Search results for: stochastic gradient descent

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

The design of adaptive systems that take advantage of financial markets while reducing the risk can bring more stagnant wealth into the global market. However, most efforts made to generate successful deals in trading financial assets rely on Supervised Learning (SL), which suffered from various limitations. Deep Reinforcement Learning (DRL) offers to solve these drawbacks of SL approaches by combining the financial assets price "prediction" step and the "allocation" step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. In this paper, a continuous action space approach is adopted to give the trading agent the ability to gradually adjust the portfolio's positions with each time step (dynamically re-allocate investments), resulting in better agent-environment interaction and faster convergence of the learning process. In addition, the approach supports the managing of a portfolio with several assets instead of a single one. This work represents a novel DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem, or what is referred to as The Agent Environment as Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. More specifically, we design an environment that simulates the real-world trading process by augmenting the state representation with ten different technical indicators and sentiment analysis of news articles for each stock. We then solve the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, which can learn policies in high-dimensional and continuous action spaces like those typically found in the stock market environment. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of deep reinforcement learning in financial markets over other types of machine learning such as supervised learning and proves its credibility and advantages of strategic decision-making.

Keywords: the stock market, deep reinforcement learning, MDP, twin delayed deep deterministic policy gradient, sentiment analysis, technical indicators, autonomous agent

Procedia PDF Downloads 178

Authors: Marzieh Ahmadi, Ruhullah Alikhan Gorgani

Abstract:

The usual methods of measuring regional inequalities can not reflect the internal changes of the country in terms of their displacement in different development groups, and the indicators of inequalities are not effective in demonstrating the dynamics of the distribution of inequality. For this purpose, this paper examines the dynamics of the urban inertial transport in the country during the period of 2006-2016 using the CIRD multidimensional index and stochastic kernel density method. it firstly selects 25 indicators in five dimensions including macroeconomic conditions, science and innovation, environmental sustainability, human capital and public facilities, and two-stage Principal Component Analysis methodology are developed to create a composite index of inequality. Then, in the second stage, using a nonparametric analytical approach to internal distribution dynamics and a stochastic kernel density method, the convergence hypothesis of the CIRD index of the Iranian provinces center is tested, and then, based on the ergodic density, long-run equilibrium is shown. Also, at this stage, for the purpose of adopting accurate regional policies, the distribution dynamics and process of convergence or divergence of the Iranian provinces for each of the five. According to the results of the first Stage, in 2006 & 2016, the highest level of development is related to Tehran and zahedan is at the lowest level of development. The results show that the central cities of the country are at the highest level of development due to the effects of Tehran's knowledge spillover and the country's lower cities are at the lowest level of development. The main reason for this may be the lack of access to markets in the border provinces. Based on the results of the second stage, which examines the dynamics of regional inequality transmission in the country during 2006-2016, the first year (2006) is not multifaceted and according to the kernel density graph, the CIRD index of about 70% of the cities. The value is between -1.1 and -0.1. The rest of the sequence on the right is distributed at a level higher than -0.1. In the kernel distribution, a convergence process is observed and the graph points to a single peak. Tends to be a small peak at about 3 but the main peak at about-0.6. According to the chart in the final year (2016), the multidimensional pattern remains and there is no mobility in the lower level groups, but at the higher level, the CIRD index accounts for about 45% of the provinces at about -0.4 Take it. That this year clearly faces the twin density pattern, which indicates that the cities tend to be closely related to each other in terms of development, so that the cities are low in terms of development. Also, according to the distribution dynamics results, the provinces of Iran follow the single-density density pattern in 2006 and the double-peak density pattern in 2016 at low and moderate inequality index levels and also in the development index. The country diverges during the years 2006 to 2016.

Keywords: Urban Disparity, CIRD Index, Convergence, Distribution Dynamics, Random Kernel Density

Procedia PDF Downloads 124

Authors: Uswah Ahmad Khan, Muhammad Moazam Fraz, Humayoon Shafique Satti, Qasim Aziz

Abstract:

