A constrained recursive least squares algorithm for adaptive combination of multiple models

In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

A generalised background correction algorithm for a Halo Doppler lidar and its application to data from Finland

Current commercially available Doppler lidars provide an economical and robust solution for measuring vertical and horizontal wind velocities, together with the ability to provide co- and cross-polarised backscatter profiles. The high temporal resolution of these instruments allows turbulent properties to be obtained from studying the variation in radial velocities. However, the instrument specifications mean that certain characteristics, especially the background noise behaviour, become a limiting factor for the instrument sensitivity in regions where the aerosol load is low. Turbulent calculations require an accurate estimate of the contribution from velocity uncertainty estimates, which are directly related to the signal-to-noise ratio. Any bias in the signal-to-noise ratio will propagate through as a bias in turbulent properties. In this paper we present a method to correct for artefacts in the background noise behaviour of commercially available Doppler lidars and reduce the signal-to-noise ratio threshold used to discriminate between noise, and cloud or aerosol signals. We show that, for Doppler lidars operating continuously at a number of locations in Finland, the data availability can be increased by as much as 50 % after performing this background correction and subsequent reduction in the threshold. The reduction in bias also greatly improves subsequent calculations of turbulent properties in weak signal regimes.

Gaze stabilization testing: The efficiency and test-retest reliability of user operated control versus the parameter estimation (PEST) algorithm

The primary objective of this research study is to determine which form of testing, the PEST algorithm or an operator-controlled condition is most accurate and time efficient for administration of the gaze stabilization test

The SARS algorithm: detrending CoRoT light curves with Sysrem using simultaneous external parameters

Surveys for exoplanetary transits are usually limited not by photon noise but rather by the amount of red noise in their data. In particular, although the CoRoT space-based survey data are being carefully scrutinized, significant new sources of systematic noises are still being discovered. Recently, a magnitude-dependant systematic effect was discovered in the CoRoT data by Mazeh et al. and a phenomenological correction was proposed. Here we tie the observed effect to a particular type of effect, and in the process generalize the popular Sysrem algorithm to include external parameters in a simultaneous solution with the unknown effects. We show that a post-processing scheme based on this algorithm performs well and indeed allows for the detection of new transit-like signals that were not previously detected.

Genetic algorithm inversion of the average 1D crustal structure using local and regional earthquakes

Knowing the best 1D model of the crustal and upper mantle structure is useful not only for routine hypocenter determination, but also for linearized joint inversions of hypocenters and 3D crustal structure, where a good choice of the initial model can be very important. Here, we tested the combination of a simple GA inversion with the widely used HYPO71 program to find the best three-layer model (upper crust, lower crust, and upper mantle) by minimizing the overall P- and S-arrival residuals, using local and regional earthquakes in two areas of the Brazilian shield. Results from the Tocantins Province (Central Brazil) and the southern border of the Sao Francisco craton (SE Brazil) indicated an average crustal thickness of 38 and 43 km, respectively, consistent with previous estimates from receiver functions and seismic refraction lines. The GA + HYPO71 inversion produced correct Vp/Vs ratios (1.73 and 1.71, respectively), as expected from Wadati diagrams. Tests with synthetic data showed that the method is robust for the crustal thickness, Pn velocity, and Vp/Vs ratio when using events with distance up to about 400 km, despite the small number of events available (7 and 22, respectively). The velocities of the upper and lower crusts, however, are less well constrained. Interestingly, in the Tocantins Province, the GA + HYPO71 inversion showed a secondary solution (local minimum) for the average crustal thickness, besides the global minimum solution, which was caused by the existence of two distinct domains in the Central Brazil with very different crustal thicknesses. (C) 2010 Elsevier Ltd. All rights reserved.

Investigation of a new GRASP-based clustering algorithm applied to biological data

A large amount of biological data has been produced in the last years. Important knowledge can be extracted from these data by the use of data analysis techniques. Clustering plays an important role in data analysis, by organizing similar objects from a dataset into meaningful groups. Several clustering algorithms have been proposed in the literature. However, each algorithm has its bias, being more adequate for particular datasets. This paper presents a mathematical formulation to support the creation of consistent clusters for biological data. Moreover. it shows a clustering algorithm to solve this formulation that uses GRASP (Greedy Randomized Adaptive Search Procedure). We compared the proposed algorithm with three known other algorithms. The proposed algorithm presented the best clustering results confirmed statistically. (C) 2009 Elsevier Ltd. All rights reserved.

