Time Delay Components Research Articles

Efficient stock price prediction using a Self Evolving Recurrent Neuro-Fuzzy Inference System optimized through a Modified Differential Harmony Search Technique

This paper proposes a new Self Evolving Recurrent Neuro-Fuzzy Inference System (SERNFIS) for efficient prediction of highly fluctuating and irregular financial time series data like stock market indices over varying time frames. The network is modeled including the first order Takagi Sugeno Kang (TSK) type fuzzy if then rules with two types of feedback loops. The recurrent structure in the proposed model comes from locally feeding the firing strength of the fuzzy rule back to itself and by including a few time delay components at the output layer. The novelty of the model is based on the fact that the internal temporal feedback loops and time delayed output feedback loops are used for further enhancing the prediction capability of traditional neuro-fuzzy system in handling more dynamic financial time series data. Another recurrent functional link artificial neural network (RCEFLANN) model is also presented for a comparative study. In the second part of the paper a modified differential harmony search (MDHS) technique is proposed for estimating the parameters of the model including the antecedent, consequent and feedback loop parameters. Experimental results obtained by implementing the model on two different stock market indices demonstrate the effectiveness of the proposed model compared to existing models for stock price prediction.

Blade/Casing Rub Interaction in Turbomachinery: Structural Parameters’ Influence on Stability

This paper studies the dynamics induced by interactions of rotating blades and the surrounding casing in turbomachinery such as aeroengines. Also known as “blade/casing rub dynamics,” this phenomenon results in vibrations that contribute to fatigue failure, especially in blades. Recently, it was proposed that the underlying dynamics of these interactions is analogous to internal milling operations. This introduces the concept of chatter and its intrinsic time-delay component in the dynamics, which is known to invite some nontrivial instability characteristics. The present paper investigates how the structural properties of the blade and casing components influence the stability of the combined interaction. The cluster treatment of characteristic roots paradigm is used for a delay-dependent stability analysis in the space of the operational parameters. An in-depth analysis reveals important aspects of the stability, which may provide valuable tools for designers. Analytical expressions are derived to calculate the sensitivities of the stability boundaries with respect to certain structural parameters, for the first time in literature to the best knowledge of the authors. Interesting mathematical features of the sensitivity analysis method are also discussed, which can be exploited for improved computational efficiency. The devised theory is demonstrated in a numerical case study.

New delay-interval-dependent stability analysis of neutral type BAM neural networks with successive time delay components

This paper considers the problem of stability analysis of uncertain neutral type BAM neural networks with two additive time-varying delay components. The relationship between the time-varying delay and its lower and upper bounds is taken into account. Based on the Lyapunov–Krasovskii functional and free-weighting matrix method, delay-dependent sufficient conditions for the solvability of this problem are proposed in terms of LMIs. Finally, numerical examples are provided to demonstrate the effectiveness of the proposed method.

Robust adaptive feedforward control and achievable tracking for systems with time delays

A feedback/feedforward controller architecture is developed that characterises the achievable reference tracking of real time inputs for both minimum phase and non-minimum phase systems with time delays, when there are no modelling errors or external disturbances. This characterisation is obtained by factoring the plant into its minimum phase, non-minimum phase, and time delay components, which are used to design two feedforward controllers that inject signals into two points of the feedback loop. Design constraints are provided that determine both the types of signals that may be achieved, and the feedforward controllers that will generate that output. Of course, in practice, both modelling errors and external disturbances will be present. In this case, we develop robust analysis tools that both guide the feedback controller design process, and provide rigorous robust tracking performance that guarantees for the overall resulting closed-loop system. Robust methods for designing the feedforward controllers are presented, and numerical examples are provided. The performance of this architecture depends strongly on the choice of design parameters, and the accuracy of the plant model used. Hence, the use of adaptation methods is also considered, and it is shown that they can readily be employed to improve the performance of this control methodology.

