Re-adhesion control strategy based on the optimal slip velocity seeking method

In the railway industry, re-adhesion control plays an important role in attenuating the slip occurrence due to the low adhesion condition in the wheel-rail inter- action. Braking and traction forces depend on the normal force and adhesion coefficient at the wheel-rail contact area. Due to the restrictions on controlling normal force, the only way to increase the tractive or braking effect is to maximize the adhesion coefficient. Through efficient uti- lization of adhesion, it is also possible to avoid wheel-rail wear and minimize the energy consumption. The adhesion between wheel and rail is a highly nonlinear function of many parameters like environmental conditions, railway vehicle speed and slip velocity. To estimate these unknown parameters accurately is a very hard and competitive challenge. The robust adaptive control strategy presented in this paper is not only able to suppress the wheel slip in time, but also maximize the adhesion utilization perfor- mance after re-adhesion process even if the wheel-rail contact mechanism exhibits significant adhesion uncer- tainties and/or nonlinearities. Using an optimal slip velocity seeking algorithm, the proposed strategy provides a satisfactory slip velocity tracking ability, which was demonstrated able to realize the desired slip velocity without experiencing any instability problem. The control torque of the traction motor was regulated continuously to drive the railway vehicle in the neighborhood of the opti- mal adhesion point and guarantee the best traction capacity after re-adhesion process by making the railway vehicle operate away from the unstable region. The results obtained from the adaptive approach based on the second- order sliding mode observer have been confirmed through theoretical analysis and numerical simulation conducted in MATLAB and Simulink with a full traction model under various wheel-rail conditions.

Stock Price Prediction Using Predictive Error Compensation Wavelet Neural Networks

:Machine Learning(ML)algorithms have been widely used for financial time series prediction and trading through bots.In this work,we propose a Predictive Error Compensated Wavelet Neural Network(PEC-WNN)ML model that improves the prediction of next day closing prices.In the proposed model we use multiple neural networks where the first one uses the closing stock prices from multiple-scale time-domain inputs.An additional network is used for error estimation to compensate and reduce the prediction error of the main network instead of using recurrence.The performance of the proposed model is evaluated using six different stock data samples in the New York stock exchange.The results have demonstrated significant improvement in forecasting accuracy in all cases when the second network is used in accordance with the first one by adding the outputs.The RMSE error is 33%improved when the proposed PEC-WNN model is used compared to the Long ShortTerm Memory(LSTM)model.Furthermore,through the analysis of training mechanisms,we found that using the updated training the performance of the proposed model is improved.The contribution of this study is the applicability of simultaneously different time frames as inputs.Cascading the predictive error compensation not only reduces the error rate but also helps in avoiding overfitting problems.