• Title/Summary/Keyword: Recursive Formula

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Spherically symmetric transient responses of functionally graded magneto-electro-elastic hollow sphere

  • Wang, H.M.;Ding, H.J.
    • Structural Engineering and Mechanics
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    • v.23 no.5
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    • pp.525-542
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    • 2006
  • On the basis of equilibrium equations for static electric and magnetic fields, two unknown functions related to electric and magnetic fields were firstly introduced to rewrite the governing equations, boundary conditions and initial conditions for mechanical field. Then by introducing a dependent variable and a special function satisfying the inhomogeneous mechanical boundary conditions, the governing equation for a new variable with homogeneous mechanical boundary conditions is obtained. By using the separation of variables technique as well as the electric and magnetic boundary conditions, the dynamic problem of a functionally graded magneto-electro-elastic hollow sphere under spherically symmetric deformation is transformed to two Volterra integral equations of the second kind about two unknown functions of time. Cubic Hermite polynomials are adopted to approximate the two undetermined functions at each time subinterval and the recursive formula for solving the integral equations is derived. Transient responses of displacements, stresses, electric and magnetic potentials are completely determined at the end. Numerical results are presented and discussed.

A generalized regime-switching integer-valued GARCH(1, 1) model and its volatility forecasting

  • Lee, Jiyoung;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.29-42
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    • 2018
  • We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

Combining Adaptive Filtering and IF Flows to Detect DDoS Attacks within a Router

  • Yan, Ruo-Yu;Zheng, Qing-Hua;Li, Hai-Fei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.3
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    • pp.428-451
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    • 2010
  • Traffic matrix-based anomaly detection and DDoS attacks detection in networks are research focus in the network security and traffic measurement community. In this paper, firstly, a new type of unidirectional flow called IF flow is proposed. Merits and features of IF flows are analyzed in detail and then two efficient methods are introduced in our DDoS attacks detection and evaluation scheme. The first method uses residual variance ratio to detect DDoS attacks after Recursive Least Square (RLS) filter is applied to predict IF flows. The second method uses generalized likelihood ratio (GLR) statistical test to detect DDoS attacks after a Kalman filter is applied to estimate IF flows. Based on the two complementary methods, an evaluation formula is proposed to assess the seriousness of current DDoS attacks on router ports. Furthermore, the sensitivity of three types of traffic (IF flow, input link and output link) to DDoS attacks is analyzed and compared. Experiments show that IF flow has more power to expose anomaly than the other two types of traffic. Finally, two proposed methods are compared in terms of detection rate, processing speed, etc., and also compared in detail with Principal Component Analysis (PCA) and Cumulative Sum (CUSUM) methods. The results demonstrate that adaptive filter methods have higher detection rate, lower false alarm rate and smaller detection lag time.

Solution Methods for OD Trip Estimation in Stochastic Assignment (확률적 통행배정하에서 기종점 통행량추정 모형의 개발)

  • Im, Yong-Taek
    • Journal of Korean Society of Transportation
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    • v.24 no.4 s.90
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    • pp.149-159
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    • 2006
  • Traditional trip tables are estimated through large-scale surveys such as household survey, roadside interviews, and license Plate matching. These methods are, however, expensive and time consuming. This paper presents two origin-destination (OD) trip matrix estimation methods from link traffic counts in stochastic assignment, which contains perceived errors of drivers for alternatives. The methods are formulated based on the relation between link flows and OD demands in logit formula. The first method can be expressed to minimize the difference between observed link flows and estimated flows, derived from traffic assignment and be solved by gradient method. The second method can be formulated based on dynamic process, which nay describe the daily movement patterns of drivers and be solved by a recursive equation. A numerical example is used for assessing the methods, and shows the performances and properties of the models.

Spectral Analyses of Ultrashort Pulses Using Recursive Partial-Response Signaling System Model (순환적 PRS 시스템 모델을 이용한 극초단펄스의 스펙트럼 분석)

  • Oh, Yong S.
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.1 no.1
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    • pp.85-93
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    • 1997
  • In this paper, a novel method for obtaining spectra of short pulses is proposed. This method will be well-applied to perform spectral analyses of ultrashort laser pulses which are known to be difficult to evaluate their exact forms in frequency domain because of their narrow-width characteristics in time domain. It must be noted that the method can be represented by a recursive formula derived from the PRS(partial-response signaling) model, and thus more easily available for numerical solutions than the conventional methods such as consecutive differentiations and convolutions. The pulses whose fundamental frames can be exactly determined or approximately represented by truncated Fourier series have well-behaving conditions for applications of this new method. Moreover, the transversal 9-type PRS model can offer various approximations for spectral analyses of ultrashort pulses currently used in transmission systems.

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Finding a Minimum Fare Route in the Distance-Based System (거리비례제 요금부과에 따른 최소요금경로탐색)

  • Lee, Mee-Young;Baik, Nam-Cheol;Nam, Doo-Hee;Shin, Seon-Gil
    • Journal of Korean Society of Transportation
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    • v.22 no.6
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    • pp.101-108
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    • 2004
  • The new transit fare in the Seoul Metropolitan is basically determined based on the distance-based fare system (DBFS). The total fare in DBFS consists of three parts- (1) basic fare, (2) transfer fare, and (3) extra fare. The fixed amount of basic fare for each mode is charged when a passenger gets on a mode, and it proceeds until traveling within basic travel distance. The transfer fare may be added when a passenger switches from the present mode to another. The extra fare is imposed if the total travel distance exceeds the basic travel distance, and after that, the longer distance the more extra fare based on the extra-fare-charging rule. This study proposes an algorithm for finding minimum fare route in DBFS. This study first exploits the link-label-based searching method to enable shortest path algorithms to implement without network expansion at junction nodes in inter-modal transit networks. Moreover, the link-expansion technique is adopted in order for each mode's travel to be treated like duplicated links, which have the same start and end nodes, but different link features. In this study, therefore, some notations associated with modes can be saved, thus the existing link-based shortest path algorithm is applicable without any loss of generality. For fare calculation as next steps, a mathematical formula is proposed to embrace fare-charging process using search process of two adjacent links illustrated from the origin. A shortest path algorithm for finding a minimum fare route is derived by converting the formula as a recursive form. The implementation process of the algorithm is evaluated through a simple network test.

