Search results for: time series data

Authors: Giovanni Masala, Stefania Marica

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Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression

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Authors: Evelyn Nwamaka Ogbeide-Osaretin, Bright Orhewere

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This study examined the role of the population in the linkage between energy consumption and economic development in Nigeria. Time series data on energy consumption, population, and economic development were used for the period 1995 to 2020. The Autoregressive Distributed Lag -Error Correction Model (ARDL-ECM) was engaged. Economic development had a negative substantial impact on energy consumption in the long run. Population growth had a positive significant effect on energy consumption. Government expenditure was also found to impact the level of energy consumption, while energy consumption is not a function of oil price in Nigeria.

Keywords: dynamic analysis, energy consumption, population, economic development, Nigeria

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Authors: Fikru Fentaw Abera

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Climate changes alter regional hydrologic conditions and results in a variety of impacts on water resource systems. Such hydrologic changes will affect almost every aspect of human well-being. The goal of this paper is to assess the impact of climate change on the hydrology of Upper Guder catchment located in northwest of Ethiopia. The GCM derived scenarios (HadCM3 A2a & B2a SRES emission scenarios) experiments were used for the climate projection. The statistical downscaling model (SDSM) was used to generate future possible local meteorological variables in the study area. The down-scaled data were then used as input to the soil and water assessment tool (SWAT) model to simulate the corresponding future stream flow regime in Upper Guder catchment of the Abay River Basin. A semi distributed hydrological model, SWAT was developed and Generalized Likelihood Uncertainty Estimation (GLUE) was utilized for uncertainty analysis. GLUE is linked with SWAT in the Calibration and Uncertainty Program known as SWAT-CUP. Three benchmark periods simulated for this study were 2020s, 2050s and 2080s. The time series generated by GCM of HadCM3 A2a and B2a and Statistical Downscaling Model (SDSM) indicate a significant increasing trend in maximum and minimum temperature values and a slight increasing trend in precipitation for both A2a and B2a emission scenarios in both Gedo and Tikur Inch stations for all three bench mark periods. The hydrologic impact analysis made with the downscaled temperature and precipitation time series as input to the hydrological model SWAT suggested for both A2a and B2a emission scenarios. The model output shows that there may be an annual increase in flow volume up to 35% for both emission scenarios in three benchmark periods in the future. All seasons show an increase in flow volume for both A2a and B2a emission scenarios for all time horizons. Potential evapotranspiration in the catchment also will increase annually on average 3-15% for the 2020s and 7-25% for the 2050s and 2080s for both A2a and B2a emissions scenarios.

Keywords: climate change, Guder sub-basin, GCM, SDSM, SWAT, SWAT-CUP, GLUE

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Authors: Anucha Wittayakorn-Puripunpinyoo

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The research objectives were 1) to study the situation and its trend of agricultural product export of Thailand 2) to study the impact of agricultural product export on income of Thai economy 3) the impact of agricultural product export on employment of Thai economy and 4) to find out the recommendations of agricultural product export policy of Thailand. In this research, secondary data were collected as yearly time series data from 1990 to 2016 accounted for 27 years. Data were collected from the Bank of Thailand database. Primary data were collected from the steakholders of agricultural product export policy of Thailand. Data analysis was applied descriptive statistics such as arithmetic mean, standard deviation. The forecasting of agricultural product was applied Mote Carlo Simulation technique as well as time trend analysis. In addition, the impact of agricultural product export on income and employment by applying econometric model while the estimated parameters were utilized the ordinary least square technique. The research results revealed that 1) agricultural product export value of Thailand from 1990 to 2016 was 338,959.5 Million Thai baht with its growth rate of 4.984 percent yearly, in addition, the forecasting of agricultural product export value of Thailand has increased but its growth rate has been declined 2) the impact of agricultural product export has positive impact on income in Thai economy, increasing in agricultural product export of Thailand by 1 percent would lead income increased by 0.0051 percent 3) the impact of agricultural product export has positive impact on employment in Thai economy, increasing in agricultural product export of Thailand by 1 percent would lead income increased by 0.079 percent and 4) in the future, agricultural product export policy would focused on finished or semi-finished agricultural product instead of raw material by applying technology and innovation in to make value added of agricultural product export. The public agricultural product export policy would support exporters in private sector in order to encourage them as agricultural exporters in Thailand.

