ARMA model order and parameter estimation using genetic algorithms

A new method for simultaneously determining the order and the parameters of autoregressive moving average (ARMA) models is presented in this article. Given an ARMA (p, q) model in the absence of any information for the order, the correct order of the model (p, q) as well as the correct parameters will be simultaneously determined using genetic algorithms (GAs). These algorithms simply search the order and the parameter spaces to detect their correct values using the GA operators. The proposed method works on the principle of maximizing the GA fitness value relying on the deviation between the actual plant output, with or without an additive noise, and the estimated plant output. Simulation results show in detail the efficiency of the proposed approach. In addition to that, a practical model identification and parameter estimation is conducted in this article with results obtained as desired. The new method is compared with other well-known methods for ARMA model order and parameter estimation.     

A factorization method for q-Racah polynomials

We develop a factorization method for q-Racah polynomials. It is inspired by the approach to q-Hahn polynomials based on the q-Johnson scheme, but we do not use association scheme theory nor Gel'fand pairs but only manipulation of q-difference operators.     

The Shuffle Pasting

The graded set of n-dimensional (p, q)-shuffles is endowed with the structure of well-formed loop-free pasting scheme. In the process, well-formed subpasting schemes and their sources and targets are characterized, using a higher Bruhat type order.     

Association Schemes of Quadratic Forms and Symmetric Bilinear Forms

Let X _n and Y _n be the sets of quadratic forms and symmetric bilinear forms on an n-dimensional vector space V over , respectively. The orbits of GL _n( ) on X _n × X _n define an association scheme Qua(n, q). The orbits of GL _n( ) on Y _n × Y _n also define an association scheme Sym(n, q). Our main results are: Qua(n, q) and Sym(n, q) are formally dual. When q is odd, Qua(n, q) and Sym(n, q) are isomorphic; Qua(n, q) and Sym(n, q) are primitive and self-dual. Next we assume that q is even. Qua(n, q) is imprimitive; when (n, q) (2,2), all subschemes of Qua(n, q) are trivial, i.e., of class one, and the quotient scheme is isomorphic to Alt(n, q), the association scheme of alternating forms on V. The dual statements hold for Sym(n, q).     

Efficient Computation of Roots in Finite Fields

We present an algorithm to compute rth roots in $\mathbb{F}_{q^m}We present an algorithm to compute rth roots in with complexity ?[(log m + r log q) m log q] if (m,q) = 1 and either (q(q−1),r) = 1 or r|(q−1) and ((q−1)/r,r) = 1. This compares well to previously known algorithms, which need O(r m³ log³ q) steps. Paulo S. L. M. Barreto: Supported by Scopus Tecnologia S. A. José Felipe Voloch: Supported by NSA grant MDA904-03-1-0117.     

Simultaneous Polynomial Approximation in the Weighted Chebyshev Norm

Simultaneous approximation means that a given sufficiently smooth function g:[-1, 1] and its derivatives up to order q are approximated by a single polynomial p and its derivatives. This paper deals with new error estimates (in a weighted norm with explicit constants) and corresponding algorithms in the most interesting cases q = 1 and q = 2. The described method is based on the close relationship between algebraic and trigonometric polynomial approximation.     

Using genetic algorithms to optimize nearest neighbors for data mining

Case-based reasoning (CBR) is widely used in data mining for managerial applications because it often shows significant promise for improving the effectiveness of complex and unstructured decision making. There are, however, some limitations in designing appropriate case indexing and retrieval mechanisms including feature selection and feature weighting. Some of the prior studies pointed out that finding the optimal k parameter for the k-nearest neighbor (k-NN) is also one of the most important factors for designing an effective CBR system. Nonetheless, there have been few attempts to optimize the number of neighbors, especially using artificial intelligence (AI) techniques. This study proposes a genetic algorithm (GA) approach to optimize the number of neighbors to combine. In this study, we apply this novel model to two real-world cases involving stock market and online purchase prediction problems. Experimental results show that a GA-optimized k-NN approach may outperform traditional k-NN. In addition, these results also show that our proposed method is as good as or sometime better than other AI techniques in performance-comparison.     

