. The 3D GIS approach described in this paper is certainly would be useful in asset management. Systematic management of assets can be carried out and this will lead to less-time consuming and cost-effective. The results in this paper will show a new approach to improve asset management.

Three-dimensional GIS approach for management of assets

International Nuclear Information System (INIS)

Lee, S Y; Yee, S X; Majid, Z; Setan, H

2014-01-01

Assets play an important role in human life, especially to an organization. Organizations strive and put more effort to improve its operation and assets management. The development of GIS technology has become a powerful tool in management as it is able to provide a complete inventory for managing assets with location-based information. Spatial information is one of the requirements in decision making in various areas, including asset management in the buildings. This paper describes a 3D GIS approach for management of assets. An asset management system was developed by integrating GIS concept and 3D model assets. The purposes of 3D visualization to manage assets are to facilitate the analysis and understanding in the complex environment. Behind the 3D model of assets is a database to store the asset information. A user-friendly interface was also designed for more easier to operate the application. In the application developed, location of each individual asset can be easily tracked according to the referring spatial information and 3D viewing. The 3D GIS approach described in this paper is certainly would be useful in asset management. Systematic management of assets can be carried out and this will lead to less-time consuming and cost-effective. The results in this paper will show a new approach to improve asset management

Prudent management of utility assets -- Problem or promise?

International Nuclear Information System (INIS)

Hatch, D.; Serwinowski, M.

1998-01-01

As utilities move into a deregulated market, the extent and nature of their asset base, as well as, the manner in which they have managed it, may play a key factor in the form of regulatory recovery. Utilities must face the issue of stranded assets. One form of addressing this issue is using ''EVA'', Economic Value Added as a mechanism to form financial models for prudent asset management. The authors present an approach to this challenging aspect of deregulation. They focus on the following utility assets: buildings/facilities, and excess real physical assets. Primarily focusing on Niagara Mohawk, two or three case studies are used to demonstrate how proactive management and EVA analysis transforms underperforming utility assets. These will be presented in a way that can show benefits for all utility stakeholders such as cost avoidance, load growth, real estate tax savings, stranded asset reductions, environmental gains, corporate image enhancement, and regulatory/governmental gains; over and above possible economic gains. Examples will be given that include the transformation of utility assets into award winning commercial, residential, and industrial developments as well as recreational/park lands and greenways. Similarly, other examples will show the many tangible and intangible benefits of an effective investment recovery and waste stream management program. Various strategies will also be presented that detail how utilities can begin to develop a total comprehensive plan for their asset portfolio. The first step in realizing and maximizing EVA towards a portfolio of assets is a change in corporate policy--one from passive ownership to active prudent management. Service and cost will drive competition resulting from full deregulation. To drive down costs, utilities will need to become more efficient in dealing with their asset base. By embracing an EVA model on an entire asset portfolio, utilities can prepare and excel in the newly shaped marketplace

Nonequilibrium molecular dynamics theory, algorithms and applications

CERN Document Server

Todd, Billy D

2017-01-01

Written by two specialists with over twenty-five years of experience in the field, this valuable text presents a wide range of topics within the growing field of nonequilibrium molecular dynamics (NEMD). It introduces theories which are fundamental to the field - namely, nonequilibrium statistical mechanics and nonequilibrium thermodynamics - and provides state-of-the-art algorithms and advice for designing reliable NEMD code, as well as examining applications for both atomic and molecular fluids. It discusses homogenous and inhomogenous flows and pays considerable attention to highly confined fluids, such as nanofluidics. In addition to statistical mechanics and thermodynamics, the book covers the themes of temperature and thermodynamic fluxes and their computation, the theory and algorithms for homogenous shear and elongational flows, response theory and its applications, heat and mass transport algorithms, applications in molecular rheology, highly confined fluids (nanofluidics), the phenomenon of slip and...

High speed railway track dynamics models, algorithms and applications

CERN Document Server

Lei, Xiaoyan

2017-01-01

This book systematically summarizes the latest research findings on high-speed railway track dynamics, made by the author and his research team over the past decade. It explores cutting-edge issues concerning the basic theory of high-speed railways, covering the dynamic theories, models, algorithms and engineering applications of the high-speed train and track coupling system. Presenting original concepts, systematic theories and advanced algorithms, the book places great emphasis on the precision and completeness of its content. The chapters are interrelated yet largely self-contained, allowing readers to either read through the book as a whole or focus on specific topics. It also combines theories with practice to effectively introduce readers to the latest research findings and developments in high-speed railway track dynamics. It offers a valuable resource for researchers, postgraduates and engineers in the fields of civil engineering, transportation, highway & railway engineering.

A parallel attractor-finding algorithm based on Boolean satisfiability for genetic regulatory networks.

Directory of Open Access Journals (Sweden)

Wensheng Guo

Full Text Available In biological systems, the dynamic analysis method has gained increasing attention in the past decade. The Boolean network is the most common model of a genetic regulatory network. The interactions of activation and inhibition in the genetic regulatory network are modeled as a set of functions of the Boolean network, while the state transitions in the Boolean network reflect the dynamic property of a genetic regulatory network. A difficult problem for state transition analysis is the finding of attractors. In this paper, we modeled the genetic regulatory network as a Boolean network and proposed a solving algorithm to tackle the attractor finding problem. In the proposed algorithm, we partitioned the Boolean network into several blocks consisting of the strongly connected components according to their gradients, and defined the connection between blocks as decision node. Based on the solutions calculated on the decision nodes and using a satisfiability solving algorithm, we identified the attractors in the state transition graph of each block. The proposed algorithm is benchmarked on a variety of genetic regulatory networks. Compared with existing algorithms, it achieved similar performance on small test cases, and outperformed it on larger and more complex ones, which happens to be the trend of the modern genetic regulatory network. Furthermore, while the existing satisfiability-based algorithms cannot be parallelized due to their inherent algorithm design, the proposed algorithm exhibits a good scalability on parallel computing architectures.

A semi-active suspension control algorithm for vehicle comprehensive vertical dynamics performance

Science.gov (United States)

Nie, Shida; Zhuang, Ye; Liu, Weiping; Chen, Fan

2017-08-01

Comprehensive performance of the vehicle, including ride qualities and road-holding, is essentially of great value in practice. Many up-to-date semi-active control algorithms improve vehicle dynamics performance effectively. However, it is hard to improve comprehensive performance for the conflict between ride qualities and road-holding around the second-order resonance. Hence, a new control algorithm is proposed to achieve a good trade-off between ride qualities and road-holding. In this paper, the properties of the invariant points are analysed, which gives an insight into the performance conflicting around the second-order resonance. Based on it, a new control algorithm is proposed. The algorithm employs a novel frequency selector to balance suspension ride and handling performance by adopting a medium damping around the second-order resonance. The results of this study show that the proposed control algorithm could improve the performance of ride qualities and suspension working space up to 18.3% and 8.2%, respectively, with little loss of road-holding compared to the passive suspension. Consequently, the comprehensive performance can be improved by 6.6%. Hence, the proposed algorithm is of great potential to be implemented in practice.

Log-Linear Model Based Behavior Selection Method for Artificial Fish Swarm Algorithm

Directory of Open Access Journals (Sweden)

Zhehuang Huang

2015-01-01

Full Text Available Artificial fish swarm algorithm (AFSA is a population based optimization technique inspired by social behavior of fishes. In past several years, AFSA has been successfully applied in many research and application areas. The behavior of fishes has a crucial impact on the performance of AFSA, such as global exploration ability and convergence speed. How to construct and select behaviors of fishes are an important task. To solve these problems, an improved artificial fish swarm algorithm based on log-linear model is proposed and implemented in this paper. There are three main works. Firstly, we proposed a new behavior selection algorithm based on log-linear model which can enhance decision making ability of behavior selection. Secondly, adaptive movement behavior based on adaptive weight is presented, which can dynamically adjust according to the diversity of fishes. Finally, some new behaviors are defined and introduced into artificial fish swarm algorithm at the first time to improve global optimization capability. The experiments on high dimensional function optimization showed that the improved algorithm has more powerful global exploration ability and reasonable convergence speed compared with the standard artificial fish swarm algorithm.

Log-linear model based behavior selection method for artificial fish swarm algorithm.

Science.gov (United States)

Huang, Zhehuang; Chen, Yidong

2015-01-01

Artificial fish swarm algorithm (AFSA) is a population based optimization technique inspired by social behavior of fishes. In past several years, AFSA has been successfully applied in many research and application areas. The behavior of fishes has a crucial impact on the performance of AFSA, such as global exploration ability and convergence speed. How to construct and select behaviors of fishes are an important task. To solve these problems, an improved artificial fish swarm algorithm based on log-linear model is proposed and implemented in this paper. There are three main works. Firstly, we proposed a new behavior selection algorithm based on log-linear model which can enhance decision making ability of behavior selection. Secondly, adaptive movement behavior based on adaptive weight is presented, which can dynamically adjust according to the diversity of fishes. Finally, some new behaviors are defined and introduced into artificial fish swarm algorithm at the first time to improve global optimization capability. The experiments on high dimensional function optimization showed that the improved algorithm has more powerful global exploration ability and reasonable convergence speed compared with the standard artificial fish swarm algorithm.

Solar Asset Management Software

Energy Technology Data Exchange (ETDEWEB)

Iverson, Aaron [Ra Power Management, Inc., Oakland, CA (United States); Zviagin, George [Ra Power Management, Inc., Oakland, CA (United States)

2016-09-30

Ra Power Management (RPM) has developed a cloud based software platform that manages the financial and operational functions of third party financed solar projects throughout their lifecycle. RPM’s software streamlines and automates the sales, financing, and management of a portfolio of solar assets. The software helps solar developers automate the most difficult aspects of asset management, leading to increased transparency, efficiency, and reduction in human error. More importantly, our platform will help developers save money by improving their operating margins.

A parallel row-based algorithm for standard cell placement with integrated error control

Science.gov (United States)

Sargent, Jeff S.; Banerjee, Prith

1989-01-01

A new row-based parallel algorithm for standard-cell placement targeted for execution on a hypercube multiprocessor is presented. Key features of this implementation include a dynamic simulated-annealing schedule, row-partitioning of the VLSI chip image, and two novel approaches to control error in parallel cell-placement algorithms: (1) Heuristic Cell-Coloring; (2) Adaptive Sequence Length Control.

The application of statistical methods to assess economic assets

Directory of Open Access Journals (Sweden)

D. V. Dianov

2017-01-01

Full Text Available The article is devoted to consideration and evaluation of machinery, equipment and special equipment, methodological aspects of the use of standards for assessment of buildings and structures in current prices, the valuation of residential, specialized houses, office premises, assessment and reassessment of existing and inactive military assets, the application of statistical methods to obtain the relevant cost estimates.The objective of the scientific article is to consider possible application of statistical tools in the valuation of the assets, composing the core group of elements of national wealth – the fixed assets. Firstly, capital tangible assets constitute the basis of material base of a new value creation, products and non-financial services. The gain, accumulated of tangible assets of a capital nature is a part of the gross domestic product, and from its volume and specific weight in the composition of GDP we can judge the scope of reproductive processes in the country.Based on the methodological materials of the state statistics bodies of the Russian Federation, regulations of the theory of statistics, which describe the methods of statistical analysis such as the index, average values, regression, the methodical approach is structured in the application of statistical tools to obtain value estimates of property, plant and equipment with significant accumulated depreciation. Until now, the use of statistical methodology in the practice of economic assessment of assets is only fragmentary. This applies to both Federal Legislation (Federal law № 135 «On valuation activities in the Russian Federation» dated 16.07.1998 in edition 05.07.2016 and the methodological documents and regulations of the estimated activities, in particular, the valuation activities’ standards. A particular problem is the use of a digital database of Rosstat (Federal State Statistics Service, as to the specific fixed assets the comparison should be carried

Partial multicanonical algorithm for molecular dynamics and Monte Carlo simulations.