Keywords: agricultural product export, income, employment, Thai economy

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Authors: T. Bryan , V. Kepuska, I. Kostnaic

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A method of data compression and denoising is introduced that is based on atomic decomposition of audio data using “basis vectors” that are learned from the audio data itself. The basis vectors are shown to have higher data compression and better signal-to-noise enhancement than the Gabor and gammatone “seed atoms” that were used to generate them. The basis vectors are the input weights of a Sparse AutoEncoder (SAE) that is trained using “envelope samples” of windowed segments of the audio data. The envelope samples are extracted from the audio data by performing atomic decomposition with Gabor or gammatone seed atoms. This process identifies segments of audio data that are locally coherent with the seed atoms. Envelope samples are extracted by identifying locally coherent audio data segments with Gabor or gammatone seed atoms, found by matching pursuit. The envelope samples are formed by taking the kronecker products of the atomic envelopes with the locally coherent data segments. Oracle signal-to-noise ratio (SNR) verses data compression curves are generated for the seed atoms as well as the basis vectors learned from Gabor and gammatone seed atoms. SNR data compression curves are generated for speech signals as well as early American music recordings. The basis vectors are shown to have higher denoising capability for data compression rates ranging from 90% to 99.84% for speech as well as music. Envelope samples are displayed as images by folding the time series into column vectors. This display method is used to compare of the output of the SAE with the envelope samples that produced them. The basis vectors are also displayed as images. Sparsity is shown to play an important role in producing the highest denoising basis vectors.

Keywords: sparse dictionary learning, autoencoder, sparse autoencoder, basis vectors, atomic decomposition, envelope sampling, envelope samples, Gabor, gammatone, matching pursuit

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Authors: Chang-Ho Lee, Seung-Hoon Lee, Myeong-Jin Park, Oh-Min Kwon

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This paper investigates improved stability criteria for sampled-data control of linear systems with disturbances and time-varying delays. Based on Lyapunov-Krasovskii stability theory, delay-dependent conditions sufficient to ensure H∞ stability for the system are derived in the form of linear matrix inequalities(LMI). The effectiveness of the proposed method will be shown in numerical examples.

Keywords: sampled-data control system, Lyapunov-Krasovskii functional, time delay-dependent, LMI, H∞ control

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Authors: Zsolt János Viharos, Krisztián Balázs Kis, Imre Paniti, Gábor Belső, Péter Németh, János Farkas

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The paper presents the results and industrial applications in the production setup period estimation based on industrial data inherited from the field of polymer cutting. The literature of polymer cutting is very limited considering the number of publications. The first polymer cutting machine is known since the second half of the 20th century; however, the production of polymer parts with this kind of technology is still a challenging research topic. The products of the applying industrial partner must met high technical requirements, as they are used in medical, measurement instrumentation and painting industry branches. Typically, 20% of these parts are new work, which means every five years almost the entire product portfolio is replaced in their low series manufacturing environment. Consequently, it requires a flexible production system, where the estimation of the frequent setup periods' lengths is one of the key success factors. In the investigation, several (input) parameters have been studied and grouped to create an adequate training information set for an artificial neural network as a base for the estimation of the individual setup periods. In the first group, product information is collected such as the product name and number of items. The second group contains material data like material type and colour. In the third group, surface quality and tolerance information are collected including the finest surface and tightest (or narrowest) tolerance. The fourth group contains the setup data like machine type and work shift. One source of these parameters is the Manufacturing Execution System (MES) but some data were also collected from Computer Aided Design (CAD) drawings. The number of the applied tools is one of the key factors on which the industrial partners’ estimations were based previously. The artificial neural network model was trained on several thousands of real industrial data. The mean estimation accuracy of the setup periods' lengths was improved by 30%, and in the same time the deviation of the prognosis was also improved by 50%. Furthermore, an investigation on the mentioned parameter groups considering the manufacturing order was also researched. The paper also highlights the manufacturing introduction experiences and further improvements of the proposed methods, both on the shop floor and on the quotation preparation fields. Every week more than 100 real industrial setup events are given and the related data are collected.

Keywords: artificial neural network, low series manufacturing, polymer cutting, setup period estimation

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Authors: Qi Xiu, Hiromu Hota, Yohsuke Ishii, Takuya Oda

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Recently, collectable manufacturing data are rapidly increasing. On the other hand, mega recall is getting serious as a social problem. Under such circumstances, there are increasing needs for preventing mega recalls by defect analysis such as root cause analysis and abnormal detection utilizing manufacturing data. However, the time to classify strings in manufacturing data by traditional method is too long to meet requirement of quick defect analysis. Therefore, we present String Length Distribution Classification method (SLDC) to correctly classify strings in a short time. This method learns character features, especially string length distribution from Product ID, Machine ID in BOM and asset list. By applying the proposal to strings in actual manufacturing data, we verified that the classification time of strings can be reduced by 80%. As a result, it can be estimated that the requirement of quick defect analysis can be fulfilled.