Approximately 10-14% of the global population experiences a functional disorder known as irritable bowel syndrome (IBS). The disorder is defined by persistent abdominal pain and an irregular bowel pattern. IBS significantly impairs work productivity and disrupts patients' daily lives and activities. Although IBS is widespread, there is still an incomplete understanding of its underlying pathophysiology. This study aims to help characterize the phenotype of IBS patients by differentiating the comorbidities found in IBS patients from those in non-IBS patients using machine learning algorithms. In this study, we extracted samples coding for IBS from the UK BioBank cohort and randomly selected patients without a code for IBS to create a total sample size of 18,000. We selected the codes for comorbidities of these cases from 2 years before and after their IBS diagnosis and compared them to the comorbidities in the non-IBS cohort. Machine learning models, including Decision Trees, Gradient Boosting, Support Vector Machine (SVM), AdaBoost, Logistic Regression, and XGBoost, were employed to assess their accuracy in predicting IBS. The most accurate model was then chosen to identify the features associated with IBS. In our case, we used XGBoost feature importance as a feature selection method. We applied different models to the top 10% of features, which numbered 50. Gradient Boosting, Logistic Regression and XGBoost algorithms yielded a diagnosis of IBS with an optimal accuracy of 71.08%, 71.427%, and 71.53%, respectively. Among the comorbidities most closely associated with IBS included gut diseases (Haemorrhoids, diverticular diseases), atopic conditions(asthma), and psychiatric comorbidities (depressive episodes or disorder, anxiety). This finding emphasizes the need for a comprehensive approach when evaluating the phenotype of IBS, suggesting the possibility of identifying new subsets of IBS rather than relying solely on the conventional classification based on stool type. Additionally, our study demonstrates the potential of machine learning algorithms in predicting the development of IBS based on comorbidities, which may enhance diagnosis and facilitate better management of modifiable risk factors for IBS. Further research is necessary to confirm our findings and establish cause and effect. Alternative feature selection methods and even larger and more diverse datasets may lead to more accurate classification models. Despite these limitations, our findings highlight the effectiveness of Logistic Regression and XGBoost in predicting IBS diagnosis.

Keywords: comorbidities, disease association, irritable bowel syndrome (IBS), predictive analytics

Procedia PDF Downloads 118

Authors: K. Jithendra Gowd, Ch. Sai Babu, S. Sivanagaraju

Abstract:

Electric power systems are daily exposed to service interruption mainly due to faults and human accidental interference. Short circuit currents are responsible for several types of disturbances in power systems. The fault currents are high and the voltages are reduced at the time of fault. This paper presents two suitable methods, consideration of fault resistance and Distributed Generator are implemented and analyzed for the enhancement of voltage profile during fault conditions. Fault resistance is a critical parameter of electric power systems operation due to its stochastic nature. If not considered, this parameter may interfere in fault analysis studies and protection scheme efficiency. The effect of Distributed Generator is also considered. The proposed methods are tested on the IEEE 37 bus test systems and the results are compared.

Keywords: distributed generation, electrical distribution systems, fault resistance

Procedia PDF Downloads 515

Authors: Chin-Chia Jane

Abstract:

In a transportation network, travel time refers to the transmission time from source node to destination node, whereas reliability refers to the probability of a successful connection from source node to destination node. With an increasing emphasis on quality of service (QoS), both performance indexes are significant in the design and analysis of transportation systems. In this work, we extend the well-known flow network model for transportation networks so that travel time and reliability are integrated into the QoS measurement simultaneously. In the extended model, in addition to the general arc capacities, each intermediate node has a time weight which is the travel time for per unit of commodity going through the node. Meanwhile, arcs and nodes are treated as binary random variables that switch between operation and failure with associated probabilities. For pre-specified travel time limitation and demand requirement, the QoS of a transportation network is the probability that source can successfully transport the demand requirement to destination while the total transmission time is under the travel time limitation. This work is pioneering, since existing literatures that evaluate travel time reliability via a single optimization path, the proposed QoS focuses the performance of the whole network system. To compute the QoS of transportation networks, we first transfer the extended network model into an equivalent min-cost max-flow network model. In the transferred network, each arc has a new travel time weight which takes value 0. Each intermediate node is replaced by two nodes u and v, and an arc directed from u to v. The newly generated nodes u and v are perfect nodes. The new direct arc has three weights: travel time, capacity, and operation probability. Then the universal set of state vectors is recursively decomposed into disjoint subsets of reliable, unreliable, and stochastic vectors until no stochastic vector is left. The decomposition is made possible by applying existing efficient min-cost max-flow algorithm. Because the reliable subsets are disjoint, QoS can be obtained directly by summing the probabilities of these reliable subsets. Computational experiments are conducted on a benchmark network which has 11 nodes and 21 arcs. Five travel time limitations and five demand requirements are set to compute the QoS value. To make a comparison, we test the exhaustive complete enumeration method. Computational results reveal the proposed algorithm is much more efficient than the complete enumeration method. In this work, a transportation network is analyzed by an extended flow network model where each arc has a fixed capacity, each intermediate node has a time weight, and both arcs and nodes are independent binary random variables. The quality of service of the transportation network is an integration of customer demands, travel time, and the probability of connection. We present a decomposition algorithm to compute the QoS efficiently. Computational experiments conducted on a prototype network show that the proposed algorithm is superior to existing complete enumeration methods.

