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Forecasting Share Prices Of Small Size Companies In Bursa Malaysia Using Geometric Brownian Motion, Siti Nazifah Zainol Abidin, Maheran Mohd Jaffar Jan 2014

Forecasting Share Prices Of Small Size Companies In Bursa Malaysia Using Geometric Brownian Motion, Siti Nazifah Zainol Abidin, Maheran Mohd Jaffar

Applied Mathematics & Information Sciences

This paper proposes a way to forecast the future closing price of small sized companies by using geometric Brownian motion. Forecasting is restricted to short term investment because most of the investors aim to gain profit in short period of time. This study focusses on small sized companies because the asset prices are lower, hence the asset are affordable for all level of investors. But, to choose the suitable counters to invest is difficult and with the uncertainty of market prices, it will lead to the decline of the investor’s confidence level. Therefore, forecasting future closing price is essential. In …


Solitary Waves, Shock Waves And Singular Solitons Of The Generalized Ostrovsky-Benjamin-Bona-Mahoney Equation, Houria Triki, Zlatko Jovanoski, Anjan Biswas Jan 2014

Solitary Waves, Shock Waves And Singular Solitons Of The Generalized Ostrovsky-Benjamin-Bona-Mahoney Equation, Houria Triki, Zlatko Jovanoski, Anjan Biswas

Applied Mathematics & Information Sciences

This paper obtains the solitary wave, shock wave as well as singular soliton solutions to the generalized Ostrovsky- Benjamin-Bona-Mahoney (gO-BBM) equation. The ansatz method is applied to obtain the solutions. Several constraint conditions for the parameters are derived that establish the existence of the soliton solutions.


An Optimal Bivariate Polynomial Interpolation Basis For The Application Of The Evaluation-Interpolation Technique, Dimitris Varsamis, Nicholas Karampetakis, Paris Mastorocostas Jan 2014

An Optimal Bivariate Polynomial Interpolation Basis For The Application Of The Evaluation-Interpolation Technique, Dimitris Varsamis, Nicholas Karampetakis, Paris Mastorocostas

Applied Mathematics & Information Sciences

A new basis of interpolation points for the special case of the Newton two variable polynomial interpolation problem is proposed. This basis is implemented when the upper bound of the total degree and the degree in each variable is known. It is shown that this new basis under certain conditions (that depends on the degrees of the interpolation polynomial), coincides either with the known triangular/rectangular basis or it is a polygonal basis. In all cases it uses the least interpolation points with further consequences to the complexity of the algorithms that we use.


Morphological Associative Memories For Gray-Scale Image Encryption, Mar?A Elena Acevedo, José ?Ngel Mart?Nez, Marco Antonio Acevedo, Cornelio Ya?Ez Jan 2014

Morphological Associative Memories For Gray-Scale Image Encryption, Mar?A Elena Acevedo, José ?Ngel Mart?Nez, Marco Antonio Acevedo, Cornelio Ya?Ez

Applied Mathematics & Information Sciences

This work describes a novel method for encrypting gray-scale images using an associative approach. The image is divided in blocks which are used to build max and min Morphological associative memories. The key is private and it depends on the number of blocks. The main advantage of this method is that the cyphertext does not have the same size than the original image; therefore, since the beginning the adversary cannot know what the image means.


Vertex Ordering, Clustering, And Their Application To Graph Partitioning, Yourim Yoon, Yong-Hyuk Kim Jan 2014

Vertex Ordering, Clustering, And Their Application To Graph Partitioning, Yourim Yoon, Yong-Hyuk Kim

Applied Mathematics & Information Sciences

We propose a new heuristic for vertex ordering and a method that splits the vertex ordering into clusters. We apply them to the graph partitioning problem. The application of these ideas incorporates reordering in genetic algorithms and the identification of clustered structures in graphs. Experimental tests on benchmark graphs showed that the new vertex-ordering scheme performed better than existing methods in terms of genetic algorithms, and that the clusters were successfully captured.