Keywords: string classification, data quality, feature selection, probability distribution, string length

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Authors: Noraizah Abu Bakar, Norhayati Alais, Nurdiana Azizan, Fatimah Alwi, Muhammad Zaky Razaly

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This is a concise research module with the Islamic values concept proposed to a group of researches, potential researchers, PhD and Master Scholars to prepare themselves for their studies. The intention of designing this module is to help and guide Malaysian citizens to undergone their postgraduate’s studies. This is aligned with the 10th Malaysian plan- MyBrain 15. MyBrain 15 is a financial aid to Malaysian citizens to pursue PhD and Master programs. The program becomes one of Ministry of Education Strategic Plan to ensure by year 2013, there will be 60,000 PhD scholars in Malaysia. This module is suitable for the social science researchers; however it can be useful tool for science technology researchers such as Engineering and Information Technology disciplines too. The module consists of eight (8) series that provides a proper flow of information in doing research with the Islamic Value Application provided in each of the series. This module is designed to produce future researchers with a comprehensive knowledge of humankind and the hereafter. The uniqueness about this research module is designed based on Islamic values concept. Researchers were able to understand the proper research process and simultaneously be able to open their minds to understand Islam more closely. Application of Islamic values in each series could trigger a broader idea for researchers to examine in greater depth of knowledge related to humanities.

Keywords: Eight Series Research Module, Islamic Values concept, Teaching Methodology, Flow of Information, Epistemology of research

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Authors: Moataz Ammar, Ahdab Elmorshedy

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The distributed generation hosting capacity of a distribution network is typically limited at a given connection point by the upper voltage limit that can be violated due to the injection of active power into the distribution network. The upper voltage limit violation concern becomes more important as the network equivalent resistance increases with respect to its equivalent reactance. This paper investigates the impact of modifying the distribution network equivalent reactance at the point of connection such that the upper voltage limit is violated at a higher distributed generation penetration, than it would without the addition of series reactive compensation. The results show that series reactive compensation proves efficient in certain situations (based on the ratio of equivalent network reactance to equivalent network resistance at the point of connection). As opposed to the conventional case of capacitive compensation of a distribution network to reduce voltage drop, inductive compensation is seen to be more appropriate for alleviation of distributed-generation-induced voltage rise.

Keywords: distributed generation, distribution networks, series compensation, voltage rise

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Authors: Gerard Bray, Derek Mao, Arya Bahadori, Sachinka Ranasinghe

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The EAU currently recommends partial nephrectomy as the preferred management for localised cT1 renal tumours, irrespective of surgical approach. With the advent of robotic assisted partial nephrectomy, there is growing evidence that warm ischaemia time may be reduced compared to the traditional laparoscopic approach. There is still no clear differences between the two approaches with regards to other peri-operative and oncological outcomes. Current limitations in the field denote the lack of single surgeon series to compare the two approaches as other studies often include multiple operators of different experience levels. To the best of our knowledge, this study is the first single surgeon series comparing peri-operative outcomes of robotic assisted and laparoscopic PN. The current study aims to reduce intra-operator bias while maintaining an adequate sample size to assess the differences in outcomes between the two approaches. We retrospectively compared patient demographics, peri-operative outcomes, and renal function derangements of all partial nephrectomies undertaken by a single surgeon with experience in both laparoscopic and robotic surgery. Warm ischaemia time, length of stay, and acute renal function deterioration were all significantly reduced with robotic partial nephrectomy, compared to laparoscopic nephrectomy. This study highlights the benefits of robotic partial nephrectomy. Further prospective studies with larger sample sizes would be valuable additions to the current literature.

Keywords: partial nephrectomy, robotic assisted partial nephrectomy, warm ischaemia time, peri-operative outcomes

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Authors: JingWei Yu, Hong Yang Yu

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At present, the increasingly serious air pollution in various cities of China has made people pay more attention to the air quality index(hereinafter referred to as AQI) of their living areas. To face this situation, it is of great significance to predict air pollution in heavily polluted areas. In this paper, based on the time series model of LSTM, a spatiotemporal prediction model of PM2.5 concentration in Mianyang, Sichuan Province, is established. The model fully considers the temporal variability and spatial distribution characteristics of PM2.5 concentration. The spatial correlation of air quality at different locations is based on the Air quality status of other nearby monitoring stations, including AQI and meteorological data to predict the air quality of a monitoring station. The experimental results show that the method has good prediction accuracy that the fitting degree with the actual measured data reaches more than 0.7, which can be applied to the modeling and prediction of the spatial and temporal distribution of regional PM2.5 concentration.

