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Taipei, Taiwan

Fluctuations in the stock market follow the principle of volatility clustering in which changes are cataloged by similarity; as such, large changes tend to follow large changes, and small changes tend to follow small changes. This clustering is one of the major reasons why many generalized autoregression conditional heteroscedasticity (GARCH) models do not forecast the stock market well. In this paper, an adaptive Fuzzy-GARCH model with particle swarm optimization (PSO) is proposed to solve this problem. The adaptive Fuzzy-GARCH model refers to both GARCH models and the parameters of membership functions, which are determined by the characteristics of market itself. Here, we present an iterative algorithm based on PSO to estimate the parameters of the membership functions. The PSO method aims to achieve a global optimal solution with a rapid convergence rate. The three stock markets of Taiwan, Japan, and Germany were analyzed to illustrate the performance of the proposed method. © 2011 Elsevier Inc. All rights reserved. Source

By integrating neural networks (NNs) with turn-on transient energy analysis, this work attempts to recognize demand load, including the buyers' load on the power systems and the internal load on the cogeneration systems, thereby increasing the recognition accuracy in a non-intrusive energy management (NIEM) system. Analysis results reveal that an NIEM system and a new method that is based on genetic algorithms (GA) can effectively manage energy demand in an optimal economic dispatch for cogeneration systems with multiple cogenerators, which generate power for buyers. Furthermore, the global optimum of economic dispatch under typical environmental and operating constraints of cogeneration systems is found using the proposed approach, which is based on genetic algorithms. Moreover, the use of the proposed GA-based method for economic dispatch can substantially reduce computational time, fuel cost, power cost and air pollution. © 2010 Elsevier Ltd. Source

Hung J.-C.,University of Taipei
Applied Soft Computing Journal

This study considers the problem of estimating the direction-of-arrival (DOA) for code-division multiple access (CDMA) signals. In this type of problem, the associated cost function of the DOA estimation is generally a computationally-expensive and highly-nonlinear optimization problem. A fast convergence of the global optimization algorithm is therefore required to attain results within a short amount of time. In this paper, we propose a new application of the modify particle swarm optimization (MPSO) structure to achieve a global optimal solution with a fast convergence rate for this type of DOA estimation problem. The MPSO uses a first-order Taylor series expansion of the objective function to address the issue of enhanced PSO search capacity for finding the global optimum leads to increased performance. The first-order Taylor series approximates the spatial scanning vector in terms of estimating deviation results in and reducing to a simple one-dimensional optimization problem and the estimating deviation has the tendency to fly toward a better search area. Thus, the estimating deviation can be used to update the velocity of the PSO. Finally, several numerical examples are presented to illustrate the design procedure and to confirm the performance of the proposed method. © 2012 Elsevier B.V. Source

This study investigates relationships among food safety knowledge, attitudes and hazard analysis critical control point (HACCP) practices in restaurant employees in Taiwan. The authors administered a baseline questionnaire to 542 restaurant employees to assess their food safety knowledge, attitude and HACCP practices. A total of 421 valid questionnaires were returned and used in analysis. Mean scores for each survey item were calculated and used in a structural equation model (SEM) designed to assess interrelationships between the three. Participants scored an average 84.7% correct in food safety knowledge, with highest and lowest correct scores in, respectively, the food poisoning and good hygienic practices (GHP) constructs. The highest score in the attitude section was " concern for food safety" followed by " self-improvement." With the exception of the food poisoning construct, this study found correlations among knowledge, attitude, and HACCP practices, with attitude mediating the relationship between knowledge and HACCP practices. The implications of these findings are discussed. © 2012 Elsevier Ltd. Source

This paper proposes a novel graphical method to compute all feasible gain and phase margin specifications-oriented robust PID controllers to stabilize uncertain control systems with time-varying delay. A virtual gain-phase margin tester compensator is incorporated to guarantee the concerned system with certain robust safety margins. The complex Kharitonov theorem is used to characterize the parametric uncertainties of the considered system and is exploited as a stability criterion for the Hurwitz property of a family of polynomials with complex coefficients varying within given intervals. The coefficients of the characteristic equation are overbounded and eight vertex Kharitonov polynomials are derived to perform stability analysis. The stability equation method and the parameter plane method are exploited to portray constant gain margin and phase margin boundaries. The feasible controllers stabilizing every one of the eight vertex polynomials are identified in the parameter plane by taking the overlapped region of the plotted boundaries. The overlapped region of the useful region of each vertex polynomial is the Kharitonov region, which represents all the feasible specifications-oriented robust PID controller gain sets. Variations of the Kharitonov region with respect to variations of the derivative gain are extensively studied. The way to select representative points from the Kharitonov region for designing robust controllers is suggested. Finally, three illustrative examples with computer simulations are provided to demonstrate the effectiveness and confirm the validity of the proposed methodology. Based on the pre-specified gain and phase margin specifications, a non-conservative Kharitonov region can be graphically identified directly in the parameter plane for designing robust PID controllers. © 2011 Elsevier Ltd. All rights reserved. Source

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