Search results for: parallel series combinations

Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari

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Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.

Keywords: COVID-19, modeling, time series, copula function

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Authors: Mounir Belattar

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In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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Authors: Asif Zaman, Moinul Islam Zaber, Amin Ahsan Ali

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In recent years of industrialization, the South Asian countries are being affected by air pollution due to a severe increase in fine particulate matter 2.5 (PM₂.₅). Among them, Bangladesh is one of the most polluting countries. In this paper, statistical analyses were conducted on the time series of PM₂.₅ from various districts in Bangladesh, mostly around Dhaka city. Research has been conducted on the dynamic interactions and relationships between PM₂.₅ concentrations in different zones. The study is conducted toward understanding the characteristics of PM₂.₅, such as spatial-temporal characterization, correlation of other contributors behind air pollution such as human activities, driving factors and environmental casualties. Clustering on the data gave an insight on the districts groups based on their AQI frequency as representative districts. Seasonality analysis on hourly and monthly frequency found higher concentration of fine particles in nighttime and winter season, respectively. Cross correlation analysis discovered a phenomenon of correlations among cities based on time-lagged series of air particle readings and visualization framework is developed for observing interaction in PM₂.₅ concentrations between cities. Significant time-lagged correlations were discovered between the PM₂.₅ time series in different city groups throughout the country by cross correlation analysis. Additionally, seasonal heatmaps depict that the pooled series correlations are less significant in warmer months, and among cities of greater geographic distance as well as time lag magnitude and direction of the best shifted correlated particulate matter time series among districts change seasonally. The geographic map visualization demonstrates spatial behaviour of air pollution among districts around Dhaka city and the significant effect of wind direction as the vital actor on correlated shifted time series. The visualization framework has multipurpose usage from gathering insight of general and seasonal air quality of Bangladesh to determining the pathway of regional transportation of air pollution.

Keywords: air quality, particles, cross correlation, seasonality

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Authors: Pierre F. Gerard, Frederic F. Leymarie, William Latham

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Architects have developed a series of objective evaluations, using spatial analysis tools such as Isovist, that show how certain spatial qualities are beneficial to specific human activities hosted in the built environments. In return, they can build more adapted environments by tuning those spatial qualities in their design. In parallel, virtual reality technologies have been developed by engineers with the dream of creating a system that immerses users in a new form of spatial experiences. They already have demonstrated a useful range of benefits not only in simulating critical events to assist people in acquiring new skills, but also to enhance memory retention, to name just a few. This paper investigates the effects of two spatial qualities, openness, and complexity, on cognitive performance within immersive virtual environments. Isovist measure is used to design a series of room settings with different levels of each spatial qualities. In an empirical study, each room was then used by every participant to solve a navigational puzzle game and give a rating of their spatial experience. They were then asked to fill in a questionnaire before solving the visual-spatial memory quiz, which addressed how well they remembered the different rooms. Findings suggest that those spatial qualities have an effect on some of the measures, including navigation performance and memory retention. In particular, there is an order effect for the navigation puzzle game. Participants tended to spend a longer time in the complex room settings. Moreover, there is an interaction effect while with more open settings, participants tended to perform better when in a simple setting; however, with more closed settings, participants tended to perform better in a more complex setting. For the visual-spatial memory quiz, participants performed significantly better within the more open rooms. We believe this is a first step in using virtual environments to enhance participant cognitive performances through better use of specific spatial qualities.

Keywords: architecture, navigation, spatial cognition, virtual reality

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Authors: Fatéma Zahra Benchara, Mohamed Youssfi, Omar Bouattane, Hassan Ouajji, Mohamed Ouadi Bensalah

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The aim of this paper is to present a distributed implementation of the Type-2 Fuzzy algorithm in a parallel and distributed computing environment based on mobile agents. The proposed algorithm is assigned to be implemented on a SPMD (Single Program Multiple Data) architecture which is based on cooperative mobile agents as AVPE (Agent Virtual Processing Element) model in order to improve the processing resources needed for performing the big data image segmentation. In this work we focused on the application of this algorithm in order to process the big data MRI (Magnetic Resonance Images) image of size (n x m). It is encapsulated on the Mobile agent team leader in order to be split into (m x n) pixels one per AVPE. Each AVPE perform and exchange the segmentation results and maintain asynchronous communication with their team leader until the convergence of this algorithm. Some interesting experimental results are obtained in terms of accuracy and efficiency analysis of the proposed implementation, thanks to the mobile agents several interesting skills introduced in this distributed computational model.