Simulation Dna Algorithm Of Set Covering Problem, Kang Zhou, Jin Chen Jan 2014

Simulation Dna Algorithm Of Set Covering Problem, Kang Zhou, Jin Chen

Applied Mathematics & Information Sciences

Sticker model is imitated by using set, variable length vector and biochemistry operator instead of tube, memory strand and biochemistry experiment for the first time. Batch separation operator and electrophoresis operator are first put forward based on DNA algorithm of Set Covering Problem (SCP) based on sticker model. Expression way, calculation method and basic properties of variable length vector and the two biochemistry operators are analyzed in detail according to the characteristics of sticker model. Simulation DNA algorithm (SDA) of SCP, which can find out all optimization set coverings, is designed, where all feasible set coverings are extracted by using …


Multidimensional Lobachevsky Spline Integration On Scattered Data, Giampietro Allasia, Roberto Cavoretto, Alessandra De Rossi Jan 2014

Multidimensional Lobachevsky Spline Integration On Scattered Data, Giampietro Allasia, Roberto Cavoretto, Alessandra De Rossi

Applied Mathematics & Information Sciences

This paper deals with the topic of numerical integration on scattered data in Rd, d ≤10, by a class of spline functions, called Lobachevsky splines. Precisely, we propose new integration formulas based on Lobachevsky spline interpolants, which take advantage of being expressible in the multivariate setting as a product of univariate integrals. Theoretically, Lobachevsky spline integration formulas have meaning for any d ∈ N, but numerical results appear quite satisfactory for d ≤ 10, showing good accuracy and stability. Some comparisons are given with radial Gaussian integration formulas and a quasi-Monte Carlo method using Halton data points sets.


Decision Support Concerning Demand Response Programs Design And Use - A Conceptual Framework And Simulation Tool, Pedro Faria, Zita Vale Jan 2014

Decision Support Concerning Demand Response Programs Design And Use - A Conceptual Framework And Simulation Tool, Pedro Faria, Zita Vale

Applied Mathematics & Information Sciences

Demand response can play a very relevant role in the context of power systems with an intensive use of distributed energy resources, from which renewable intermittent sources are a significant part. More active consumers participation can help improving the system reliability and decrease or defer the required investments. Demand response adequate use and management is even more important in competitive electricity markets. However, experience shows difficulties to make demand response be adequately used in this context, showing the need of research work in this area. The most important difficulties seem to be caused by inadequate business models and by inadequate …


Efficient Multicast Scheme Based On Hybrid Arq And Busy Tone For Multimedia Traffic In Wireless Lans, Sunmyeng Kim, Young-Jong Cho Jan 2014

Efficient Multicast Scheme Based On Hybrid Arq And Busy Tone For Multimedia Traffic In Wireless Lans, Sunmyeng Kim, Young-Jong Cho

Applied Mathematics & Information Sciences

Multicast in wireless LANs (Local Area Networks) is very useful for transmitting multimedia traffic from a sender to a group of receivers. The IEEE 802.11 WLAN MAC (Medium Access Control) layer does not support reliable multicast since, for multicast transmissions, it has no control packets such as the RTS, CTS, and ACK, which are used for unicast transmissions. Several protocols have been proposed to provide reliable multicast transmissions. However, they are not efficient for IEEE 802.11 WLANs due to the large number of packet transmissions and the excessive control overhead caused by the use of a large number of control …


Research On Mine Tunnel Positioning Technology Based On The Oblique Triangle Layout Strategy, Jingzhao Li, Hong Ma, Yubo Cui Jan 2014

Research On Mine Tunnel Positioning Technology Based On The Oblique Triangle Layout Strategy, Jingzhao Li, Hong Ma, Yubo Cui

Applied Mathematics & Information Sciences

In allusion to the special environment of coal mine roadways, the strategy laying anchor nodes evenly on the left and right sides and the top of roadways in accordance with the oblique triangle and the mine personnel positioning algorithm based on received and transmitted signal strength of nodes were adopted in the paper. The algorithm estimating the distance between an unknown node and an anchor node through built-in received and transmitted signal strength information of the anchor node could realize the mine personnel positioning with only two anchor nodes. Both theoretical analysis and simulation experiments show that it improves the …


Lebesgue Constant Minimizing Bivariate Barycentric Rational Interpolation, Qianjin Zhao, Bingbing Wang Jan 2014

Lebesgue Constant Minimizing Bivariate Barycentric Rational Interpolation, Qianjin Zhao, Bingbing Wang

Applied Mathematics & Information Sciences

The barycentric form is the most stable formula for a rational interpolant on a finite interval. The choice of the barycentric weights can ensure the absence of poles on the real line, so how to choose the optimal weights becomes a key question for bivariate barycentric rational interpolation. A new optimization algorithm is proposed for the best interpolation weights based on the Lebesgue constant minimizing. Several numerical examples are given to show the effectiveness of the new method.


