980 resultados para stochastic approximation algorithm


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Decision trees are very powerful tools for classification in data mining tasks that involves different types of attributes. When coming to handling numeric data sets, usually they are converted first to categorical types and then classified using information gain concepts. Information gain is a very popular and useful concept which tells you, whether any benefit occurs after splitting with a given attribute as far as information content is concerned. But this process is computationally intensive for large data sets. Also popular decision tree algorithms like ID3 cannot handle numeric data sets. This paper proposes statistical variance as an alternative to information gain as well as statistical mean to split attributes in completely numerical data sets. The new algorithm has been proved to be competent with respect to its information gain counterpart C4.5 and competent with many existing decision tree algorithms against the standard UCI benchmarking datasets using the ANOVA test in statistics. The specific advantages of this proposed new algorithm are that it avoids the computational overhead of information gain computation for large data sets with many attributes, as well as it avoids the conversion to categorical data from huge numeric data sets which also is a time consuming task. So as a summary, huge numeric datasets can be directly submitted to this algorithm without any attribute mappings or information gain computations. It also blends the two closely related fields statistics and data mining

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This work proposes a parallel genetic algorithm for compressing scanned document images. A fitness function is designed with Hausdorff distance which determines the terminating condition. The algorithm helps to locate the text lines. A greater compression ratio has achieved with lesser distortion

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Lower partial moments plays an important role in the analysis of risks and in income/poverty studies. In the present paper, we further investigate its importance in stochastic modeling and prove some characterization theorems arising out of it. We also identify its relationships with other important applied models such as weighted and equilibrium models. Finally, some applications of lower partial moments in poverty studies are also examined

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Reinforcement Learning (RL) refers to a class of learning algorithms in which learning system learns which action to take in different situations by using a scalar evaluation received from the environment on performing an action. RL has been successfully applied to many multi stage decision making problem (MDP) where in each stage the learning systems decides which action has to be taken. Economic Dispatch (ED) problem is an important scheduling problem in power systems, which decides the amount of generation to be allocated to each generating unit so that the total cost of generation is minimized without violating system constraints. In this paper we formulate economic dispatch problem as a multi stage decision making problem. In this paper, we also develop RL based algorithm to solve the ED problem. The performance of our algorithm is compared with other recent methods. The main advantage of our method is it can learn the schedule for all possible demands simultaneously.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Short term load forecasting is one of the key inputs to optimize the management of power system. Almost 60-65% of revenue expenditure of a distribution company is against power purchase. Cost of power depends on source of power. Hence any optimization strategy involves optimization in scheduling power from various sources. As the scheduling involves many technical and commercial considerations and constraints, the efficiency in scheduling depends on the accuracy of load forecast. Load forecasting is a topic much visited in research world and a number of papers using different techniques are already presented. The accuracy of forecast for the purpose of merit order dispatch decisions depends on the extent of the permissible variation in generation limits. For a system with low load factor, the peak and the off peak trough are prominent and the forecast should be able to identify these points to more accuracy rather than minimizing the error in the energy content. In this paper an attempt is made to apply Artificial Neural Network (ANN) with supervised learning based approach to make short term load forecasting for a power system with comparatively low load factor. Such power systems are usual in tropical areas with concentrated rainy season for a considerable period of the year

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a Reinforcement Learning (RL) approach to economic dispatch (ED) using Radial Basis Function neural network. We formulate the ED as an N stage decision making problem. We propose a novel architecture to store Qvalues and present a learning algorithm to learn the weights of the neural network. Even though many stochastic search techniques like simulated annealing, genetic algorithm and evolutionary programming have been applied to ED, they require searching for the optimal solution for each load demand. Also they find limitation in handling stochastic cost functions. In our approach once we learn the Q-values, we can find the dispatch for any load demand. We have recently proposed a RL approach to ED. In that approach, we could find only the optimum dispatch for a set of specified discrete values of power demand. The performance of the proposed algorithm is validated by taking IEEE 6 bus system, considering transmission losses

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Adaptive filter is a primary method to filter Electrocardiogram (ECG), because it does not need the signal statistical characteristics. In this paper, an adaptive filtering technique for denoising the ECG based on Genetic Algorithm (GA) tuned Sign-Data Least Mean Square (SD-LMS) algorithm is proposed. This technique minimizes the mean-squared error between the primary input, which is a noisy ECG, and a reference input which can be either noise that is correlated in some way with the noise in the primary input or a signal that is correlated only with ECG in the primary input. Noise is used as the reference signal in this work. The algorithm was applied to the records from the MIT -BIH Arrhythmia database for removing the baseline wander and 60Hz power line interference. The proposed algorithm gave an average signal to noise ratio improvement of 10.75 dB for baseline wander and 24.26 dB for power line interference which is better than the previous reported works