Keywords: distributed type-2 fuzzy algorithm, image processing, mobile agents, parallel and distributed computing

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Authors: Raymond Puijk, Rachid Rassir, Inger N. Sierevelt, Anneke Spekenbrink-Sporen, Bart G. C. W. Pijls, Rob G. H. H. Nelissen, Peter A. Nolte

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Background: Among uncemented total knee arthroplasty (TKA), a wide variety of metal surface structures (MSS) and coatings exist to enhance implants' biological properties (i.e., bone ingrowth). This study explores the variety of MSS-coating combinations and compares their mid-long-term survivorships with cemented TKAs, by using data from the Dutch Arthroplasty Register. Methods: A total of 235,500 cemented and 11,132 uncemented primary TKAs with a median follow-up of 5.1 years were included. MSS-coating combinations were (1) Porous-uncoated (n=8986), (2) Beaded-hydroxyapatite (HA)(n=1093), (3) Matte-uncoated (n=846), (4) Matte-Titanium-nitride (TiN) (n=207). Five- and 10-year revision-free survival for all-cause revisions, and aseptic loosening of the tibial component, were calculated and compared by using Kaplan-Meier, Log-rank tests, and multivariable Cox proportional hazard regression analyses. Results: Ten-year survival rates with all-cause revisions as an endpoint, were 94.2% for cement, and 94.7%, 96.3%, 92.1%, and 79.0% for porous-uncoated, beaded-HA, matte-uncoated, and Matte-TiN, respectively (p<0.01). Rates for aseptic loosening were 98.8% for cemented, and 98.7%, 99.8%, 97.2%, and 94.9% for the uncemented, respectively (p<0.01).The beaded-HA implants were half the risk for an all-cause revision compared to cemented implants (p<0.01). Matte-uncoated and matte-TiN implants were at more risk of an all-cause revision than cemented implants (p=0.01, p<0.01). Proportions of revisions for aseptic loosening were comparable among most groups. Conclusion: Based on Dutch registry data, four main MSS-coating combinations among uncemented TKAs were found. survivorships for all-cause revisions and aseptic release differed widely between groups. Beaded-HA and porous-uncoated implants had the best survival rates among the uncemented TKAs and were non-inferior to the cemented TKAs.

Keywords: total knee arthroplasty, cement, uncemented, cementless;, metal surface structure, coating

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Authors: Melikulov A. A., Toshpulotov Sh. G., Akhmedova M. F., Beshimov A. S., Rakhimov M. K. Zokirov N. K.

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Postinfarction ventricular septal defect (PVSD) is a rare but life-threatening complication of acute myocardial infarction. Currently, an alternative direction of minimally invasive treatment of postinfarction ventricular septal defect (PVSD) is being developed - transcatheter closure of the defect using an occluder, but surgical closure of the defect remains the <> correction of post-infarction VSD. Our article presents a case of successful surgical treatment of a patient with a large post-infarction rupture of the interventricular septum (IVS) and post-infarction LV aneurysm under cardiopulmonary bypass and parallel perfusion.

Keywords: echocardiography, myocardial infarction, ventricular septal defect, parallel perfusion

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Authors: Kassahun Birhanu Tadesse, Megersa Olumana Dinka

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Reliable future river flow information is basic for planning and management of any river systems. For data scarce river system having only a river flow records like the Waterval River, a univariate time series models are appropriate for river flow forecasting. In this study, a univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied for forecasting Waterval River flow using GRETL statistical software. Mean monthly river flows from 1960 to 2016 were used for modeling. Different unit root tests and Mann-Kendall trend analysis were performed to test the stationarity of the observed flow time series. The time series was differenced to remove the seasonality. Using the correlogram of seasonally differenced time series, different SARIMA models were identified, their parameters were estimated, and diagnostic check-up of model forecasts was performed using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AIc) and Hannan-Quinn (HQc) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 was selected as the best model for Waterval River flow forecasting. Therefore, this model can be used to generate future river information for water resources development and management in Waterval River system. SARIMA model can also be used for forecasting other similar univariate time series with seasonality characteristics.

Keywords: heteroscedasticity, stationarity test, trend analysis, validation, white noise

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series

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Authors: S. Meguenni, A. Djahbar, K. Tounsi

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Electric railway traction systems are complex; they have electrical couplings, magnetic and solid mechanics. These couplings impose several constraints that complicate the modeling and analysis of these systems. An example of drive systems, which combine the advantages of the use of multiphase machines, power electronics and computing means, is mono convert isseur multi-machine system which can control a fully decoupled so many machines whose electric windings are connected in series. In this approach, our attention especially on modeling and independent control of two five phase synchronous machine with permanent magnet connected in series and fed by a matrix converter application to the rail traction (bogie of a locomotive BB 36000).