Keywords: LSTM, PM2.5, neural networks, spatio-temporal prediction

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Authors: James Rigor Camacho, Wansu Lim

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Over the last few years, the development of new wearable and processing technologies has accelerated in order to harness physiological data such as electroencephalograms (EEGs) for EEG-based applications. EEG has been demonstrated to be a source of emotion recognition signals with the highest classification accuracy among physiological signals. However, when emotion recognition systems are used for real-time classification, the training unit is frequently left to run offline or in the cloud rather than working locally on the edge. That strategy has hampered research, and the full potential of using an edge AI device has yet to be realized. Edge AI devices are computers with high performance that can process complex algorithms. It is capable of collecting, processing, and storing data on its own. It can also analyze and apply complicated algorithms like localization, detection, and recognition on a real-time application, making it a powerful embedded device. The NVIDIA Jetson series, specifically the Jetson Nano device, was used in the implementation. The cEEGrid, which is integrated to the open-source brain computer-interface platform (OpenBCI), is used to collect EEG signals. An EEG-based real-time emotion recognition system on Edge AI is proposed in this paper. To perform graphical spectrogram categorization of EEG signals and to predict emotional states based on input data properties, machine learning-based classifiers were used. Until the emotional state was identified, the EEG signals were analyzed using the K-Nearest Neighbor (KNN) technique, which is a supervised learning system. In EEG signal processing, after each EEG signal has been received in real-time and translated from time to frequency domain, the Fast Fourier Transform (FFT) technique is utilized to observe the frequency bands in each EEG signal. To appropriately show the variance of each EEG frequency band, power density, standard deviation, and mean are calculated and employed. The next stage is to identify the features that have been chosen to predict emotion in EEG data using the K-Nearest Neighbors (KNN) technique. Arousal and valence datasets are used to train the parameters defined by the KNN technique.Because classification and recognition of specific classes, as well as emotion prediction, are conducted both online and locally on the edge, the KNN technique increased the performance of the emotion recognition system on the NVIDIA Jetson Nano. Finally, this implementation aims to bridge the research gap on cost-effective and efficient real-time emotion recognition using a resource constrained hardware device, like the NVIDIA Jetson Nano. On the cutting edge of AI, EEG-based emotion identification can be employed in applications that can rapidly expand the research and implementation industry's use.

Keywords: edge AI device, EEG, emotion recognition system, supervised learning algorithm, sensors

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Authors: Sadia Imran, Zenab Naseem

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Dengue fever is one of the most alarming mosquito-borne viral diseases. Dengue virus has been distributed over the years exponentially throughout the world be it tropical or sub-tropical regions of the world, particularly in the last ten years. Changing topography, climate change in terms of erratic seasonal trends, rainfall, untimely monsoon early or late and longer or shorter incidences of either summer or winter. Globalization, frequent travel throughout the world and viral evolution has lead to more severe forms of Dengue. Global incidence of dengue infections per year have ranged between 50 million and 200 million; however, recent estimates using cartographic approaches suggest this number is closer to almost 400 million. In recent years, Pakistan experienced a deadly outbreak of the disease. The reason could be that they have the maximum exposure outdoors. Public organizations have observed that changing climate, especially lower average summer temperature, and increased vegetation have created tropical-like conditions in the city, which are suitable for Dengue virus growth. We will conduct a time-series analysis to study the interrelationship between dengue incidence and diurnal ranges of temperature and humidity in Pakistan, Lahore being the main focus of our study. We have used annual data from 2005 to 2015. We have investigated the relationship between climatic variables and dengue incidence. We used time series analysis to describe temporal trends. The result shows rising trends of Dengue over the past 10 years along with the rise in temperature & rainfall in Lahore. Hence this seconds the popular statement that the world is suffering due to Climate change and Global warming at different levels. Disease outbreak is one of the most alarming indications of mankind heading towards destruction and we need to think of mitigating measures to control epidemic from spreading and enveloping the cities, countries and regions.

