Search results for: coherent forecasts

Authors: T. Zhou, S. F. Mohd Razali, Y. Zhou, H. Wang, L. Cheng

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The wake flow behind two yawed side-by-side circular cylinders is investigated using a three-dimensional vorticity probe. Four yaw angles (α), namely, 0°, 15°, 30° and 45° and two cylinder spacing ratios T* of 1.7 and 3.0 were tested. For T* = 3.0, there exist two vortex streets and the cylinders behave as independent and isolated ones. The maximum contour value of the coherent stream-wise vorticity is only about 10% of that of the spanwise vorticity. With the increase of α, increases whereas decreases. At α = 45°, is about 67% of. For T* = 1.7, only a single peak is detected in the energy spectrum. The span-wise vorticity contours have an organized pattern only at α = 0°. The maximum coherent vorticity contours of and for T* = 1.7 are about 30% and 7% of those for T* = 3.0. The independence principle (IP) in terms of Strouhal numbers is applicable in both wakes when α< 40°.

Keywords: circular cylinder wake, vorticity, vortex shedding, side-by-side

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Authors: Selin Guney, Andres Riquelme

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Among the main purposes of optimal and efficient forecasts of agricultural commodity prices is to guide the firms to advance the economic decision making process such as planning business operations and marketing decisions. Governments are also the beneficiaries and suppliers of agricultural price forecasts. They use this information to establish a proper agricultural policy, and hence, the forecasts affect social welfare and systematic errors in forecasts could lead to a misallocation of scarce resources. Various empirical approaches have been applied to forecast commodity prices that have used different methodologies. Most commonly-used approaches to forecast commodity sectors depend on classical time series models that assume values of the response variables are precise which is quite often not true in reality. Recently, this literature has mostly evolved to a consideration of fuzzy time series models that provide more flexibility in terms of the classical time series models assumptions such as stationarity, and large sample size requirement. Besides, fuzzy modeling approach allows decision making with estimated values under incomplete information or uncertainty. A number of fuzzy time series models have been developed and implemented over the last decades; however, most of them are not appropriate for forecasting repeated and nonconsecutive transitions in the data. The modeling scheme used in this paper eliminates this problem by introducing Markov modeling approach that takes into account both the repeated and nonconsecutive transitions. Also, the determination of length of interval is crucial in terms of the accuracy of forecasts. The problem of determining the length of interval arbitrarily is overcome and a methodology to determine the proper length of interval based on the distribution or mean of the first differences of series to improve forecast accuracy is proposed. The specific purpose of this paper is to propose and investigate the potential of a new forecasting model that integrates methodologies for determining the proper length of interval based on the distribution or mean of the first differences of series and Fuzzy Time Series- Markov Chain model. Moreover, the accuracy of the forecasting performance of proposed integrated model is compared to different univariate time series models and the superiority of proposed method over competing methods in respect of modelling and forecasting on the basis of forecast evaluation criteria is demonstrated. The application is to daily corn and soybean prices observed at three commercially important North Carolina markets; Candor, Cofield and Roaring River for corn and Fayetteville, Cofield and Greenville City for soybeans respectively. One main conclusion from this paper is that using fuzzy logic improves the forecast performance and accuracy; the effectiveness and potential benefits of the proposed model is confirmed with small selection criteria value such MAPE. The paper concludes with a discussion of the implications of integrating fuzzy logic and nonarbitrary determination of length of interval for the reliability and accuracy of price forecasts. The empirical results represent a significant contribution to our understanding of the applicability of fuzzy modeling in commodity price forecasts.

Keywords: commodity, forecast, fuzzy, Markov

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Authors: András Medve, Katalin Szabad, István Patkó

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According to the International Energy Association the previous principles of the energy sector should be reassessed, in which renewable energy sources have a significant role. We might witness the exchange of roles of countries from importer to exporter, which look for the main resources of market needs. According to the World Energy Outlook 2013, the duration of high oil prices is exceptionally long in the history of the energy market. Forecasts also point at the expected great differences between the regional prices of gas and electric energy. The energy need of the world will grow by its third. two thirds of which will appear in China, India, and South-East Asia, while only 4 per cent of which will be related to OECD countries. Current trends also forecast the growth of the price of energy sources and the emission of glasshouse gases. As a reflection of these forecasts alternative energy sources will gain value, of which geothermic energy is one of the cheapest and most economical. Hungary possesses outstanding resources of geothermic energy. The aim of the study is to research the environmental effects of geothermic energy and the opportunities of its exploitation in Hungary, related to „Horizon 2020” project.

Keywords: sustainable energy, renewable energy, development of geothermic energy in Hungary

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Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio

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We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.

Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test

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Authors: Amira Dhokar, Lobna Hlaoua, Lotfi Ben Romdhane

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Tweet contextualization (TC) is a new issue that aims to answer questions of the form 'What is this tweet about?' The idea of this task was imagined as an extension of a previous area called multi-document summarization (MDS), which consists in generating a summary from many sources. In both TC and MDS, the summary should ideally contain the most relevant information of the topic that is being discussed in the source texts (for MDS) and related to the query (for TC). Furthermore of being informative, a summary should be coherent, i.e. well written to be readable and grammatically compact. Hence, coherence is an essential characteristic in order to produce comprehensible texts. In this paper, we propose a new approach to improve readability and coherence for tweet contextualization based on bipartite graphs. The main idea of our proposed method is to reorder sentences in a given paragraph by combining most expressive words detection and HITS (Hyperlink-Induced Topic Search) algorithm to make up a coherent context.

Keywords: bipartite graphs, readability, summarization, tweet contextualization

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Authors: Watchareeporn Chaimongkol

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In this paper, we compare the statistical measures accuracy of composite forecasting model to estimate automobile customer demand in Thailand. A modified simple exponential smoothing and autoregressive integrate moving average (ARIMA) forecasting model is built to estimate customer demand of passenger cars, instead of using information of historical sales data. Our model takes into account special characteristic of the Thai automobile market such as sales promotion, advertising and publicity, petrol price, and interest rate for loan. We evaluate our forecasting model by comparing forecasts with actual data using six accuracy measurements, mean absolute percentage error (MAPE), geometric mean absolute error (GMAE), symmetric mean absolute percentage error (sMAPE), mean absolute scaled error (MASE), median relative absolute error (MdRAE), and geometric mean relative absolute error (GMRAE).

Keywords: composite forecasting, simple exponential smoothing model, autoregressive integrate moving average model selection, accuracy measurements

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Authors: Christos Spandonidis, Stefanos Tsantilas, Elias Sedikos, Nektarios Galiatsatos, Fotios Giannopoulos, Panagiotis Papadopoulos, Nikolaos Demagos, Dimitrios Reppas, Christos Giordamlis

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In the present paper, a low cost, compact and modular Internet of Things (IoT) platform for air quality monitoring in urban areas is presented. This platform comprises of dedicated low cost, low power hardware and the associated embedded software that enable measurement of particles (PM2.5 and PM10), NO, CO, CO₂ and O₃ concentration in the air, along with relative temperature and humidity. This integrated platform acts as part of a greater air pollution data collecting wireless network that is able to monitor the air quality in various regions and neighborhoods of an urban area, by providing sensor measurements at a high rate that reaches up to one sample per second. It is therefore suitable for Big Data analysis applications such as air quality forecasts, weather forecasts and traffic prediction. The first real world test for the developed platform took place in Thessaloniki, Greece, where 16 devices were installed in various buildings in the city. In the near future, many more of these devices are going to be installed in the greater Thessaloniki area, giving a detailed air quality map of the city.

Keywords: distributed sensor system, environmental monitoring, Internet of Things, smart cities

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Authors: Erwan Negre, Ewan J. O'Connor, Juha Toivonen

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The need for CO2 monitoring technologies grows simultaneously with the worldwide concerns regarding environmental challenges. To that purpose, we developed a compact coherent all-fiber ranged-resolved Differential Absorption Lidar (RR-DIAL). It has been designed along a tunable 2x1fiber optic switch set to a frequency of 1 Hz between two Distributed FeedBack (DFB) lasers emitting in the continuous-wave mode at 1571.41 nm (absorption line of CO2) and 1571.25 nm (CO2 absorption-free line), with linewidth and tuning range of respectively 1 MHz and 3 nm over operating wavelength. A three stages amplification through Erbium and Erbium-Ytterbium doped fibers coupled to a Radio Frequency (RF) driven Acousto-Optic Modulator (AOM) generates 100 ns pulses at a repetition rate from 10 to 30 kHz with a peak power up to 2.5 kW and a spatial resolution of 15 m, allowing fast and highly resolved CO2 profiles. The same afocal collection system is used for the output of the laser source and the backscattered light which is then directed to a circulator before being mixed with the local oscillator for heterodyne detection. Packaged in an easily transportable box which also includes a server and a Field Programmable Gate Array (FPGA) card for on-line data processing and storing, our setup allows an effective and quick deployment for versatile in-situ analysis, whether it be vertical atmospheric monitoring, large field mapping or sequestration site continuous oversight. Setup operation and results from initial field measurements will be discussed.