Keywords: synchronous machine, vector control Multi-machine/ Multi-inverter, matrix inverter, Railway traction

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Authors: Bachir Chemani, Rachid Halfaoui

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The aim of work is to define the distribution density of winding yarn on cylindrical and conical bobbins. It is known that parallel winding gives greater density and more regular distribution, but the unwinding of yarn is much more difficult for following process. The conical spool has an enormous advantage during unwinding and may contain a large amount of yarns, but the density distribution is not regular because of difference in diameters. The variation of specific density over the reel height is explained generally by the sudden change of winding speed due to direction movement variation of yarn. We determined the conditions of uniform winding and developed a calculate model to the change of the specific density of winding wire over entire spool height.

Keywords: textile, cylindrical bobbins, conical bobbins, parallel winding, cross winding

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Authors: Kairat Uteulin, Azhar Iskakova, Serik Mukhambetzhanov, Bayan Yesbolayeva, Gabit Bari, Aslan Zheksenbai, Kabyl Zhambakin, Chingis Dzhabykbayev, Vladimir Piven, Izbasar Rakhimbaiev

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To explore the potential for in vitro rapid regeneration of Russian dandelion (Taraxacum kok-saghyz Rodin), different concentrations of 6-Benzylaminopurine (BAP), 2,4-Dichlorophenoxyacetic acid (2.4-D) and BAP combined with Indole-3-acetic acid (IAA) were evaluated for their effects on the induction of somatic embryos from leaf, seed stem and root explants. Different explants were cultured on MS medium supplemented with various concentrations (0, 0.5, 1, 1.5, 2, 2.5 and 3 mg/l) of each kind of hormone. Callus induction percentage, fresh weight, color and texture of the callus were assessed after 14 and 28 days of culture. The optimum medium for the proliferation of embryogenic calli from leaf and root explants was MS supplemented with 2.5 mg/L BAP and 0.5 mg/L 2.4-D. Concentrations of 2.5 mg/L BAP and 1.5 mg/L IAA also had a remarkable effect on root and stem explants. The best concentration to produce callus from stem explants was 0.5 mg/L BAP and 1 mg/L IAA. Results of mean comparison showed that BAP and 2.4-D were more effective on different explants than BAP and IAA. Results of the double staining method proved that somatic embryogenesis occurred in the most concentrations of BAP and 2.4-D. Under microscopic observations, the different developmental stages of the embryos (globular, heart, torpedo and cotyledonary) were revealed together in callus cells, indicating that the most tested hormone combinations were effective for somatic embryogenesis formation in this species. Seed explants formed torpedo and cotyledonary stages faster than leaf and root explants in the most combinations. Most calli from seed explants were cream colored and friable, while calli were compact and light green from leaf and root explants. Some combinations gave direct regeneration and (3 mg/L BAP and 2 mg/L IAA) in seed explants and (0.5 mg/L BAP and 2.5 mg/L IAA) in leaf explants had the highest number of shoots with average of 21 and 27 shoots per callus. The developed protocol established the production of different callus types from seed, leaf, and root explants and plant regeneration through somatic embryogenesis.

Keywords: taraxacum kok-saghyz Rodin, callus, somatic embryogenesis

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Authors: Jonas Pedro Fabris, Alberth Almeida Amorim Souza, Maria Emilia Camargo, Suzana Leitão Russo

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With the law Nº. 9279, of May 14, 1996, the Brazilian government regulates rights and obligations relating to industrial property considering the economic development of the country as granting patents, trademark registration, registration of industrial designs and other forms of protection copyright. In this study, we show the application of the methodology of Box and Jenkins in the series of deposits of industrial design at the National Institute of Industrial Property for the period from May 1996 to April 2013. First, a graphical analysis of the data was done by observing the behavior of the data and the autocorrelation function. The best model found, based on the analysis of charts and statistical tests suggested by Box and Jenkins methodology, it was possible to determine the model number for the deposit of industrial design, SARIMA (2,1,0)(2,0,0), with an equal to 9.88% MAPE.