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Over-sampling sigma-delta analogue-to-digital converters (ADCs) are one of the key building blocks of state of the art wireless transceivers. In the sigma-delta modulator design the scaling coefficients determine the overall signal-to-noise ratio. Therefore, selecting the optimum value of the coefficient is very important. To this end, this paper addresses the design of a fourthorder multi-bit sigma-delta modulator for Wireless Local Area Networks (WLAN) receiver with feed-forward path and the optimum coefficients are selected using genetic algorithm (GA)- based search method. In particular, the proposed converter makes use of low-distortion swing suppression SDM architecture which is highly suitable for low oversampling ratios to attain high linearity over a wide bandwidth. The focus of this paper is the identification of the best coefficients suitable for the proposed topology as well as the optimization of a set of system parameters in order to achieve the desired signal-to-noise ratio. GA-based search engine is a stochastic search method which can find the optimum solution within the given constraints.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A Multi-Objective Antenna Placement Genetic Algorithm (MO-APGA) has been proposed for the synthesis of matched antenna arrays on complex platforms. The total number of antennas required, their position on the platform, location of loads, loading circuit parameters, decoupling and matching network topology, matching network parameters and feed network parameters are optimized simultaneously. The optimization goal was to provide a given minimum gain, specific gain discrimination between the main and back lobes and broadband performance. This algorithm is developed based on the non-dominated sorting genetic algorithm (NSGA-II) and Minimum Spanning Tree (MST) technique for producing diverse solutions when the number of objectives is increased beyond two. The proposed method is validated through the design of a wideband airborne SAR

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Considerable research effort has been devoted in predicting the exon regions of genes. The binary indicator (BI), Electron ion interaction pseudo potential (EIIP), Filter method are some of the methods. All these methods make use of the period three behavior of the exon region. Even though the method suggested in this paper is similar to above mentioned methods , it introduces a set of sequences for mapping the nucleotides selected by applying genetic algorithm and found to be more promising

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Combinational digital circuits can be evolved automatically using Genetic Algorithms (GA). Until recently this technique used linear chromosomes and and one dimensional crossover and mutation operators. In this paper, a new method for representing combinational digital circuits as 2 Dimensional (2D) chromosomes and suitable 2D crossover and mutation techniques has been proposed. By using this method, the convergence speed of GA can be increased significantly compared to the conventional methods. Moreover, the 2D representation and crossover operation provides the designer with better visualization of the evolved circuits. In addition to this, a technique to display automatically the evolved circuits has been developed with the help of MATLAB

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a new approach to the design of combinational digital circuits with multiplexers using Evolutionary techniques. Genetic Algorithm (GA) is used as the optimization tool. Several circuits are synthesized with this method and compared with two design techniques such as standard implementation of logic functions using multiplexers and implementation using Shannon’s decomposition technique using GA. With the proposed method complexity of the circuit and the associated delay can be reduced significantly

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The aim of this paper is to extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the Laplace equation in two dimensions using approximate approximations. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The object of research presented here is Vessiot's theory of partial differential equations: for a given differential equation one constructs a distribution both tangential to the differential equation and contained within the contact distribution of the jet bundle. Then within it, one seeks n-dimensional subdistributions which are transversal to the base manifold, the integral distributions. These consist of integral elements, and these again shall be adapted so that they make a subdistribution which closes under the Lie-bracket. This then is called a flat Vessiot connection. Solutions to the differential equation may be regarded as integral manifolds of these distributions. In the first part of the thesis, I give a survey of the present state of the formal theory of partial differential equations: one regards differential equations as fibred submanifolds in a suitable jet bundle and considers formal integrability and the stronger notion of involutivity of differential equations for analyzing their solvability. An arbitrary system may (locally) be represented in reduced Cartan normal form. This leads to a natural description of its geometric symbol. The Vessiot distribution now can be split into the direct sum of the symbol and a horizontal complement (which is not unique). The n-dimensional subdistributions which close under the Lie bracket and are transversal to the base manifold are the sought tangential approximations for the solutions of the differential equation. It is now possible to show their existence by analyzing the structure equations. Vessiot's theory is now based on a rigorous foundation. Furthermore, the relation between Vessiot's approach and the crucial notions of the formal theory (like formal integrability and involutivity of differential equations) is clarified. The possible obstructions to involution of a differential equation are deduced explicitly. In the second part of the thesis it is shown that Vessiot's approach for the construction of the wanted distributions step by step succeeds if, and only if, the given system is involutive. Firstly, an existence theorem for integral distributions is proven. Then an existence theorem for flat Vessiot connections is shown. The differential-geometric structure of the basic systems is analyzed and simplified, as compared to those of other approaches, in particular the structure equations which are considered for the proofs of the existence theorems: here, they are a set of linear equations and an involutive system of differential equations. The definition of integral elements given here links Vessiot theory and the dual Cartan-Kähler theory of exterior systems. The analysis of the structure equations not only yields theoretical insight but also produces an algorithm which can be used to derive the coefficients of the vector fields, which span the integral distributions, explicitly. Therefore implementing the algorithm in the computer algebra system MuPAD now is possible.