Keywords: CO2 profiles, coherent DIAL, in-situ atmospheric sensing, near infrared fiber source

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Authors: Morsy Ahmed Morsy Ismail

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In this paper, the structure of a coherent homodyne receiver for the Binary Phase Shift Keying (BPSK) Optical Code Division Multiple Access (OCDMA) network is introduced based on the Multi-Length Weighted Modified Prime Code (ML-WMPC) for multimedia applications. The Bit Error Rate (BER) of this homodyne detection is evaluated as a function of the number of active users and the signal to noise ratio for different code lengths according to the multimedia application such as audio, voice, and video. Besides, the Mach-Zehnder interferometer is used as an external phase modulator in homodyne detection. Furthermore, the Multiple Access Interference (MAI) and the receiver noise in a shot-noise limited regime are taken into consideration in the BER calculations.

Keywords: OCDMA networks, bit error rate, multiple access interference, binary phase-shift keying, multimedia

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Authors: Isao Tomita

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Electrical conduction in a quasi-one-dimensional polycrystalline metallic ring with a long electron phase coherence length realized at low temperature is investigated. In this situation, the wave nature of electrons is important in the ring, where the electrical current I can be induced by a vector potential that arises from a static magnetic field applied perpendicularly to the ring’s area. It is shown that if the average grain size of the polycrystalline ring becomes large (or comparable to the Fermi wavelength), the electrical current I increases to ~I0, where I0 is a current in a disorder-free ring. The cause of this increasing effect is examined, and this takes place if the electron localization length in the polycrystalline potential increases with increasing grain size, which gives rise to coherent connection of tails of a localized electron wave function in the ring and thus provides highly coherent electrical conduction.

Keywords: electrical conduction, electron phase coherence, polycrystalline metal, magnetic field

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Authors: Yaacoub Tina, Youssef Roua, Radoi Emanuel, Burel Gilles

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Recently, low-complexity sub-Nyquist sampling schemes based on the Finite Rate of Innovation (FRI) theory have been introduced to sample parametric signals at minimum rates. The multichannel modulating waveforms (MCMW) is such an efficient scheme, where the received signal is mixed with an appropriate set of arbitrary waveforms, integrated and sampled at rates far below the Nyquist rate. In this paper, the MCMW scheme is adapted to the special case of ultra wideband (UWB) channel estimation, characterized by dense multipaths. First, an appropriate structure, which accounts for the bandpass spectrum feature of UWB signals, is defined. Then, a novel approach to decrease the number of processing channels and reduce the complexity of this sampling scheme is presented. Finally, the proposed concepts are validated by simulation results, obtained with real filters, in the framework of a coherent Rake receiver.

Keywords: coherent rake receiver, finite rate of innovation, sub-nyquist sampling, ultra wideband

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Authors: Rudy Bahouth, Farouk Benmeddour, Emmanuel Moulin, Jamal Assaad

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Guided ultrasonic waves are used in Non-Destructive Testing (NDT) and Structural Health Monitoring (SHM) for inspection and damage detection. Recently, wireless data transmission using ultrasonic waves in solid metallic channels has gained popularity in some industrial applications such as nuclear, aerospace and smart vehicles. The idea is to find a good substitute for electromagnetic waves since they are highly attenuated near metallic components due to Faraday shielding. The proposed solution is to use ultrasonic guided waves such as Lamb waves as an information carrier due to their capability of propagation for long distances. In addition to this, valuable information about the health of the structure could be extracted simultaneously. In this work, the reliable frequency bandwidth for communication is extracted experimentally from dispersion curves at first. Then, an experimental platform for wireless communication using Lamb waves is described and built. After this, coherent demodulation algorithm used in telecommunications is tested for Amplitude Shift Keying, On-Off Keying and Binary Phase Shift Keying modulation techniques. Signal processing parameters such as threshold choice, number of cycles per bit and Bit Rate are optimized. Experimental results are compared based on the average Bit Error Rate. Results have shown high sensitivity to threshold selection for Amplitude Shift Keying and On-Off Keying techniques resulting a Bit Rate decrease. Binary Phase Shift Keying technique shows the highest stability and data rate between all tested modulation techniques.