Keywords: ARIMA models, autocorrelation, Box and Jenkins Models, industrial design, MAPE, time series

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Authors: Mohamed E. Khalifa, Adil A. Gobouri

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Potential synthesis of a series of 3-amino-4-arylazothiophene derivatives from reaction of 2-cyano-2-phenylthiocarbamoyl acetamide and the appropriate α-halogenated reagents, followed by coupling with different aryl diazonium salts (Japp-Klingemann reaction), and another series of 5-arylazo-thiazol-2-ylcarbamoyl-thiophene derivatives from base-catalyzed intramolecular condensation of 5-arylazo-2-(N-chloroacetyl)amino-thiazole with selected B-keto compounds (Thorpe-Ziegler reaction) was performed. The biological activity of the two series was studied in vitro. Their versatility for pharmaceutical purposes was reported, where they displayed remarkable activities against selected pathogenic microorganisms; Bacillus subtilize, Staphylococcus aureus (Gram positive bacteria), Escherichia coli, Pseudomonas aeruginosa (Gram negative bacteria) and Aspergillus flavus, Candida albicans (fungi) with various degrees related to their chemical structures.

Keywords: thiophene, 2-aminothiazole, compounds, antioxidant, antitumor, antimicrobial

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Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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Authors: Wei-Na Li, Mei-Lan Piao, Nam Kim

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We proposed a novel computer-generated hologram (CGH) achieved scheme, wherein the CGH is generated from a point cloud which is transformed by a mapping relationship of a series of elemental images captured from a real three-dimensional (3D) object by using a lens array. This scheme is composed of three procedures: mapping from elemental images to point cloud, hologram generation, and hologram display. A mapping method is figured out to achieve a virtual volume date (point cloud) from a series of elemental images. This mapping method consists of two steps. Firstly, the coordinate (x, y) pairs and its appearing number are calculated from the series of sub-images, which are generated from the elemental images. Secondly, a series of corresponding coordinates (x, y, z) are calculated from the elemental images. Then a hologram is generated from the volume data that is calculated by the previous two steps. Eventually, a spatial light modulator (SLM) and a green laser beam are utilized to display this hologram and reconstruct the original 3D object. In this paper, in order to show a more auto stereoscopic display of a real 3D object, we successfully obtained the actual depth data of every discrete point of the real 3D object, and overcame the inherent drawbacks of the depth camera by obtaining point cloud from the elemental images.

Keywords: elemental image, point cloud, computer-generated hologram (CGH), autostereoscopic display

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Authors: Ibrahim Can, Fatih Tosunoğlu

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The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95 % of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R²) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: time series modelling, ARIMA model, river runoff, Karkheh River, CLS method

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Authors: Rufus Temidayo Akinnubi, M. O. Adeniyi

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Existing diurnal air temperature models simulate night time air temperature over Nigeria with high biases. An improved parameterization is presented for modeling the diurnal pattern of air temperature (Ta) which is applicable in the calculation of turbulent heat fluxes in Global climate models, based on Nigeria Micrometeorological Experimental site (NIMEX) surface layer observations. Five diurnal Ta models for estimating hourly Ta from daily maximum, daily minimum, and daily mean air temperature were validated using root-mean-square error (RMSE), Mean Error Bias (MBE) and scatter graphs. The original Fourier series model showed better performance for unstable air temperature parameterizations while the stable Ta was strongly overestimated with a large error. The model was improved with the inclusion of the atmospheric cooling rate that accounts for the temperature inversion that occurs during the nocturnal boundary layer condition. The MBE and RMSE estimated by the modified Fourier series model reduced by 4.45 oC and 3.12 oC during the transitional period from dry to wet stable atmospheric conditions. The modified Fourier series model gave good estimation of the diurnal weather patterns of Ta when compared with other existing models for a tropical environment.

Keywords: air temperature, mean bias error, Fourier series analysis, surface energy balance,

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Authors: Revoti Prasad Bora, Nikita Katyal

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Promotion is a key element in the retail business. Thus, analysis of promotions to quantify their effectiveness in terms of Revenue and/or Margin is an essential activity in the retail industry. However, measuring the sales/revenue uplift is based on estimations, as the actual sales/revenue without the promotion is not present. Further, the presence of Halo and Cannibalization in a multiple parallel promotions’ scenario complicates the problem. Calculating Baseline by considering inter-brand/competitor items or using Halo and Cannibalization's impact on Revenue calculations by considering Baseline as an interpretation of items’ unit sales in neighboring nonpromotional weeks individually may not capture the overall Revenue uplift in the case of multiple parallel promotions. Hence, this paper proposes a Machine Learning based method for calculating the Revenue uplift by considering the Halo and Cannibalization impact on the Baseline and the Revenue. In the first section of the proposed methodology, Baseline of an item is calculated by incorporating the impact of the promotions on its related items. In the later section, the Revenue of an item is calculated by considering both Halo and Cannibalization impacts. Hence, this methodology enables correct calculation of the overall Revenue uplift due a given promotion.

