Search results for: tests for series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6672

Search results for: tests for series

6642 pscmsForecasting: A Python Web Service for Time Series Forecasting

Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

Abstract:

pscmsForecasting is an open-source web service that implements a variety of time series forecasting algorithms and exposes them to the user via the ubiquitous HTTP protocol. It allows developers to enhance their applications by adding time series forecasting functionalities through an intuitive and easy-to-use interface. This paper provides some background on time series forecasting and gives details about the implemented algorithms, aiming to enhance the end user’s understanding of the underlying methods before incorporating them into their applications. A detailed description of the web service’s interface and its various parameterizations is also provided. Being an open-source project, pcsmsForecasting can also be easily modified and tailored to the specific needs of each application.

Keywords: time series, forecasting, web service, open source

Procedia PDF Downloads 57
6641 Thermal Fatigue Behavior of 400 Series Ferritic Stainless Steels

Authors: Seok Hong Min, Tae Kwon Ha

Abstract:

In this study, thermal fatigue properties of 400 series ferritic stainless steels have been evaluated in the temperature ranges of 200-800oC and 200-900oC. Systematic methods for control of temperatures within the predetermined range and measurement of load applied to specimens as a function of temperature during thermal cycles have been established. Thermal fatigue tests were conducted under fully constrained condition, where both ends of specimens were completely fixed. It has been revealed that load relaxation behavior at the temperatures of thermal cycle was closely related with the thermal fatigue property. Thermal fatigue resistance of 430J1L stainless steel is found to be superior to the other steels.

Keywords: ferritic stainless steel, automotive exhaust, thermal fatigue, microstructure, load relaxation

Procedia PDF Downloads 321
6640 Representation of Emotions and Characters in Turkish and Indian Series

Authors: Lienjang Zeite

Abstract:

Over the past few years, Turkish and Indian series have been distributed worldwide to countless households and have found ardent followers across different age group. The series have captured numerous hearts. Turkish and Indian series have become not only one of the best means of entertainment and relaxation but also a platform to learn and appreciate shared emotions and social messages. The popularity of the series has created a kind of interest in representing human emotions and stories like never before. The demands for such series have totally shifted the entertainment industry at a new level. The interest and vibe created by the series have had impacts on various departments spanning from technology to the fashion industry and it has also become the bridge to connect viewers across the globe. The series have amassed avid admirers who find solace in the beautiful visual representations of human relationships whether it is of lovers, family or friendship. The influence of Turkish and Indian series in many parts of the world has created a cultural phenomenon that has taken viewers beyond cultural and language differences. From China to Latin America, Arab countries and the Caucasus region, the series have been accepted and loved by millions of viewers. It has captivated audiences ranging from grandmothers to teenagers. Issues like language barrier are easily solved by means of translation or dubbing making it easier to understand and enjoy the series. Turkey and India are two different countries with their own unique culture and traditions. Both the countries are exporters of series in large scale. The series function as a platform to reveal the plots and shed lights on characters of all kinds. Both the countries produce series that are more or less similar in nature. However, there are also certain issues that are shown in different ways and light. The paper will discuss how emotions are represented in Turkish and Indian series. It will also discuss the ways the series have impacted the art of representing emotions and characters in the digital era. The representation of culture through Turkish and Indian series will be explored as well. The paper will also locate the issue of gender roles and how relationships are forged or abandoned in the series. The issue of character formation and importance of moral factors will be discussed. It will also examine the formula and ingredients of turning human emotions and characters into a much loved series.

Keywords: characters, cultural phenomenon, emotions, Turkish and Indian series

Procedia PDF Downloads 119
6639 Applying a Noise Reduction Method to Reveal Chaos in the River Flow Time Series

Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. The noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: chaotic behavior, wavelet, noise reduction, river flow

Procedia PDF Downloads 446
6638 Hierarchical Piecewise Linear Representation of Time Series Data

Authors: Vineetha Bettaiah, Heggere S. Ranganath

Abstract:

This paper presents a Hierarchical Piecewise Linear Approximation (HPLA) for the representation of time series data in which the time series is treated as a curve in the time-amplitude image space. The curve is partitioned into segments by choosing perceptually important points as break points. Each segment between adjacent break points is recursively partitioned into two segments at the best point or midpoint until the error between the approximating line and the original curve becomes less than a pre-specified threshold. The HPLA representation achieves dimensionality reduction while preserving prominent local features and general shape of time series. The representation permits course-fine processing at different levels of details, allows flexible definition of similarity based on mathematical measures or general time series shape, and supports time series data mining operations including query by content, clustering and classification based on whole or subsequence similarity.

Keywords: data mining, dimensionality reduction, piecewise linear representation, time series representation

Procedia PDF Downloads 254
6637 A Comparative Study of Series-Connected Two-Motor Drive Fed by a Single Inverter

Authors: A. Djahbar, E. Bounadja, A. Zegaoui, H. Allouache

Abstract:

In this paper, vector control of a series-connected two-machine drive system fed by a single inverter (CSI/VSI) is presented. The two stator windings of both machines are connected in series while the rotors may be connected to different loads, are called series-connected two-machine drive. Appropriate phase transposition is introduced while connecting the series stator winding to obtain decoupled control the two-machines. The dynamic decoupling of each machine from the group is obtained using the vector control algorithm. The independent control is demonstrated by analyzing the characteristics of torque and speed of each machine obtained via simulation under vector control scheme. The viability of the control techniques is proved using analytically and simulation approach.