Keywords: Dengue, epidemic, globalization, climate change

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Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

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This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matern, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian process regression, ensemble kernels, bayesian optimization, pharmaceutical sales analysis, time series forecasting, data analysis

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Authors: Stephanie Chen, Mitja Echim, Christof Büskens

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To describe and propagate the behavior of a system mathematical models are formulated. Parameter identification is used to adapt the coefficients of the underlying laws of science. For complex systems this approach can be incomplete and hence imprecise and moreover too slow to be computed efficiently. Therefore, these models might be not applicable for the numerical optimization of real systems, since these techniques require numerous evaluations of the models. Moreover not all quantities necessary for the identification might be available and hence the system must be adapted manually. Therefore, an approach is described that generates models that overcome the before mentioned limitations by not focusing on physical laws, but on measured (sensor) data of real systems. The approach is more general since it generates models for every system detached from the scientific background. Additionally, this approach can be used in a more general sense, since it is able to automatically identify correlations in the data. The method can be classified as a multivariate data regression analysis. In contrast to many other data regression methods this variant is also able to identify correlations of products of variables and not only of single variables. This enables a far more precise and better representation of causal correlations. The basis and the explanation of this method come from an analytical background: the series expansion. Another advantage of this technique is the possibility of real-time adaptation of the generated models during operation. Herewith system changes due to aging, wear or perturbations from the environment can be taken into account, which is indispensable for realistic scenarios. Since these data driven models can be evaluated very efficiently and with high precision, they can be used in mathematical optimization algorithms that minimize a cost function, e.g. time, energy consumption, operational costs or a mixture of them, subject to additional constraints. The proposed method has successfully been tested in several complex applications and with strong industrial requirements. The generated models were able to simulate the given systems with an error in precision less than one percent. Moreover the automatic identification of the correlations was able to discover so far unknown relationships. To summarize the above mentioned approach is able to efficiently compute high precise and real-time-adaptive data-based models in different fields of industry. Combined with an effective mathematical optimization algorithm like WORHP (We Optimize Really Huge Problems) several complex systems can now be represented by a high precision model to be optimized within the user wishes. The proposed methods will be illustrated with different examples.

Keywords: adaptive modeling, automatic identification of correlations, data based modeling, optimization

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Authors: Narges Hamidipour

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VOD, which stands for "video on demand", is one kind of watching movies and series on web platforms that, by using them, individuals can access lots of video content by paying abonnement. The first platform in Iran was funded in 2014, and in the last 10 years, it has become the main part of the movie and series industry. There are 374 VOD platforms in Iran, but just three of them are in the mainstream. However, in these years, they have been developed and famed in different ways. This article focuses on the reasons for this development in the past years. For the framework, "digital economy", "media industries," and "political economy" have been used with the interview method. In this research, some experts in SATRA (regulatory organization of inclusive audio and video media in Iran), owners or managers of VODs and some others who directly have been in the system conveyed their opinions. By the way, some documents and analysis statistics are invoked to reach complete results.

Keywords: digital economy, political economy, VOD, interview, iran

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Authors: Girish Chavadappanavar

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The impact of climate on agriculture could result in problems with food security and may threaten the livelihood activities upon which much of the population depends. In the present study, the development of a statistical yield forecast model has been carried out for sugarcane production over Belagavi district, Karnataka using weather variables of crop growing season and past observed yield data for the period of 1971 to 2010. The study shows that this type of statistical yield forecast model could efficiently forecast yield 5 weeks and even 10 weeks in advance of the harvest for sugarcane within an acceptable limit of error. The performance of the model in predicting yields at the district level for sugarcane crops is found quite satisfactory for both validation (2007 and 2008) as well as forecasting (2009 and 2010).In addition to the above study, the climate variability of the area has also been studied, and hence, the data series was tested for Mann Kendall Rank Statistical Test. The maximum and minimum temperatures were found to be significant with opposite trends (decreasing trend in maximum and increasing in minimum temperature), while the other three are found in significant with different trends (rainfall and evening time relative humidity with increasing trend and morning time relative humidity with decreasing trend).

Keywords: climate impact, regression analysis, yield and forecast model, sugar models

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Authors: Annapureddy Srikant Reddy, Atthanti Mahendra, Samala Chinni Krishna, N. Neelima

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In our present world, we are generating a lot of data and we, need a specific device to store all these data. Generally, we store data in pen drives, hard drives, etc. Sometimes we may loss the data due to the corruption of devices. To overcome all these issues, we implemented a cloud space for storing the data, and it provides more security to the data. We can access the data with just using the internet from anywhere in the world. We implemented all these with the java using Net beans IDE. Once user uploads the data, he does not have any rights to change the data. Users uploaded files are stored in the cloud with the file name as system time and the directory will be created with some random words. Cloud accepts the data only if the size of the file is less than 2MB.