A Coalitional Value For Multichoice Games With A Coalition Structure, Fanyong Meng, Qiang Zhang Jan 2014

A Coalitional Value For Multichoice Games With A Coalition Structure, Fanyong Meng, Qiang Zhang

Applied Mathematics & Information Sciences

In this paper a new model of multichoice games with a coalition structure is proposed, which can be seen as an extension of the Owen coalition structure. A coalitional value on the given model is defined, which can be seen as an extension of the Owen value. Three axiomatic systems are studied. The first one is enlightened by Owen’s characterization for the Owen value and Faigle and Kern’s characterization for the Shapley value on games under precedence constraints. The second one is inspired by Bilbao’s characterization for the Shapley value on games on convex geometries. The last one is an …


Soret And Dufour Effects On Peristaltic Transport Of Mhd Fluid With Variable Viscosity, F. M. Abbasi, T. Hayat, A. Alsaedi, B. Ahmed Jan 2014

Soret And Dufour Effects On Peristaltic Transport Of Mhd Fluid With Variable Viscosity, F. M. Abbasi, T. Hayat, A. Alsaedi, B. Ahmed

Applied Mathematics & Information Sciences

This article looks at the Soret and Dufour effects on the magnetohydrodynamic (MHD) peristaltic flow of variable viscosity fluid in a symmetric channel. Analysis is presented in the presence of Ohmic heating. Results for the stream function, temperature and concentration are constructed. The variations of sundry parameters are analyzed.


Broadcasting Communication In High Degree Modified Chordal Rings Networks, R. N. Farah, M. Othman Jan 2014

Broadcasting Communication In High Degree Modified Chordal Rings Networks, R. N. Farah, M. Othman

Applied Mathematics & Information Sciences

The design of the interconnection network is one of the main research issues in distributed computing with regard to some specific parameters. This paper works on Modified Chordal Rings Degree Six (CHRm6) topology. Two broadcasting schemes for CHRm6 are proposed. The first scheme is for even source nodes and the second scheme is for odd source nodes. The proposed broadcasting schemes give upper and lower bound of broadcasting in CHRm6 depends on total number of nodes. We prove the lower bound on the broadcast time is d+2 where d is the diameter of the CHRm6.


Application Of Continuous Genetic Algorithm For Nonlinear System Of Second-Order Boundary Value Problems, Omar Abu-Arqub, Zaer Abo-Hammour, Shaher Momani, Shaher Momani Jan 2014

Application Of Continuous Genetic Algorithm For Nonlinear System Of Second-Order Boundary Value Problems, Omar Abu-Arqub, Zaer Abo-Hammour, Shaher Momani, Shaher Momani

Applied Mathematics & Information Sciences

In this paper, a numerical algorithm, based on the use of genetic algorithm technique, is presented for solving a class of nonlinear systems of second-order boundary value problems. In this technique, the system is formulated as an optimization problem by the direct minimization of the overall individual residual error subject to the given constraints boundary condtions, and is then solved using continuous genetic algorithm. In general, the proposed technique uses smooth operators and avoids sharp jumps in the parameter values. The applicability, efficiency, and accuracy of the proposed algorithm for the solution of different problems is investigated. Meanwhile, the convergence …


Decomposition Of Multi-Objective Evolutionary Algorithm Based On Estimation Of Distribution, Jian-Qiu Zhang, Feng Xu, Xian-Wen Fang Jan 2014

Decomposition Of Multi-Objective Evolutionary Algorithm Based On Estimation Of Distribution, Jian-Qiu Zhang, Feng Xu, Xian-Wen Fang

Applied Mathematics & Information Sciences

Decomposition of multi-objective evolutionary algorithm has better distribution, but the number of groups will increase dramatically as the target number increases, seriously affecting the efficiency of the algorithm. This paper presents a decomposition of multi-objective evolutionary algorithm based on estimation of distribution, the basic idea of which is: to decompose multiple objectives into several single objective first and then to establish the probability model for every single objective based on the idea of estimation of distribution, generating the solution by sampling. Numerical analysis and experiments show that the solution of the new algorithm not only has better diversity and uniformity, …