Chaotic dynamics of a zero average dynamics controlled DC–DC Ćuk converter

The undesirable subharmonics in periodically driven non-linear systems such as switching power converters is a more common problem in power electronic circuits. Such operations are usually avoided by modifying the circuit parameters which necessitates a proper understanding of the system. In the present study, non-linear dynamic behaviour in a zero average dynamics (ZAD) controlled DC–DC Ćuk converter is investigated. The effects of varying the control parameters on the qualitative behaviour of the system are studied in detail. Bifurcation analysis of a ZAD controlled DC–DC Ćuk converter has not been reported so far in the literature as it involves complex modelling and implementation of the overall control system. To reduce the complexity in deriving the map dynamics and computing the ZAD control parameters, a reduced order model is derived. Moment matching technique is used to obtain the reduced order model. It is found that for even small control parameter variations, the system exhibits period-doubling bifurcation. The dynamics of this converter system has been mathematically described and analysed with a simple discrete map. Computer simulations as well as experimental investigations are performed to study the qualitative behaviour of the system under variations of different parameters. The results offer useful information of parameter space for the design and operation of the converter in the desired fundamental stable regime. Finally, a time-delay component is included in the ZAD control strategy and it is shown that the onset of chaos can be delayed.

Time delay Duffing’s systems: chaos and chatter control

The effect of a delay feedback control (DFC), realized by displacement in the Duffing oscillator, for parameters which generate strange chaotic Ueda attractor is investigated in this paper. First, the classical Duffing system without time delay is analysed to find stable and especially unstable periodic orbits which can be stabilized by means of displacement delay feedback. The periodic orbits are found with help of the continuation method using the AUTO97 software. Next, the DFC is introduced with a time delay and a feedback gain parameters. The proper time delay and feedback gain are found in order to destroy the chaotic attractor and to stabilize the periodic orbit. Finally, chatter generated by time delay component is suppressed with help of an external excitation.

시변 시간지연을 갖는 네트워크 제어 시스템의 H∞제어

This paper presents a stabilization method for NCS (Networked Control Systems) with two additive time-varying delays. Each time delay component between the plant and the controller has different characteristics depending on communication network, and has the upper and lower bounds. The time delay occurring from the controller to the plant has an effect on the time delay occurring from the plant to the controller, and the relationship between two delays is taken into account on the stability analysis. Based on the two additive delay components and the bound conditions, the appropriate Lyapunov-Krasovskii functional and the LMI (Linear Matrix Inequality) method derive the stability condition and the norm constraint for time-varying delayed NCS. Simulation results are finally given to demonstrate the effectiveness of the proposed method.

Tunable coherence-free microwave photonic bandpass filter based on double cross gain modulation technique

A tunable, coherence-free, high-resolution microwave photonic bandpass filter, which is compatible to be inserted in a conventional fiber optic link, is presented. It is based on using two cross gain modulation based wavelength converters in a recursive loop. The double cross gain modulation technique solves the semiconductor optical amplifier facet reflection problem in the conventional recursive structure; hence the new microwave photonic signal processor has no coherent interference and no phase-induced intensity noise. It allows arbitrary narrow-linewidth telecommunication-type lasers to be used while enabling stable filter operation to be realized. The filter passband frequency can be tuned by using a wavelength tunable laser and a wavelength dependent time delay component. Experimental results demonstrate robust high-resolution bandpass filter operation with narrow-linewidth sources, no phase-induced intensity noise and a high signal-to-noise ratio performance. Tunable coherence-free operation of the high-resolution bandpass filter is also demonstrated.

SEISMIC RESPONSE CHARACTERISTICS OF HIGH DUCTILE STRUCTURES WITH EMBEDDED FOUNDATION

In this paper, seismic response characteristics of high ductile structures with embedded foundation surrounding soil ground are evaluated. First, transfer functions of embedded foundation considering the time delay components are proposed based on Dynamic Ground Compliance and Novak method. Next, seismic responses of equivalent single degree of freedom systems using proposed transfer function are calculated by the difference of the first natural period and the ductile level of upper structure. Response measurement focuses on the story shear force, the displacement, the energy absorption by hysteretic for upper structures and radiation damping for soil ground. As a result, it is clarified that the tendency to the embedded depth in the characteristics of each response. The effects of the radiation damping are confirmed in the high ductile structures as well as usual structures, especially, the phenomena are effective when the small displacement amplitude on time history response analysis.