Keywords: cloud space, AES, FTP, NetBeans IDE

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Authors: K. Subbaiah, C. V. Jayakumar

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Friction stir welding is a solid state welding process. Friction stir welding process eliminates the defects found in fusion welding processes. It is environmentally friend process. 5000 and 6000 series aluminum alloys are widely used in the transportation industries. The Al-Mg-Mn (5000) and Al-Mg-Si (6000) alloys are preferably offer best combination of use in Marine construction. The medium strength and high corrosion resistant 5000 series alloys are the aluminum alloys, which are found maximum utility in the world. In this review, the tool pin profile, process parameters such as hardness, yield strength and tensile strength, and microstructural evolution of friction stir welding of Al-Mg-Mn alloys (5000 Series) have been discussed.

Keywords: Al-Mg-Mn alloys, friction stir welding, tool pin profile, microstructure and mechanical properties

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Authors: Hector Carcel Luis Alberiko Gil-Alana

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This paper examines the time series behavior of three variables (GDP, Price level of Consumption and Population) in the eight countries that belong to the West African Economic and Monetary Union (WAEMU), which are Benin, Burkina Faso, Côte d’Ivoire, Guinea-Bissau, Mali, Niger, Senegal and Togo. The reason for carrying out this study lies in the considerable heterogeneity that can be perceived in the data from these countries. We conduct a long memory and fractional integration modeling framework and we also identify potential breaks in the data. The aim of the study is to perceive up to which degree the eight West African countries that belong to the same monetary union follow the same economic patterns of stability. Testing for mean reversion, we only found strong evidence of it in the case of Senegal for the Price level of Consumption, and in the cases of Benin, Burkina Faso and Senegal for GDP.

Keywords: West Africa, Monetary Union, fractional integration, economic patterns

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Authors: Dalal N. Hammod, Ekhlas K. Gbashi

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Today, cryptography is used in many applications to achieve high security in data transmission and in real-time communications. AES has long gained global acceptance and is used for securing sensitive data in various industries but has suffered from slow processing and take a large time to transfer data. This paper suggests a method to enhance Advance Encryption Standard (AES) Algorithm based on time and permutation. The suggested method (MAES) is based on modifying the SubByte and ShiftRrows in the encryption part and modification the InvSubByte and InvShiftRows in the decryption part. After the implementation of the proposal and testing the results, the Modified AES achieved good results in accomplishing the communication with high performance criteria in terms of randomness, encryption time, storage space, and avalanche effects. The proposed method has good randomness to ciphertext because this method passed NIST statistical tests against attacks; also, (MAES) reduced the encryption time by (10 %) than the time of the original AES; therefore, the modified AES is faster than the original AES. Also, the proposed method showed good results in memory utilization where the value is (54.36) for the MAES, but the value for the original AES is (66.23). Also, the avalanche effects used for calculating diffusion property are (52.08%) for the modified AES and (51.82%) percentage for the original AES.

Keywords: modified AES, randomness test, encryption time, avalanche effects

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Authors: Keiwoma Mark Yila, Mathew Lamrana Siaffa Gboku, Mohamed Sahr Lebbie, Lamin Ibrahim Kamara

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Rainfall and temperature are the important variables which are often used to trace climate variability and change. A perception study and analysis of climatic data were conducted to assess the changes in rainfall and temperature and their impact on crop production in Moyamba district, Sierra Leone. For the perception study, 400 farmers were randomly selected from farmer-based organizations (FBOs) in 4 chiefdoms, and 30 agricultural extension workers (AWEs) in the Moyamba district were purposely selected as respondents. Descriptive statistics and Kendall’s test of concordance was used to analyze the data collected from the farmers and AEWs. Data for the analysis of variability and trends of rainfall and temperature from 1991 to 2020 were obtained from the Sierra Leone Meteorological Agency and Njala University and grouped into monthly, seasonal and annual time series. Regression analysis was used to determine the statistical values and trend lines for the seasonal and annual time series data. The Mann-Kendall test and Sen’s Slope Estimator were used to analyze the trends' significance and magnitude, respectively. The results of both studies show evidence of climate change in the Moyamba district. A substantial number of farmers and AEWs perceived a decrease in the annual rainfall amount, length of the rainy season, a late start and end of the rainy season, an increase in the temperature during the day and night, and a shortened harmattan period over the last 30 years. Analysis of the meteorological data shows evidence of variability in the seasonal and annual distribution of rainfall and temperature, a decreasing and non-significant trend in the rainy season and annual rainfall, and an increasing and significant trend in seasonal and annual temperature from 1991 to 2020. However, the observed changes in rainfall and temperature by the farmers and AEWs partially agree with the results of the analyzed meteorological data. The majority of the farmers perceived that; adverse weather conditions have negatively affected crop production in the district. Droughts, high temperatures, and irregular rainfall are the three major adverse weather events that farmers perceived to have contributed to a substantial loss in the yields of the major crops cultivated in the district. In response to the negative effects of adverse weather events, a substantial number of farmers take no action due to their lack of knowledge and technical or financial capacity to implement climate-sensitive agricultural (CSA) practices. Even though few farmers are practising some CSA practices in their farms, there is an urgent need to build the capacity of farmers and AEWs to adapt to and mitigate the negative impacts of climate change. The most priority support needed by farmers is the provision of climate-resilient crop varieties, whilst the AEWs need training on CSA practices.

