Sharif Digital Repository

Singular spectrum analysis (SSA) is a well-studied approach in signal processing. SSA has originally been designed to extract information from short noisy chaotic time series and to enhance the signal-to-noise ratio. SSA is good for offline applications; however, many applications, such as modelling, analysis, and prediction of time-varying and non-stationary time series, demand for online analysis. This study introduces a recursive algorithm called recursive SSA as a modification to regular SSA for dynamic and online applications. The proposed method is based on eigenvector matrix perturbation approach. After recursively calculating the covariance matrix of the trajectory matrix, R-SSA... 

This review addresses a central question in the field of complex systems: given a fluctuating (in time or space), sequentially measured set of experimental data, how should one analyze the data, assess their underlying trends, and discover the characteristics of the fluctuations that generate the experimental traces? In recent years, significant progress has been made in addressing this question for a class of stochastic processes that can be modeled by Langevin equations, including additive as well as multiplicative fluctuations or noise. Important results have emerged from the analysis of temporal data for such diverse fields as neuroscience, cardiology, finance, economy, surface science,... 

Acute hypotension episodes are one of the hemodynamic instabilities with high mortality rate that is frequent among many groups of patients. Prediction of acute hypotension episodes can help clinicians to diagnose the cause of this physiological disorder and select proper treatment based on this diagnosis. In this study new physiological time series are generated based on heart rate, systolic blood pressure, diastolic blood pressure and mean blood pressure time series. Statistical features of these time series are extracted and patients whom are exposed to acute hypotension episodes in future 1 hour time interval and whom are not, are classified based on these features and with the aid of... 

This paper proposes a decentralized market-based model for long-term capacity investment decisions in a liberalized electricity market with significant wind power generation. In such an environment, investment and construction decisions are based on price signal feedbacks and imperfect foresight of future conditions in electricity market. System dynamics concepts are used to model structural characteristics of power market such as, long-term firms' behavior and relationships between variables, feedbacks and time delays. For conventional generation units, short-term price feedback for generation dispatching of forward market is implemented as well as long-term price expectation for... 

A new method for forecasting the trend of time series, based on mixture of MLP experts, is presented. In this paper, three neural network combining methods and an Adaptive Network-Based Fuzzy Inference System (ANFIS) are applied to trend forecasting in the Tehran stock exchange. There are two experiments in this study. In experiment I, the time series data are the Kharg petrochemical company's daily closing prices on the Tehran stock exchange. In this case study, which considers different schemes for forecasting the trend of the time series, the recognition rates are 75.97%, 77.13% and 81.64% for stacked generalization, modified stacked generalization and ANFIS, respectively. Using the... 

Considering the dramatic increase of greenhouse gases concentration in the atmosphere, especially carbon dioxide, reduction of these gases seems necessary to combat global warming. Fossil fuel power plants are one of the main sources of CO2 emission and several methods are under development to capture CO2 from power plants. In this paper, CO2 capture from a natural gas fired steam cycle power plant using oxyfuel combustion technology is studied. Oxy-fuel combustion is an interesting option since CO2 concentration in the flue gas is highly increased. The Integrated Environmental Control Model (IECM) developed by Carnegie Mellon University (USA) is used to evaluate the effect of this capture... 

The aim of the present study is to provide an Atlas of IRAN Offshore Renewable Energy Resources (hereafter called 'the Atlas') to map out wave and tidal resources at a national scale, extending over the area of the Persian Gulf and Sea of Oman. Such an Atlas can provide necessary tools to identify the areas with greatest resource potential and within reach of present technology development. To estimate available tidal energy resources at the site, a two-dimensional tidally driven hydrodynamic numerical model of Persian Gulf was developed using the hydrodynamic model in the MIKE 21 Flow Model (MIKE 21HD), with validation using tidal elevation measurements and tidal stream diamonds from... 

We present an Autoregressive (AR) modeling method for video signal analysis based on 2D Wavelet Statistics. The video signal is assumed to be a combination of spatial feature time series that are temporally approximated by the AR model. The AR model yields a linear approximation to the temporal evolution of a stationary stochastic process. Generalized Gaussian Density (GGD) parameters, extracted from 2D wavelet transform subbands, are used as the spatial features. Wavelet transform efficiently resembles the Human Visual System (HVS) characteristics and captures more suitable features, as compared to color histogram features. The AR model describes each spatial feature vector as a linear... 

The past few years have witnessed a growing rate of attraction in adoption of Artificial Intelligence (AI) techniques to solve different engineering problems. Besides, Short Term Electrical Load Forecasting (STLF) is one of the important concerns of power systems and accurate load forecasting is vital for managing supply and demand of electricity. This study estimates short term electricity loads of Iran by means of Adaptive Neuro-Fuzzy Inference System (ANFIS), Artificial Neural Networks (ANN) and Genetic Algorithm (GA) which are the most successful AI techniques in this field. In order to improve forecasting accuracy, all AI techniques are equipped with preprocessing concept, and effects... 

The trend of gold price in the market is the most important consideration for the investors of the gold, and serves as the basis of gaining profit, so there are scholars who try to forecast the gold price. Forecasting accuracy is one of the most important factors involved in selecting a forecasting method. Besides, nowadays artificial intelligence (AI) techniques are becoming more and more widespread because of their accuracy, symbolic reasoning, flexibility and explanation capabilities. Among these techniques, particle swarm optimization (PSO) is one of the best AI techniques for optimization and parameter estimation. In this study a PSO-based time series model for the gold price... 