Keywords: quality of service, reliability, transportation network, travel time

Procedia PDF Downloads 221

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

Procedia PDF Downloads 208

Authors: Jessica A. Soto-Bear, Virginia González-Vélez, Norma Castañeda-Villa, Amparo Gil

Abstract:

Glutamate release of the cochlear inner hair cell (IHC) ribbon synapse is a fundamental step in transferring sound information in the auditory pathway. Otoferlin is the calcium sensor in the IHC and its activity has been related to many auditory disorders. In order to simulate secretion dynamics occurring in the IHC in a few milliseconds timescale and with high spatial resolution, we proposed an active-zone model solved with Monte Carlo algorithms. We included models for calcium buffered diffusion, calcium-binding schemes for vesicle fusion, and L-type voltage-gated calcium channels. Our results indicate that calcium influx and calcium binding is managing IHC secretion as a function of voltage depolarization, which in turn mean that IHC response depends on sound intensity.

Keywords: inner hair cells, Monte Carlo algorithm, Otoferlin, secretion

Procedia PDF Downloads 221

Authors: Dmitry V. Pasynkov, Ivan A. Egoshin, Alexey A. Kolchev, Ivan V. Kliouchkin

Abstract:

In most cases, typical cysts are easily recognized at ultrasonography. The specificity of this method for typical cysts reaches 98%, and it is usually considered as gold standard for typical cyst diagnosis. However, it is necessary to have all the following features to conclude the typical cyst: clear margin, the absence of internal echoes and dorsal acoustic enhancement. At the same time, not every breast cyst is typical. It is especially characteristic for protein-contained cysts that may have significant internal echoes. On the other hand, some solid lesions (predominantly malignant) may have cystic appearance and may be falsely accepted as cysts. Therefore we tried to develop the automatic method of cystic and solid breast lesions differentiation. Materials and methods. The input data were the ultrasonography digital images with the 256-gradations of gray color (Medison SA8000SE, Siemens X150, Esaote MyLab C). Identification of the lesion on these images was performed in two steps. On the first one, the region of interest (or contour of lesion) was searched and selected. Selection of such region is carried out using the sigmoid filter where the threshold is calculated according to the empirical distribution function of the image brightness and, if necessary, it was corrected according to the average brightness of the image points which have the highest gradient of brightness. At the second step, the identification of the selected region to one of lesion groups by its statistical characteristics of brightness distribution was made. The following characteristics were used: entropy, coefficients of the linear and polynomial regression, quantiles of different orders, an average gradient of brightness, etc. For determination of decisive criterion of belonging to one of lesion groups (cystic or solid) the training set of these characteristics of brightness distribution separately for benign and malignant lesions were received. To test our approach we used a set of 217 ultrasonic images of 107 cystic (including 53 atypical, difficult for bare eye differentiation) and 110 solid lesions. All lesions were cytologically and/or histologically confirmed. Visual identification was performed by trained specialist in breast ultrasonography. Results. Our system correctly distinguished all (107, 100%) typical cysts, 107 of 110 (97.3%) solid lesions and 50 of 53 (94.3%) atypical cysts. On the contrary, with the bare eye it was possible to identify correctly all (107, 100%) typical cysts, 96 of 110 (87.3%) solid lesions and 32 of 53 (60.4%) atypical cysts. Conclusion. Automatic approach significantly surpasses the visual assessment performed by trained specialist. The difference is especially large for atypical cysts and hypoechoic solid lesions with the clear margin. This data may have a clinical significance.

Keywords: breast cyst, breast solid lesion, differentiation, ultrasonography

Procedia PDF Downloads 270

Authors: Carolyne Ndungu, Wesley Too, Diana Kassaman

Abstract:

Diabetes is a global public health problem with an increasing morbidity and mortality rate across the globe. It is reported that 422 million people worldwide have diabetes with type 2 diabetes more common in people of African descent. Whilst prevalence of diabetes is four times more than it was in the last three decades, making it the world's ninth greatest cause of mortality, treatment of complications resulting from poor glycemic control is still high, contributing to poverty level in sub-Saharan. Poor treatment adherence has also been identified as a major contributing factor poor glycemic control among diabetic patients and still remains a significant challenge especially among patients living in rural Kenya. This study therefore seeks to identify gaps, barriers and challenges towards medication non-adherence among diabetic patients on follow-up at Kiambu County Referral Hospital, Kenya. Methods: A cross- sectional descriptive study was carried out at Gatundu Level five Hospital in Kiambu County. The study population consisted of adult patients with type two diabetes mellitus (T2DM) on follow up, at the Diabetes clinic between the month of June to July 2022. Systematic sampling of 200 participants was carried out. Ethical approvals from relevant authorities were done and ethical aspects of the study were also observed. Data analysis is ongoing using logistic regression analysis. Results, recommendations -contribution of this study will be highlighted within the next one month.