Keywords: climate change, crop productivity, farmer’s perception, rainfall, temperature, Sierra Leone

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Authors: Noura Al Akkari, Aurélie Foucquier, Sylvain Lespinats

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Load monitoring is a management process for energy consumption towards energy savings and energy efficiency. Non Intrusive Load Monitoring (NILM) is one method of load monitoring used for disaggregation purposes. NILM is a technique for identifying individual appliances based on the analysis of the whole residence data retrieved from the main power meter of the house. Our NILM framework starts with data acquisition, followed by data preprocessing, then event detection, feature extraction, then general appliance modeling and identification at the final stage. The event detection stage is a core component of NILM process since event detection techniques lead to the extraction of appliance features. Appliance features are required for the accurate identification of the household devices. In this research work, we aim at developing a new event detection methodology with accurate load disaggregation to extract appliance features. Time-domain features extracted are used for tuning general appliance models for appliance identification and classification steps. We use unsupervised algorithms such as Dynamic Time Warping (DTW). The proposed method relies on detecting areas of operation of each residential appliance based on the power demand. Then, detecting the time at which each selected appliance changes its states. In order to fit with practical existing smart meters capabilities, we work on low sampling data with a frequency of (1/60) Hz. The data is simulated on Load Profile Generator software (LPG), which was not previously taken into consideration for NILM purposes in the literature. LPG is a numerical software that uses behaviour simulation of people inside the house to generate residential energy consumption data. The proposed event detection method targets low consumption loads that are difficult to detect. Also, it facilitates the extraction of specific features used for general appliance modeling. In addition to this, the identification process includes unsupervised techniques such as DTW. To our best knowledge, there exist few unsupervised techniques employed with low sampling data in comparison to the many supervised techniques used for such cases. We extract a power interval at which falls the operation of the selected appliance along with a time vector for the values delimiting the state transitions of the appliance. After this, appliance signatures are formed from extracted power, geometrical and statistical features. Afterwards, those formed signatures are used to tune general model types for appliances identification using unsupervised algorithms. This method is evaluated using both simulated data on LPG and real-time Reference Energy Disaggregation Dataset (REDD). For that, we compute performance metrics using confusion matrix based metrics, considering accuracy, precision, recall and error-rate. The performance analysis of our methodology is then compared with other detection techniques previously used in the literature review, such as detection techniques based on statistical variations and abrupt changes (Variance Sliding Window and Cumulative Sum).

Keywords: electrical disaggregation, DTW, general appliance modeling, event detection

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Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: cross-validation, decision tree, lagged variables, short-term forecasting

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Authors: Kien-Trinh Thi Bui, Cuong Manh Nguyen

Abstract:

In order to simulate and reproduce the operational characteristics of a dam visually, it is necessary to capture the displacement at different measurement points and analyze the observed movement data promptly to forecast the dam safety. The accuracy of forecasts is further improved by applying machine learning methods to data analysis progress. In this study, the horizontal displacement monitoring data of the Ialy hydroelectric dam was applied to machine learning algorithms: Gaussian processes, multi-layer perceptron neural networks, and the M5-rules algorithm for modelling and forecasting of horizontal displacement of the Ialy hydropower dam (Vietnam), respectively, for analysing. The database which used in this research was built by collecting time series of data from 2006 to 2021 and divided into two parts: training dataset and validating dataset. The final results show all three algorithms have high performance for both training and model validation, but the MLPs is the best model. The usability of them are further investigated by comparison with a benchmark models created by multi-linear regression. The result show the performance which obtained from all the GP model, the MLPs model and the M5-Rules model are much better, therefore these three models should be used to analyze and predict the horizontal displacement of the dam.