Development of finite element analysis program and simplified formulas of bellows and shape optimization (벨로우즈에 대한 유한요소해석 프로그램 및 간편식의 개발과 형상최적설계)

  • Koh, Byung-Kab;Park, Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.21 no.8
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    • pp.1195-1208
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    • 1997
  • Bellows is a component in piping systems which absorbs mechanical deformation with flexibility. Its geometry is an axial symmetric shell which consists of two toroidal shells and one annular plate or conical shell. In order to analyze bellows, this study presents the finite element analysis using a conical frustum shell element. A finite element analysis is developed to analyze various bellows. The validity of the developed program is verified by the experimental results for axial and lateral stiffness. The formula for calculating the natural frequency of bellows is made by the simple beam theory. The formula for fatigue life is also derived by experiments. The shape optimal design problem is formulated using multiple objective optimization. The multiple objective functions are transformed to a scalar function by weighting factors. The stiffness, strength and specified stiffness are considered as the multiple objective function. The formulation has inequality constraints imposed on the fatigue limit, the natural frequencies, and the manufacturing conditions. Geometric parameters of bellows are the design variables. The recursive quadratic programming algorithm is selected to solve the problem. The results are compared to existing bellows, and the characteristics of bellows is investigated through optimal design process. The optimized shape of bellows is expected to give quite a good guideline to practical design.

Moving Object Detection Using Sparse Approximation and Sparse Coding Migration

  • Li, Shufang;Hu, Zhengping;Zhao, Mengyao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.5
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    • pp.2141-2155
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    • 2020
  • In order to meet the requirements of background change, illumination variation, moving shadow interference and high accuracy in object detection of moving camera, and strive for real-time and high efficiency, this paper presents an object detection algorithm based on sparse approximation recursion and sparse coding migration in subspace. First, low-rank sparse decomposition is used to reduce the dimension of the data. Combining with dictionary sparse representation, the computational model is established by the recursive formula of sparse approximation with the video sequences taken as subspace sets. And the moving object is calculated by the background difference method, which effectively reduces the computational complexity and running time. According to the idea of sparse coding migration, the above operations are carried out in the down-sampling space to further reduce the requirements of computational complexity and memory storage, and this will be adapt to multi-scale target objects and overcome the impact of large anomaly areas. Finally, experiments are carried out on VDAO datasets containing 59 sets of videos. The experimental results show that the algorithm can detect moving object effectively in the moving camera with uniform speed, not only in terms of low computational complexity but also in terms of low storage requirements, so that our proposed algorithm is suitable for detection systems with high real-time requirements.

An Easy Way to Derive the Fourier Transforms of the Truncated Raised-Cosine Function and the n-th Order Powers of it Using Partial-Response System Concept : A Recursive Formula (상승 Cosine 함수와 그 n-제곱 함수의 Fourier 변환을 구하기 위한 용이한 방법: 부분 응답 시스 템 개념을 이용한 순환 공식)

  • 오용선;강창언
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.17 no.1
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    • pp.29-37
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    • 1992
  • In this paper, a new and easy analytical method to get the Fourier transforms of a popular type of truncated raised cosine function and its powers (n=1, 2, :1‥‥ : positive integers) Is proposed. This new. method is based on the concept of the ( 1+D)_type partial response system, and the procedure is more compact than the conventional method using differentiations. Especially, the results are obtained as a sum of three functions which are easily manageable for each power And they are recursively related to their powers. Therefore, they can be excellently applied to the computer-aided numerical solutions.

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Design of e-Learning System for Spectral Analysis of High-Order Pulse (고차원펄스 스펙트럼 분석을 위한 이러닝 시스템의 설계)

  • Oh, Yong-Sun
    • The Journal of the Korea Contents Association
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    • v.11 no.8
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    • pp.475-487
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    • 2011
  • In this paper, we present a systematic method to derive spectrum of high-order pulse and a novel design of e-Learning system that deals with deriving the spectrum using concept-based branching method. Spectrum of high-order pulse can be derived using conventional methods including 'Consecutive Differentiations' or 'Convolutions', however, their complexity of calculation should be too high to be used as the order of the pulse increase. We develop a recursive algorithm according to the order of pulse, and then derive the formula of spectrum connected to the order with a newly designed look-up table. Moving along, we design an e-Learning content for studying the procedure of deriving high-order pulse spectrum described above. In this authoring, we use the concept-based object branching method including conventional page or title-type branching in sequential playing. We design all four Content-pages divided into 'Modeling', 'Impulse Response and Transfer Function', 'Parameters' and 'Look-up Table' by these conceptual objects. And modules and sub-modules are constructed hierarchically as conceptual elements from the Content-pages. Students can easily approach to the core concepts of the analysis because of the effects of our new teaching method. We offer step-by-step processes of the e-Learning content through unit-based branching scheme for difficult modules and sub-modules in our system. In addition we can offer repetitive learning processes for necessary block of given learning objects. Moreover, this method of constructing content will be considered as an advanced effectiveness of content itself.