Implementation of CANopen Distributed Control Network Based on ARM in Automatic Production Line

An approach of implementing CANopen real-time distributed control network was proposed in this paper. To build the network, CanFestival open source CANopen stack was used. The CANopen slave nodes were established on ARM7 LPC2478 platform with µC/OS-II real-time operating system; the CANopen master node was built on an industrial PC with Windows operating system. Test codes were added to trace the execution of a slave node, and the control interface of the master node was developed to manipulate the behaviors of slave nodes. At last, key components of time delay were analyzed and experiments were carried out in order to measure the performance of the network. Experimental results showed that the processing time of a CANopen object is about 100 µs which fulfills the need of most automatic production line.

Group delay induced instabilities and Hopf bifurcations, of a controlled double pendulum

Digital filters, frequently used in active control of mechanical systems, enable one to improve the signal-to-noise ratio and the control performance, but introduce group delays into the control loops simultaneously. In order to gain an insight into the effects of a digital filter on a controlled mechanical system, this paper presents the stability switches and the corresponding Hopf bifurcations of a double pendulum system with the linear quadratic control having a digital filter via theoretical analysis, numerical simulations and experiments. In this study, the digital filters are used to remove the undesired noise of high frequency, which is embedded in the control signal, and are modeled as the components of pure time delay during the theoretical analysis and numerical simulations. The study shows that a digital filter with moderate specifications can not only improve the vibration reduction effectively, but also save the energy consumption of the servo-motor remarkably. However, over demanding specifications will make the group delay of the filter exceed a critical value and cause either a divergent motion or a self-excited vibration through a Hopf bifurcation, the occurrence of which depends on both the stability and the size of the basin of attraction of the bifurcating periodic motion. The experimental results well coincide with the theoretical and numerical ones, and strongly support the simplification of the digital filters as the components of pure time delay. Finally, some suggestions are made to avoid the group delay induced instability.

Systematic investigation of global coordination among mRNA and protein in cellular society

BackgroundCell functions depend on molecules organized in the cellular society. Two basic components are mRNA molecules and proteins. The interactions within and between those two components are crucial for carrying out sophisticated cell functions. The interplay can be analyzed by comparing expression levels of mRNA and proteins. This is critical for understanding the molecular interactions, (post-) transcriptional regulations and conservation of co-expression between mRNAs and proteins. By using high-throughput transcriptome and proteome data, this study aims to systematically investigate the general picture of such expression correlations. We analyze four groups of correlations: (i) transcript levels of different genes, (ii) protein levels of different genes, (iii) mRNA levels with protein levels of different genes and (iv) mRNA levels with protein levels of same genes. This helps to obtain global insights into the stability and variability of co-expression and correlation of mRNA and protein levels.ResultsAnalysis of the simultaneous co-expression of mRNAs and proteins yields mainly weak correlations. Therefore we introduce the concept of time-delayed co-expression patterns. Based on a time-course dataset, we obtain a high fraction of time-delayed correlations. In group (i), 67% of different transcripts are significantly correlated. At the protein level (ii), 68% of different proteins are significantly correlated. Comparison of the different molecular levels results in a 74% fraction of correlated transcript and protein levels of different genes (iii) and 56% for the same genes (iv). Furthermore, a higher fraction of protein levels (simultaneously 20% and short time-delayed 29%) is correlated than at the transcript level (10% and 18% respectively). Analysis of the dynamics of the correlation shows that correlation at the transcript level is largely passed to the protein level. In contrast, specific co-expression patterns are changed in multiple ways.ConclusionsOur analysis reveals that the regulation of transcription and translation contains a time-delayed component. The correlation at the protein level is more synchronous or delayed by shorter time than those at the transcript level. This supports the hypothesis that a higher degree of direct physical interactions require a higher synchronicity between the interacting partners. The conservation of correlation between the transcript level (i) and the protein level (ii) sheds light on the processes underlying transcription, translation and regulation. A future investigation of the conditions of conservation will give comprehensive insights in the complexity of the regulatory mechanisms.

