Search results for: spiral model

Authors: Amr Sadek, Abdelrahaman Al-Qahtany, Turkey Salem Al-Qahtany

Abstract:

In this study, a backpropagation artificial neural network (ANN) model has been used to predict the cooling and heating capacities of air conditioners (AC) under different conditions. Sufficiently large measurement results were obtained from the national energy-efficiency laboratories in Saudi Arabia and were used for the learning process of the ANN model. The parameters affecting the performance of the AC, including temperature, humidity level, specific heat enthalpy indoors and outdoors, and the air volume flow rate of indoor units, have been considered. These parameters were used as inputs for the ANN model, while the cooling and heating capacity values were set as the targets. A backpropagation ANN model with two hidden layers and one output layer could successfully correlate the input parameters with the targets. The characteristics of the ANN model including the input-processing, transfer, neurons-distance, topology, and training functions have been discussed. The performance of the ANN model was monitored over the training epochs and assessed using the mean squared error function. The model was then used to predict the performance of the AC under conditions that were not included in the measurement results. The optimum performance of the AC was also predicted under the different environmental conditions in Saudi Arabia. The uncertainty of the ANN model predictions has been evaluated taking into account the randomness of the data and lack of learning.

Keywords: artificial neural network, uncertainty of model predictions, efficiency of air conditioners, cooling and heating capacities

Procedia PDF Downloads 72

Authors: Shahroz Khan, Osman Taha Şen

Abstract:

In automotive brake systems, brake noise has been a major problem, and brake squeal is one of the critical ones which is an instability issue. The brake squeal produces an audible sound at high frequency that is irritating to the human ear. To study this critical problem, first a nonlinear mathematical model with three degree of freedom is developed. This model consists of a point mass that simulates the brake pad and a sliding surface that simulates the brake rotor. The model exposes kinematic and clearance nonlinearities, but no friction nonlinearity. In the formulation, the friction coefficient is assumed to be constant and the friction force does not change direction. The nonlinear governing equations of the model are first obtained, and numerical solutions are sought for different cases. Second, a computational model for the squeal problem is developed with a commercial software, and computational solutions are obtained with two different types of contact cases (solid-to-solid and sphere-to-plane). This model consists of three rigid bodies and several elastic elements that simulate the key characteristics of a brake system. The response obtained from this model is compared with numerical solutions in time and frequency domain.

Keywords: contact force, nonlinearities, brake squeal, vehicle brake

Procedia PDF Downloads 245

Authors: Jerome T. Tolentino, Ma. Victoria Rejuso, Jara Kaye Villanueva, Loureal Camille Inocencio, Ma. Rosario Concepcion O. Ang

Abstract:

Wind energy is rapidly emerging as the primary source of electricity in the Philippines, although developing an accurate wind resource model is difficult. In this study, Weather Research and Forecasting (WRF) Model, an open source mesoscale Numerical Weather Prediction (NWP) model, was used to produce a 1-year atmospheric simulation with 4 km resolution on the Ilocos Region of the Philippines. The WRF output (netCDF) extracts the annual mean wind speed data using a Python-based Graphical User Interface. Lastly, wind resource assessment was produced using a GIS software. Results of the study showed that it is more flexible to use Python scripts than using other post-processing tools in dealing with netCDF files. Using WRF Model, Python, and Geographic Information Systems, a reliable wind resource map is produced.

Keywords: wind resource assessment, weather research and forecasting (WRF) model, python, GIS software

Procedia PDF Downloads 440

Authors: M. Mikušová

Abstract:

The main aim of this paper is to present a clear and comprehensive picture of the process of a crisis in the organization which will help to better understand its possible developments. For a description of the sequence of individual steps and an indication of their causation and possible variants of the developments, a detailed flow diagram with verbal comment is applied. For simplicity, the process of the crisis is observed in four basic phases called: symptoms of the crisis, diagnosis, action and prevention. The model highlights the complexity of the phenomenon of the crisis and that the various phases of the crisis are interweaving.

Keywords: crisis, management, model, organization

Procedia PDF Downloads 289

Authors: Yasser F. Hassan

Abstract:

Deep learning structure is a branch of machine learning science and greet achievement in research and applications. Cellular neural networks are regarded as array of nonlinear analog processors called cells connected in a way allowing parallel computations. The paper discusses how to use deep learning structure for representing neural cellular automata model. The proposed learning technique in cellular automata model will be examined from structure of deep learning. A deep automata neural cellular system modifies each neuron based on the behavior of the individual and its decision as a result of multi-level deep structure learning. The paper will present the architecture of the model and the results of simulation of approach are given. Results from the implementation enrich deep neural cellular automata system and shed a light on concept formulation of the model and the learning in it.