Keywords: adherence, diabetes, medication, Kenya

Procedia PDF Downloads 132

Authors: Gona Ayuba, Isiaka Mohammed, Kotom Mohammed Baba, Mohammed Aabubakar Maikasuwa

Abstract:

The study examined the technical efficiency and its determinants of cattle fattening enterprises in Kebbi state, Nigeria. Data were collected from a sample of 160 fatteners between June 2010 and June 2011 using the multistage random sampling technique. Translog stochastic frontier production function was employed for the analysis. Results of the analysis show that technical efficiency indices varied from 0.74 to 0.98%, with a mean of 0.90%, indicating that there was no wide gap between the efficiency of best technical efficient fatteners and that of the average fattener. The result also showed that fattening experience and herd size influenced the level of technical efficiency at 1% levels. It is recommended that credit agencies should ensure that credit made available to the fatteners is monitored to ensure appropriate utilization.

Keywords: technical efficiency, determinants, cattle, fattening enterprises

Procedia PDF Downloads 451

Authors: Mahdi Akhbardeh

Abstract:

Synchronization of neuronal firing is a hallmark of several neurological diseases. Recently, stimulation techniques have been developed which make it possible to desynchronize oscillatory neuronal activity in a mild and effective way, without suppressing the neurons' firing. As yet, these techniques are being used to establish demand-controlled deep brain stimulation (DBS) techniques for the therapy of movement disorders like severe Parkinson's disease or essential tremor. We here present a first conceptualization suggesting that the nucleus accumbens is a promising target for the standard, that is, permanent high-frequency, DBS in patients with severe and chronic obsessive-compulsive disorder (OCD). In addition, we explain how demand-controlled DBS techniques may be applied to the therapy of OCD in those cases that are refractory to behavioral therapies and pharmacological treatment.

Keywords: stereotactic neurosurgery, deep brain stimulation, obsessive-compulsive disorder, phase resetting

Procedia PDF Downloads 512

Authors: Faisal Algosair

Abstract:

We examine the role of monetary policy in the presence of commodity price shocks using a Dynamic stochastic general equilibrium (DSGE) model with price and wage rigidities. The model characterizes a commodity exporter by its degree of export diversification, and explores the following monetary regimes: flexible domestic inflation targeting; flexible Consumer Price Index inflation targeting; exchange rate peg; and optimal rule. An increase in the degree of diversification is found to mitigate responses to commodity shocks. The welfare comparison suggests that a flexible exchange rate regime under the optimal rule is preferred to an exchange rate peg. However, monetary policy provides limited stabilization effects in an economy with low degree of export diversification.

Keywords: business cycle, commodity price, exchange rate, global financial cycle

Procedia PDF Downloads 97

Authors: Alexandru Achim, Tamás Szűcsborus, Viktor Sasi, Ferenc Nagy, Zoltán Jambrik, Attila Nemes, Albert Varga, Călin Homorodean, Olivier F. Bertrand, Zoltán Ruzsa

Abstract:

Aim: Our study aimed to establish the safety and the technical success of distal radial access for balloon aortic valvuloplasty (DR-BAV). The secondary objective was to determine the effectiveness and appropriate role of DR-BAV within half year follow-up. Methods: Clinical and angiographic data from 32 consecutive patients with symptomatic aortic stenosis were evaluated in a prospective pilot single-center study. Between 2020 and 2021, the patients were treated utilizing dual distal radial access with 6-10F compatible balloons. The efficacy endpoint was divided into technical success (successful valvuloplasty balloon inflation at the aortic valve and absence of intra- or periprocedural major complications), hemodynamic success (a reduction of the mean invasive gradient >30%), and clinical success (an improvement of at least one clinical category in the NYHA classification). The safety endpoints were vascular complications (major and minor Valve Academic Research Consortium (VARC)-2 bleeding, diminished or lost arterial pulse or the presence of any pseudo-aneurysm or arteriovenous fistula during the clinical follow-up) and major adverse events, MAEs (the composite of death, stroke, myocardial infarction, and urgent major aortic valve replacement or implantation during the hospital stay and or at one-month follow-up). Results: 32 patients (40 % male, mean age 80 ± 8,5) with severe aortic valve stenosis were included in the study and 4 patients were excluded. Technical success was achieved in all patients (100%). Hemodynamic success was achieved in 30 patients (93,75%). Invasive max and mean gradients were reduced from 73±22 mm Hg and 49±22 mm Hg to 49±19 mm Hg and 20±13 mm Hg, respectively (p = <.001). Clinical success was achieved in 29 patients (90,6%). In total, no major adverse cardiac or cerebrovascular event nor vascular complications (according to VARC 2 criteria) occurred during the intervention. All-cause death at 6 months was 12%. Conclusion: According to our study, dual distal radial artery access is a safe and effective option for balloon aortic valvuloplasty in patients with severe aortic valve stenosis and can be performed in all patients with sufficient lumen diameter. Future randomized studies are warranted to investigate whether this technique is superior to other approaches.