Efficiency of numerical integration algorithms related to divisor theory in cyclotomic fields

For function classes with dominant mixed derivative and bounded mixed difference in the metric ofL ^q (1<q≤2), quadrature formulas are constructed so that the following properties are achieved simultaneously: the grid is simple, the algorithm is efficient and close to the optimal algorithm for constructing the grid, and the order of the error on the power scale cannot be further improved. The caseq=2 was studied earlier. Translated fromMatematicheskie Zametki, Vol. 61, No. 2, pp. 297–301, February, 1997. Translated by N. K. Kulman     

How many s-subspaces must miss a point set in PG(d, q)

The following result is well-known for finite projective spaces. The smallest cardinality of a set of points of PG(n, q) with the property that every s-subspace has a point in the set is (q ^n+1-s - 1)/(q - 1). We solve in finite projective spaces PG(n, q) the following problem. Given integers s and b with 0 ≤ s ≤ n - 1 and 1 ≤ b ≤ (q ^n+1-s - 1)/(q - 1), what is the smallest number of s-subspaces that must miss a set of b points. If d is the smallest integer such that b ≤ (q ^d+1 - 1)/(q - 1), then we shall see that the smallest number is obtained only when the b points generate a subspace of dimension d. We then also determine the smallest number of s-subspaces that must miss a set of b points of PG(n, q) which do not lie together in a subspace of dimension d. The results are obtained by geometrical and combinatorial arguments that rely on a strong algebraic result for projective planes by T. Szőnyi and Z. Weiner.     

On a set of lines of PG(3, q) corresponding to a maximal cap contained in the Klein quadric of PG (5, q)

The problem is considered of constructing a maximal set of lines, with no three in a pencil, in the finite projective geometry PG(3, q) of three dimensions over GF(q). (A pencil is the set of q+1 lines in a plane and passing through a point.) It is found that an orbit of lines of a Singer cycle of PG(3, q) gives a set of size q ³ + q ² + q + 1 which is definitely maximal in the case of q odd. A (q ³ + q ² + q + 1)-cap contained in the hyperbolic (or Klein) quadric of PG(5, q) also comes from the construction. (A k-cap is a set of k points with no three in a line.) This is generalized to give direct constructions of caps in quadrics in PG(5, q). For q odd and greater than 3 these appear to be the largest caps known in PG(5, q). In particular it is shown how to construct directly a large cap contained in the Klein quadric, given an ovoid skew to an elliptic quadric of PG(3, q). Sometimes the cap is also contained in an elliptic quadric of PG(5, q) and this leads to a set of q ³ + q ² + q + 1 lines of PG(3,q ²) contained in the non-singular Hermitian surface such that no three lines pass through a point. These constructions can often be applied to real and complex spaces.     

Projective spread sets

In this paper the notion of a spread set for at-spread ofPG(2t+1,q) is generalised and it is shown that certaint-spreads ofPG(n, q) correspond to these generalised spread sets. Then a projective spread set is defined and it is shown that anyt-spread ofPG(n, q) corresponds to a projective spread set. Connections between the spread set and the projective spread set of at-spread are discussed, in particular in the case of at-spread ofPG(2t + 1,q) the spread set and the projective spread set are equivalent, giving a new and straightforward construction of a spread set. The methods developed are used to show, with the aid of a computer, that the 1-packing ofPG(7,2) constructed by Baker is regulus-free.Dedicated to Professor Giuseppe Tallini on the occasion of his 60th birthday     

Character table of a controlling association scheme defined by the general orthogonal groupO(3,q).

LetN _m (q) be the set of nonisotropic lines in the vector space of dimensionm over a finite field of orderq. In a paper by Bannai, Hao, Song and Wei, it was shown that the association scheme character tableP(Sp(2n, q),N _2n (q)), withn 3 andq odd, is controlled byP(Sp(4,q),N ₄(q)) which is in turn controlled byP(O(3,q),O(3,q)/O ⁺ (2,q)). Our purpose in this paper is to compute the entries in the character tableP(O(3,q), O(3,q)/O ⁺ (2,q)) explicitly, which is left open in that paper.     

Legendre wavelet – quasilinearization technique for solving q-difference equations

Recently, various fixed point theorems have been used to prove the existence and uniqueness of the solutions for q-difference equations. In this paper, we obtain the existence and uniqueness theorems for a q-initial and a q-boundary value problem using the classical Newton’s method. Making use of the main theorems, a Legendre wavelet technique has been proposed to solve the q-difference equations numerically. The numerical simulation shows that the proposed scheme produces higher accuracy and is very straightforward to apply.     