Keywords: cellular automata, neural cellular automata, deep learning, classification

Procedia PDF Downloads 194

Authors: Zouhair Issa Ahmed, Ahmed Abdulrasool Ahmed, Falah Hassan Abdulsada

Abstract:

This paper presents a layout of a factory using Pro-Model simulation by choosing the best layout that gives the highest productivity and least work in process. The general problem is to find the best sequence in which jobs pass between the machines which are compatible with the technological constraints and optimal with respect to some performance criteria. The best simulation with Pro-Model program increased productivity and reduced work in process by balancing lines of production compared with the current layout of factory when productivity increased from 45 products to 180 products through 720 hours.

Keywords: scheduling, Pro-Model, simulation, balancing lines of production, layout planning, WIP

Procedia PDF Downloads 633

Authors: Nicolas Plamondon, Stuart Atkinson, Shuzi Zhou

Abstract:

The insurance industry is usually not the first topic one has in mind when thinking about applications of data science. However, the use of data science in the finance and insurance industry is growing quickly for several reasons, including an abundance of reliable customer data, ferocious competition requiring more accurate pricing, etc. Among the top use cases of data science, we find pricing optimization, customer segmentation, customer risk assessment, fraud detection, marketing, and triage analytics. The objective of this paper is to present an application of the generalized additive model (GAM) on a commercial automobile insurance product: an individually rated commercial automobile. These are vehicles used for commercial purposes, but for which there is not enough volume to apply pricing to several vehicles at the same time. The GAM model was selected as an improvement over GLM for its ease of use and its wide range of applications. The model was trained using the largest split of the data to determine model parameters. The remaining part of the data was used as testing data to verify the quality of the modeling activity. We used the Gini coefficient to evaluate the performance of the model. For long-term monitoring, commonly used metrics such as RMSE and MAE will be used. Another topic of interest in the insurance industry is to process of producing the model. We will discuss at a high level the interactions between the different teams with an insurance company that needs to work together to produce a model and then monitor the performance of the model over time. Moreover, we will discuss the regulations in place in the insurance industry. Finally, we will discuss the maintenance of the model and the fact that new data does not come constantly and that some metrics can take a long time to become meaningful.

Keywords: insurance, data science, modeling, monitoring, regulation, processes

Procedia PDF Downloads 74

Authors: I. Behroyan, P. Ganesan, S. He, S. Sivasankaran

Abstract:

This study compares the predictions of five types of Computational Fluid Dynamics (CFD) models, including two single-phase models (i.e. Newtonian and non-Newtonian) and three two-phase models (Eulerian-Eulerian, mixture and Eulerian-Lagrangian), to investigate turbulent forced convection of Cu-water nanofluid in a tube with a constant heat flux on the tube wall. The Reynolds (Re) number of the flow is between 10,000 and 25,000, while the volume fraction of Cu particles used is in the range of 0 to 2%. The commercial CFD package of ANSYS-Fluent is used. The results from the CFD models are compared with results from experimental investigations from literature. According to the results of this study, non-Newtonian single-phase model, in general, does not show a good agreement with Xuan and Li correlation in prediction of Nu number. Eulerian-Eulerian model gives inaccurate results expect for φ=0.5%. Mixture model gives a maximum error of 15%. Newtonian single-phase model and Eulerian-Lagrangian model, in overall, are the recommended models. This work can be used as a reference for selecting an appreciate model for future investigation. The study also gives a proper insight about the important factors such as Brownian motion, fluid behavior parameters and effective nanoparticle conductivity which should be considered or changed by the each model.