A Novel Ontology Analysis Tool, Zhixiao Wang, Shixiong Xia, Qiang Niu Jan 2014

A Novel Ontology Analysis Tool, Zhixiao Wang, Shixiong Xia, Qiang Niu

Applied Mathematics & Information Sciences

With the development of semantic web, more and more ontologies are developed for various purposes. In order to evaluate these ontologies, there have emerged numerous ontology analysis approaches. This paper introduces the classical field theory to ontology area, and puts forward a semantic field model to analyze ontology characteristics from the perspective of concept interaction and hierarchical clustering. In semantic field, the equipotential lines present a natural nesting structure. The equipotential lines’ distribution corresponds with the semantics’ distribution resulting from the interaction and association of ontology concepts. Based on equipotential line distribution, we can analyze concept hierarchical clustering characteristics. Experiments …


Contour-Based Image Registration Using Bipartite Graph Matching With Munkres Algorithm, Qingsong Zhu, Tiexiang Wen, Yaoqin Xie, Jia Gu, Lei Wang Jan 2014

Contour-Based Image Registration Using Bipartite Graph Matching With Munkres Algorithm, Qingsong Zhu, Tiexiang Wen, Yaoqin Xie, Jia Gu, Lei Wang

Applied Mathematics & Information Sciences

Image registration is a vital research topic in image processing. In this paper, we present a novel method to register color image and depth information captured by Kinect for Xbox 360. A contour-based approach is employed to find the correspondence points and estimate the transformation parameters model between color image and depth image. In our paper, the boundary contours are detected by Canny edge detector and located to sub-pixel level by a B-spline model. The shape descriptors of contours are computed by shape context. The correspondence points on both similar contours will have similar shape descriptors, which enables us to …


The Transmittance Estimation Of Two Layers Coating Tp Film By Neural Network, Du-Jou Huang, Yu-Ju Chen, Chuo-Yean Chang, Huang-Chu Huang, Rey-Chue Hwang Jan 2014

The Transmittance Estimation Of Two Layers Coating Tp Film By Neural Network, Du-Jou Huang, Yu-Ju Chen, Chuo-Yean Chang, Huang-Chu Huang, Rey-Chue Hwang

Applied Mathematics & Information Sciences

In this paper, the estimations for the optical property of touch panel (TP) decoration film with two layers coating are presented. The technique of neural network is used to develop an artificial intelligent (AI) TP transmittance estimator which is able to catch the complicated relationship between TP transmittance and its all possible influencing factors, such as the compositions of coating material, the thickness of coating, the rotation speed of evaporator?s holder and so on. This AI estimator then can provide the useful information which could help the engineer to set the relevant control parameters of evaporator properly before the evaporation …


A Cryptanalysis Method Based On Niche Genetic Algorithm, Tao Li, Jiguo Li, Jing Zhang Jan 2014

A Cryptanalysis Method Based On Niche Genetic Algorithm, Tao Li, Jiguo Li, Jing Zhang

Applied Mathematics & Information Sciences

At present, the evolution cryptanalysis methods mainly adopt the basic genetic algorithm (literature [1] and [2]) which has ”early” phenomenon, searching stagnation in the near optimal solution, and low calculation efficiency. This paper inspired by biological genetic evolution proposes a niche genetic algorithm based on the code analysis method. This algorithm can keep the population diversity and prevent premature convergence. In genetic operator operation, this algorithm uses (m + l ) selection strategy which has the strongest selection pressure. In order to achieve compensating the shortage of groups diversity easy loss, improve the searching efficiency of algorithm, speed up the …


Direct Adaptive H∞ Control For A Class Of Nonlinear Systems Based On Ls-Svm, Dan-Dan Zhao, Chun-Li Xie, Pei-Chang Wang Jan 2014

Direct Adaptive H∞ Control For A Class Of Nonlinear Systems Based On Ls-Svm, Dan-Dan Zhao, Chun-Li Xie, Pei-Chang Wang