Science.gov (United States)

Okumura, Hisashi

2008-09-28

Partial multicanonical algorithm is proposed for molecular dynamics and Monte Carlo simulations. The partial multicanonical simulation samples a wide range of a part of the potential-energy terms, which is necessary to sample the conformational space widely, whereas a wide range of total potential energy is sampled in the multicanonical algorithm. Thus, one can concentrate the effort to determine the weight factor only on the important energy terms in the partial multicanonical simulation. The partial multicanonical, multicanonical, and canonical molecular dynamics algorithms were applied to an alanine dipeptide in explicit water solvent. The canonical simulation sampled the states of P(II), C(5), alpha(R), and alpha(P). The multicanonical simulation covered the alpha(L) state as well as these states. The partial multicanonical simulation also sampled the C(7) (ax) state in addition to the states that were sampled by the multicanonical simulation. In the partial multicanonical simulation, furthermore, backbone dihedral angles phi and psi rotated more frequently than those in the multicanonical and canonical simulations. These results mean that the partial multicanonical algorithm has a higher sampling efficiency than the multicanonical and canonical algorithms.

An Empirical Study of the Relationship between the Fixed Assets Investment and Urban-rural Income Gap during the Transition Period

Institute of Scientific and Technical Information of China (English)

Yingliang; ZHANG; Xingxi; LIU; Fang; YANG; Yongbin; GUAN

2014-01-01

As the gap in income between urban and rural residents bigger and bigger,based on the data from 1978 to 2007,this paper makes an empirical study of the dynamic relation between the fixed assets investment and the difference in income between urban and rural residents. The outcome from the study indicates a long-term balance exists between the investment rate of the fixed assets and the difference in income between urban and rural residents. A short-term deviation from the balance can be adjusted through long time. To a certain extent,city-oriented fixed assets investment policy is the main cause of the big gap in income between urban and rural residents. The big gap in income between urban and rural residents in turn reinforces their social status,thus further strengthening the city-oriented instead of countryside-oriented fixed assets investment policy. Based on that,this paper puts forward some suggestions on adjusting the fixed assets investment policy so as to shorten the difference in income between urban and rural residents and realize the goal of harmonious development between city and countryside.

Optimization of Algorithms Using Extensions of Dynamic Programming

KAUST Repository

AbouEisha, Hassan M.

2017-01-01

of the thesis presents a novel model of computation (element partition tree) that represents a class of algorithms for multi-frontal solvers along with cost functions reflecting various complexity measures such as: time and space. It then introduces dynamic

Fuzzy PID control algorithm based on PSO and application in BLDC motor

Science.gov (United States)

Lin, Sen; Wang, Guanglong

2017-06-01

A fuzzy PID control algorithm is studied based on improved particle swarm optimization (PSO) to perform Brushless DC (BLDC) motor control which has high accuracy, good anti-jamming capability and steady state accuracy compared with traditional PID control. The mathematical and simulation model is established for BLDC motor by simulink software, and the speed loop of the fuzzy PID controller is designed. The simulation results show that the fuzzy PID control algorithm based on PSO has higher stability, high control precision and faster dynamic response speed.

ASSET guidelines

International Nuclear Information System (INIS)

1990-11-01

The IAEA Assessment of Safety Significant Events Team (ASSET) Service provides advice and assistance to Member States to enhance the overall level of plant safety while dealing with the policy of prevention of incidents at nuclear power plants. The ASSET programme, initiated in 1986, is not restricted to any particular group of Member States, whether developing or industrialized, but is available to all countries with nuclear power plants in operation or approaching commercial operation. The IAEA Safety Series publications form common basis for the ASSET reviews, including the Nuclear Safety Standards (NUSS) and the Basic Safety Principles (Recommendations of Safety Series No. 75-INSAG-3). The ASSET Guidelines provide overall guidance for the experts to ensure the consistency and comprehensiveness of their review of incident investigations. Additional guidance and reference material is provided by the IAEA to complement the expertise of the ASSET members. ASSET reviews accept different approaches that contribute to ensuring an effective prevention of incidents at plants. Suggestions are offered to enhance plant safety performance. Commendable good practices are identified and generic lessons are communicated to other plants, where relevant, for long term improvement

A hybrid algorithm for parallel molecular dynamics simulations

Science.gov (United States)

Mangiardi, Chris M.; Meyer, R.

2017-10-01

This article describes algorithms for the hybrid parallelization and SIMD vectorization of molecular dynamics simulations with short-range forces. The parallelization method combines domain decomposition with a thread-based parallelization approach. The goal of the work is to enable efficient simulations of very large (tens of millions of atoms) and inhomogeneous systems on many-core processors with hundreds or thousands of cores and SIMD units with large vector sizes. In order to test the efficiency of the method, simulations of a variety of configurations with up to 74 million atoms have been performed. Results are shown that were obtained on multi-core systems with Sandy Bridge and Haswell processors as well as systems with Xeon Phi many-core processors.

Artificial bee colony algorithm with dynamic multi-population

Science.gov (United States)

Zhang, Ming; Ji, Zhicheng; Wang, Yan

2017-07-01

To improve the convergence rate and make a balance between the global search and local turning abilities, this paper proposes a decentralized form of artificial bee colony (ABC) algorithm with dynamic multi-populations by means of fuzzy C-means (FCM) clustering. Each subpopulation periodically enlarges with the same size during the search process, and the overlapping individuals among different subareas work for delivering information acting as exploring the search space with diffusion of solutions. Moreover, a Gaussian-based search equation with redefined local attractor is proposed to further accelerate the diffusion of the best solution and guide the search towards potential areas. Experimental results on a set of benchmarks demonstrate the competitive performance of our proposed approach.

Using Self-Adaptive Evolutionary Algorithms to Evolve Dynamism-Oriented Maps for a Real Time Strategy Game

OpenAIRE

Lara-Cabrera, Raúl; Cotta, Carlos; Fernández Leiva, Antonio J.

2013-01-01

This work presents a procedural content generation system that uses an evolutionary algorithm in order to generate interesting maps for a real-time strategy game, called Planet Wars. Interestingness is here captured by the dynamism of games (i.e., the extent to which they are action-packed). We consider two different approaches to measure the dynamism of the games resulting from these generated maps, one based on fluctuations in the resources controlled by either player and another one based ...

Comprehensive transportation asset management : risk-based inventory expansion and data needs.

Science.gov (United States)

2011-12-01

Several agencies are applying asset management principles as a business tool and paradigm to help them define goals and prioritize agency resources in decision making. Previously, transportation asset management (TAM) has focused more on big ticke...

Dynamic airspace configuration by genetic algorithm

Directory of Open Access Journals (Sweden)

Marina Sergeeva

2017-06-01

Full Text Available With the continuous air traffic growth and limits of resources, there is a need for reducing the congestion of the airspace systems. Nowadays, several projects are launched, aimed at modernizing the global air transportation system and air traffic management. In recent years, special interest has been paid to the solution of the dynamic airspace configuration problem. Airspace sector configurations need to be dynamically adjusted to provide maximum efficiency and flexibility in response to changing weather and traffic conditions. The main objective of this work is to automatically adapt the airspace configurations according to the evolution of traffic. In order to reach this objective, the airspace is considered to be divided into predefined 3D airspace blocks which have to be grouped or ungrouped depending on the traffic situation. The airspace structure is represented as a graph and each airspace configuration is created using a graph partitioning technique. We optimize airspace configurations using a genetic algorithm. The developed algorithm generates a sequence of sector configurations for one day of operation with the minimized controller workload. The overall methodology is implemented and successfully tested with air traffic data taken for one day and for several different airspace control areas of Europe.

Quantum algorithm for simulating the dynamics of an open quantum system

International Nuclear Information System (INIS)

Wang Hefeng; Ashhab, S.; Nori, Franco

2011-01-01

In the study of open quantum systems, one typically obtains the decoherence dynamics by solving a master equation. The master equation is derived using knowledge of some basic properties of the system, the environment, and their interaction: One basically needs to know the operators through which the system couples to the environment and the spectral density of the environment. For a large system, it could become prohibitively difficult to even write down the appropriate master equation, let alone solve it on a classical computer. In this paper, we present a quantum algorithm for simulating the dynamics of an open quantum system. On a quantum computer, the environment can be simulated using ancilla qubits with properly chosen single-qubit frequencies and with properly designed coupling to the system qubits. The parameters used in the simulation are easily derived from the parameters of the system + environment Hamiltonian. The algorithm is designed to simulate Markovian dynamics, but it can also be used to simulate non-Markovian dynamics provided that this dynamics can be obtained by embedding the system of interest into a larger system that obeys Markovian dynamics. We estimate the resource requirements for the algorithm. In particular, we show that for sufficiently slow decoherence a single ancilla qubit could be sufficient to represent the entire environment, in principle.

Development of an international scale of socio-economic position based on household assets.

Science.gov (United States)

Townend, John; Minelli, Cosetta; Harrabi, Imed; Obaseki, Daniel O; El-Rhazi, Karima; Patel, Jaymini; Burney, Peter

2015-01-01

The importance of studying associations between socio-economic position and health has often been highlighted. Previous studies have linked the prevalence and severity of lung disease with national wealth and with socio-economic position within some countries but there has been no systematic evaluation of the association between lung function and poverty at the individual level on a global scale. The BOLD study has collected data on lung function for individuals in a wide range of countries, however a barrier to relating this to personal socio-economic position is the need for a suitable measure to compare individuals within and between countries. In this paper we test a method for assessing socio-economic position based on the scalability of a set of durable assets (Mokken scaling), and compare its usefulness across countries of varying gross national income per capita. Ten out of 15 candidate asset questions included in the questionnaire were found to form a Mokken type scale closely associated with GNI per capita (Spearman's rank rs = 0.91, p = 0.002). The same set of assets conformed to a scale in 7 out of the 8 countries, the remaining country being Saudi Arabia where most respondents owned most of the assets. There was good consistency in the rank ordering of ownership of the assets in the different countries (Cronbach's alpha = 0.96). Scores on the Mokken scale were highly correlated with scores developed using principal component analysis (rs = 0.977). Mokken scaling is a potentially valuable tool for uncovering links between disease and socio-economic position within and between countries. It provides an alternative to currently used methods such as principal component analysis for combining personal asset data to give an indication of individuals' relative wealth. Relative strengths of the Mokken scale method were considered to be ease of interpretation, adaptability for comparison with other datasets, and reliability of imputation for even quite

A Novel Immune-Inspired Shellcode Detection Algorithm Based on Hyperellipsoid Detectors

Directory of Open Access Journals (Sweden)

Tianliang Lu

2018-01-01

Full Text Available Shellcodes are machine language codes injected into target programs in the form of network packets or malformed files. Shellcodes can trigger buffer overflow vulnerability and execute malicious instructions. Signature matching technology used by antivirus software or intrusion detection system has low detection rate for unknown or polymorphic shellcodes; to solve such problem, an immune-inspired shellcode detection algorithm was proposed, named ISDA. Static analysis and dynamic analysis were both applied. The shellcodes were disassembled to assembly instructions during static analysis and, for dynamic analysis, the API function sequences of shellcodes were obtained by simulation execution to get the behavioral features of polymorphic shellcodes. The extracted features of shellcodes were encoded to antigens based on n-gram model. Immature detectors become mature after immune tolerance based on negative selection algorithm. To improve nonself space coverage rate, the immune detectors were encoded to hyperellipsoids. To generate better antibody offspring, the detectors were optimized through clonal selection algorithm with genetic mutation. Finally, shellcode samples were collected and tested, and result shows that the proposed method has higher detection accuracy for both nonencoded and polymorphic shellcodes.