Forecasting stock price time series is very important and challenging in the real world because they are affected by many highly interrelated economic, social, political and even psychological factors, and these factors interact with each other in a very complicated manner. This article presents an approach based on Genetic Fuzzy Systems (GFS) for constructing a stock price forecasting expert system. We use a GFS model with the ability of rule base extraction and data base tuning for next day stock price prediction to extract useful patterns of information with a descriptive rule induction approach. We evaluate capability of the proposed approach by applying it on stock price forecasting... 

High-quality measurements of seismic activities around the world provide a wealth of data and information that are relevant to understanding of when earthquakes may occur. If viewed as complex stochastic time series, such data may be analyzed by methods that provide deeper insights into their nature, hence leading to better understanding of the data and their possible implications for earthquakes. In this paper, we provide further evidence for our recent proposal for the existence of a transition in the shape of the probability density function (PDF) of the successive detrended increments of the stochastic fluctuations of Earth's vertical velocity Vz, collected by broadband stations before... 

Intelligent solutions, based on artificial intelligence (AI) technologies, to solve complicated practical problems in various sectors are becoming more and more widespread nowadays. On the other hand, electrical load prediction is one of the important concerns of power systems so development of intelligent prediction tools for performing accurate predictions is essential. This study presents an intelligent hybrid approach called ACO-SA by hybridization of Ant Colony Optimization (ACO) and Simulated Annealing (SA). The hybrid approach consists of two general stages. At the first stage time series inputs will be fed into ACO and it performs a global search to find a globally optimum solution.... 

We report on a stochastic analysis of Earth's vertical velocity time series by using methods originally developed for complex hierarchical systems and, in particular, for turbulent flows. Analysis of the fluctuations of the detrended increments of the series reveals a pronounced transition in their probability density function from Gaussian to non-Gaussian. The transition occurs 5-10 hours prior to a moderate or large earthquake, hence representing a new and reliable precursor for detecting such earthquakes. © 2009 The American Physical Society  

In most real-world manufacturing systems, the production of goods comprises several autocorrelated stages and the quality characteristics of the goods at each stage are correlated random variables. This paper addresses the problem of monitoring a multivariate-multistage manufacturing process and diagnoses the possible causes of out-of-control signals. To achieve this purpose using multivariate time series models, first a model for the autocorrelated data coming from multivariate-multistage processes is developed. Then, a single neural network is designed, trained and employed to control and classify mean shifts in quality characteristics of all stages. In-control and out-of-control average... 

This paper introduces an incremental local learning algorithm inspired by learning in neurobiological systems. This algorithm has no training phase and learns the world during operation, in a lifetime manner. It is a semi-supervised algorithm which combines soft competitive learning in input space and linear regression with recursive update in output space. This method is also robust to negative interference and compromises bias-variance dilemma. These qualities make the learning method a good nonlinear function approximator having possible applications in neuro-robotic systems. Some simulations illustrate the effectiveness of the proposed algorithm in function approximation, time-series... 

This paper describes the application of statistical and spectral procedures that identifies trends and periodicity in streamflow time series. The results of Mann-Kendall and seasonal Kendall tests (non-parametric tests which are known as appropriate tools in detecting linear trends of hydrological time series) shows negative trends especially during low water months (August to November). This downward trend is more significant in October. But these methods can not interpret periodic behavior. Hence spectral procedures were applied on data series to investigate periodicities in streamflow data series. Fourier and Continuous Wavelet Transform (CWT) analyses produce evidence of interannual... 

This paper presents a hybrid adaptive network based fuzzy inference system (ANFIS), computer simulation and time series algorithm to estimate and predict electricity consumption estimation. The difficulty with electricity consumption estimation modeling approach such as time series is the reason for proposing the hybrid approach of this study. The algorithm is ideal for uncertain, ambiguous and complex estimation and forecasting. Computer simulation is developed to generate random variables for monthly electricity consumption. Various structures of ANFIS are examined and the preferred model is selected for estimation by the proposed algorithm. Finally, the preferred ANFIS and time series... 

Predicting future behavior of chaotic time series and systems is a challenging area in the literature of nonlinear systems. The prediction accuracy of chaotic time series is extremely dependent on the model and the learning algorithm. In addition, the generalization property of the proposed models trained by limited observations is of great importance. In the past two decades, singular or descriptor systems and related fuzzy descriptor models have been the subjects of interest due to their many practical applications in modeling complex phenomena. In this study fuzzy descriptor models, as a more recent neurofuzzy realization of locally linear descriptor systems, which have led to the... 

Packet-level observations show that the TCP/RED congestion control systems exhibit complex non-periodic oscillations which vary with the network/RED parameter variations. In this paper, it is investigated whether such complex behaviors are due to nonlinear deterministic chaotic dynamics or do they originate from nonlinear stochastic dynamics. To do this, various methods of linear and nonlinear time series analyses have been applied to the packet-level data gathered from a typical network simulated in ns-2. The results of the analysis for a wide range of variations in averaging weight of RED (as the most important bifurcation factor in TCP/RED networks) show that such behaviors are not due to...