Effects of prior heavy exercise on heterogeneity of muscle deoxygenation kinetics during subsequent heavy exercise

We investigated the effects of prior heavy exercise on the spatial heterogeneity of muscle deoxygenation kinetics and the relationship to the pulmonary O(2) uptake (pVO(2)) kinetics during subsequent heavy exercise. Seven healthy men completed two 6-min bouts of heavy work rate cycling exercise, separated by 6 min of unloaded exercise. The changes in the concentration of deoxyhemoglobin/myoglobin (Delta deoxy-[Hb+Mb]) were assessed simultaneously at 10 different sites on the rectus femoris muscle using multichannel near-infrared spectroscopy. Prior exercise had no effect on either the time constant or the amplitude of the primary component pVO(2), whereas it reduced the amplitude of the slow component (SC). Delta deoxy-[Hb+Mb] across all 10 sites for bout 2 displayed a shorter time delay (mean and SD for subjects: 13.5 +/- 1.3 vs. 9.3 +/- 1.4 s; P < 0.01) and slower primary component time constant (tau: 9.3 +/- 1.3 vs. 17.8 +/- 1.0 s; P < 0.01) compared with bout 1. Prior exercise significantly reduced both the intersite coefficient of variation (CV) of the tau of Delta deoxy-[Hb+Mb] (26.6 +/- 11.8 vs. 13.7 +/- 5.6%; P < 0.01) and the point-by-point heterogeneity [root mean square error (RMSE)] during the primary component in the second bout. However, neither the change in the CV for tau nor RMSE of Delta deoxy-[Hb+Mb] correlated with the reduction in the SC in pVO(2) kinetics during subsequent heavy exercise. In conclusion, prior exercise reduced the spatial heterogeneity of the primary component of muscle deoxygenation kinetics. This effect was not correlated with alterations in the pVO(2) response during subsequent heavy exercise.

Design and development of a broadband amplitude compensated long time delay circuit on thin‐film liquid crystal polymer

AbstractA 2‐bit long time delay circuit capable of 0 to 600 ps relative delays has been developed to operate from DC to 10 GHz. This circuit implements an amplitude compensation scheme through use of carefully designed attenuation coefficients on true time delay components that have been developed on a multilayer stack of thin‐film liquid crystal polymer. Minimal insertion losses are achieved by using prototype microelectromechanical system SP4T switches. Insertion losses are measured to be less than 4.3 dB across the band for all delays. Amplitude imbalance is measured to less than ±0.5 dB across the band. © 2009 Wiley Periodicals, Inc. Microwave Opt Technol Lett 51: 1060–1063, 2009; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/mop.24231

Asymptotic stability analysis of neural networks with successive time delay components

In this paper the asymptotic stability of a class of time-delay neural networks is investigated. The neural network model under consideration includes multiple components which is more general than those with the single delay. By constructing a new Lyapunov functional and by using advanced techniques for achieving delay dependence, we derive a new asymptotic stability criterion for neural networks with multiple successive delay components. A numerical example is provided to show the merits of the proposed criterion.

Cosmic Ray Intensity Variations in Relation with Solar Flare Index and Sunspot Numbers

From the monthly data of cosmic ray intensity (CRI), sunspot numbers (SSN) and solar flare index (SFI), an attempt has been made to study the relationship between CRI and solar activity (SA) parameters SSN and SFI. The correlation between SA parameters and CRI for different neutron monitoring stations having low, middle and high cut-off rigidity has been investigated. The anti-correlation between SA and CRI is found to exist with some time lag. Based on the method of minimizing correlation coefficient and time-delayed component method, the observed time-lag between SA parameters (SSN and SFI) and CRI has been found to be large for odd solar cycles in comparison to even solar cycles. The results of time-lag analysis between CRI and SSN and between CRI-SFI have also been compared. The findings of correlative study between CRI and SSN are in agreement with earlier results, while the CRI-SFI relationship provides new insights to understand the solar modulation of cosmic rays.