Keywords: mean invasive gradient, distal radial access for balloon aortic valvuloplasty (DR-BAV), aortic valve stenosis, pseudo-aneurysm, arteriovenous fistula, valve academic research consortium (VARC)-2

Procedia PDF Downloads 94

Authors: Abdollah Kavousi Fard

Abstract:

This paper addresses the optimal scheduling of hybrid reconfigurable microgrids considering hybrid electric vehicle charging demands. A stochastic framework based on unscented transform to model the high uncertainties of renewable energy sources including wind turbine and photovoltaic panels, as well as the hybrid electric vehicles’ charging demand. In order to get to the optimal scheduling, the network reconfiguration is employed as an effective tool for changing the power supply path and avoiding possible congestions. The simulation results are analyzed and discussed in three different scenarios including coordinated, uncoordinated and smart charging demand of hybrid electric vehicles. A typical grid-connected microgrid is employed to show the satisfying performance of the proposed method.

Keywords: microgrid, renewable energy sources, reconfiguration, optimization

Procedia PDF Downloads 272

Authors: Yuan Tian, Benhe Gao

Abstract:

This paper aims to investigate a two stage supply chain of one leading supplier and one following retailer that experiences two factors perturbation out of supplier's production cost, retailer's marginal cost and retail price in stochastic demand environment. Granted that risk neutral condition has long been discussed, little attention has been given to disruptions under the premise of risk neutral supplier and risk aversion retailer. We establish the optimal order quantity and revealed the profit distribution coefficient in risk-neutral static model, make adjustment under disruption scenario, and then select utility function method for risk aversion model. Using buy-back contract policy, the improvement of parameters can achieve channel coordination where Pareto optimal is realized.

Keywords: supply chain coordination, disruption management, buy-back contract, lose aversion

Procedia PDF Downloads 327

Authors: Krzysztof Pomorski

Abstract:

In the given work we present universal mathematical framework for modeling of cattle farm system that can set and validate various hypothesis that can be tested against experimental data. The presented work is preliminary but it is expected to be valid tool for future deeper analysis that can result in new class of prediction methods allowing early detection of cow dieseaes as well as cow performance. Therefore the presented work shall have its meaning in agriculture models and in machine learning as well. It also opens the possibilities for incorporation of certain class of biological models necessary in modeling of cow behavior and farm performance that might include the impact of environment on the farm system. Particular attention is paid to the model of coupled oscillators that it the basic building hypothesis that can construct the model showing certain periodic or quasiperiodic behavior.

Keywords: coupled ordinary differential equations, cattle farm system, numerical methods, stochastic differential equations

Procedia PDF Downloads 145

Authors: Francesca Schiavello

Abstract:

This work aims to create a hybrid algorithm, combining Quantum Approximate Optimization Algorithm (QAOA) with an Evolutionary Algorithm (EA) in the place of traditional gradient based optimization processes. QAOA’s were first introduced in 2014, where, at the time, their algorithm performed better than the traditional best known classical algorithm for Max-cut graphs. Whilst classical algorithms have improved since then and have returned to being faster and more efficient, this was a huge milestone for quantum computing, and their work is often used as a benchmarking tool and a foundational tool to explore variants of QAOA’s. This, alongside with other famous algorithms like Grover’s or Shor’s, highlights to the world the potential that quantum computing holds. It also presents the reality of a real quantum advantage where, if the hardware continues to improve, this could constitute a revolutionary era. Given that the hardware is not there yet, many scientists are working on the software side of things in the hopes of future progress. Some of the major limitations holding back quantum computing are the quality of qubits and the noisy interference they generate in creating solutions, the barren plateaus that effectively hinder the optimization search in the latent space, and the availability of number of qubits limiting the scale of the problem that can be solved. These three issues are intertwined and are part of the motivation for using EAs in this work. Firstly, EAs are not based on gradient or linear optimization methods for the search in the latent space, and because of their freedom from gradients, they should suffer less from barren plateaus. Secondly, given that this algorithm performs a search in the solution space through a population of solutions, it can also be parallelized to speed up the search and optimization problem. The evaluation of the cost function, like in many other algorithms, is notoriously slow, and the ability to parallelize it can drastically improve the competitiveness of QAOA’s with respect to purely classical algorithms. Thirdly, because of the nature and structure of EA’s, solutions can be carried forward in time, making them more robust to noise and uncertainty. Preliminary results show that the EA algorithm attached to QAOA can perform on par with the traditional QAOA with a Cobyla optimizer, which is a linear based method, and in some instances, it can even create a better Max-Cut. Whilst the final objective of the work is to create an algorithm that can consistently beat the original QAOA, or its variants, due to either speedups or quality of the solution, this initial result is promising and show the potential of EAs in this field. Further tests need to be performed on an array of different graphs with the parallelization aspect of the work commencing in October 2023 and tests on real hardware scheduled for early 2024.