Keywords: lamb waves communication, wireless communication, coherent demodulation, bit error rate

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Authors: Yuhao Jin, Zhou Zhou, Katsumi Yoshida, Zhengcao Li, Tadashi Maruyama, Toyohiko Yano

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Four kinds of nuclear graphite, IG-110U, ETP-10, CX-2002U and IG-430U were neutron-irradiated at different fluences and temperatures, ranged from 1.38 x 1024 to 7.4 x 1025 n/m2 (E > 1.0 MeV) at 473K, 573K and 673K. To take into account the disorder in the microstructure, such as stacking faults and anisotropic coherent lengths, the X-ray diffraction patterns were interpreted using a comprehensive structural model and a refinement program CARBONXS. The deduced structural parameters show the changes of lattice parameters, coherent lengths along the c-axis and the basal plane, and the degree of turbostratic disorder as a function of the irradiation dose. Our results reveal neutron irradiation effects on the microstructure and macroscopic dimension, which are consistent with previous work. The methodology used in this work enables the quantification of the damage on the microstructure of nuclear graphite induced by neutron irradiation.

Keywords: nuclear graphite, neutron irradiation, thermal annealing, recovery behavior, dimensional change, CARBONX, XRD analysis

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Authors: Nina Miklavčič, Urška Kugovnik, Natalia Galkina, Primož Ribarič, Rudi Vončina

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Today, the need for weather predictions is deeply rooted in the everyday life of people as well as it is in industry. The forecasts influence final decision-making processes in multiple areas, from agriculture and prevention of natural disasters to air traffic regulations and solutions on a national level for health, security, and economic problems. Namely, in Slovenia, alongside other existing forms of application, weather forecasts are adopted for the prognosis of electrical current transmission through powerlines. Meteorological parameters are one of the key factors which need to be considered in estimations of the reliable supply of electrical energy to consumers. And like for any other measured value, the knowledge about measurement uncertainty is also critical for the secure and reliable supply of energy. The estimation of measurement uncertainty grants us a more accurate interpretation of data, a better quality of the end results, and even a possibility of improvement of weather forecast models. In the article, we focused on the estimation of measurement uncertainty of the diagnostic microscale meteorological model CALMET. For the purposes of our research, we used a network of meteorological stations spread in the area of our interest, which enables a side-by-side comparison of measured meteorological values with the values calculated with the help of CALMET and the measurement uncertainty estimation as a final result.

Keywords: uncertancy, meteorological model, meteorological measurment, CALMET

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Authors: Nafe Moradkhani, Frederick Benaben, Benoit Montreuil, Ali Vatankhah Barenji, Dima Nazzal

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In the context of the global pandemic, the practical management of the 2020 presidential election in the USA was a strong concern. To anticipate and prepare for this election accurately, one of the main challenges was to confront (i) forecasts of voter turnout, (ii) capacities of the facilities and, (iii) potential configuration options of resources. The approach chosen to conduct this anticipative study consists of collecting data about forecasts and using simulation models to work simultaneously on resource allocation and facility configuration of polling places in Fulton County, Georgia’s largest county. A polling place is a dedicated facility where voters cast their ballots in elections using different devices. This article presents the results of the simulations of such places facing pre-identified potential risks. These results are oriented towards the efficiency of these places according to different criteria (health, trust, comfort). Then a dynamic framework is introduced to describe risks as physical forces perturbing the efficiency of the observed system. Finally, the main benefits and contributions resulting from this simulation campaign are presented.

Keywords: performance, decision support, simulation, artificial intelligence, risk management, election, pandemics, information system

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Authors: Nato Kutaladze, George Mikuchadze, Giorgi Sokhadze

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Precipitation forecasts are one of the most demanding applications in numerical weather prediction (NWP). Georgia, as the whole Caucasian region, is characterized by very complex topography. The country territory is prone to flash floods and mudflows, quantitative precipitation estimation (QPE) and quantitative precipitation forecast (QPF) at any leading time are very important for Georgia. In this study, advanced research weather forecasting model’s skill in QPF is investigated over Georgia’s territory. We have analyzed several convection parameterization and microphysical scheme combinations for different rainy episodes and heavy rainy phenomena. We estimate errors and biases in accumulated 6 h precipitation using different spatial resolution during model performance verification for 12-hour and 24-hour lead time against corresponding rain gouge observations and satellite data. Various statistical parameters have been calculated for the 8-month comparison period, and some skills of model simulation have been evaluated. Our focus is on the formation and organization of convective precipitation systems in a low-mountain region. Several problems in connection with QPF have been identified for mountain regions, which include the overestimation and underestimation of precipitation on the windward and lee side of the mountains, respectively, and a phase error in the diurnal cycle of precipitation leading to the onset of convective precipitation in model forecasts several hours too early.