Keywords: heat transfer, nanofluid, single-phase models, two-phase models

Procedia PDF Downloads 482

Authors: T. Kobayashi, K. Shiba, T. Kaburagi, Y. Kurihara

Abstract:

For the elderly living alone, falls can be a serious problem encountered in daily life. Some elderly people are unable to stand up without the assistance of a caregiver. They may become unconscious after a fall, which can lead to serious aftereffects such as hypothermia, dehydration, and sometimes even death. We treat the subject as an inverted pendulum and model its angle from the equilibrium position and its angular velocity. As the model is non-linear, we implement the filtering method with a particle filter which can estimate true states of the non-linear model. In order to evaluate the accuracy of the particle filter estimation results, we calculate the root mean square error (RMSE) between the estimated angle/angular velocity and the true values generated by the simulation. The experimental results give the highest accuracy RMSE of 0.0141 rad and 0.1311 rad/s for the angle and angular velocity, respectively.

Keywords: fall, microwave Doppler sensor, non-linear dynamics model, particle filter

Procedia PDF Downloads 210

Authors: Pompa Marcello, Mauro Capocelli, Vincenzo Piemonte

Abstract:

This work focuses on a mathematical model able to describe the gastro-intestinal physiology and providing a rational tool for the design of an artificial gastro-intestinal system. This latter is mainly devoted to analyse the absorption and bioavailability of drugs and nutrients through in vitro tests in order to overcome (or, at least, to partially replace) in vivo trials. The provided model realizes a conjunction ring (with extended prediction capability) between in vivo tests and mechanical-laboratory models emulating the human body. On this basis, no empirical equations controlling the gastric emptying are implemented in this model as frequent in the cited literature and all the sub-unit and the related system of equations are physiologically based. More in detail, the model structure consists of six compartments (stomach, duodenum, jejunum, ileum, colon and blood) interconnected through pipes and valves. Paracetamol, Ketoprofen, Irbesartan and Ketoconazole are considered and analysed in this work as reference drugs. The mathematical model has been validated against in vivo literature data. Results obtained show a very good model reliability and highlight the possibility to realize tailored simulations for different couples patient-drug, including food adsorption dynamics.

Keywords: gastro-intestinal model, drugs bioavailability, paracetamol, ketoprofen

Procedia PDF Downloads 166

Authors: Yilei Song, Linlin Tian, Ning Zhao

Abstract:

Turbulence energetics and structures in the wake of large-scale wind turbines under the stably-stratified atmospheric boundary layer (SABL) can be complicated due to the presence of low-level jets (LLJs), a region of higher wind speeds than the geostrophic wind speed. With a modified one-k-equation, eddy viscosity model specified for atmospheric flows as the sub-grid scale (SGS) model, a realistic atmospheric state of the stable ABL is well reproduced by large-eddy simulation (LES) techniques. Corresponding to the precursor stably stratification, the detailed wake properties of a standard 5-MW wind turbine represented as an actuator line model are provided. An engineering model is proposed for wake prediction based on the simulation statistics and gets validated. Results confirm that the proposed wake model can provide good predictions for wind turbines under the SABL.

Keywords: large-eddy simulation, stably-stratified atmospheric boundary layer, wake model, wind turbine wake

Procedia PDF Downloads 171

Authors: Adrian Rettig, Silvan Schneider, Reto Tamburini, Mirko Kleingries, Ulf Christian Muller

Abstract:

Industrial adsorption processes are, mainly due to si-multaneous heat and mass transfer, characterized by a high level of complexity. The conception of such processes often does not take place systematically; instead scale-up/down respectively number-up/down methods based on existing systems are used. This paper shows how Modelica® can be used to develop a transient model enabling a more systematic design of such ad- and desorption components and processes. The core of this model is a lumped-element submodel of a single adsorbent grain, where the thermodynamic equilibria and the kinetics of the ad- and desorption processes are implemented and solved on the basis of mass-, momentum and energy balances. For validation of this submodel, a fixed bed adsorber, whose characteristics are described in detail in the literature, was modeled and simulated. The simulation results are in good agreement with the experimental results from the literature. Therefore, the model development will be continued, and the extended model will be applied to further adsorber types like rotor adsorbers and moving bed adsorbers.

Keywords: adsorption, desorption, linear driving force, dynamic model, Modelica®, integral equation approach

Procedia PDF Downloads 370

Authors: Chen-Yin Kuo, Yung-Hsin Lee

Abstract:

Previous studies applying residual income valuation (RIV) model generally use panel data and single-equation model to forecast stock prices. Unlike these, this paper uses Taiwan longitudinal data to estimate multi-equation time-series models such as Vector Autoregressive (VAR), Vector Error Correction Model (VECM), and conduct out-of-sample forecasting. Further, this work assesses their forecasting performance by two instruments. In favor of extant research, the major finding shows that VECM outperforms other three models in forecasting for three stock sectors over entire horizons. It implies that an error correction term containing long-run information contributes to improve forecasting accuracy. Moreover, the pattern of composite shows that at longer horizon, VECM produces the greater reduction in errors, and performs substantially better than VAR.

