393 research outputs found
Optimización del diseño estructural de pavimentos asfålticos para calles y carreteras
grĂĄficos, tablasThe construction of asphalt pavements in streets and highways is an activity that requires optimizing the consumption of significant economic and natural resources. Pavement design optimization meets contradictory objectives according to the availability of resources and usersâ needs. This dissertation explores the application of metaheuristics to optimize the design of asphalt pavements using an incremental design based on the prediction of damage and vehicle operating costs (VOC). The costs are proportional to energy and resource consumption and polluting emissions. The evolution of asphalt pavement design and metaheuristic optimization techniques on this topic were reviewed. Four computer programs were developed: (1) UNLEA, a program for the structural analysis of multilayer systems. (2) PSO-UNLEA, a program that uses particle swarm optimization metaheuristic (PSO) for the backcalculation of pavement moduli. (3) UNPAVE, an incremental pavement design program based on the equations of the North American MEPDG and includes the computation of vehicle operating costs based on IRI. (4) PSO-PAVE, a PSO program to search for thicknesses that optimize the design considering construction and vehicle operating costs. The case studies show that the backcalculation and structural design of pavements can be optimized by PSO considering restrictions in the thickness and the selection of materials. Future developments should reduce the computational cost and calibrate the pavement performance and VOC models. (Texto tomado de la fuente)La construcciĂłn de pavimentos asfĂĄlticos en calles y carreteras es una actividad que requiere la optimizaciĂłn del consumo de cuantiosos recursos econĂłmicos y naturales. La optimizaciĂłn del diseño de pavimentos atiende objetivos contradictorios de acuerdo con la disponibilidad de recursos y las necesidades de los usuarios. Este trabajo explora el empleo de metaheurĂsticas para optimizar el diseño de pavimentos asfĂĄlticos empleando el diseño incremental basado en la predicciĂłn del deterioro y los costos de operaciĂłn vehicular (COV). Los costos son proporcionales al consumo energĂ©tico y de recursos y las emisiones contaminantes. Se revisĂł la evoluciĂłn del diseño de pavimentos asfĂĄlticos y el desarrollo de tĂ©cnicas metaheurĂsticas de optimizaciĂłn en este tema. Se desarrollaron cuatro programas de computador: (1) UNLEA, programa para el anĂĄlisis estructural de sistemas multicapa. (2) PSO-UNLEA, programa que emplea la metaheurĂstica de optimizaciĂłn con enjambre de partĂculas (PSO) para el cĂĄlculo inverso de mĂłdulos de pavimentos. (3) UNPAVE, programa de diseño incremental de pavimentos basado en las ecuaciones de la MEPDG norteamericana, y el cĂĄlculo de costos de construcciĂłn y operaciĂłn vehicular basados en el IRI. (4) PSO-PAVE, programa que emplea la PSO en la bĂșsqueda de espesores que permitan optimizar el diseño considerando los costos de construcciĂłn y de operaciĂłn vehicular. Los estudios de caso muestran que el cĂĄlculo inverso y el diseño estructural de pavimentos pueden optimizarse mediante PSO considerando restricciones en los espesores y la selecciĂłn de materiales. Los desarrollos futuros deben enfocarse en reducir el costo computacional y calibrar los modelos de deterioro y COV.DoctoradoDoctor en IngenierĂa - IngenierĂa AutomĂĄticaDiseño incremental de pavimentosElĂ©ctrica, ElectrĂłnica, AutomatizaciĂłn Y Telecomunicacione
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Nature inspired computational intelligence for financial contagion modelling
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the âtransmissionâ of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Tradersâ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial marketâs parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market
Performance Improvement of Low-Cost Iterative Learning-Based Fuzzy Control Systems for Tower Crane Systems
This paper is dedicated to the memory of Prof. Ioan Dzitac, one of the fathers of this journal and its founding Editor-in-Chief till 2021. The paper addresses the performance improvement of three Single Input-Single Output (SISO) fuzzy control systems that control separately the positions of interest of tower crane systems, namely the cart position, the arm angular position and the payload position. Three separate low-cost SISO fuzzy controllers are employed in terms of first order discrete-time intelligent Proportional-Integral (PI) controllers with Takagi-Sugeno-Kang Proportional-Derivative (PD) fuzzy terms. Iterative Learning Control (ILC) system structures with PD learning functions are involved in the current iteration SISO ILC structures. Optimization problems are defined in order to tune the parameters of the learning functions. The objective functions are defined as the sums of squared control errors, and they are solved in the iteration domain using the recent metaheuristic Slime Mould Algorithm (SMA). The experimental results prove the performance improvement of the SISO control systems after ten iterations of SMA
A Grey Wolf Optimizer for Modular Granular Neural Networks for Human Recognition
A grey wolf optimizer for modular neural network (MNN) with a granular approach is proposed. The proposed method performs optimal granulation of data and design of modular neural networks architectures to perform human recognition, and to prove its effectiveness benchmark databases of ear, iris, and face biometric measures are used to perform tests and comparisons against other works. The design of a modular granular neural network (MGNN) consists in finding optimal parameters of its architecture; these parameters are the number of subgranules, percentage of data for the training phase, learning algorithm, goal error, number of hidden layers, and their number of neurons. Nowadays, there is a great variety of approaches and new techniques within the evolutionary computing area, and these approaches and techniques have emerged to help find optimal solutions to problems or models and bioinspired algorithms are part of this area. In this work a grey wolf optimizer is proposed for the design of modular granular neural networks, and the results are compared against a genetic algorithm and a firefly algorithm in order to know which of these techniques provides better results when applied to human recognition
A Neurogenetic Algorithm Based on Rational Agents
Lately, a lot of research has been conducted on the automatic design of artificial neural networks (ADANNs) using evolutionary algorithms, in the so-called neuro-evolutive algorithms (NEAs). Many of the presented proposals are not biologically inspired and are not able to generate modular, hierarchical and recurrent neural structures, such as those often found in living beings capable of solving intricate survival problems. Bearing in mind the idea that a nervous system's design and organization is a constructive process carried out by genetic information encoded in DNA, this paper proposes a biologically inspired NEA that evolves ANNs using these ideas as computational design techniques. In order to do this, we propose a Lindenmayer System with memory that implements the principles of organization, modularity, repetition (multiple use of the same sub-structure), hierarchy (recursive composition of sub-structures), minimizing the scalability problem of other methods. In our method, the basic neural codification is integrated to a genetic algorithm (GA) that implements the constructive approach found in the evolutionary process, making it closest to biological processes. Thus, the proposed method is a decision-making (DM) process, the fitness function of the NEA rewards economical artificial neural networks (ANNs) that are easily implemented. In other words, the penalty approach implemented through the fitness function automatically rewards the economical ANNs with stronger generalization and extrapolation capacities. Our method was initially tested on a simple, but non-trivial, XOR problem. We also submit our method to two other problems of increasing complexity: time series prediction that represents consumer price index and prediction of the effect of a new drug on breast cancer. In most cases, our NEA outperformed the other methods, delivering the most accurate classification. These superior results are attributed to the improved effectiveness and efficiency of NEA in the decision-making process. The result is an optimized neural network architecture for solving classification problems
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