The application of independent component analysis to the multi-channel surface electromyographic signals for separation of motor unit action potential trains: part II—modelling interpretation

The purpose of this article was to investigate whether or not FastICA can separate identical motor unit action potential trains (MUAPTs) of the 8-channel surface electromyographic (sEMG) signals constructed by an sEMG model into the independent components. Firstly, we have examined how much the increase of motor units (MUs) in the simulated sEMG signals influenced the performance on the separation of MUAPTs by kurtosis. The decreased trend of mean kurtosis on both sEMG signals and their independent components were observed as MUs were increased. These data suggested that the separation performance decayed when MUs were increased. Secondary, the differences between the independent components and the principal components have been also applied to the simulated sEMG signals with or without time delay between the sEMG channels. FastICA could successfully separate identical MUAPTs with no time delay but principal component analysis (PCA) could not do so. Against it, both FastICA and PCA could not separate MUAPTs with some time delay. In conclusion, our results suggested that FastICA could separate identical MUAPTs with no time delay into the independent components by FastICA, which might offer a new technique for the separation of interfered MUAP waveforms based on statistical properties of sEMG signal distributions.

Analysis of the second heart sound using continuous wavelet transform

This paper is concerned with a synthesis study of Continuous Wavelet Transform (CWT) in analysing the second heart sound of the phonocardiogram (PCG). The second heart sound S2 consists of two major components (A2 and P2) with a time delay between them which is very important for a diagnosis. It is shown that CWT provides enough features of these components of time, frequency and time delay to aid diagnosis.

System modeling and robust control of an AMB spindle: part I modeling and validation for robust control

This paper discusses details of modeling and robust control of an AMB (active magnetic bearing) spindle, and part I presents a modeling and validation process of the AMB spindle. There are many components in AMB spindle : electromagnetic actuator, sensor, rotor, power amplifier and digital controller. If each component is carefully modeled and evaluated, the components have tight structured uncertainty bounds and achievable performance of the system increases. However, since some unknown dynamics may exist and the augmented plant could show some discrepancy with the real plant, the validation of the augmented plant is needed through measuring overall frequency responses of the actual plant. In addition, it is necessary to combine several components and identify them with a reduced order model. First, all components of the AMB spindle are carefully modeled and identified based on experimental data, which also render valuable information in quantifying structured uncertainties. Since sensors, power amplifiers and discretization dynamics can be considered as time delay components, such dynamics are combined and identified with a reduced order. Then, frequency responses of the open-loop plant are measured through closed-loop experiments to validate the augmented plant. The whole modeling process gives an accurate nominal model of a low order for the robust control design.

The sources of electrically evoked otoacoustic emissions

It has been hypothesized that electrically evoked otoacoustic emissions (EEOAEs) are generated at a site on the basilar membrane near the stimulating electrode. From this original site, the energy propagates towards the oval window, giving rise to the short time delay component (SDC) of EEOAEs. The energy also propagates towards its characteristic frequency (CF) location, and the emission reflected from the CF location forms a long time delay component (LDC). This hypothesis is directly tested in this study by using an acoustical swept tone to modulate the EEOAEs generated by alternating electric current delivered to the round window niche in gerbils. An acoustical tone with a high sound pressure level or a small frequency separation from the EEOAE frequency induced a strong suppression of the EEOAE LDC, but no obvious suppression of the SDC. When the electrical current frequency was fixed, the swept acoustic tone induced a slight suppression, an enhanced peak, and a strong suppression of EEOAEs as the acoustic frequency was swept from the low to high frequency. These data indicate that the electrical current induced cochlear partition vibration near the stimulating electrode. One part of this energy propagates directly to the ear canal, forming the SDC, and the other part propagates to its CF place and is reflected from there to the ear canal, forming the LDC.