Keywords: residual income valuation model, vector error correction model, out of sample forecasting, forecasting accuracy

Procedia PDF Downloads 314

Authors: M. J. Kang, Y. N. Jo, H. H. Yoo

Abstract:

Pendulum tests were used to identify a stretch reflex and diagnose spasticity. Some researches tried to make a mathematical model to simulate the motions. Thighs are subject to compressive forces due to gravity during a pendulum test. Therefore, it affects knee trajectories. However, the most studies on the pendulum tests did not consider that conditions. We used Kelvin-Voight model as compression model of skin and muscles. In this study, we investigated viscoelastic behaviors of skin and muscles using gelatin blocks from experiments of the vibration of the compliantly supported beam. Then we calculated a dynamic stiffness and loss factors from the experiment and estimated a damping coefficient of the model. We also did pendulum tests of human lower limbs to validate the stiffness and damping coefficient of a skin model. To simulate the pendulum motion, we derive equations of motion. We used stretch reflex activation model to estimate muscle forces induced by the stretch reflex. To validate the results, we compared the activation with electromyography signals during experiments. The compression behavior of skin and muscles in this study can be applied to analyze sitting posture as wee as developing surgical techniques.

Keywords: Kelvin-Voight model, pendulum test, skin and muscles under compression, stretch reflex

Procedia PDF Downloads 444

Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

Abstract:

The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: fractional model predictive control, fractional order systems, thermal system, predictive control

Procedia PDF Downloads 409

Authors: Y. S. Yusoff, G. Streftaris, H. R Waters

Abstract:

Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, Myocardial Infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a Myocardial Infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a Generalized Linear Model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: sudden deaths, myocardial infarction, stroke, ischemic heart disease

Procedia PDF Downloads 284

Authors: Amr Mansour Mohsen, Hesham Ahmed Hassan, Amira M. Idrees

Abstract:

Emotions classification of text documents is applied to reveal if the document expresses a determined emotion from its writer. As different supervised methods are previously used for emotion documents’ classification, in this research we present a novel model that supports the classification algorithms for more accurate results by the support of TF-IDF measure. Different experiments have been applied to reveal the applicability of the proposed model, the model succeeds in raising the accuracy percentage according to the determined metrics (precision, recall, and f-measure) based on applying the refinement of the lexicon, integration of lexicons using different perspectives, and applying the TF-IDF weighting measure over the classifying features. The proposed model has also been compared with other research to prove its competence in raising the results’ accuracy.

Keywords: emotion detection, TF-IDF, WEKA tool, classification algorithms

Procedia PDF Downloads 482

Authors: John Lorenzo Bautista, Yoon-Joong Kim

Abstract:

This paper presents the development of a Filipino speech recognition tool using the HTK System. The system was trained from a subset of the Filipino Speech Corpus developed by the DSP Laboratory of the University of the Philippines-Diliman. The speech corpus was both used in training and testing the system by estimating the parameters for phonetic HMM-based (Hidden-Markov Model) acoustic models. Experiments on different mixture-weights were incorporated in the study. The phoneme-level word-based recognition of a 5-state HMM resulted in an average accuracy rate of 80.13 for a single-Gaussian mixture model, 81.13 after implementing a phoneme-alignment, and 87.19 for the increased Gaussian-mixture weight model. The highest accuracy rate of 88.70% was obtained from a 5-state model with 6 Gaussian mixtures.

Keywords: Filipino language, Hidden Markov Model, HTK system, speech recognition

Procedia PDF Downloads 478

Authors: Jia-Jang Wu

Abstract:

This paper presents the scaling laws that provide the criteria of geometry and dynamic similitude between the full-size rotor-shaft system and its scale model, and can be used to predict the torsional vibration characteristics of the full-size rotor-shaft system by manipulating the corresponding data of its scale model. The scaling factors, which play fundamental roles in predicting the geometry and dynamic relationships between the full-size rotor-shaft system and its scale model, for torsional free vibration problems between scale and full-size rotor-shaft systems are firstly obtained from the equation of motion of torsional free vibration. Then, the scaling factor of external force (i.e., torque) required for the torsional forced vibration problems is determined based on the Newton’s second law. Numerical results show that the torsional free and forced vibration characteristics of a full-size rotor-shaft system can be accurately predicted from those of its scale models by using the foregoing scaling factors. For this reason, it is believed that the presented approach will be significant for investigating the relevant phenomenon in the scale model tests.