A risk-based approach to sanitary sewer pipe asset management.

Science.gov (United States)

Baah, Kelly; Dubey, Brajesh; Harvey, Richard; McBean, Edward

2015-02-01

Wastewater collection systems are an important component of proper management of wastewater to prevent environmental and human health implications from mismanagement of anthropogenic waste. Due to aging and inadequate asset management practices, the wastewater collection assets of many cities around the globe are in a state of rapid decline and in need of urgent attention. Risk management is a tool which can help prioritize resources to better manage and rehabilitate wastewater collection systems. In this study, a risk matrix and a weighted sum multi-criteria decision-matrix are used to assess the consequence and risk of sewer pipe failure for a mid-sized city, using ArcGIS. The methodology shows that six percent of the uninspected sewer pipe assets of the case study have a high consequence of failure while four percent of the assets have a high risk of failure and hence provide priorities for inspection. A map incorporating risk of sewer pipe failure and consequence is developed to facilitate future planning, rehabilitation and maintenance programs. The consequence of failure assessment also includes a novel failure impact factor which captures the effect of structurally defective stormwater pipes on the failure assessment. The methodology recommended in this study can serve as a basis for future planning and decision making and has the potential to be universally applied by municipal sewer pipe asset managers globally to effectively manage the sanitary sewer pipe infrastructure within their jurisdiction. Copyright © 2014 Elsevier B.V. All rights reserved.

Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

Science.gov (United States)

Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

2018-01-01

We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

INTEGRATING CASE-BASED REASONING, KNOWLEDGE-BASED APPROACH AND TSP ALGORITHM FOR MINIMUM TOUR FINDING

Directory of Open Access Journals (Sweden)

Hossein Erfani

2009-07-01

Full Text Available Imagine you have traveled to an unfamiliar city. Before you start your daily tour around the city, you need to know a good route. In Network Theory (NT, this is the traveling salesman problem (TSP. A dynamic programming algorithm is often used for solving this problem. However, when the road network of the city is very complicated and dense, which is usually the case, it will take too long for the algorithm to find the shortest path. Furthermore, in reality, things are not as simple as those stated in AT. For instance, the cost of travel for the same part of the city at different times may not be the same. In this project, we have integrated TSP algorithm with AI knowledge-based approach and case-based reasoning in solving the problem. With this integration, knowledge about the geographical information and past cases are used to help TSP algorithm in finding a solution. This approach dramatically reduces the computation time required for minimum tour finding.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

NARCIS (Netherlands)

D.C. Blitz (David); P. van Vliet (Pim)

2008-01-01

textabstractIn this paper we examine global tactical asset allocation (GTAA) strategies across a broad range of asset classes. Contrary to market timing for single asset classes and tactical allocation across similar assets, this topic has received little attention in the existing literature. Our

Parallel conjugate gradient algorithms for manipulator dynamic simulation

Science.gov (United States)

Fijany, Amir; Scheld, Robert E.

1989-01-01

Parallel conjugate gradient algorithms for the computation of multibody dynamics are developed for the specialized case of a robot manipulator. For an n-dimensional positive-definite linear system, the Classical Conjugate Gradient (CCG) algorithms are guaranteed to converge in n iterations, each with a computation cost of O(n); this leads to a total computational cost of O(n sq) on a serial processor. A conjugate gradient algorithms is presented that provide greater efficiency using a preconditioner, which reduces the number of iterations required, and by exploiting parallelism, which reduces the cost of each iteration. Two Preconditioned Conjugate Gradient (PCG) algorithms are proposed which respectively use a diagonal and a tridiagonal matrix, composed of the diagonal and tridiagonal elements of the mass matrix, as preconditioners. Parallel algorithms are developed to compute the preconditioners and their inversions in O(log sub 2 n) steps using n processors. A parallel algorithm is also presented which, on the same architecture, achieves the computational time of O(log sub 2 n) for each iteration. Simulation results for a seven degree-of-freedom manipulator are presented. Variants of the proposed algorithms are also developed which can be efficiently implemented on the Robot Mathematics Processor (RMP).

Fast stochastic algorithm for simulating evolutionary population dynamics

Science.gov (United States)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

Dynamic Synchronous Capture Algorithm for an Electromagnetic Flowmeter.

Science.gov (United States)

Fanjiang, Yong-Yi; Lu, Shih-Wei

2017-04-10

This paper proposes a dynamic synchronous capture (DSC) algorithm to calculate the flow rate for an electromagnetic flowmeter. The characteristics of the DSC algorithm can accurately calculate the flow rate signal and efficiently convert an analog signal to upgrade the execution performance of a microcontroller unit (MCU). Furthermore, it can reduce interference from abnormal noise. It is extremely steady and independent of fluctuations in the flow measurement. Moreover, it can calculate the current flow rate signal immediately (m/s). The DSC algorithm can be applied to the current general MCU firmware platform without using DSP (Digital Signal Processing) or a high-speed and high-end MCU platform, and signal amplification by hardware reduces the demand for ADC accuracy, which reduces the cost.

Development of transportation asset management decision support tools : final report.

Science.gov (United States)

2017-08-09

This study developed a web-based prototype decision support platform to demonstrate the benefits of transportation asset management in monitoring asset performance, supporting asset funding decisions, planning budget tradeoffs, and optimizing resourc...

Discrete bacteria foraging optimization algorithm for graph based problems - a transition from continuous to discrete

Science.gov (United States)

Sur, Chiranjib; Shukla, Anupam

2018-03-01

Bacteria Foraging Optimisation Algorithm is a collective behaviour-based meta-heuristics searching depending on the social influence of the bacteria co-agents in the search space of the problem. The algorithm faces tremendous hindrance in terms of its application for discrete problems and graph-based problems due to biased mathematical modelling and dynamic structure of the algorithm. This had been the key factor to revive and introduce the discrete form called Discrete Bacteria Foraging Optimisation (DBFO) Algorithm for discrete problems which exceeds the number of continuous domain problems represented by mathematical and numerical equations in real life. In this work, we have mainly simulated a graph-based road multi-objective optimisation problem and have discussed the prospect of its utilisation in other similar optimisation problems and graph-based problems. The various solution representations that can be handled by this DBFO has also been discussed. The implications and dynamics of the various parameters used in the DBFO are illustrated from the point view of the problems and has been a combination of both exploration and exploitation. The result of DBFO has been compared with Ant Colony Optimisation and Intelligent Water Drops Algorithms. Important features of DBFO are that the bacteria agents do not depend on the local heuristic information but estimates new exploration schemes depending upon the previous experience and covered path analysis. This makes the algorithm better in combination generation for graph-based problems and combination generation for NP hard problems.

Using Photovoice and Asset Mapping to Inform a Community-Based Diabetes Intervention, Boston, Massachusetts, 2015.

Science.gov (United States)

Florian, Jana; Roy, Nicole M St Omer; Quintiliani, Lisa M; Truong, Ve; Feng, Yi; Bloch, Philippe P; Russinova, Zlatka L; Lasser, Karen E

2016-08-11

Diabetes self-management takes place within a complex social and environmental context.  This study's objective was to examine the perceived and actual presence of community assets that may aid in diabetes control. We conducted one 6-hour photovoice session with 11 adults with poorly controlled diabetes in Boston, Massachusetts.  Participants were recruited from census tracts with high numbers of people with poorly controlled diabetes (diabetes "hot spots").  We coded the discussions and identified relevant themes.  We further explored themes related to the built environment through community asset mapping.  Through walking surveys, we evaluated 5 diabetes hot spots related to physical activity resources, walking environment, and availability of food choices in restaurants and food stores. Community themes from the photovoice session were access to healthy food, restaurants, and prepared foods; food assistance programs; exercise facilities; and church.  Asset mapping identified 114 community assets including 22 food stores, 22 restaurants, and 5 exercise facilities.  Each diabetes hot spot contained at least 1 food store with 5 to 9 varieties of fruits and vegetables.  Only 1 of the exercise facilities had signage regarding hours or services.  Memberships ranged from free to $9.95 per month.  Overall, these findings were inconsistent with participants' reports in the photovoice group. We identified a mismatch between perceptions of community assets and built environment and the objective reality of that environment. Incorporating photovoice and community asset mapping into a community-based diabetes intervention may bring awareness to underused neighborhood resources that can help people control their diabetes.

A dynamic inertia weight particle swarm optimization algorithm

International Nuclear Information System (INIS)

Jiao Bin; Lian Zhigang; Gu Xingsheng

2008-01-01

Particle swarm optimization (PSO) algorithm has been developing rapidly and has been applied widely since it was introduced, as it is easily understood and realized. This paper presents an improved particle swarm optimization algorithm (IPSO) to improve the performance of standard PSO, which uses the dynamic inertia weight that decreases according to iterative generation increasing. It is tested with a set of 6 benchmark functions with 30, 50 and 150 different dimensions and compared with standard PSO. Experimental results indicate that the IPSO improves the search performance on the benchmark functions significantly

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

OpenAIRE

Blitz, D.C.; van Vliet, P.

2008-01-01

textabstractIn this paper we examine global tactical asset allocation (GTAA) strategies across a broad range of asset classes. Contrary to market timing for single asset classes and tactical allocation across similar assets, this topic has received little attention in the existing literature. Our main finding is that momentum and value strategies applied to GTAA across twelve asset classes deliver statistically and economically significant abnormal returns. For a long top-quartile and short b...