Keywords: Gaussian processes, horizontal displacement, hydropower dam, Ialy dam, M5-Rules, multi-layer perception neural networks

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Authors: Malay Bhattacharyya, Saparya Suresh

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The Correlation Structure associated with a portfolio is subjected to vary across time. Studying the structural breaks in the time-dependent Correlation matrix associated with a collection had been a subject of interest for a better understanding of the market movements, portfolio selection, etc. The current paper proposes a methodology for testing the change in the time-dependent correlation structure of a portfolio in the high dimensional data using the techniques of generalized inverse, singular valued decomposition and multivariate distribution theory which has not been addressed so far. The asymptotic properties of the proposed test are derived. Also, the performance and the validity of the method is tested on a real data set. The proposed test performs well for detecting the change in the dependence of global markets in the context of high dimensional data.

Keywords: correlation structure, high dimensional data, multivariate distribution theory, singular valued decomposition

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Authors: Tesfay Mekonnen Weldegerima

Abstract:

Analysis of precipitation time series is a fundamental undertaking in meteorology and hydrology. The extreme precipitation scenario of the Kulfo River watershed is studied using wavelet analysis and atmospheric transport, a lagrangian trajectory model. Daily rainfall data for the 1991-2020 study periods are collected from the office of the Ethiopian Meteorology Institute. Meteorological fields on a three-dimensional grid at 0.5o x 0.5o spatial resolution and daily temporal resolution are also obtained from the Global Data Assimilation System (GDAS). Wavelet analysis of the daily precipitation processed with the lag-1 coefficient reveals some high power recurred once every 38 to 60 days with greater than 95% confidence for red noise. The analysis also identified inter-annual periodicity in the periods 2002 - 2005 and 2017 - 2019. Back trajectory analysis for 3-day periods up to May 19/2011, indicates the Indian Ocean source; trajectories crossed the eastern African escarpment to arrive at the Kulfo watershed. Atmospheric flows associated with the Western Indian monsoon redirected by the low-level Somali winds and Arabian ridge are responsible for the moisture supply. The time-localization of the wavelet power spectrum yields valuable hydrological information, and the back trajectory approaches provide useful characterization of air mass source.

Keywords: extreme precipitation events, power spectrum, back trajectory, kulfo watershed

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Authors: Smita Sonker

Abstract:

Various investigators have determined the degree of approximation of conjugate signals (functions) of functions belonging to different classes Lipα, Lip(α,p), Lip(ξ(t),p), W(Lr,ξ(t), (β ≥ 0)) by matrix summability means, lower triangular matrix operator, product means (i.e. (C,1)(E,1), (C,1)(E,q), (E,q)(C,1) (N,p,q)(E,1), and (E,q)(N,pn) of their conjugate trigonometric Fourier series. In this paper, we shall determine the degree of approximation of 2π-periodic function conjugate functions of f belonging to the function classes Lipα and W(Lr; ξ(t); (β ≥ 0)) by (C1.T) -means of their conjugate trigonometric Fourier series. On the other hand, we shall review above-mentioned work in the light of Lenski.

Keywords: signals, trigonometric fourier approximation, class W(L^r, \xi(t), conjugate fourier series

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Authors: Remy Jonkam Oben

Abstract:

Using a time series approach, this study investigates how natural resources impact financial development from a global perspective over the 1980-2019 period. Some important determinants of financial development (economic growth, trade openness, population growth, and investment) have been added to the model as control variables. Unit root tests have revealed that all the variables are integrated into order one. Johansen's cointegration test has shown that the variables are in a long-run equilibrium relationship. The vector error correction model (VECM) has estimated the coefficient of the error correction term (ECT), which suggests that the short-run values of natural resources, economic growth, trade openness, population growth, and investment contribute to financial development converging to its long-run equilibrium level by a 23.63% annual speed of adjustment. The estimated coefficients suggest that global natural resource rent has a statistically-significant negative impact on global financial development in the long-run (thereby validating the financial resource curse) but not in the short-run. Causality test results imply that neither global natural resource rent nor global financial development Granger-causes each other.

Keywords: financial development, natural resources, resource curse hypothesis, time series analysis, Granger causality, global perspective

Procedia PDF Downloads 159