Keywords: extremal dependence index, false alarm, numerical weather prediction, quantitative precipitation forecasting

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Authors: Aman Berhe, Camille Guinaudeau, Claude Barras

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In order to facilitate information seeking in large collections of multimedia documents with long and progressive content (such as broadcast news or TV series), one can extract the semantic links that exist between semantically coherent parts of documents, i.e., scenes. The links can then create a coherent collection of scenes from which it is easier to perform content analysis, topic extraction, or information retrieval. In this paper, we focus on TV series structuring and propose two approaches for scene linking at different levels of granularity (episode and season): a fuzzy online clustering technique and a graph-based community detection algorithm. When evaluated on the two first seasons of the TV series Game of Thrones, we found that the fuzzy online clustering approach performed better compared to graph-based community detection at the episode level, while graph-based approaches show better performance at the season level.

Keywords: multimedia collection structuring, progressive content, scene linking, fuzzy clustering, community detection

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Authors: Swati Bhomia, C. M. Kishtawal, Neeru Jaiswal

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Traditionally, monsoon forecasts have encountered many difficulties that stem from numerous issues such as lack of adequate upper air observations, mesoscale nature of convection, proper resolution, radiative interactions, planetary boundary layer physics, mesoscale air-sea fluxes, representation of orography, etc. Uncertainties in any of these areas lead to large systematic errors. Global circulation models (GCMs), which are developed independently at different institutes, each of which carries somewhat different representation of the above processes, can be combined to reduce the collective local biases in space, time, and for different variables from different models. This is the basic concept behind the multi-model superensemble and comprises of a training and a forecast phase. The training phase learns from the recent past performances of models and is used to determine statistical weights from a least square minimization via a simple multiple regression. These weights are then used in the forecast phase. The superensemble forecasts carry the highest skill compared to simple ensemble mean, bias corrected ensemble mean and the best model out of the participating member models. This approach is a powerful post-processing method for the estimation of weather forecast parameters reducing the direct model output errors. Although it can be applied successfully to the continuous parameters like temperature, humidity, wind speed, mean sea level pressure etc., in this paper, this approach is applied to rainfall, a parameter quite difficult to handle with standard post-processing methods, due to its high temporal and spatial variability. The present study aims at the development of advanced superensemble schemes comprising of 1-5 day daily precipitation forecasts from five state-of-the-art global circulation models (GCMs), i.e., European Centre for Medium Range Weather Forecasts (Europe), National Center for Environmental Prediction (USA), China Meteorological Administration (China), Canadian Meteorological Centre (Canada) and U.K. Meteorological Office (U.K.) obtained from THORPEX Interactive Grand Global Ensemble (TIGGE), which is one of the most complete data set available. The novel approaches include the dynamical model selection approach in which the selection of the superior models from the participating member models at each grid and for each forecast step in the training period is carried out. Multi-model superensemble based on the training using similar conditions is also discussed in the present study, which is based on the assumption that training with the similar type of conditions may provide the better forecasts in spite of the sequential training which is being used in the conventional multi-model ensemble (MME) approaches. Further, a variety of methods that incorporate a 'neighborhood' around each grid point which is available in literature to allow for spatial error or uncertainty, have also been experimented with the above mentioned approaches. The comparison of these schemes with respect to the observations verifies that the newly developed approaches provide more unified and skillful prediction of the summer monsoon (viz. June to September) rainfall compared to the conventional multi-model approach and the member models.

Keywords: multi-model superensemble, dynamical model selection, similarity criteria, neighborhood technique, rainfall prediction

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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: Jonathan Iworiso

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Forecasting the equity premium out-of-sample is a major concern to researchers in finance and emerging markets. The quest for a superior model that can forecast the equity premium with significant economic gains has resulted in several controversies on the choice of variables and suitable techniques among scholars. This research focuses mainly on the application of Regression Training (RT) techniques to forecast monthly equity premium out-of-sample recursively with an expanding window method. A broad category of sophisticated regression models involving model complexity was employed. The RT models include Ridge, Forward-Backward (FOBA) Ridge, Least Absolute Shrinkage and Selection Operator (LASSO), Relaxed LASSO, Elastic Net, and Least Angle Regression were trained and used to forecast the equity premium out-of-sample. In this study, the empirical investigation of the RT models demonstrates significant evidence of equity premium predictability both statistically and economically relative to the benchmark historical average, delivering significant utility gains. They seek to provide meaningful economic information on mean-variance portfolio investment for investors who are timing the market to earn future gains at minimal risk. Thus, the forecasting models appeared to guarantee an investor in a market setting who optimally reallocates a monthly portfolio between equities and risk-free treasury bills using equity premium forecasts at minimal risk.