Keywords: evolutionary algorithm, max cut, parallel simulation, quantum optimization

Procedia PDF Downloads 60

Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.

Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints

Procedia PDF Downloads 581

Authors: Sanjeet Patra, Soham Roychowdhury

Abstract:

In recent times, functionally graded dielectric elastomer (FGDE) has gained significant attention within the realm of soft actuation due to its dual capacity to exert highly localized stresses while maintaining its compliant characteristics on application of electro-mechanical loading. Nevertheless, the full potential of dielectric elastomer (DE) has not been fully explored due to their susceptibility to instabilities when subjected to electro-mechanical loads. As a result, study and analysis of such instabilities becomes crucial for the design and realization of dielectric actuators. Prismatic bifurcation is a type of instability that has been recognized in a DE tube. Though several studies have reported on the analysis for prismatic bifurcation in an isotropic DE tube, there is an insufficiency in studies related to prismatic bifurcation of FGDE tubes. Therefore, this paper aims to determine the onset of prismatic bifurcations on an incompressible FGDE tube when subjected to electrical loading across the thickness of the tube and internal pressurization. The analysis has been conducted by imposing two axial boundary conditions on the tube, specifically axially free ends and axially clamped ends. Additionally, the rigidity modulus of the tube has been linearly graded in the direction of thickness where the inner surface of the tube has a lower stiffness than the outer surface. The static equilibrium equations for deformation of the axisymmetric tube are derived and solved using numerical technique. The condition for prismatic bifurcation of the axisymmetric static equilibrium solutions has been obtained by using the linearized incremental constitutive equations. Two modes of bifurcations, corresponding to two different non-circular cross-sectional geometries, have been explored in this study. The outcomes reveal that the FGDE tubes experiences prismatic bifurcation before the Hessian criterion of failure is satisfied. It is observed that the lower mode of bifurcation can be triggered at a lower critical voltage as compared to the higher mode of bifurcation. Furthermore, the tubes with larger stiffness gradient require higher critical voltages for triggering the bifurcation. Moreover, with the increase in stiffness gradient, a linear variation of the critical voltage is observed with the thickness of the tube. It has been found that on applying internal pressure to a tube with low thickness, the tube becomes less susceptible to bifurcations. A thicker tube with axially free end is found to be more stable than the axially clamped end tube at higher mode of bifurcation.

Keywords: critical voltage, functionally graded dielectric elastomer, linearized incremental approach, modulus of rigidity, prismatic bifurcation

Procedia PDF Downloads 77

Authors: Kannapha Amaruchkul

Abstract:

We formulate a dynamic overbooking model for a tour operator, in which most reservations contain at least two people. The cancellation rate and the timing of the cancellation may depend on the group size. We propose two overbooking policies, namely economic- and service-based. In an economic-based policy, we want to minimize the expected oversold and underused cost, whereas, in a service-based policy, we ensure that the probability of an oversold situation does not exceed the pre-specified threshold. To illustrate the applicability of our approach, we use tour package data in 2016-2018 from a tour operator in Thailand to build a data-driven robust optimization model, and we tested the proposed overbooking policy in 2019. We also compare the data-driven approach to the conventional approach of fitting data into a probability distribution.