Combinatorial Optimization Algorithms for Dynamic Multiple Fault Diagnosis in Automotive and Aerospace Applications

Science.gov (United States)

Kodali, Anuradha

In this thesis, we develop dynamic multiple fault diagnosis (DMFD) algorithms to diagnose faults that are sporadic and coupled. Firstly, we formulate a coupled factorial hidden Markov model-based (CFHMM) framework to diagnose dependent faults occurring over time (dynamic case). Here, we implement a mixed memory Markov coupling model to determine the most likely sequence of (dependent) fault states, the one that best explains the observed test outcomes over time. An iterative Gauss-Seidel coordinate ascent optimization method is proposed for solving the problem. A soft Viterbi algorithm is also implemented within the framework for decoding dependent fault states over time. We demonstrate the algorithm on simulated and real-world systems with coupled faults; the results show that this approach improves the correct isolation rate as compared to the formulation where independent fault states are assumed. Secondly, we formulate a generalization of set-covering, termed dynamic set-covering (DSC), which involves a series of coupled set-covering problems over time. The objective of the DSC problem is to infer the most probable time sequence of a parsimonious set of failure sources that explains the observed test outcomes over time. The DSC problem is NP-hard and intractable due to the fault-test dependency matrix that couples the failed tests and faults via the constraint matrix, and the temporal dependence of failure sources over time. Here, the DSC problem is motivated from the viewpoint of a dynamic multiple fault diagnosis problem, but it has wide applications in operations research, for e.g., facility location problem. Thus, we also formulated the DSC problem in the context of a dynamically evolving facility location problem. Here, a facility can be opened, closed, or can be temporarily unavailable at any time for a given requirement of demand points. These activities are associated with costs or penalties, viz., phase-in or phase-out for the opening or closing of a

Overlapping community detection based on link graph using distance dynamics

Science.gov (United States)

Chen, Lei; Zhang, Jing; Cai, Li-Jun

2018-01-01

The distance dynamics model was recently proposed to detect the disjoint community of a complex network. To identify the overlapping structure of a network using the distance dynamics model, an overlapping community detection algorithm, called L-Attractor, is proposed in this paper. The process of L-Attractor mainly consists of three phases. In the first phase, L-Attractor transforms the original graph to a link graph (a new edge graph) to assure that one node has multiple distances. In the second phase, using the improved distance dynamics model, a dynamic interaction process is introduced to simulate the distance dynamics (shrink or stretch). Through the dynamic interaction process, all distances converge, and the disjoint community structure of the link graph naturally manifests itself. In the third phase, a recovery method is designed to convert the disjoint community structure of the link graph to the overlapping community structure of the original graph. Extensive experiments are conducted on the LFR benchmark networks as well as real-world networks. Based on the results, our algorithm demonstrates higher accuracy and quality than other state-of-the-art algorithms.

STREAM PROCESSING ALGORITHMS FOR DYNAMIC 3D SCENE ANALYSIS

Science.gov (United States)

2018-02-15

PROCESSING ALGORITHMS FOR DYNAMIC 3D SCENE ANALYSIS 5a. CONTRACT NUMBER FA8750-14-2-0072 5b. GRANT NUMBER N/A 5c. PROGRAM ELEMENT NUMBER 62788F 6...of Figures 1 The 3D processing pipeline flowchart showing key modules. . . . . . . . . . . . . . . . . 12 2 Overall view (data flow) of the proposed...pipeline flowchart showing key modules. from motion and bundle adjustment algorithm. By fusion of depth masks of the scene obtained from 3D

The model of asset management of commercial banks

OpenAIRE

Shaymardanov, Shakhzod; Nuriddinov, Sadriddin; Mamadaliev, Donierbek; Murodkhonov, Mukhammad

2018-01-01

The main objective of the commercial bank's policy in the sphere of asset and liability management is to maintain the optimal structure of assets and liabilities, ensure the compliance of amounts, terms and currency of attracting and allocating resources. The objectives and principles of asset and liability management are based on the bank's strategy and the fundamental principles of the risk management policy.

The Diversification Benefits of Including Carbon Assets in Financial Portfolios

Directory of Open Access Journals (Sweden)

Yinpeng Zhang

2017-03-01

Full Text Available Carbon allowances traded in the EU-Emission Trading Scheme (EU-ETS were initially designed as an economic motivation for efficiently curbing greenhouse as emissions, but now it mimics quite a few characteristics of financial assets, and have now been used as a candidate product in building financial portfolios. In this study, we examine the time-varying correlations between carbon allowance prices with other financial indices, during the third phase of EU-ETS. The results show that, at the beginning of this period, carbon price was still strongly corrected with other financial indices. However, this connection was weakened over time. Given the relative independence of carbon assets from other financial assets, we argue for the diversification benefits of including carbon assets in financial portfolios, and building such portfolios, respectively, with the traditional global minimum variance (GMV strategy, the mean-variance-OGARCH (MV-OGARCH strategy, and the dynamic conditional correlation (DCC strategy. It is shown that the portfolio built with the MV-OGARCH strategy far out-performs the others and that including carbon assets in financial portfolios does help reduce investment risks.

The strategic importance of identifying knowledge-based and intangible assets for generating value, competitiveness and innovation in sub-Saharan Africa

Directory of Open Access Journals (Sweden)

Nicoline Ondari-Okemwa

2011-01-01

Full Text Available This article discusses the strategic importance of identifying intangible assets for creating value and enhancing competitiveness and innovation in science and technology in a knowledge economy with particular reference to the sub- Saharan Africa region. It has always been difficult to gather the prerequisite information to manage such assets and create value from them. The paper discusses the nature of intangible assets, the characteristics of a knowledge economy and the role of knowledge workers in a knowledge economy. The paper also discusses the importance of identifying intangible assets in relation to capturing the value of such assets, the transfer of intangible assets to other owners and the challenges of managing organizational intangible assets. Objectives of the article include: underscoring the strategic importance of identifying intangible assets in sub-Saharan Africa; examining the performance of intangible assets in a knowledge economy; how intangible assets may generate competitiveness, economic growth and innovation; and assess how knowledge workers are becoming a dominant factor in the knowledge economy. An extensive literature review was employed to collect data for this article. It is concluded in the article that organizations and governments in sub-Saharan Africa should look at knowledge-based assets as strategic resources, even though the traditional accounting systems may still be having problems in determining the exact book value of such assets. It is recommended that organizations and government departments in sub-Saharan Africa should implement a system of the reporting of the value of intangible organizational assets just like the reporting of the value of tangible assets; and that organizations in sub-Saharan Africa should use knowledge to produce “smart products and services” which command premium prices.

Hierarchical Control Strategy for Active Hydropneumatic Suspension Vehicles Based on Genetic Algorithms

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Jinzhi Feng

2015-02-01

Full Text Available A new hierarchical control strategy for active hydropneumatic suspension systems is proposed. This strategy considers the dynamic characteristics of the actuator. The top hierarchy controller uses a combined control scheme: a genetic algorithm- (GA- based self-tuning proportional-integral-derivative controller and a fuzzy logic controller. For practical implementations of the proposed control scheme, a GA-based self-learning process is initiated only when the defined performance index of vehicle dynamics exceeds a certain debounce time threshold. The designed control algorithm is implemented on a virtual prototype and cosimulations are performed with different road disturbance inputs. Cosimulation results show that the active hydropneumatic suspension system designed in this study significantly improves riding comfort characteristics of vehicles. The robustness and adaptability of the proposed controller are also examined when the control system is subjected to extremely rough road conditions.

Opposition-Based Adaptive Fireworks Algorithm

Directory of Open Access Journals (Sweden)

Chibing Gong

2016-07-01

Full Text Available A fireworks algorithm (FWA is a recent swarm intelligence algorithm that is inspired by observing fireworks explosions. An adaptive fireworks algorithm (AFWA proposes additional adaptive amplitudes to improve the performance of the enhanced fireworks algorithm (EFWA. The purpose of this paper is to add opposition-based learning (OBL to AFWA with the goal of further boosting performance and achieving global optimization. Twelve benchmark functions are tested in use of an opposition-based adaptive fireworks algorithm (OAFWA. The final results conclude that OAFWA significantly outperformed EFWA and AFWA in terms of solution accuracy. Additionally, OAFWA was compared with a bat algorithm (BA, differential evolution (DE, self-adapting control parameters in differential evolution (jDE, a firefly algorithm (FA, and a standard particle swarm optimization 2011 (SPSO2011 algorithm. The research results indicate that OAFWA ranks the highest of the six algorithms for both solution accuracy and runtime cost.

Deterministic global optimization algorithm based on outer approximation for the parameter estimation of nonlinear dynamic biological systems.

Science.gov (United States)

Miró, Anton; Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Egea, Jose A; Jiménez, Laureano

2012-05-10

The estimation of parameter values for mathematical models of biological systems is an optimization problem that is particularly challenging due to the nonlinearities involved. One major difficulty is the existence of multiple minima in which standard optimization methods may fall during the search. Deterministic global optimization methods overcome this limitation, ensuring convergence to the global optimum within a desired tolerance. Global optimization techniques are usually classified into stochastic and deterministic. The former typically lead to lower CPU times but offer no guarantee of convergence to the global minimum in a finite number of iterations. In contrast, deterministic methods provide solutions of a given quality (i.e., optimality gap), but tend to lead to large computational burdens. This work presents a deterministic outer approximation-based algorithm for the global optimization of dynamic problems arising in the parameter estimation of models of biological systems. Our approach, which offers a theoretical guarantee of convergence to global minimum, is based on reformulating the set of ordinary differential equations into an equivalent set of algebraic equations through the use of orthogonal collocation methods, giving rise to a nonconvex nonlinear programming (NLP) problem. This nonconvex NLP is decomposed into two hierarchical levels: a master mixed-integer linear programming problem (MILP) that provides a rigorous lower bound on the optimal solution, and a reduced-space slave NLP that yields an upper bound. The algorithm iterates between these two levels until a termination criterion is satisfied. The capabilities of our approach were tested in two benchmark problems, in which the performance of our algorithm was compared with that of the commercial global optimization package BARON. The proposed strategy produced near optimal solutions (i.e., within a desired tolerance) in a fraction of the CPU time required by BARON.

Opposition-Based Adaptive Fireworks Algorithm

OpenAIRE

Chibing Gong

2016-01-01

A fireworks algorithm (FWA) is a recent swarm intelligence algorithm that is inspired by observing fireworks explosions. An adaptive fireworks algorithm (AFWA) proposes additional adaptive amplitudes to improve the performance of the enhanced fireworks algorithm (EFWA). The purpose of this paper is to add opposition-based learning (OBL) to AFWA with the goal of further boosting performance and achieving global optimization. Twelve benchmark functions are tested in use of an opposition-based a...

Optimal algorithmic trading and market microstructure

OpenAIRE

Labadie , Mauricio; Lehalle , Charles-Albert

2010-01-01

The efficient frontier is a core concept in Modern Portfolio Theory. Based on this idea, we will construct optimal trading curves for different types of portfolios. These curves correspond to the algorithmic trading strategies that minimize the expected transaction costs, i.e. the joint effect of market impact and market risk. We will study five portfolio trading strategies. For the first three (single-asset, general multi-asseet and balanced portfolios) we will assume that the underlyings fo...