Keywords: regression training, out-of-sample forecasts, expanding window, statistical predictability, economic significance, utility gains

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Authors: Sohini Manna, Jong Woo Kim, Oleg Shpyrko, Eric E. Fullerton

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CVD techniques have emerged as a promising approach in the formation of a broad range of nanostructured materials. The realization of many practical applications will require efficient and economical synthesis techniques that preferably avoid the need for templates or costly single-crystal substrates and also afford process adaptability. Towards this end, we have developed a single-step route for the reduction-type synthesis of nanostructured Ni materials using a thermal CVD method. By tuning the CVD growth parameters, we can synthesize morphologically dissimilar nanostructures including single-crystal cubes and Au nanostructures which form atop untreated amorphous SiO2||Si substrates. An understanding of the new properties that emerge in these nanostructures materials and their relationship to function will lead to for a broad range of magnetostrictive devices as well as other catalysis, fuel cell, sensor, and battery applications based on high-surface-area transition-metal nanostructures. We use coherent X-ray diffraction imaging technique to obtain 3-D image and strain maps of individual nanocrystals. Coherent x-ray diffractive imaging (CXDI) is a technique that provides the overall shape of a nanostructure and the lattice distortion based on the combination of highly brilliant coherent x-ray sources and phase retrieval algorithm. We observe a fine interplay of reduction of surface energy vs internal stress, which plays an important role in the morphology of nano-crystals. The strain distribution is influenced by the metal-substrate interface and metal-air interface, which arise due to differences in their thermal expansion. We find the lattice strain at the surface of the octahedral gold nanocrystal agrees well with the predictions of the Young-Laplace equation quantitatively, but exhibits a discrepancy near the nanocrystal-substrate interface resulting from the interface. The strain in the bottom side of the Ni nanocube, which is contacted on the substrate surface is compressive. This is caused by dissimilar thermal expansion coefficients between Ni nanocube and Si substrate. Research at UCSD support by NSF DMR Award # 1411335.

Keywords: CVD, nanostructures, strain, CXRD

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Authors: Soheila Sadeghi

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Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of project progress and external factors. This research proposes a machine learning-based approach to forecast project performance metrics, such as cost variance and earned value, for each Work Breakdown Structure (WBS) category in an urban road reconstruction project. The proposed model utilizes time series forecasting techniques, including Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) networks, to predict future performance based on historical data and project progress. The model also incorporates external factors, such as weather patterns and resource availability, as features to enhance the accuracy of forecasts. By applying the predictive power of machine learning, the performance forecasting model enables proactive identification of potential deviations from the baseline plan, which allows project managers to take timely corrective actions. The research aims to validate the effectiveness of the proposed approach using a case study of an urban road reconstruction project, comparing the model's forecasts with actual project performance data. The findings of this research contribute to the advancement of project management practices in the construction industry, offering a data-driven solution for improving project performance monitoring and control.

Keywords: project performance forecasting, machine learning, time series forecasting, cost variance, earned value management

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Authors: Chih-Chung Huang, Po-Hsun Peng

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Ultrasound transient elastography has become a valuable tool for many clinical diagnoses, such as liver diseases and breast cancer. The pathological tissue can be distinguished by elastography due to its stiffness is different from surrounding normal tissues. An ultrafast frame rate of ultrasound imaging is needed for transient elastography modality. The elastography obtained in the ultrafast system suffers from a low quality for resolution, and affects the robustness of the transient elastography. In order to overcome these problems, a coherent plane wave compounding technique has been proposed for conventional ultrasound system which the operating frequency is around 3-15 MHz. The purpose of this study is to develop a novel beamforming technique for high frequency ultrasound coherent plane-wave compounding imaging and the simulated results will provide the standards for hardware developments. Plane-wave compounding imaging produces a series of low-resolution images, which fires whole elements of an array transducer in one shot with different inclination angles and receives the echoes by conventional beamforming, and compounds them coherently. Simulations of plane-wave compounding image and focused transmit image were performed using Field II. All images were produced by point spread functions (PSFs) and cyst phantoms with a 64-element linear array working at 35MHz center frequency, 55% bandwidth, and pitch of 0.05 mm. The F number is 1.55 in all the simulations. The simulated results of PSFs and cyst phantom which were obtained using single, 17, 43 angles plane wave transmission (angle of each plane wave is separated by 0.75 degree), and focused transmission. The resolution and contrast of image were improved with the number of angles of firing plane wave. The lateral resolutions for different methods were measured by -10 dB lateral beam width. Comparison of the plane-wave compounding image and focused transmit image, both images exhibited the same lateral resolution of 70 um as 37 angles were performed. The lateral resolution can reach 55 um as the plane-wave was compounded 47 angles. All the results show the potential of using high-frequency plane-wave compound imaging for realizing the elastic properties of the microstructure tissue, such as eye, skin and vessel walls in the future.