Keywords: applied stochastic model, data-driven robust optimization, overbooking, revenue management, tour operator

Procedia PDF Downloads 134

Authors: Alexander Aurell

Abstract:

One of the latest trends in the modeling of human crowds is the mean-field game approach. In the mean-field game approach, the motion of a human crowd is described by a nonstandard stochastic optimal control problem. It is nonstandard since congestion is considered, introduced through a dependence in the performance functional on the distribution of the crowd. This study extends the class of mean-field pedestrian crowd models to allow for non-local congestion and arbitrary, but finitely, many interacting crowds. The new congestion feature grants pedestrians a 'personal space' where crowding is undesirable. The model is treated as a mean-field type game which is derived from a particle picture. This, in contrast to a mean-field game, better describes a situation where the crowd can be controlled by a central planner. The latter is suitable for decentralized situations. Solutions to the mean-field type game are characterized via a Pontryagin-type Maximum Principle.

Keywords: congestion, crowd dynamics, interacting populations, mean-field approximation, optimal control

Procedia PDF Downloads 445

Authors: Gitanjali Pagare, Hansa Devi, S. P. Sanyal

Abstract:

Full-potential linearized augmented plane wave (FLAPW) method has been employed within the generalized gradient approximation (GGA) and local spin density approximation (LSDA) as the exchange correlation potential to investigate elastic properties of LaX (X = Cd and Hg) in their B2-type (CsCl) crystal structure. The calculated ground state properties such as lattice constant (a0), bulk modulus (B) and pressure derivative of bulk modulus (B') agree well with the available experimental results. The second order elastic constants (C11, C12 and C44) have been calculated. The ductility or brittleness of these intermetallic compounds is predicted by using Pugh’s rule B/GH and Cauchy’s pressure (C12-C44). The calculated results indicate that LaHg is the ductile whereas LaCd is brittle in nature.

Keywords: ductility/brittleness, elastic constants, equation of states, FP-LAPW method, intermetallics

Procedia PDF Downloads 446

Authors: Septimia Sarbu

Abstract:

The entropy rate of a stochastic process is a fundamental concept in information theory. It provides a limit to the amount of information that can be transmitted reliably over a communication channel, as stated by Shannon's coding theorems. Recently, researchers have focused on developing new measures of information that generalize Shannon's classical theory. The aim is to design more efficient information encoding and transmission schemes. This paper continues the study of generalized entropy rates, by deriving a closed-form solution to the Sharma-Mittal entropy rate for Gaussian processes. Using the squeeze theorem, we solve the limit in the definition of the entropy rate, for different values of alpha and beta, which are the parameters of the Sharma-Mittal entropy. In the end, we compare it with Shannon and Rényi's entropy rates for Gaussian processes.

Keywords: generalized entropies, Sharma-Mittal entropy rate, Gaussian processes, eigenvalues of the covariance matrix, squeeze theorem

Procedia PDF Downloads 519

Authors: Elmo Thiago Lins Cöuras Ford, Valentina Alessandra Carvalho do Vale, Rubens Maribondo do Nascimento, José Ubiragi de Lima Mendes

Abstract:

Given the unquestionable need of environmental preservation of discarded industrial residues, The scrape of tires have been seen as a salutary alternative for addictive in concrete, asphalt production and of other composites materials. In this work, grew a composite the base of scrape of tire as reinforcement and latex as matrix, to be used as insulating thermal in "cold" systems (0º). Analyzed the acting of the material was what plays the thermal conservation when submitted the flow of heat. Verified the temperature profiles in the internal surfaces and it expresses of the composite as well as the temperature gradient in the same. As a consequence, in function of the answers of the system, conclusions were reached.

Keywords: cold system, latex, flow of heat, asphalt production

Procedia PDF Downloads 462

Authors: N. Hachemi, A. Nouani, A. Benchabane

Abstract:

The influence of cultivation factors such as content of ammonium sulfate, glucose and water in the culture medium and particle size of dry orange waste, on their bioconversion for pectinase production was studied using complete factorial design. a polygalacturonase (PG) was isolated using ion exchange chromatography under gradient elution 0-0,5 m/l NaCl (column equilibrate with acetate buffer pH 4,5), subsequently by sephadex G75 column chromatography was applied and the molecular weight was obtained about 51,28 KDa . Purified PG enzyme exhibits a pH and temperature optima of activity at 5 and 35°C respectively. Treatment of apple juice by purified enzyme extract yielded a clear juice, which was competitive with juice yielded by pure Sigma Aldrich Aspergillus niger enzyme.