Keywords: Halo, Cannibalization, promotion, Baseline, temporary price reduction, retail, elasticity, cross price elasticity, machine learning, random forest, linear regression

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Authors: Himayatullah Khan

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This study estimates supply response function of sugarcane in Pakistan from 1980-81 to 2012-13. The study uses co-integration approach and error correction mechanism. Sugarcane production, area and price series were tested for unit root using Augmented Dickey Fuller (ADF). The study found that these series were stationary at their first differenced level. Using the Augmented Engle-Granger test and Cointegrating Regression Durbin-Watson (CRDW) test, the study found that “production and price” and “area and price” were co-integrated suggesting that the two sets of time series had long-run or equilibrium relationship. The results of the error correction models for the two sets of series showed that there was disequilibrium in the short run there may be disequilibrium. The Engle-Granger residual may be thought of as the equilibrium error which can be used to tie the short-run behavior of the dependent variable to its long-run value. The Granger-Causality test results showed that log of price granger caused both the long of production and log of area whereas, the log of production and log of area Granger caused each other.

Keywords: co-integration, error correction mechanism, Granger-causality, sugarcane, supply response

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Authors: Cheng-yu Hsieh, Bo Zhang, Ahmed Hambaba

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Stock market prediction has long been an area of interest for both expert analysts and investors, driven by its complexity and the noisy, volatile conditions it operates under. This research examines the efficacy of combining the Patch Time Series Transformer (PatchTST) with wavelet transforms, specifically focusing on Haar and Daubechies wavelets, in forecasting the adjusted closing price of the S&P 500 index for the following day. By comparing the performance of the augmented PatchTST models with traditional predictive models such as Recurrent Neural Networks (RNNs), Convolutional Neural Networks (CNNs), Long Short-Term Memory (LSTM) networks, and Transformers, this study highlights significant enhancements in prediction accuracy. The integration of the Daubechies wavelet with PatchTST notably excels, surpassing other configurations and conventional models in terms of Mean Absolute Error (MAE) and Mean Squared Error (MSE). The success of the PatchTST model paired with Daubechies wavelet is attributed to its superior capability in extracting detailed signal information and eliminating irrelevant noise, thus proving to be an effective approach for financial time series forecasting.

Keywords: deep learning, financial forecasting, stock market prediction, patch time series transformer, wavelet transform

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Authors: Jamil Jafari, Sharafat Karimi

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The Arabic Language has a complicated system of prosody invented by the great grammarian Khalil Ibn Ahmad Farahidi. He could extract 15 meters out of his innovative five circles, which were used in Arabic poetry of the 7th and 8th centuries. Then after a while, his student Akhfash added or compensated another meter to his tutor's meters, so overall, we now have 16 different meters in Arabic poetry. These meters have been formed by various combinations of 8 different feet and each foot is combined of rudimentary units called Sabab and Wated which are combinations of movement (/) and silent (ʘ) letters. On the other hand in English, we are dealing with another system of metrical prosody. In this language, feet are consisted of stressed and unstressed syllables and are of six types: iamb, trochee, dactyl, anapest, spondee, and pyrrhic. Using the descriptive-analytic method, in this research we aim at making a comparison between Arabic and English systems of metrical prosody to investigate their similarities and differences. The results show that both of them are quantitative and both of them rely on syllables in afoot. But unlike Arabic, English is utilizing another rhyme system and the number of feet in a line differs from Arabic; also, its feet are combined of stressed and unstressed syllables, while those of Arabic is a combination of movement and silent letters.

Keywords: Arabic prosody, English prosody, foot, meter, poetry

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Authors: Mariem Saied, Jens Gustedt, Gilles Muller