Keywords: plane wave imaging, high frequency ultrasound, elastography, beamforming

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Authors: Prabal Singh Verma

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Electrostatic Waves in plasma have emerged as a new source for the acceleration of charged particles. The accelerated particles have a wide range of applications, for example in cancer therapy to cutting and melting of hard materials. The maximum acceleration can only be achieved when the amplitude of the plasma wave stays below a critical limit known as wave-breaking amplitude. Beyond this limit amplitude of the wave diminishes dramatically as the coherent energy of the wave starts to convert into random kinetic energy. In this work, spatiotemporal evolution of non-relativistic electrostatic waves in a cold plasma has been studied in the wave-breaking regime using a 1D particle-in-cell simulation (PIC). It is found that plasma gets heated after the wave-breaking but a fraction of initial energy always remains with the remnant wave in the form of Bernstein-Greene-Kruskal (BGK) mode in warm plasma. Another interesting finding of this work is that the frequency of the resultant BGK wave is found be below electron plasma frequency which decreases with increasing initial amplitude and the acceleration mechanism after the wave-breaking is also found to be different from the previous work. In order to explain the results observed in the numerical experiments, a simplified theoretical model is constructed which exhibits a good agreement with the simulation. In conclusion, it is shown in this work that electrostatic waves get shower after the wave-breaking and a fraction of initial coherent energy always remains with remnant wave. These investigations have direct relevance in wakefield acceleration experiments.

Keywords: nonlinear plasma waves, longitudinal, wave-breaking, wake-field acceleration

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Authors: Ender Su, Kai Wen Wong, I-Ling Ju, Ya-Ling Wang

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In this study, the systemic risk change of Taiwan’s banking sector is analyzed during the financial crisis. The risk expose of each financial institutions to the whole Taiwan banking systemic risk or vice versa under financial distress are measured by conditional Value-at-Risk (CoVaR) and conditional coherent expected shortfall (CoES). The CoVaR and CoES are estimated by using vector quantile autoregression (MVMQ-CaViaR) with the daily stock returns of each banks included domestic and foreign banks in Taiwan. The daily in-sample data covered the period from 05/20/2002 to 07/31/2007 and the out-of-sample period until 12/31/2013 spanning the 2008 U.S. subprime crisis, 2010 Greek debt crisis, and post risk duration. All banks in Taiwan are categorised into several groups according to their size of market capital, leverage and domestic/foreign to find out what the extent of changes of the systemic risk as the risk changes between the individuals in the bank groups and vice versa. The final results can provide a guidance to financial supervisory commission of Taiwan to gauge the downside risk in the system of financial institutions and determine the minimum capital requirement hold by financial institutions due to the sensibility changes in CoVaR and CoES of each banks.

Keywords: bank financial distress, vector quantile autoregression, CoVaR, CoES

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Authors: Philippe Gugler

Abstract:

This contribution reflects some important questions regarding inter alia the economic development occurring in the light of the ASEAN’s goal of creating the ASEAN Economic Community (AEC) by 2015. We observe a continuing economic growth of GDP per capita over recent years despite the negative effects of the world economic crisis. IMF forecasts indicate that this trend will continue. The paper focuses on the analysis and comparison of economic growth trends of ASEAN countries.

Keywords: ASEAN, convergence, divergence, economic growth, globalization, integration

Procedia PDF Downloads 498

Authors: Umit Cali

Abstract:

The integration of intermittent energy sources like wind farms into the electricity grid has become an important challenge for the utilization and control of electric power systems, because of the fluctuating behaviour of wind power generation. Wind power predictions improve the economic and technical integration of large amounts of wind energy into the existing electricity grid. Trading, balancing, grid operation, controllability and safety issues increase the importance of predicting power output from wind power operators. Therefore, wind power forecasting systems have to be integrated into the monitoring and control systems of the transmission system operator (TSO) and wind farm operators/traders. The wind forecasts are relatively precise for the time period of only a few hours, and, therefore, relevant with regard to Spot and Intraday markets. In this work predictive data mining techniques are applied to identify a statistical and neural network model or set of models that can be used to predict wind power output of large onshore and offshore wind farms. These advanced data analytic methods helps us to amalgamate the information in very large meteorological, oceanographic and SCADA data sets into useful information and manageable systems. Accurate wind power forecasts are beneficial for wind plant operators, utility operators, and utility customers. An accurate forecast allows grid operators to schedule economically efficient generation to meet the demand of electrical customers. This study is also dedicated to an in-depth consideration of issues such as the comparison of day ahead and the short-term wind power forecasting results, determination of the accuracy of the wind power prediction and the evaluation of the energy economic and technical benefits of wind power forecasting.