Directional maximal operators with smooth densities

We study directional maximal operators on ?ⁿ with smooth densities. We prove that if the classical directional maximal operator in a given set of directions is weak type (1, 1), then the corresponding smooth‐density maximal operator in that set of directions will be bounded on L^q for q suitably large, depending on the order of the stationary points of the density function. In contrast to the classical case, if q is too small, the smooth density operator need not be bounded on L^q. Improving upon previously known results, we also establish that if the density function has only finitely many extreme points, each of finite order, then any maximal operator in a finite sum of diadic directions is bounded on all L^q for q > 1 (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

An efficient analytical approach for fractional Lakshmanan-Porsezian-Daniel model

In this paper, the q -homotopy analysis transform method (q -HATM) is applied to find the solution for the fractional Lakshmanan-Porsezian-Daniel (LPD) model. The LPD model is the generalization of the non-linear Schrödinger (NLS) equation. The proposed method is graceful fusions of Laplace transform technique with q -homotopy analysis scheme, and the derivative is considered in Caputo sense. In order to validate and illustrate the efficiency of the proposed method, we analysed the projected model in terms of fractional order. Moreover, the physical behaviour of the obtained solution has been captured for the three different cases in terms of 3D and contour plots for diverse values of the fractional order. The obtained results confirm that the future method is easy to implement, highly methodical, and very effective to analyse the behaviour of complex non-linear fractional differential equations exist in the connected areas of science and engineering.     

Advanced particle swarm assisted genetic algorithm for constrained optimization problems

A novel hybrid evolutionary algorithm is developed based on the particle swarm optimization (PSO) and genetic algorithms (GAs). The PSO phase involves the enhancement of worst solutions by using the global-local best inertia weight and acceleration coefficients to increase the efficiency. In the genetic algorithm phase, a new rank-based multi-parent crossover is used by modifying the crossover and mutation operators which favors both the local and global exploration simultaneously. In addition, the Euclidean distance-based niching is implemented in the replacement phase of the GA to maintain the population diversity. To avoid the local optimum solutions, the stagnation check is performed and the solution is randomized when needed. The constraints are handled using an effective feasible population based approach. The parameters are self-adaptive requiring no tuning based on the type of problems. Numerical simulations are performed first to evaluate the current algorithm for a set of 24 benchmark constrained nonlinear optimization problems. The results demonstrate reasonable correlation and high quality optimum solutions with significantly less function evaluations against other state-of-the-art heuristic-based optimization algorithms. The algorithm is also applied to various nonlinear engineering optimization problems and shown to be excellent in searching for the global optimal solutions.     

On rational approximations with denominators from thin sets, ii

In the general case a real irrational number cannot be approximated by infinitely many rationalsp/q involving error terms less than q^-2 when the denominatorsq are taken from a given thin set of positive integers. The distribution of irrationals which are situated in close neighborhoods of infinitely many fractionsp/q, whereq is restricted to the elements of a thin set, depends on the asymptotic behaviour of theq’s and on their arithmetic properties.     

The embracing Voronoi diagram and closest embracing number

A point q is embraced by a set of points S if q is interior to the convex hull of S [8]. In some illumination applications where points of S are lights and q is a point to be illuminated, the embracing concept is related to a good illumination [4, 6], also known as the ∆-guarding [12] and the well-covering [10]. In this paper, we are not only interested in convex dependency (which is actually the embracing notion) but also in proximity. Suppose that the sites of S are lights or antennas with limited range; due to their limited power, they cover a disk of a given radius r centered at the sites of S. Only the points lying in such disks are illuminated. If we want to embrace the point q with the minimum range r, we need to know which is the closest light s _q to q such that q lies in the convex hull formed by s _q and the lights of S closer to q than s _q . This subset of S related to point q is called the closest embracing set for q in relation to S and its cardinality is the closest embracing number of q. By assigning every point q in the convex hull of S to its closest embracing site s _q , we obtain a partition of the convex hull that we call the embracing Voronoi diagram of S. This paper proves some properties of the embracing Voronoi diagrams and describes algorithms to compute such diagrams, as well as the levels in which the convex hull is decomposed regarding the closest embracing number.     

On IOM(q): The Incomplete Orthogonalization Method for Large Unsymmetric Linear Systems

The incomplete orthogonalization method (IOM(q)), a truncated version of the full orthogonalization method (FOM) proposed by Saad, has been used for solving large unsymmetric linear systems. However, no convergence analysis has been given. In this paper, IOM(q) is analysed in detail from a theoretical point of view. A number of important results are derived showing how the departure of the matrix A from symmetric affects the basis vectors generated by IOM(q), and some relationships between the residuals for IOM(q) and FOM are established. The results show that IOM(q) behaves much like FOM once the basis vectors generated by it are well conditioned. However, it is proved that IOM(q) may generate an ill-conditioned basis for a general unsymmetric matrix such that IOM(q) may fail to converge or at least cannot behave like FOM. Owing to the mathematical equivalence between IOM(q) and the truncated ORTHORES(q) developed by Young and Jea, insights are given into the convergence of the latter. A possible strategy is proposed for choosing the parameter q involved in IOM(q). Numerical experiments are reported to show convergence behaviour of IOM(q) and of its restarted version.