Infeasibility handling in genetic algorithm using nested domains for production planning

In this paper we present a genetic algorithm with new components to tackle capacitated lot sizing and scheduling problems with sequence dependent setups that appear in a wide range of industries, from soft drink bottling to food manufacturing. Finding a feasible solution to highly constrained problems is often a very difficult task. Various strategies have been applied to deal with infeasible solutions throughout the search. We propose a new scheme of classifying individuals based on nested domains to determine the solutions according to the level of infeasibility, which in our case represents bands of additional production hours (overtime). Within each band, individuals are just differentiated by their fitness function. As iterations are conducted, the widths of the bands are dynamically adjusted to improve the convergence of the individuals into the feasible domain. The numerical experiments on highly capacitated instances show the effectiveness of this computational tractable approach to guide the search toward the feasible domain. Our approach outperforms other state-of-the-art approaches and commercial solvers. (C) 2009 Elsevier Ltd. All rights reserved.

A Mass-Conserving Algorithm for Dynamical Lubrication Problems With Cavitation

A numerical algorithm for fully dynamical lubrication problems based on the Elrod-Adams formulation of the Reynolds equation with mass-conserving boundary conditions is described. A simple but effective relaxation scheme is used to update the solution maintaining the complementarity conditions on the variables that represent the pressure and fluid fraction. The equations of motion are discretized in time using Newmark`s scheme, and the dynamical variables are updated within the same relaxation process just mentioned. The good behavior of the proposed algorithm is illustrated in two examples: an oscillatory squeeze flow (for which the exact solution is available) and a dynamically loaded journal bearing. This article is accompanied by the ready-to-compile source code with the implementation of the proposed algorithm. [DOI: 10.1115/1.3142903]

Improvements on the Porter`s Stemming Algorithm for Portuguese

The amount of textual information digitally stored is growing every day. However, our capability of processing and analyzing that information is not growing at the same pace. To overcome this limitation, it is important to develop semiautomatic processes to extract relevant knowledge from textual information, such as the text mining process. One of the main and most expensive stages of the text mining process is the text pre-processing stage, where the unstructured text should be transformed to structured format such as an attribute-value table. The stemming process, i.e. linguistics normalization, is usually used to find the attributes of this table. However, the stemming process is strongly dependent on the language in which the original textual information is given. Furthermore, for most languages, the stemming algorithms proposed in the literature are computationally expensive. In this work, several improvements of the well know Porter stemming algorithm for the Portuguese language, which explore the characteristics of this language, are proposed. Experimental results show that the proposed algorithm executes in far less time without affecting the quality of the generated stems.

Genetic Algorithm for the Determination of Linear Viscoelastic Relaxation Spectrum from Experimental Data

Conventional procedures employed in the modeling of viscoelastic properties of polymer rely on the determination of the polymer`s discrete relaxation spectrum from experimentally obtained data. In the past decades, several analytical regression techniques have been proposed to determine an explicit equation which describes the measured spectra. With a diverse approach, the procedure herein introduced constitutes a simulation-based computational optimization technique based on non-deterministic search method arisen from the field of evolutionary computation. Instead of comparing numerical results, this purpose of this paper is to highlight some Subtle differences between both strategies and focus on what properties of the exploited technique emerge as new possibilities for the field, In oder to illustrate this, essayed cases show how the employed technique can outperform conventional approaches in terms of fitting quality. Moreover, in some instances, it produces equivalent results With much fewer fitting parameters, which is convenient for computational simulation applications. I-lie problem formulation and the rationale of the highlighted method are herein discussed and constitute the main intended contribution. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 113: 122-135, 2009

Grid job scheduling using Route with Genetic Algorithm support

In 2006 the Route load balancing algorithm was proposed and compared to other techniques aiming at optimizing the process allocation in grid environments. This algorithm schedules tasks of parallel applications considering computer neighborhoods (where the distance is defined by the network latency). Route presents good results for large environments, although there are cases where neighbors do not have an enough computational capacity nor communication system capable of serving the application. In those situations the Route migrates tasks until they stabilize in a grid area with enough resources. This migration may take long time what reduces the overall performance. In order to improve such stabilization time, this paper proposes RouteGA (Route with Genetic Algorithm support) which considers historical information on parallel application behavior and also the computer capacities and load to optimize the scheduling. This information is extracted by using monitors and summarized in a knowledge base used to quantify the occupation of tasks. Afterwards, such information is used to parameterize a genetic algorithm responsible for optimizing the task allocation. Results confirm that RouteGA outperforms the load balancing carried out by the original Route, which had previously outperformed others scheduling algorithms from literature.