Research and implementation of the algorithm for unwrapped and distortion correction basing on CORDIC for panoramic image

Science.gov (United States)

Zhang, Zhenhai; Li, Kejie; Wu, Xiaobing; Zhang, Shujiang

2008-03-01

The unwrapped and correcting algorithm based on Coordinate Rotation Digital Computer (CORDIC) and bilinear interpolation algorithm was presented in this paper, with the purpose of processing dynamic panoramic annular image. An original annular panoramic image captured by panoramic annular lens (PAL) can be unwrapped and corrected to conventional rectangular image without distortion, which is much more coincident with people's vision. The algorithm for panoramic image processing is modeled by VHDL and implemented in FPGA. The experimental results show that the proposed panoramic image algorithm for unwrapped and distortion correction has the lower computation complexity and the architecture for dynamic panoramic image processing has lower hardware cost and power consumption. And the proposed algorithm is valid.

Dynamic contrast-enhanced MRI of the prostate. Comparison of two different post-processing algorithms

International Nuclear Information System (INIS)

Beyersdorff, Dirk; Franiel, T.; Luedemann, L.; Dietz, E.; Galler, D.; Marchot, P.

2011-01-01

Purpose: To evaluate the usefulness of a commercially available post-processing software tool for detecting prostate cancer on dynamic contrast-enhanced magnetic resonance imaging (MRI) and to compare the results to those obtained with a custom-made post-processing algorithm already tested under clinical conditions. Materials and Methods: Forty-eight patients with proven prostate cancer were examined by standard MRI supplemented by dynamic contrast-enhanced dual susceptibility contrast (DCE-DSC) MRI prior to prostatectomy. A custom-made post-processing algorithm was used to analyze the MRI data sets and the results were compared to those obtained using a post-processing algorithm from Invivo Corporation (Dyna CAD for Prostate) applied to dynamic T 1-weighted images. Histology was used as the gold standard. Results: The sensitivity for prostate cancer detection was 78 % for the custom-made algorithm and 60 % for the commercial algorithm and the specificity was 79 % and 82 %, respectively. The accuracy was 79 % for our algorithm and 77.5 % for the commercial software tool. The chi-square test (McNemar-Bowker test) yielded no significant differences between the two tools (p = 0.06). Conclusion: The two investigated post-processing algorithms did not differ in terms of prostate cancer detection. The commercially available software tool allows reliable and fast analysis of dynamic contrast-enhanced MRI for the detection of prostate cancer. (orig.)

Application of Dynamic Mutated Particle Swarm Optimization Algorithm to Design Water Distribution Networks

Directory of Open Access Journals (Sweden)

Kazem Mohammadi- Aghdam

2015-10-01

Full Text Available This paper proposes the application of a new version of the heuristic particle swarm optimization (PSO method for designing water distribution networks (WDNs. The optimization problem of looped water distribution networks is recognized as an NP-hard combinatorial problem which cannot be easily solved using traditional mathematical optimization techniques. In this paper, the concept of dynamic swarm size is considered in an attempt to increase the convergence speed of the original PSO algorithm. In this strategy, the size of the swarm is dynamically changed according to the iteration number of the algorithm. Furthermore, a novel mutation approach is introduced to increase the diversification property of the PSO and to help the algorithm to avoid trapping in local optima. The new version of the PSO algorithm is called dynamic mutated particle swarm optimization (DMPSO. The proposed DMPSO is then applied to solve WDN design problems. Finally, two illustrative examples are used for comparison to verify the efficiency of the proposed DMPSO as compared to other intelligent algorithms.

Efficient conjugate gradient algorithms for computation of the manipulator forward dynamics

Science.gov (United States)

Fijany, Amir; Scheid, Robert E.

1989-01-01

The applicability of conjugate gradient algorithms for computation of the manipulator forward dynamics is investigated. The redundancies in the previously proposed conjugate gradient algorithm are analyzed. A new version is developed which, by avoiding these redundancies, achieves a significantly greater efficiency. A preconditioned conjugate gradient algorithm is also presented. A diagonal matrix whose elements are the diagonal elements of the inertia matrix is proposed as the preconditioner. In order to increase the computational efficiency, an algorithm is developed which exploits the synergism between the computation of the diagonal elements of the inertia matrix and that required by the conjugate gradient algorithm.

A model for the dynamic behavior of financial assets affected by news: The case of Tohoku-Kanto earthquake

Science.gov (United States)

Ochiai, T.; Nacher, J. C.

2011-09-01

The prices of financial products in markets are determined by the behavior of investors, who are influenced by positive and negative news. Here, we present a mathematical model to reproduce the price movements in real financial markets affected by news. The model has both positive and negative feed-back mechanisms. Furthermore, the behavior of the model is examined by considering two types of noise. Our results show that the dynamic balance of positive and negative feed-back mechanisms with the noise effect determines the asset price movement.

Momentum and mean-reversion in strategic asset allocation

NARCIS (Netherlands)

Koijen, R.S.J.; Rodriguez, J.C.; Sbuelz, A.

2009-01-01

We study a dynamic asset allocation problem in which stock returns exhibit short-run momentum and long-run mean reversion. We develop a tractable continuous-time model that captures these two predictability features and derive the optimal investment strategy in closed form. The model predicts

Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics

KAUST Repository

Franz, Benjamin

2013-06-19

Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.

The Algorithm of Continuous Optimization Based on the Modified Cellular Automaton

Directory of Open Access Journals (Sweden)

Oleg Evsutin

2016-08-01

Full Text Available This article is devoted to the application of the cellular automata mathematical apparatus to the problem of continuous optimization. The cellular automaton with an objective function is introduced as a new modification of the classic cellular automaton. The algorithm of continuous optimization, which is based on dynamics of the cellular automaton having the property of geometric symmetry, is obtained. The results of the simulation experiments with the obtained algorithm on standard test functions are provided, and a comparison between the analogs is shown.

Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics - Monte Carlo Canonical Propagation Algorithm.

Science.gov (United States)

Chen, Yunjie; Kale, Seyit; Weare, Jonathan; Dinner, Aaron R; Roux, Benoît

2016-04-12

A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method.

Risk Management of Assets Dependency Based on Copulas Function

Directory of Open Access Journals (Sweden)

Cheng Lei

2017-01-01

Full Text Available As the two important form of financial market, the risk of financial securities, such as stocks and bonds, has been a hot topic in the financial field; at the same time, under the influence of many factors of financial assets, the correlation between portfolio returns causes more research. This paper presents Copula-SV-t model that it uses SV-t model to measure the edge distribution, and uses the Copula-t method to obtain the high-dimensional joint distribution. It not only solves the actual deviation with using the ARCH family model to calculate the portfolio risk, but also solves the problem to overestimate the risk with using extreme value theory to study financial risk. Through the empirical research, the conclusion shows that the model describes better assets and tail characteristics of assets, and is more in line with the reality of the market. Furthermore, Empirical evidence also shows that if the portfolio is relatively large degree of correlation, the ability to disperse portfolio risk is relatively weakness.

Hybrid SOA-SQP algorithm for dynamic economic dispatch with valve-point effects

Energy Technology Data Exchange (ETDEWEB)

Sivasubramani, S.; Swarup, K.S. [Department of Electrical Engineering, Indian Institute of Technology Madras, Chennai 600036 (India)

2010-12-15

This paper proposes a hybrid technique combining a new heuristic algorithm named seeker optimization algorithm (SOA) and sequential quadratic programming (SQP) method for solving dynamic economic dispatch problem with valve-point effects. The SOA is based on the concept of simulating the act of human searching, where the search direction is based on the empirical gradient (EG) by evaluating the response to the position changes and the step length is based on uncertainty reasoning by using a simple fuzzy rule. In this paper, SOA is used as a base level search, which can give a good direction to the optimal global region and SQP as a local search to fine tune the solution obtained from SOA. Thus SQP guides SOA to find optimal or near optimal solution in the complex search space. Two test systems i.e., 5 unit with losses and 10 unit without losses, have been taken to validate the efficiency of the proposed hybrid method. Simulation results clearly show that the proposed method outperforms the existing method in terms of solution quality. (author)

Analytical Provision of Management of Intangible Assets

Directory of Open Access Journals (Sweden)

Shelest Viktoriya S.

2013-11-01

Full Text Available The goal of the article lies in the study of the process of conduct of economic analysis of such a complex product of the innovation and information society as objects of intellectual property, which are accepted in business accounting as intangible assets. All-absorbing integration processes in the economy and large-scale propagation of information technologies influence the capital structure. Thus, accepting intangible assets as a driving factor of competitiveness, enterprises prefer namely these assets, reducing the share of tangible assets. Taking this into account the scientists thoroughly studied the issues of economic analysis of intangible assets, since the obtained data are the main source of accounting and analytical information required for making weighted managerial decisions. At the same time, the issues of authenticity, accuracy, efficiency and transparency of the obtained results become topical. In the process of the study the article shows information content of the accounting and analytical data due to introduction of accounting and conduct of economic analysis of intangible assets. The article considers the modern state of the methods of analysis of intangible assets based on opinions of scientists. It characterises economic and legal state of development of licence agreements in Ukraine. It justifies economic expediency of use of such agreements. It forms the ways of making efficient managerial decisions on use of intangible assets in economic activity of subjects of entrepreneurship.

Computer Vision Based Measurement of Wildfire Smoke Dynamics

Directory of Open Access Journals (Sweden)

BUGARIC, M.

2015-02-01

Full Text Available This article presents a novel method for measurement of wildfire smoke dynamics based on computer vision and augmented reality techniques. The aspect of smoke dynamics is an important feature in video smoke detection that could distinguish smoke from visually similar phenomena. However, most of the existing smoke detection systems are not capable of measuring the real-world size of the detected smoke regions. Using computer vision and GIS-based augmented reality, we measure the real dimensions of smoke plumes, and observe the change in size over time. The measurements are performed on offline video data with known camera parameters and location. The observed data is analyzed in order to create a classifier that could be used to eliminate certain categories of false alarms induced by phenomena with different dynamics than smoke. We carried out an offline evaluation where we measured the improvement in the detection process achieved using the proposed smoke dynamics characteristics. The results show a significant increase in algorithm performance, especially in terms of reducing false alarms rate. From this it follows that the proposed method for measurement of smoke dynamics could be used to improve existing smoke detection algorithms, or taken into account when designing new ones.

Dynamic population artificial bee colony algorithm for multi-objective optimal power flow

Directory of Open Access Journals (Sweden)

Man Ding

2017-03-01

Full Text Available This paper proposes a novel artificial bee colony algorithm with dynamic population (ABC-DP, which synergizes the idea of extended life-cycle evolving model to balance the exploration and exploitation tradeoff. The proposed ABC-DP is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. ABC-DP is then used for solving the optimal power flow (OPF problem in power systems that considers the cost, loss, and emission impacts as the objective functions. The 30-bus IEEE test system is presented to illustrate the application of the proposed algorithm. The simulation results, which are also compared to nondominated sorting genetic algorithm II (NSGAII and multi-objective ABC (MOABC, are presented to illustrate the effectiveness and robustness of the proposed method.