Applied Mathematics & Information Sciences

A scheme of direct adaptive H∞ control based on least squares support vector machines (LS-SVM) is proposed for a class of nonlinear uncertain systems. In this method, LS-SVM is employed to construct the adaptive controller, and an on-line learning rule for the weighting vector and bias is derived. A parameter selection method based on the genetic algorithm (GA) is given for LS-SVM regression with Gauss kernel. H∞ control is used to attenuate the effect on the tracking error caused by LS-SVM approximation errors and external disturbances. Lyapunov theory is used to prove the uniformly ultimately bounded stability of the close-loop …


Research And Application Of Scheduling Algorithm For Digital Television Multiplexer, Xiuzhi Yang, Jian Chen, Weixing Wang Jan 2014

Research And Application Of Scheduling Algorithm For Digital Television Multiplexer, Xiuzhi Yang, Jian Chen, Weixing Wang

Applied Mathematics & Information Sciences

The DTV program multiplexer in system level needs to combine many programs and some message into multi-program TS for transporting in the channel. Because DTV program contains audio and video signal, and the fluctuation of code rate is very large, data packet is easy to lose in the process of combining them into a data stream at a steady rate. Therefore, the research on dispatch algorithm about DTV multiplexer is of vital importance. This paper puts forward a two-level joint dispatching method with monopolizing and sharing buffers, which gets packets from monopolizing buffers respectively, and forms a buffer array supporting …


Newly Developed Enhanced Imperialistic Competitive Algorithm For Design Optimization Of An Autonomous Hybrid Green Power System, M. H. Etesami, M. M. Ardehali Jan 2014

Newly Developed Enhanced Imperialistic Competitive Algorithm For Design Optimization Of An Autonomous Hybrid Green Power System, M. H. Etesami, M. M. Ardehali

Applied Mathematics & Information Sciences

The importance of economics for owning hybrid green power systems (HGPS) warrants development of optimization methodologies with more effective search capabilities for determination of global minimum for costs. The objective of this study is to present several newly developed enhancements for imperialistic competitive algorithm (ICA) for design optimization of an autonomous HGPS with considerations for economics and reliability. HGPS examined consists of photovoltaic (PV) modules in a panel, wind turbines (WT), and storage batteries (SB). Utilizing an IEEE load profile and actual solar irradiation and wind speed data, the economics is evaluated based on annualized cost of system (ACS) and …


A Two-Tier Distributed Full-Text Indexing System, Wei-Zhe Zhang, Hui-Xiang Chen, Hui He, Gui Chen Jan 2014

A Two-Tier Distributed Full-Text Indexing System, Wei-Zhe Zhang, Hui-Xiang Chen, Hui He, Gui Chen

Applied Mathematics & Information Sciences

The performance of indexing systems is very important for a search engine. Usually, indexing systems on large-scale clusters can provide high search efficiency, but it brings expensive hardware costs. The costs would be greatly reduced if a distributed indexing system runs on small-scale clusters connected by the Internet. Two current inverted file partitioning schemes: document partitioning and term partitioning, have their merits individually. A two-tier distributed full-text indexing system is implemented, which uses document partitioning among the clusters and term partitioning inside each cluster. Our experiments show that the system performs well in search efficiency, resource consuming and load balance.


Solving Subset Sum Problems By Time-Free Spiking Neural P Systems, Tao Song, Liang Luo, Juanjuan He, Zhihua Chen, Kai Zhang Jan 2014

Solving Subset Sum Problems By Time-Free Spiking Neural P Systems, Tao Song, Liang Luo, Juanjuan He, Zhihua Chen, Kai Zhang

Applied Mathematics & Information Sciences

In membrane computing, spiking neural P systems (shortly called SN P systems) are a group of neural-like computing models inspired from the way spiking neurons communication in form of spikes. In previous works, SN P systems working in a nondeterministic manner have been used to solve numerical NP-complete problems, such as SAT, vertex cover, in feasible time. In these works, the application of any rule should complete in exactly one time unit, and the precise execution time of rules plays a crucial role on solving the problems in polynomial (or even in linear) time. However, the restriction does not coincide …


Solving Vertex Cover Problem By Tissue P Systems With Cell Division, Tao Song, Hongjiang Zheng, Juanjuan He Jan 2014