An unstructured CVFEM and moving interface algorithm for non-Newtonian Hele-Shaw flows in injection molding

Purpose - The purpose of this paper is to develop a novel unstructured simulation approach for injection molding processes described by the Hele-Shaw model. Design/methodology/approach - The scheme involves dual dynamic meshes with active and inactive cells determined from an initial background pointset. The quasi-static pressure solution in each timestep for this evolving unstructured mesh system is approximated using a control volume finite element method formulation coupled to a corresponding modified volume of fluid method. The flow is considered to be isothermal and non-Newtonian. Findings - Supporting numerical tests and performance studies for polystyrene described by Carreau, Cross, Ellis and Power-law fluid models are conducted. Results for the present method are shown to be comparable to those from other methods for both Newtonian fluid and polystyrene fluid injected in different mold geometries. Research limitations/implications - With respect to the methodology, the background pointset infers a mesh that is dynamically reconstructed here, and there are a number of efficiency issues and improvements that would be relevant to industrial applications. For instance, one can use the pointset to construct special bases and invoke a so-called ""meshless"" scheme using the basis. This would require some interesting strategies to deal with the dynamic point enrichment of the moving front that could benefit from the present front treatment strategy. There are also issues related to mass conservation and fill-time errors that might be addressed by introducing suitable projections. The general question of ""rate of convergence"" of these schemes requires analysis. Numerical results here suggest first-order accuracy and are consistent with the approximations made, but theoretical results are not available yet for these methods. Originality/value - This novel unstructured simulation approach involves dual meshes with active and inactive cells determined from an initial background pointset: local active dual patches are constructed ""on-the-fly"" for each ""active point"" to form a dynamic virtual mesh of active elements that evolves with the moving interface.

FAST, PARALLEL AND SECURE CRYPTOGRAPHY ALGORITHM USING LORENZ`S ATTRACTOR

A novel cryptography method based on the Lorenz`s attractor chaotic system is presented. The proposed algorithm is secure and fast, making it practical for general use. We introduce the chaotic operation mode, which provides an interaction among the password, message and a chaotic system. It ensures that the algorithm yields a secure codification, even if the nature of the chaotic system is known. The algorithm has been implemented in two versions: one sequential and slow and the other, parallel and fast. Our algorithm assures the integrity of the ciphertext (we know if it has been altered, which is not assured by traditional algorithms) and consequently its authenticity. Numerical experiments are presented, discussed and show the behavior of the method in terms of security and performance. The fast version of the algorithm has a performance comparable to AES, a popular cryptography program used commercially nowadays, but it is more secure, which makes it immediately suitable for general purpose cryptography applications. An internet page has been set up, which enables the readers to test the algorithm and also to try to break into the cipher.

A WAVELET-BASED SPEAKER VERIFICATION ALGORITHM

This paper presents a study on wavelets and their characteristics for the specific purpose of serving as a feature extraction tool for speaker verification (SV), considering a Radial Basis Function (RBF) classifier, which is a particular type of Artificial Neural Network (ANN). Examining characteristics such as support-size, frequency and phase responses, amongst others, we show how Discrete Wavelet Transforms (DWTs), particularly the ones which derive from Finite Impulse Response (FIR) filters, can be used to extract important features from a speech signal which are useful for SV. Lastly, an SV algorithm based on the concepts presented is described.

Improved voice activity detection algorithm using wavelet and support vector machine

This paper proposes an improved voice activity detection (VAD) algorithm using wavelet and support vector machine (SVM) for European Telecommunication Standards Institution (ETS1) adaptive multi-rate (AMR) narrow-band (NB) and wide-band (WB) speech codecs. First, based on the wavelet transform, the original IIR filter bank and pitch/tone detector are implemented, respectively, via the wavelet filter bank and the wavelet-based pitch/tone detection algorithm. The wavelet filter bank can divide input speech signal into several frequency bands so that the signal power level at each sub-band can be calculated. In addition, the background noise level can be estimated in each sub-band by using the wavelet de-noising method. The wavelet filter bank is also derived to detect correlated complex signals like music. Then the proposed algorithm can apply SVM to train an optimized non-linear VAD decision rule involving the sub-band power, noise level, pitch period, tone flag, and complex signals warning flag of input speech signals. By the use of the trained SVM, the proposed VAD algorithm can produce more accurate detection results. Various experimental results carried out from the Aurora speech database with different noise conditions show that the proposed algorithm gives considerable VAD performances superior to the AMR-NB VAD Options 1 and 2, and AMR-WB VAD. (C) 2009 Elsevier Ltd. All rights reserved.