A dynamic programming–enhanced simulated annealing algorithm for solving bi-objective cell formation problem with duplicate machines

Directory of Open Access Journals (Sweden)

Mohammad Mohammadi

2015-04-01

Full Text Available Cell formation process is one of the first and the most important steps in designing cellular manufacturing systems. It consists of identifying part families according to the similarities in the design, shape, and presses of parts and dedicating machines to each part family based on the operations required by the parts. In this study, a hybrid method based on a combination of simulated annealing algorithm and dynamic programming was developed to solve a bi-objective cell formation problem with duplicate machines. In the proposed hybrid method, each solution was represented as a permutation of parts, which is created by simulated annealing algorithm, and dynamic programming was used to partition this permutation into part families and determine the number of machines in each cell such that the total dissimilarity between the parts and the total machine investment cost are minimized. The performance of the algorithm was evaluated by performing numerical experiments in different sizes. Our computational experiments indicated that the results were very encouraging in terms of computational time and solution quality.

Complex scenes and situations visualization in hierarchical learning algorithm with dynamic 3D NeoAxis engine

Science.gov (United States)

Graham, James; Ternovskiy, Igor V.

2013-06-01

We applied a two stage unsupervised hierarchical learning system to model complex dynamic surveillance and cyber space monitoring systems using a non-commercial version of the NeoAxis visualization software. The hierarchical scene learning and recognition approach is based on hierarchical expectation maximization, and was linked to a 3D graphics engine for validation of learning and classification results and understanding the human - autonomous system relationship. Scene recognition is performed by taking synthetically generated data and feeding it to a dynamic logic algorithm. The algorithm performs hierarchical recognition of the scene by first examining the features of the objects to determine which objects are present, and then determines the scene based on the objects present. This paper presents a framework within which low level data linked to higher-level visualization can provide support to a human operator and be evaluated in a detailed and systematic way.

Archimedean copula estimation of distribution algorithm based on artificial bee colony algorithm

Institute of Scientific and Technical Information of China (English)

Haidong Xu; Mingyan Jiang; Kun Xu

2015-01-01

The artificial bee colony (ABC) algorithm is a com-petitive stochastic population-based optimization algorithm. How-ever, the ABC algorithm does not use the social information and lacks the knowledge of the problem structure, which leads to in-sufficiency in both convergent speed and searching precision. Archimedean copula estimation of distribution algorithm (ACEDA) is a relatively simple, time-economic and multivariate correlated EDA. This paper proposes a novel hybrid algorithm based on the ABC algorithm and ACEDA cal ed Archimedean copula estima-tion of distribution based on the artificial bee colony (ACABC) algorithm. The hybrid algorithm utilizes ACEDA to estimate the distribution model and then uses the information to help artificial bees to search more efficiently in the search space. Six bench-mark functions are introduced to assess the performance of the ACABC algorithm on numerical function optimization. Experimen-tal results show that the ACABC algorithm converges much faster with greater precision compared with the ABC algorithm, ACEDA and the global best (gbest)-guided ABC (GABC) algorithm in most of the experiments.

Evaluation of the Effect of Non-Current Fixed Assets on Profitability and Asset Management Efficiency

Science.gov (United States)

Lubyanaya, Alexandra V.; Izmailov, Airat M.; Nikulina, Ekaterina Y.; Shaposhnikov, Vladislav A.

2016-01-01

The purpose of this article is to investigate the problem, which stems from non-current fixed assets affecting profitability and asset management efficiency. Tangible assets, intangible assets and financial assets are all included in non-current fixed assets. The aim of the research is to identify the impact of estimates and valuation in…

Packets Distributing Evolutionary Algorithm Based on PSO for Ad Hoc Network

Science.gov (United States)

Xu, Xiao-Feng

2018-03-01

Wireless communication network has such features as limited bandwidth, changeful channel and dynamic topology, etc. Ad hoc network has lots of difficulties in accessing control, bandwidth distribution, resource assign and congestion control. Therefore, a wireless packets distributing Evolutionary algorithm based on PSO (DPSO)for Ad Hoc Network is proposed. Firstly, parameters impact on performance of network are analyzed and researched to obtain network performance effective function. Secondly, the improved PSO Evolutionary Algorithm is used to solve the optimization problem from local to global in the process of network packets distributing. The simulation results show that the algorithm can ensure fairness and timeliness of network transmission, as well as improve ad hoc network resource integrated utilization efficiency.

A Sensor Dynamic Measurement Error Prediction Model Based on NAPSO-SVM.

Science.gov (United States)

Jiang, Minlan; Jiang, Lan; Jiang, Dingde; Li, Fei; Song, Houbing

2018-01-15

Dynamic measurement error correction is an effective way to improve sensor precision. Dynamic measurement error prediction is an important part of error correction, and support vector machine (SVM) is often used for predicting the dynamic measurement errors of sensors. Traditionally, the SVM parameters were always set manually, which cannot ensure the model's performance. In this paper, a SVM method based on an improved particle swarm optimization (NAPSO) is proposed to predict the dynamic measurement errors of sensors. Natural selection and simulated annealing are added in the PSO to raise the ability to avoid local optima. To verify the performance of NAPSO-SVM, three types of algorithms are selected to optimize the SVM's parameters: the particle swarm optimization algorithm (PSO), the improved PSO optimization algorithm (NAPSO), and the glowworm swarm optimization (GSO). The dynamic measurement error data of two sensors are applied as the test data. The root mean squared error and mean absolute percentage error are employed to evaluate the prediction models' performances. The experimental results show that among the three tested algorithms the NAPSO-SVM method has a better prediction precision and a less prediction errors, and it is an effective method for predicting the dynamic measurement errors of sensors.

Regularity of the exercise boundary for American put options on assets with discrete dividends

NARCIS (Netherlands)

Jourdain, B.; Vellekoop, M.

2009-01-01

We analyze the regularity of the optimal exercise boundary for the American Put option when the underlying asset pays a discrete dividend at a known time td during the lifetime of the option. The ex-dividend asset price process is assumed to follow Black-Scholes dynamics and the dividend amount is a

Competitive Swarm Optimizer Based Gateway Deployment Algorithm in Cyber-Physical Systems.

Science.gov (United States)

Huang, Shuqiang; Tao, Ming

2017-01-22

Wireless sensor network topology optimization is a highly important issue, and topology control through node selection can improve the efficiency of data forwarding, while saving energy and prolonging lifetime of the network. To address the problem of connecting a wireless sensor network to the Internet in cyber-physical systems, here we propose a geometric gateway deployment based on a competitive swarm optimizer algorithm. The particle swarm optimization (PSO) algorithm has a continuous search feature in the solution space, which makes it suitable for finding the geometric center of gateway deployment; however, its search mechanism is limited to the individual optimum (pbest) and the population optimum (gbest); thus, it easily falls into local optima. In order to improve the particle search mechanism and enhance the search efficiency of the algorithm, we introduce a new competitive swarm optimizer (CSO) algorithm. The CSO search algorithm is based on an inter-particle competition mechanism and can effectively avoid trapping of the population falling into a local optimum. With the improvement of an adaptive opposition-based search and its ability to dynamically parameter adjustments, this algorithm can maintain the diversity of the entire swarm to solve geometric K -center gateway deployment problems. The simulation results show that this CSO algorithm has a good global explorative ability as well as convergence speed and can improve the network quality of service (QoS) level of cyber-physical systems by obtaining a minimum network coverage radius. We also find that the CSO algorithm is more stable, robust and effective in solving the problem of geometric gateway deployment as compared to the PSO or Kmedoids algorithms.

Competitive Swarm Optimizer Based Gateway Deployment Algorithm in Cyber-Physical Systems

Directory of Open Access Journals (Sweden)

Shuqiang Huang

2017-01-01

Full Text Available Wireless sensor network topology optimization is a highly important issue, and topology control through node selection can improve the efficiency of data forwarding, while saving energy and prolonging lifetime of the network. To address the problem of connecting a wireless sensor network to the Internet in cyber-physical systems, here we propose a geometric gateway deployment based on a competitive swarm optimizer algorithm. The particle swarm optimization (PSO algorithm has a continuous search feature in the solution space, which makes it suitable for finding the geometric center of gateway deployment; however, its search mechanism is limited to the individual optimum (pbest and the population optimum (gbest; thus, it easily falls into local optima. In order to improve the particle search mechanism and enhance the search efficiency of the algorithm, we introduce a new competitive swarm optimizer (CSO algorithm. The CSO search algorithm is based on an inter-particle competition mechanism and can effectively avoid trapping of the population falling into a local optimum. With the improvement of an adaptive opposition-based search and its ability to dynamically parameter adjustments, this algorithm can maintain the diversity of the entire swarm to solve geometric K-center gateway deployment problems. The simulation results show that this CSO algorithm has a good global explorative ability as well as convergence speed and can improve the network quality of service (QoS level of cyber-physical systems by obtaining a minimum network coverage radius. We also find that the CSO algorithm is more stable, robust and effective in solving the problem of geometric gateway deployment as compared to the PSO or Kmedoids algorithms.

Competitive Swarm Optimizer Based Gateway Deployment Algorithm in Cyber-Physical Systems

Science.gov (United States)

Huang, Shuqiang; Tao, Ming

2017-01-01

Wireless sensor network topology optimization is a highly important issue, and topology control through node selection can improve the efficiency of data forwarding, while saving energy and prolonging lifetime of the network. To address the problem of connecting a wireless sensor network to the Internet in cyber-physical systems, here we propose a geometric gateway deployment based on a competitive swarm optimizer algorithm. The particle swarm optimization (PSO) algorithm has a continuous search feature in the solution space, which makes it suitable for finding the geometric center of gateway deployment; however, its search mechanism is limited to the individual optimum (pbest) and the population optimum (gbest); thus, it easily falls into local optima. In order to improve the particle search mechanism and enhance the search efficiency of the algorithm, we introduce a new competitive swarm optimizer (CSO) algorithm. The CSO search algorithm is based on an inter-particle competition mechanism and can effectively avoid trapping of the population falling into a local optimum. With the improvement of an adaptive opposition-based search and its ability to dynamically parameter adjustments, this algorithm can maintain the diversity of the entire swarm to solve geometric K-center gateway deployment problems. The simulation results show that this CSO algorithm has a good global explorative ability as well as convergence speed and can improve the network quality of service (QoS) level of cyber-physical systems by obtaining a minimum network coverage radius. We also find that the CSO algorithm is more stable, robust and effective in solving the problem of geometric gateway deployment as compared to the PSO or Kmedoids algorithms. PMID:28117735

Japanese views on ASSET

Energy Technology Data Exchange (ETDEWEB)

Hirano, M [Department of Reactor Safety Research, Japan Atomic Energy Research Inst. (Japan)

1997-10-01

The presentation briefly reviews the following aspects directed to ensuring NPP safety: Japanese participation in ASSET activities; views to ASSET activities; recent operating experience in Japan; future ASSET activities.

Japanese views on ASSET

International Nuclear Information System (INIS)

Hirano, M.