Keywords: torsional vibration, full-size model, scale model, scaling laws

Procedia PDF Downloads 393

Authors: Seyed Mohammadbagher Jafari, Elahe Mahdizadeh, Masomeh Ghahremani

Abstract:

Nowadays almost all organizations depend on information systems to run their businesses. Investment on information systems and their maintenance to keep them always in best situation to support firm business is one of the main issues for every organization. The new concept of cloud computing was developed as a technical and economic model to address this issue. In cloud computing the computing resources, including networks, applications, hardwares and services are configured as needed and are available at the moment of request. However, migration to cloud is not an easy task and there are many issues that should be taken into account. This study tries to provide a comprehensive model to assess a firm readiness to implement cloud computing. By conducting a systematic literature review, four dimensions of readiness were extracted which include technological, human, organizational and environmental dimensions. Every dimension has various criteria that have been discussed in details. This model provides a framework for cloud computing readiness assessment. Organizations that intend to migrate to cloud can use this model as a tool to assess their firm readiness before making any decision on cloud implementation.

Keywords: cloud computing, human readiness, organizational readiness, readiness assessment model

Procedia PDF Downloads 394

Authors: Shahram Payandeh

Abstract:

This paper presents an overview of a model which can be used as a part of a decision support system when fusing information from multiple sensing environment. Data fusion has been widely studied in the past few decades and numerous frameworks have been proposed to facilitate decision making process under uncertainties. Multi-sensor data fusion technology plays an increasingly significant role during people tracking and activity recognition. This paper presents an overview of a quantum model as a part of a decision-making process in the context of multi-sensor data fusion. The paper presents basic definitions and relationships associating the decision-making process and quantum model formulation in the presence of uncertainties.

Keywords: quantum model, sensor space, sensor network, decision support

Procedia PDF Downloads 225

Authors: Aref Ghafouri, Mohammad javad Mollakazemi, Farhad Asadi

Abstract:

In this paper, model order reduction method is used for approximation in linear and nonlinearity aspects in some experimental data. This method can be used for obtaining offline reduced model for approximation of experimental data and can produce and follow the data and order of system and also it can match to experimental data in some frequency ratios. In this study, the method is compared in different experimental data and influence of choosing of order of the model reduction for obtaining the best and sufficient matching condition for following the data is investigated in format of imaginary and reality part of the frequency response curve and finally the effect and important parameter of number of order reduction in nonlinear experimental data is explained further.

Keywords: frequency response, order of model reduction, frequency matching condition, nonlinear experimental data

Procedia PDF Downloads 400

Authors: Shan-Jen Cheng, Te-Jen Chang, Kuang-Hsiung Tan, Shou-Ling Kuo

Abstract:

Polymer Electrolyte Membrane Fuel Cell (PEMFC) is such a time-vary nonlinear dynamic system. The traditional linear modeling approach is hard to estimate structure correctly of PEMFC system. From this reason, this paper presents a nonlinear modeling of the PEMFC using Neural Network Auto-regressive model with eXogenous inputs (NNARX) approach. The multilayer perception (MLP) network is applied to evaluate the structure of the NNARX model of PEMFC. The validity and accuracy of NNARX model are tested by one step ahead relating output voltage to input current from measured experimental of PEMFC. The results show that the obtained nonlinear NNARX model can efficiently approximate the dynamic mode of the PEMFC and model output and system measured output consistently.

Keywords: PEMFC, neural network, nonlinear modeling, NNARX

Procedia PDF Downloads 380

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

Procedia PDF Downloads 158

Authors: Amir Mohammad Fathollahi Fard, Mostafa Hajiaghaei-Keshteli, Mohammad Mahdi Paydar

Abstract:

With increasing life expectancy in developed countries, the role of home care services is highlighted by both academia and industrial contributors in Home Health Care Supply Chain (HHCSC) companies. The main decisions in such supply chain systems are the location of pharmacies, the allocation of patients to these pharmacies and also the routing and scheduling decisions of nurses to visit their patients. In this study, for the first time, an integrated model is proposed to consist of all preliminary and necessary decisions in these companies, namely, location-allocation-routing model. This model is a type of NP-hard one. Therefore, an Imperialist Competitive Algorithm (ICA) is utilized to solve the model, especially in large sizes. Results confirm the efficiency of the developed model for HHCSC companies as well as the performance of employed ICA.