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We present Dido, a source-to-source auto-generation and optimization framework for multi-dimensional stencil computations. It enables a large programmer community to easily and safely implement stencil codes on distributed-memory parallel architectures with Ordered Read-Write Locks (ORWL) as an execution and communication back-end. ORWL provides inter-task synchronization for data-oriented parallel and distributed computations. It has been proven to guarantee equity, liveness, and efficiency for a wide range of applications, particularly for iterative computations. Dido consists mainly of an implicitly parallel domain-specific language (DSL) implemented as a source-level transformer. It captures domain semantics at a high level of abstraction and generates parallel stencil code that leverages all ORWL features. The generated code is well-structured and lends itself to different possible optimizations. In this paper, we enhance Dido to handle both Jacobi and Gauss-Seidel grid traversals. We integrate temporal blocking to the Dido code generator in order to reduce the communication overhead and minimize data transfers. To increase data locality and improve intra-node data reuse, we coupled the code generation technique with the polyhedral parallelizer Pluto. The accuracy and portability of the generated code are guaranteed thanks to a parametrized solution. The combination of ORWL features, the code generation pattern and the suggested optimizations, make of Dido a powerful code generation framework for stencil computations in general, and for distributed-memory architectures in particular. We present a wide range of experiments over a number of stencil benchmarks.

Keywords: stencil computations, ordered read-write locks, domain-specific language, polyhedral model, experiments

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Authors: Balachandra Kumaraswamy, P. G. Poonacha

Abstract:

Automatic Music Information Retrieval has been one of the challenging topics of research for a few decades now with several interesting approaches reported in the literature. In this paper we have developed a pitch extraction method based on a finite Fourier series approximation to the given window of samples. We then estimate pitch as the fundamental period of the finite Fourier series approximation to the given window of samples. This method uses analysis of the strength of harmonics present in the signal to reduce octave as well as harmonic errors. The performance of our method is compared with three best known methods for pitch extraction, namely, Yin, Windowed Special Normalization of the Auto-Correlation Function and Harmonic Product Spectrum methods of pitch extraction. Our study with artificially created signals as well as music files show that Fourier Approximation method gives much better estimate of pitch with less octave and harmonic errors.

Keywords: pitch, fourier series, yin, normalization of the auto- correlation function, harmonic product, mean square error

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Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh

Abstract:

This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.

Keywords: distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm

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Authors: Jhon Vargas, Gilberto Osorio-Gomez, Tatiana Manrique

Abstract:

This work presents an optimal driving strategy proposal for a 125 c.c. street-type hybrid electric motorcycle with a parallel configuration. The results presented in this article are complementary regarding the control proposal of a hybrid motorcycle. In order to carry out such developments, a representative dynamic model of the motorcycle is used, in which also are described different optimization functionalities for predetermined driving modes. The purpose is to implement an off-line optimal driving strategy which distributes energy to both engines by minimizing an objective torque requirement function. An optimal dynamic contribution is found from the optimization routine, and the optimal percentage contribution for vehicle cruise speed is implemented in the proposed online PID controller.

Keywords: dynamic model, driving strategies, parallel hybrid motorcycle, PID controller, optimization

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Authors: Himayatullah Khan, Alena Fedorova

Abstract:

The present paper analyses the income-consumption relationships in Pakistan using annual time series data from 1980-81 to 2010-1. The paper uses the Augmented Dickey-Fuller test to check the unit root and stationarity in these two time series. The paper finds that the two time series are nonstationary but stationary at their first difference levels. The Augmented Engle-Granger test and the Cointegrating Regression Durbin-Watson test imply that the two time series of consumption and income are cointegrated and that long-run marginal propensity to consume is 0.88 which is given by the estimated (static) equilibrium relation. The paper also used the error correction mechanism to find out to model dynamic relationship. The purpose of the ECM is to indicate the speed of adjustment from the short-run equilibrium to the long-run equilibrium state. The results show that MPC is equal to 0.93 and is highly significant. The coefficient of Engle-Granger residuals is negative but insignificant. Statistically, the equilibrium error term is zero, which suggests that consumption adjusts to changes in GDP in the same period. The short-run changes in GDP have a positive impact on short-run changes in consumption. The paper concludes that we may interpret 0.93 as the short-run MPC. The pair-wise Granger Causality test shows that both GDP and consumption Granger cause each other.

Keywords: cointegrating regression, Augmented Dickey Fuller test, Augmented Engle-Granger test, Granger causality, error correction mechanism

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Authors: Harold P. Villota, Alejandro Osorio B.

Abstract:

The energy meteorology is an area for study energy complementarity and the use of renewable sources in interconnected systems. Due to diversify the energy matrix in Colombia with wind sources, is necessary to know the data bases about this one. However, the time series given by 260 automatic weather stations have empty, and no apply data, so the purpose is to fill the time series selecting two years to characterize, impute and use like base to complete the data between 2005 and 2020.

Keywords: complementarity, wind speed, renewable, colombia, characteri, characterization, imputation

Procedia PDF Downloads 151