1997-01-01

The presentation briefly reviews the following aspects directed to ensuring NPP safety: Japanese participation in ASSET activities; views to ASSET activities; recent operating experience in Japan; future ASSET activities

Estimating the value of a Country's built assets: investment-based exposure modelling for global risk assessment

Science.gov (United States)

Daniell, James; Pomonis, Antonios; Gunasekera, Rashmin; Ishizawa, Oscar; Gaspari, Maria; Lu, Xijie; Aubrecht, Christoph; Ungar, Joachim

2017-04-01

In order to quantify disaster risk, there is a demand and need for determining consistent and reliable economic value of built assets at national or sub national level exposed to natural hazards. The value of the built stock in the context of a city or a country is critical for risk modelling applications as it allows for the upper bound in potential losses to be established. Under the World Bank probabilistic disaster risk assessment - Country Disaster Risk Profiles (CDRP) Program and rapid post-disaster loss analyses in CATDAT, key methodologies have been developed that quantify the asset exposure of a country. In this study, we assess the complementary methods determining value of building stock through capital investment data vs aggregated ground up values based on built area and unit cost of construction analyses. Different approaches to modelling exposure around the world, have resulted in estimated values of built assets of some countries differing by order(s) of magnitude. Using the aforementioned methodology of comparing investment data based capital stock and bottom-up unit cost of construction values per square meter of assets; a suitable range of capital stock estimates for built assets have been created. A blind test format was undertaken to compare the two types of approaches from top-down (investment) and bottom-up (construction cost per unit), In many cases, census data, demographic, engineering and construction cost data are key for bottom-up calculations from previous years. Similarly for the top-down investment approach, distributed GFCF (Gross Fixed Capital Formation) data is also required. Over the past few years, numerous studies have been undertaken through the World Bank Caribbean and Central America disaster risk assessment program adopting this methodology initially developed by Gunasekera et al. (2015). The range of values of the building stock is tested for around 15 countries. In addition, three types of costs - Reconstruction cost

AN ECOSYSTEM PERSPECTIVE ON ASSET MANAGEMENT INFORMATION

Directory of Open Access Journals (Sweden)

Lasse METSO

2017-07-01

Full Text Available Big Data and Internet of Things will increase the amount of data on asset management exceedingly. Data sharing with an increased number of partners in the area of asset management is important when developing business opportunities and new ecosystems. An asset management ecosystem is a complex set of relationships between parties taking part in asset management actions. In this paper, the current barriers and benefits of data sharing are identified based on the results of an interview study. The main benefits are transparency, access to data and reuse of data. New services can be created by taking advantage of data sharing. The main barriers to sharing data are an unclear view of the data sharing process and difficulties to recognize the benefits of data sharing. For overcoming the barriers in data sharing, this paper applies the ecosystem perspective on asset management information. The approach is explained by using the Swedish railway industry as an example.

An Ecosystem Perspective On Asset Management Information

Science.gov (United States)

Metso, Lasse; Kans, Mirka

2017-09-01

Big Data and Internet of Things will increase the amount of data on asset management exceedingly. Data sharing with an increased number of partners in the area of asset management is important when developing business opportunities and new ecosystems. An asset management ecosystem is a complex set of relationships between parties taking part in asset management actions. In this paper, the current barriers and benefits of data sharing are identified based on the results of an interview study. The main benefits are transparency, access to data and reuse of data. New services can be created by taking advantage of data sharing. The main barriers to sharing data are an unclear view of the data sharing process and difficulties to recognize the benefits of data sharing. For overcoming the barriers in data sharing, this paper applies the ecosystem perspective on asset management information. The approach is explained by using the Swedish railway industry as an example.

A study on intangible assets disclosure: An evidence from Indian companies

Directory of Open Access Journals (Sweden)

Subash Chander

2011-04-01

Full Text Available Purpose: India has emerged at the top of the pedestal in the present knowledge-driven global marketplace, where intangible assets hold much more value than physical assets. The objective of this study is to determine the extent of intangible asset disclosure by companies in IndiaDesign/methodology/approach: This study relates to the years 2003-04 and 2007-08 and is based on 243 companies selected from BT-500 companies. The annual reports of these companies were analyzed using content analysis so as to examine the level of disclosure of intangible asset information. Intangible assets disclosure index based on the intangible assets framework as given by Sveiby (1997 and as used and tested by Guthrie and Petty (2000 and many other subsequent studies was modified and used for this study. Findings: The results showed that external capital is the most disclosed intangible asset category with a disclosure score of 37.90% and 35.83% in the years 2003-04 and 2007-08 respectively. Infosys technologies Ltd. is the company with the highest intangible assets reporting for both the years (2003-04: 68.52%, 2007-08: 81.48%. Further the reporting of intangible assets is unorganized and unsystematic. There is lack of appropriate framework for disclosing intangible assets information in the annual reports.Originality/value: This is perhaps the first comprehensive study on intangible assets disclosure based on a large sample of the companies from India. Literature reveals that now the intangible assets play relatively an increasingly significant role in the decision making process of various users of corporate reports. This study shows that the overall disclosure of intangible assets is low in India. Thus this study may be of value to the corporate sector in India to explore the areas of intangible assets disclosure so that they can provide useful and relevant information to the users of annual reports.

Mobile Ad Hoc Network Energy Cost Algorithm Based on Artificial Bee Colony

Directory of Open Access Journals (Sweden)

Mustafa Tareq

2017-01-01

Full Text Available A mobile ad hoc network (MANET is a collection of mobile nodes that dynamically form a temporary network without using any existing network infrastructure. MANET selects a path with minimal number of intermediate nodes to reach the destination node. As the distance between each node increases, the quantity of transmission power increases. The power level of nodes affects the simplicity with which a route is constituted between a couple of nodes. This study utilizes the swarm intelligence technique through the artificial bee colony (ABC algorithm to optimize the energy consumption in a dynamic source routing (DSR protocol in MANET. The proposed algorithm is called bee DSR (BEEDSR. The ABC algorithm is used to identify the optimal path from the source to the destination to overcome energy problems. The performance of the BEEDSR algorithm is compared with DSR and bee-inspired protocols (BeeIP. The comparison was conducted based on average energy consumption, average throughput, average end-to-end delay, routing overhead, and packet delivery ratio performance metrics, varying the node speed and packet size. The BEEDSR algorithm is superior in performance than other protocols in terms of energy conservation and delay degradation relating to node speed and packet size.

Gradient descent learning algorithm overview: a general dynamical systems perspective.

Science.gov (United States)

Baldi, P

1995-01-01

Gives a unified treatment of gradient descent learning algorithms for neural networks using a general framework of dynamical systems. This general approach organizes and simplifies all the known algorithms and results which have been originally derived for different problems (fixed point/trajectory learning), for different models (discrete/continuous), for different architectures (forward/recurrent), and using different techniques (backpropagation, variational calculus, adjoint methods, etc.). The general approach can also be applied to derive new algorithms. The author then briefly examines some of the complexity issues and limitations intrinsic to gradient descent learning. Throughout the paper, the author focuses on the problem of trajectory learning.

Maintenance of Process Control Algorithms based on Dynamic Program Slicing

DEFF Research Database (Denmark)

Hansen, Ole Fink; Andersen, Nils Axel; Ravn, Ole

2010-01-01

Today’s industrial control systems gradually lose performance after installation and must be regularly maintained by means of adjusting parameters and modifying the control algorithm, in order to regain high performance. Industrial control algorithms are complex software systems, and it is partic...

Theoretical and Empirical Review of Asset Pricing Models: A Structural Synthesis

Directory of Open Access Journals (Sweden)

Saban Celik

2012-01-01

Full Text Available The purpose of this paper is to give a comprehensive theoretical review devoted to asset pricing models by emphasizing static and dynamic versions in the line with their empirical investigations. A considerable amount of financial economics literature devoted to the concept of asset pricing and their implications. The main task of asset pricing model can be seen as the way to evaluate the present value of the pay offs or cash flows discounted for risk and time lags. The difficulty coming from discounting process is that the relevant factors that affect the pay offs vary through the time whereas the theoretical framework is still useful to incorporate the changing factors into an asset pricing models. This paper fills the gap in literature by giving a comprehensive review of the models and evaluating the historical stream of empirical investigations in the form of structural empirical review.

An algorithm for gradient-based dynamic optimization of UV flash processes

DEFF Research Database (Denmark)

Ritschel, Tobias Kasper Skovborg; Capolei, Andrea; Gaspar, Jozsef

2017-01-01

This paper presents a novel single-shooting algorithm for gradient-based solution of optimal control problems with vapor-liquid equilibrium constraints. Such optimal control problems are important in several engineering applications, for instance in control of distillation columns, in certain two...... softwareaswellastheperformanceofdifferentcompilersinaLinuxoperatingsystem. Thesetestsindicatethatreal-timenonlinear model predictive control of UV flash processes is computationally feasible....

Inverse Analysis of Pavement Structural Properties Based on Dynamic Finite Element Modeling and Genetic Algorithm

Directory of Open Access Journals (Sweden)

Xiaochao Tang

2013-03-01

Full Text Available With the movement towards the implementation of mechanistic-empirical pavement design guide (MEPDG, an accurate determination of pavement layer moduli is vital for predicting pavement critical mechanistic responses. A backcalculation procedure is commonly used to estimate the pavement layer moduli based on the non-destructive falling weight deflectometer (FWD tests. Backcalculation of flexible pavement layer properties is an inverse problem with known input and output signals based upon which unknown parameters of the pavement system are evaluated. In this study, an inverse analysis procedure that combines the finite element analysis and a population-based optimization technique, Genetic Algorithm (GA has been developed to determine the pavement layer structural properties. A lightweight deflectometer (LWD was used to infer the moduli of instrumented three-layer scaled flexible pavement models. While the common practice in backcalculating pavement layer properties still assumes a static FWD load and uses only peak values of the load and deflections, dynamic analysis was conducted to simulate the impulse LWD load. The recorded time histories of the LWD load were used as the known inputs into the pavement system while the measured time-histories of surface central deflections and subgrade deflections measured with a linear variable differential transformers (LVDT were considered as the outputs. As a result, consistent pavement layer moduli can be obtained through this inverse analysis procedure.

A physics-based algorithm for the estimation of bearing spall width using vibrations

Science.gov (United States)

Kogan, G.; Klein, R.; Bortman, J.

2018-05-01

Evaluation of the damage severity in a mechanical system is required for the assessment of its remaining useful life. In rotating machines, bearings are crucial components. Hence, the estimation of the size of spalls in bearings is important for prognostics of the remaining useful life. Recently, this topic has been extensively studied and many of the methods used for the estimation of spall size are based on the analysis of vibrations. A new tool is proposed in the current study for the estimation of the spall width on the outer ring raceway of a rolling element bearing. The understanding and analysis of the dynamics of the rolling element-spall interaction enabled the development of a generic and autonomous algorithm. The algorithm is generic in the sense that it does not require any human interference to make adjustments for each case. All of the algorithm's parameters are defined by analytical expressions describing the dynamics of the system. The required conditions, such as sampling rate, spall width and depth, defining the feasible region of such algorithms, are analyzed in the paper. The algorithm performance was demonstrated with experimental data for different spall widths.