Keywords: renewable energy sources, wind power, forecasting, data mining, big data, artificial intelligence, energy economics, power trading, power grids

Procedia PDF Downloads 496

Authors: Nazaitul Idya Hamzah, Muhammad Syafiq Mazli, Maszatul Akmar Mustafa

Abstract:

The peak demand forecast is crucial to identify the future generation plant up needed in the long-term capacity planning analysis for Peninsular Malaysia as well as for the transmission and distribution network planning activities. Currently, peak demand forecast (in Mega Watt) is derived from the generation forecast by using load factor assumption. However, a forecast using this method has underperformed due to the structural changes in the economy, emerging trends and weather uncertainty. The dynamic changes of these drivers will result in many possible outcomes of peak demand for Peninsular Malaysia. This paper will look into the independent model of peak demand forecasting. The model begins with the selection of driver variables to capture long-term growth. This selection and construction of variables, which include econometric, emerging trend and energy variables, will have an impact on the peak forecast. The actual framework begins with the development of system energy and load shape forecast by using the system’s hourly data. The shape forecast represents the system shape assuming all embedded technology and use patterns to continue in the future. This is necessary to identify the movements in the peak hour or changes in the system load factor. The next step would be developing the peak forecast, which involves an iterative process to explore model structures and variables. The final step is combining the system energy, shape, and peak forecasts into the hourly system forecast then modifying it with the forecast adjustments. Forecast adjustments are among other sales forecasts for electric vehicles, solar and other adjustments. The framework will result in an hourly forecast that captures growth, peak usage and new technologies. The advantage of this approach as compared to the current methodology is that the peaks capture new technology impacts that change the load shape.

Keywords: hourly load profile, load forecasting, long term peak demand forecasting, peak demand

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Authors: Amel Oueslati, Olfa Benouda

Abstract:

New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: Ruolan Zhang, Ryo Imai, Naoko Senda, Tomoyuki Sakai

Abstract:

Enzymes have attracted increasing attentions in industrial manufacturing for their applicability in catalyzing complex chemical reactions under mild conditions. Directed evolution has become a powerful approach to optimize enzymes and exploit their full potentials under the circumstance of insufficient structure-function knowledge. With the incorporation of cell-free synthetic biotechnology, rapid enzyme synthesis can be realized because no cloning procedure such as transfection is needed. Its open environment also enables direct enzyme measurement. These properties of cell-free biotechnology lead to excellent throughput of enzymes generation. However, the capabilities of current screening methods have limitations. Fluorescence-based assay needs applicable fluorescent label, and the reliability of acquired enzymatic activity is influenced by fluorescent label’s binding affinity and photostability. To acquire the natural activity of an enzyme, another method is to combine pre-screening step and high-performance liquid chromatography (HPLC) measurement. But its throughput is limited by necessary time investment. Hundreds of variants are selected from libraries, and their enzymatic activities are then identified one by one by HPLC. The turn-around-time is 30 minutes for one sample by HPLC, which limits the acquirable enzyme improvement within reasonable time. To achieve the real high-throughput enzyme screening, i.e., obtain reliable enzyme improvement within reasonable time, a widely applicable high-throughput measurement of enzymatic reactions is highly demanded. Here, a high-throughput screening method using broadband coherent anti-Stokes Raman spectroscopy (CARS) was proposed. CARS is one of coherent Raman spectroscopy, which can identify label-free chemical components specifically from their inherent molecular vibration. These characteristic vibrational signals are generated from different vibrational modes of chemical bonds. With the broadband CARS, chemicals in one sample can be identified from their signals in one broadband CARS spectrum. Moreover, it can magnify the signal levels to several orders of magnitude greater than spontaneous Raman systems, and therefore has the potential to evaluate chemical's concentration rapidly. As a demonstration of screening with CARS, alcohol dehydrogenase, which converts ethanol and nicotinamide adenine dinucleotide oxidized form (NAD+) to acetaldehyde and nicotinamide adenine dinucleotide reduced form (NADH), was used. The signal of NADH at 1660 cm⁻¹, which is generated from nicotinamide in NADH, was utilized to measure the concentration of it. The evaluation time for CARS signal of NADH was determined to be as short as 0.33 seconds while having a system sensitivity of 2.5 mM. The time course of alcohol dehydrogenase reaction was successfully measured from increasing signal intensity of NADH. This measurement result of CARS was consistent with the result of a conventional method, UV-Vis. CARS is expected to have application in high-throughput enzyme screening and realize more reliable enzyme improvement within reasonable time.

Keywords: Coherent Anti-Stokes Raman Spectroscopy, CARS, directed evolution, enzyme screening, Raman spectroscopy

Procedia PDF Downloads 124