Keywords: bioconversion, orange wastes, optimization, pectinase

Procedia PDF Downloads 382

Authors: Md. Jahoor Alam

Abstract:

Recent studies suggest that Glucose controls several lifesaving pathways. Glucose molecule is reported to be responsible for the production of ROS (reactive oxygen species). In the present work, a p53-MDM2-Glucose model is developed in order to study spatiotemporal properties of the p53 pathway. The systematic model is mathematically described. The model is numerically simulated using high computational facility. It is observed that the variation in glucose concentration level triggers the system at different states, namely, oscillation death (stabilized), sustain and damped oscillations which correspond to various cellular states. The transition of these states induced by glucose is phase transition-like behaviour. Further, the amplitude of p53 dynamics with the variation of glucose concentration level follows power law behaviour, As(k) ~ kϒ, where, ϒ is a constant. Further Stochastic approach is needed for understanding of realistic behaviour of the model. The present model predicts the variation of p53 states under the influence of glucose molecule which is also supported by experimental facts reported by various research articles.

Keywords: oscillation, temporal behavior, p53, glucose

Procedia PDF Downloads 304

Authors: Du Yanxia, Stephan E. Bansmer, Gui Yewei, Xiao Guangming, Yang Xiaofeng

Abstract:

The heat and mass transfer characteristics of icing coupled with film flow is studied and the coupled model of the thermal behavior with the flow simulation by single-step method is developed. The behavior of ice and water was analyzed. The results show that under supercooled large droplet (SLD) icing conditions, the film flow is an important phonomena in icing accretion process. The pressure gradient, gravity and shear stress are the main factors affecting the film flow on icing surface, which has important influence on the shape and rate of icing. To predict SLD ice accretion accurately, the heat and mass transfer of ice and film flow should be taken into account.

Keywords: SLD, aircraft, icing, heat and mass transfer

Procedia PDF Downloads 634

Authors: M. Fatmi, B. Gueridi, Z. Zerrougui

Abstract:

Some physical properties of hexahalometallate K₂XBr₆(X=Se, Pt) were computed in the zinc blend structure using generalized gradient approximation. The cell constant of K₂SeBr₆ and K₂PtBr₆ is consistent with the experiment value quoted in the literature, where the error is 0.95 % and 1 %. K₂SeBr₆ and K₂PtBr₆ present covalent bonding, high anisotropy and are ductile. The elastic constants of K₂SeBr₆ and K₂PtBr₆ are significantly smaller due to their larger reticular distances and lower Colombian forces, and then they are soft and damage tolerant. The interatomic separation is greater in K₂SeBr₆ than in K₂PtBr₆; hence the Colombian interaction in K₂PtBr₆ is greater than that of K2SeBr₆. The internal coordinate of the Br atom in K₂PtBr₆ is lower than that of the same atom in K2SeBr₆, and this can be explained by the fact that it is inversely proportional to the atom radius of Se and Pt. There are two major plasmonic processes, with intensities of 3.7 and 1.35, located around 53.5 nm and 72.8 nm for K₂SeBr₆ and K₂PtBr₆.

Keywords: hexahalometallate, band structure, morphology, absorption, band gap, absorber

Procedia PDF Downloads 93

Authors: Tusar Kanti Dash, Ganapati Panda

Abstract:

The evaluation of speech quality and intelligence is critical to the overall effectiveness of the Speech Enhancement Algorithms. Several intrusive and non-intrusive measures are employed to calculate these parameters. Non-Intrusive Evaluation is most challenging as, very often, the reference clean speech data is not available. In this paper, a novel non-intrusive speech evaluation measure is proposed using audio features derived from the Stockwell transform. These features are used with the Light Gradient Boosting Machine for the effective prediction of speech quality and intelligibility. The proposed model is analyzed using noisy and reverberant speech from four databases, and the results are compared with the standard Intrusive Evaluation Measures. It is observed from the comparative analysis that the proposed model is performing better than the standard Non-Intrusive models.

Keywords: non-Intrusive speech evaluation, S-transform, light GBM, speech quality, and intelligibility

Procedia PDF Downloads 259

Authors: Razyeh Behbahani, Martin L. Plumer, Ivan Saika-Voivod

Abstract:

Micromagnetic simulations based on the stochastic Landau-Lifshitz-Gilbert equation are used to calculate dynamic magnetic hysteresis loops relevant to magnetic hyperthermia applications. With the goal to effectively simulate room-temperature loops for large iron-oxide based systems at relatively slow sweep rates on the order of 1 Oe/ns or less, a coarse-graining scheme is proposed and tested. The scheme is derived from a previously developed renormalization-group approach. Loops associated with nanorods, used as building blocks for larger nanoparticles that were employed in preclinical trials (Dennis et al., 2009 Nanotechnology 20 395103), serve as the model test system. The scaling algorithm is shown to produce nearly identical loops over several decades in the model grain sizes. Sweep-rate scaling involving the damping constant alpha is also demonstrated.

Keywords: coarse-graining, hyperthermia, hysteresis loops, micromagnetic simulations

Procedia PDF Downloads 149