Keywords: home health care supply chain, location-allocation-routing problem, imperialist competitive algorithm, optimization

Procedia PDF Downloads 397

Authors: Hamdi Sana, Emna Bouazizi, Sami Faiz

Abstract:

In recent years, there is a huge increase in the use of spatio-temporal applications where data and queries are continuously moving. As a result, the need to process real-time spatio-temporal data seems clear and real-time stream data management becomes a hot topic. Sliding window model and frequent itemset mining over dynamic data are the most important problems in the context of data mining. Thus, sliding window model for frequent itemset mining is a widely used model for data stream mining due to its emphasis on recent data and its bounded memory requirement. These methods use the traditional transaction-based sliding window model where the window size is based on a fixed number of transactions. Actually, this model supposes that all transactions have a constant rate which is not suited for real-time applications. And the use of this model in such applications endangers their performance. Based on these observations, this paper relaxes the notion of window size and proposes the use of a timestamp-based sliding window model. In our proposed frequent itemset mining algorithm, support conditions are used to differentiate frequents and infrequent patterns. Thereafter, a tree is developed to incrementally maintain the essential information. We evaluate our contribution. The preliminary results are quite promising.

Keywords: real-time spatial big data, frequent itemset, transaction-based sliding window model, timestamp-based sliding window model, weighted frequent patterns, tree, stream query

Procedia PDF Downloads 160

Authors: Ling Qi, Matloob Khushi, Josiah Poon

Abstract:

This paper introduces a pre-trained Masked Candlestick Model (MCM) for trading time-series data. The pre-trained model is based on three core designs. First, we convert trading price data at each data point as a set of normalized elements and produce embeddings of each element. Second, we generate a masked sequence of such embedded elements as inputs for self-supervised learning. Third, we use the encoder mechanism from the transformer to train the inputs. The masked model learns the contextual relations among the sequence of embedded elements, which can aid downstream classification tasks. To evaluate the performance of the pre-trained model, we fine-tune MCM for three different downstream classification tasks to predict future price trends. The fine-tuned models achieved better accuracy rates for all three tasks than the baseline models. To better analyze the effectiveness of MCM, we test the same architecture for three currency pairs, namely EUR/GBP, AUD/USD, and EUR/JPY. The experimentation results demonstrate MCM’s effectiveness on all three currency pairs and indicate the MCM’s capability for signal extraction from trading data.

Keywords: masked language model, transformer, time series prediction, trading prediction, embedding, transfer learning, self-supervised learning

Procedia PDF Downloads 123

Authors: Jung–Min Yang

Abstract:

Solvability of the model matching problem for input/output switched asynchronous sequential machines is discussed in this paper. The control objective is to determine the existence condition and design algorithm for a corrective controller that can match the stable-state behavior of the closed-loop system to that of a reference model. Switching operations and correction procedures are incorporated using output feedback so that the controlled switched machine can show the desired input/output behavior. A matrix expression is presented to address reachability of switched asynchronous sequential machines with output equivalence with respect to a model. The presented reachability condition for the controller design is validated in a simple example.

Keywords: asynchronous sequential machines, corrective control, model matching, input/output control

Procedia PDF Downloads 342

Authors: Hycham Aboutaleb, Bruno Monsuez

Abstract:

Current systems complexity has reached a degree that requires addressing conception and design issues while taking into account all the necessary aspects. Therefore, one of the main challenges is the way complex systems are specified and designed. The exponential growing effort, cost and time investment of complex systems in modeling phase emphasize the need for a paradigm, a framework and a environment to handle the system model complexity. For that, it is necessary to understand the expectations of the human user of the model and his limits. This paper presents a generic framework for designing complex systems, highlights the requirements a system model needs to fulfill to meet human user expectations, and defines the refined functional as well as non functional requirements modeling tools needs to meet to be useful in model-based system engineering.

Keywords: system modeling, modeling language, modeling requirements, framework

Procedia PDF Downloads 528

Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement

Procedia PDF Downloads 119