Solving Vertex Cover Problem By Tissue P Systems With Cell Division, Tao Song, Hongjiang Zheng, Juanjuan He

Applied Mathematics & Information Sciences

Tissue P systems are a class of distributed and parallel computing models investigated in membrane computing, which are inspired from the structure and functioning of communication cells in tissues. Such systems with cell division (corresponding to the mitosis behavior of living cells) can theoretically generate exponential working space in linear time, therefore providing a possible way to solve computational hard problems in feasible time by a space-time trade-off. In this work, we construct a family of tissue P systems with cell division to solve the vertex cover problems, and achieve a linear time solution (with respect to the size of …


Parallel Solution To The Dominating Set Problem By Tile Assembly System, Hongjiang Zheng, Yufang Huang, Jianhua Xiao, Jian Liu, Tao Song Jan 2014

Parallel Solution To The Dominating Set Problem By Tile Assembly System, Hongjiang Zheng, Yufang Huang, Jianhua Xiao, Jian Liu, Tao Song

Applied Mathematics & Information Sciences

The dominating set problem is a well known NP hard problem. It means that as the instance size grows, they quickly become impossible to solve on traditional digital computers. Tile assembly model has been demonstrated as a highly distributed parallel model of computation. Algorithmic tile assembly has been proved to be Turing-universal. This paper proposes a tile assembly system for the dominating set problem. It only needsQ(mn) tile types to solve such a complex problem in the timeQ(m+n) where n and m are the number of vertices and edges of the given graph, respectively.


The Minimum Spanning Tree Problem Based On Triple-Stranded Dna Structure Model, Jing Yang, Zhi-Xiang Yin, Ming-Qiang Chen, Kai-Feng Huang Jan 2014

The Minimum Spanning Tree Problem Based On Triple-Stranded Dna Structure Model, Jing Yang, Zhi-Xiang Yin, Ming-Qiang Chen, Kai-Feng Huang

Applied Mathematics & Information Sciences

Three-helix structure of the DNA molecule provided by the emergence of a new type of computing model, it has high stability, low rate of wrong solutions, easy separation and so on. Especially during the reaction data pool and the final solution was to come in the form of double-stranded, so avoid the hairpin structure, greatly improved the correct rate of solution. Minimum spanning tree problem is a NP-difficult problems in graph theory, which is looking for the tree contains all vertices and the smallest right of an undirected graph. We will attempt using of triplex DNA computing model for this …


Scalable Visualization Of Semantic Nets Using Power-Law Graphs, Ajaz Hussain, Khalid Latif, Aimal Tariq Rextin, Amir Hayat, Masoon Alam Jan 2014

Scalable Visualization Of Semantic Nets Using Power-Law Graphs, Ajaz Hussain, Khalid Latif, Aimal Tariq Rextin, Amir Hayat, Masoon Alam

Applied Mathematics & Information Sciences

Scalability and performance implications of semantic net visualization techniques are open research challenges. This paper focuses on developing a visualization technique that mitigates these challenges.We present a novel approach that exploits the underlying concept of power-law degree distribution as many realistic semantic nets seems to possess a power law degree distribution and present a small world phenomenon. The core concept is to partition the node set of a graph into power and non-power nodes and to apply a modified force-directed method that emphasizes the power nodes which results in establishing local neighborhood clusters among power nodes. We also made refinements …


Applications Of Resource Allocation Network And Optimization Algorithms To Automatic Landing Control, Jih-Gau Juang, Cheng-Yen Yu, Chih-Min Lin Jan 2014

Applications Of Resource Allocation Network And Optimization Algorithms To Automatic Landing Control, Jih-Gau Juang, Cheng-Yen Yu, Chih-Min Lin

Applied Mathematics & Information Sciences

This paper presents four optimization algorithms: Bacterial Foraging Optimization (BFO), Particle Swarm Optimization (PSO), Chaos Particle Swarm Optimization (CPSO) and Bacterial Swarm Optimization (BSO), and a neural network compensator: Resource Allocation Network (RAN) to aircraft automatic landing control design. When wind disturbance is beyond the originally scheduled flight condition, the aircraft automatic landing system can not be used in such environment during serious wind speed changes. The proposed intelligent control scheme can enhance the PID control performance of the autopilot and guide the aircraft to a safe landing in difficult environment.