Engineering Asset Management and Infrastructure Sustainability : Proceedings of the 5th World Congress on Engineering Asset Management

CERN Document Server

Ma, Lin; Tan, Andy; Weijnen, Margot; Lee, Jay

2012-01-01

Engineering Asset Management 2010 represents state-of-the art trends and developments in the emerging field of engineering asset management as presented at the Fifth World Congress on Engineering Asset Management (WCEAM). The proceedings of the WCEAM 2010 is an excellent reference for practitioners, researchers and students in the multidisciplinary field of asset management, covering topics such as: Asset condition monitoring and intelligent maintenance Asset data warehousing, data mining and fusion Asset performance and level-of-service models Design and life-cycle integrity of physical assets Education and training in asset management Engineering standards in asset management Fault diagnosis and prognostics Financial analysis methods for physical assets Human dimensions in integrated asset management Information quality management Information systems and knowledge management Intelligent sensors and devices Maintenance strategies in asset management Optimisation decisions in asset management Risk management ...

Self-consistent asset pricing models

Science.gov (United States)

Malevergne, Y.; Sornette, D.

2007-08-01

We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk factors) is (are) constituted of the assets whose returns it is (they are) supposed to explain. As already reported in several articles, self-consistency implies correlations between the return disturbances. As a consequence, the alphas and betas of the factor model are unobservable. Self-consistency leads to renormalized betas with zero effective alphas, which are observable with standard OLS regressions. When the conditions derived from internal consistency are not met, the model is necessarily incomplete, which means that some sources of risk cannot be replicated (or hedged) by a portfolio of stocks traded on the market, even for infinite economies. Analytical derivations and numerical simulations show that, for arbitrary choices of the proxy which are different from the true market portfolio, a modified linear regression holds with a non-zero value αi at the origin between an asset i's return and the proxy's return. Self-consistency also introduces “orthogonality” and “normality” conditions linking the betas, alphas (as well as the residuals) and the weights of the proxy portfolio. Two diagnostics based on these orthogonality and normality conditions are implemented on a basket of 323 assets which have been components of the S&P500 in the period from January 1990 to February 2005. These two diagnostics show interesting departures from dynamical self-consistency starting about 2 years before the end of the Internet bubble. Assuming that the CAPM holds with the self-consistency condition, the OLS method automatically obeys the resulting orthogonality and normality conditions and therefore provides a simple way to self-consistently assess the parameters of the model by using proxy portfolios made only of the assets which are used in the CAPM regressions. Finally, the factor decomposition with the

[A quick algorithm of dynamic spectrum photoelectric pulse wave detection based on LabVIEW].

Science.gov (United States)

Lin, Ling; Li, Na; Li, Gang

2010-02-01

Dynamic spectrum (DS) detection is attractive among the numerous noninvasive blood component detection methods because of the elimination of the main interference of the individual discrepancy and measure conditions. DS is a kind of spectrum extracted from the photoelectric pulse wave and closely relative to the artery blood. It can be used in a noninvasive blood component concentration examination. The key issues in DS detection are high detection precision and high operation speed. The precision of measure can be advanced by making use of over-sampling and lock-in amplifying on the pick-up of photoelectric pulse wave in DS detection. In the present paper, the theory expression formula of the over-sampling and lock-in amplifying method was deduced firstly. Then in order to overcome the problems of great data and excessive operation brought on by this technology, a quick algorithm based on LabVIEW and a method of using external C code applied in the pick-up of photoelectric pulse wave were presented. Experimental verification was conducted in the environment of LabVIEW. The results show that by the method pres ented, the speed of operation was promoted rapidly and the data memory was reduced largely.

Dynamic Vehicle Routing Using an Improved Variable Neighborhood Search Algorithm

Directory of Open Access Journals (Sweden)

Yingcheng Xu

2013-01-01

Full Text Available In order to effectively solve the dynamic vehicle routing problem with time windows, the mathematical model is established and an improved variable neighborhood search algorithm is proposed. In the algorithm, allocation customers and planning routes for the initial solution are completed by the clustering method. Hybrid operators of insert and exchange are used to achieve the shaking process, the later optimization process is presented to improve the solution space, and the best-improvement strategy is adopted, which make the algorithm can achieve a better balance in the solution quality and running time. The idea of simulated annealing is introduced to take control of the acceptance of new solutions, and the influences of arrival time, distribution of geographical location, and time window range on route selection are analyzed. In the experiment, the proposed algorithm is applied to solve the different sizes' problems of DVRP. Comparing to other algorithms on the results shows that the algorithm is effective and feasible.

Advanced Emergency Braking Control Based on a Nonlinear Model Predictive Algorithm for Intelligent Vehicles

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Ronghui Zhang

2017-05-01

Full Text Available Focusing on safety, comfort and with an overall aim of the comprehensive improvement of a vision-based intelligent vehicle, a novel Advanced Emergency Braking System (AEBS is proposed based on Nonlinear Model Predictive Algorithm. Considering the nonlinearities of vehicle dynamics, a vision-based longitudinal vehicle dynamics model is established. On account of the nonlinear coupling characteristics of the driver, surroundings, and vehicle itself, a hierarchical control structure is proposed to decouple and coordinate the system. To avoid or reduce the collision risk between the intelligent vehicle and collision objects, a coordinated cost function of tracking safety, comfort, and fuel economy is formulated. Based on the terminal constraints of stable tracking, a multi-objective optimization controller is proposed using the theory of non-linear model predictive control. To quickly and precisely track control target in a finite time, an electronic brake controller for AEBS is designed based on the Nonsingular Fast Terminal Sliding Mode (NFTSM control theory. To validate the performance and advantages of the proposed algorithm, simulations are implemented. According to the simulation results, the proposed algorithm has better integrated performance in reducing the collision risk and improving the driving comfort and fuel economy of the smart car compared with the existing single AEBS.

The Normalized-Rate Iterative Algorithm: A Practical Dynamic Spectrum Management Method for DSL

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Statovci, Driton; Nordström, Tomas; Nilsson, Rickard

2006-12-01

We present a practical solution for dynamic spectrum management (DSM) in digital subscriber line systems: the normalized-rate iterative algorithm (NRIA). Supported by a novel optimization problem formulation, the NRIA is the only DSM algorithm that jointly addresses spectrum balancing for frequency division duplexing systems and power allocation for the users sharing a common cable bundle. With a focus on being implementable rather than obtaining the highest possible theoretical performance, the NRIA is designed to efficiently solve the DSM optimization problem with the operators' business models in mind. This is achieved with the help of two types of parameters: the desired network asymmetry and the desired user priorities. The NRIA is a centralized DSM algorithm based on the iterative water-filling algorithm (IWFA) for finding efficient power allocations, but extends the IWFA by finding the achievable bitrates and by optimizing the bandplan. It is compared with three other DSM proposals: the IWFA, the optimal spectrum balancing algorithm (OSBA), and the bidirectional IWFA (bi-IWFA). We show that the NRIA achieves better bitrate performance than the IWFA and the bi-IWFA. It can even achieve performance almost as good as the OSBA, but with dramatically lower requirements on complexity. Additionally, the NRIA can achieve bitrate combinations that cannot be supported by any other DSM algorithm.

Policy Gradient Adaptive Dynamic Programming for Data-Based Optimal Control.

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Luo, Biao; Liu, Derong; Wu, Huai-Ning; Wang, Ding; Lewis, Frank L

2017-10-01

The model-free optimal control problem of general discrete-time nonlinear systems is considered in this paper, and a data-based policy gradient adaptive dynamic programming (PGADP) algorithm is developed to design an adaptive optimal controller method. By using offline and online data rather than the mathematical system model, the PGADP algorithm improves control policy with a gradient descent scheme. The convergence of the PGADP algorithm is proved by demonstrating that the constructed Q -function sequence converges to the optimal Q -function. Based on the PGADP algorithm, the adaptive control method is developed with an actor-critic structure and the method of weighted residuals. Its convergence properties are analyzed, where the approximate Q -function converges to its optimum. Computer simulation results demonstrate the effectiveness of the PGADP-based adaptive control method.

An Agent-Based Framework for E-Commerce Information Retrieval Management Using Genetic Algorithms

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Floarea NASTASE

2009-01-01

Full Text Available The paper addresses the issue of improving retrieval performance management for retrieval from document collections that exist on the Internet. It also comes with a solution that uses the benefits of the agent technology and genetic algorithms in the process of the information retrieving management. The most important paradigms of information retrieval are mentioned having the goal to make more evident the advantages of using the genetic algorithms based one. Within the paper, also a genetic algorithm that can be use for the proposed solution is detailed and a comparative description between the dynamic and static proposed solution is made. In the end, new future directions are shown based on elements presented in this paper. The future results look very encouraging.

Development of GPS Receiver Kalman Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications

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2016-06-01

Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications Executive Summary The Global Positioning system ( GPS ) is the primary...software that may need to be developed for performance prediction of current or future systems that incorporate GPS . The ultimate aim is to help inform...Defence Science and Technology Organisation in 1986. His major areas of work were adaptive tracking , sig- nal processing, and radar systems engineering

Computational Intelligence Based Data Fusion Algorithm for Dynamic sEMG and Skeletal Muscle Force Modelling

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Chandrasekhar Potluri,; Madhavi Anugolu; Marco P. Schoen; D. Subbaram Naidu

2013-08-01

In this work, an array of three surface Electrography (sEMG) sensors are used to acquired muscle extension and contraction signals for 18 healthy test subjects. The skeletal muscle force is estimated using the acquired sEMG signals and a Non-linear Wiener Hammerstein model, relating the two signals in a dynamic fashion. The model is obtained from using System Identification (SI) algorithm. The obtained force models for each sensor are fused using a proposed fuzzy logic concept with the intent to improve the force estimation accuracy and resilience to sensor failure or misalignment. For the fuzzy logic inference system, the sEMG entropy, the relative error, and the correlation of the force signals are considered for defining the membership functions. The proposed fusion algorithm yields an average of 92.49% correlation between the actual force and the overall estimated force output. In addition, the proposed fusionbased approach is implemented on a test platform. Experiments indicate an improvement in finger/hand force estimation.

Accounting treatment of intangible assets

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Gorgieva-Trajkovska, Olivera; Koleva, Blagica; Georgieva Svrtinov, Vesna

2015-01-01

The accounting for fixed assets is, in many cases, a straightforward exercise, but it isn’t always so when it comes to the issue of intangible fixed assets and recognizing such assets on the balance sheet. IAS 38, In¬tan¬gi¬ble Assets, outlines the accounting re¬quire¬ments for in¬tan¬gi¬ble assets, which are non-mon¬e¬tary assets which are without physical substance and iden¬ti¬fi¬able (either being separable or arising from con¬trac¬tual or other legal rights). In¬tan¬gi¬ble assets meeting ...

A self-learning algorithm for biased molecular dynamics

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Tribello, Gareth A.; Ceriotti, Michele; Parrinello, Michele

2010-01-01

A new self-learning algorithm for accelerated dynamics, reconnaissance metadynamics, is proposed that is able to work with a very large number of collective coordinates. Acceleration of the dynamics is achieved by constructing a bias potential in terms of a patchwork of one-dimensional, locally valid collective coordinates. These collective coordinates are obtained from trajectory analyses so that they adapt to any new features encountered during the simulation. We show how this methodology can be used to enhance sampling in real chemical systems citing examples both from the physics of clusters and from the biological sciences. PMID:20876135

The Social Relationship Based Adaptive Multi-Spray-and-Wait Routing Algorithm for Disruption Tolerant Network

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