Keywords: drives, inverter, multi-phase induction machine, vector control

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6636 Study on Constitutive Model of Particle Filling Material Considering Volume Expansion

Authors: Xu Jinsheng, Tong Xin, Zheng Jian, Zhou Changsheng

Abstract:

The NEPE (nitrate ester plasticized polyether) propellant is a kind of particle filling material with relatively high filling fraction. The experimental results show that the microcracks, microvoids and dewetting can cause the stress softening of the material. In this paper, a series of mechanical testing in inclusion with CCD technique were conducted to analyze the evolution of internal defects of propellant. The volume expansion function of the particle filling material was established by measuring of longitudinal and transverse strain with optical deformation measurement system. By analyzing the defects and internal damages of the material, a visco-hyperelastic constitutive model based on free energy theory was proposed incorporating damage function. The proposed constitutive model could accurately predict the mechanical properties of uniaxial tensile tests and tensile-relaxation tests.

Keywords: dewetting, constitutive model, uniaxial tensile tests, visco-hyperelastic, nonlinear

Procedia PDF Downloads 271
6635 Experimental Investigation of Cold-Formed Steel-Timber Board Composite Floor Systems

Authors: Samar Raffoul, Martin Heywood, Dimitrios Moutaftsis, Michael Rowell

Abstract:

This paper comprises an experimental investigation into the structural performance of cold formed steel (CFS) and timber board composite floor systems. The tests include a series of small-scale pushout tests and full-scale bending tests carried out using a refined loading system to simulate uniformly distributed constant load. The influence of connection details (screw spacing and adhesives) on floor performance was investigated. The results are then compared to predictions from relevant existing models for composite floor systems. The results of this research demonstrate the significant benefits of considering the composite action of the boards in floor design. Depending on connection detail, an increase in flexural stiffness of up to 40% was observed in the floor system, when compared to designing joists individually.

Keywords: cold formed steel joists, composite action, flooring systems, shear connection

Procedia PDF Downloads 114
6634 Determining the Number of Single Models in a Combined Forecast

Authors: Serkan Aras, Emrah Gulay

Abstract:

Combining various forecasting models is an important tool for researchers to attain more accurate forecasts. A great number of papers have shown that selecting single models as dissimilar models, or methods based on different information as possible leads to better forecasting performances. However, there is not a certain rule regarding the number of single models to be used in any combining methods. This study focuses on determining the optimal or near optimal number for single models with the help of statistical tests. An extensive experiment is carried out by utilizing some well-known time series data sets from diverse fields. Furthermore, many rival forecasting methods and some of the commonly used combining methods are employed. The obtained results indicate that some statistically significant performance differences can be found regarding the number of the single models in the combining methods under investigation.

Keywords: combined forecast, forecasting, M-competition, time series

Procedia PDF Downloads 336
6633 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

Abstract:

Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

Procedia PDF Downloads 319
6632 Effect of Testing Device Calibration on Liquid Limit Assessment

Authors: M. O. Bayram, H. B. Gencdal, N. O. Fercan, B. Basbug

Abstract:

Liquid limit, which is used as a measure of soil strength, can be detected by Casagrande and fall-cone testing methods. The two methods majorly diverge from each other in terms of operator dependency. The Casagrande method that is applied according to ASTM D4318-17 standards may give misleading results, especially if the calibration process is not performed well. To reveal the effect of calibration for drop height and amount of soil paste placement in the Casagrande cup, a series of tests were carried out by multipoint method as it is specified in the ASTM standards. The tests include the combination of 6 mm, 8 mm, 10 mm, and 12 mm drop heights and under-filled, half-filled, and full-filled Casagrande cups by kaolinite samples. It was observed that during successive tests, the drop height of the cup deteriorated; hence the device was recalibrated before and after each test to provide the accuracy of the results. Besides, the tests by under-filled and full-filled samples for higher drop heights revealed lower liquid limit values than the lower drop heights revealed. For the half-filled samples, it was clearly seen that the liquid limit values didn’t change at all as the drop height increased, and this explains the function of standard specifications.

Keywords: calibration, casagrande cup method, drop height, kaolinite, liquid limit, placing form

Procedia PDF Downloads 135
6631 Toward Particular Series with (k,h)-Jacobsthal Sequence

Authors: Seyyd Hossein Jafari-Petroudi, Maryam Pirouz

Abstract:

This note is devoted to (k; h)-Jacobsthal sequence as a general term of particular series. More formulas for nth term and sum of the first n terms of series that their general terms are (k; h)-Jacobsthal sequence and (k; h)-Jacobsthal-Petroudi sequence are derived. Finally other properties of these sequences are represented.

Keywords: (k, h)-Jacobsthal sequence, (k, h)-Jacobsthal Petroudisequence, recursive relation, sum

Procedia PDF Downloads 375
6630 Analysis of Dynamics Underlying the Observation Time Series by Using a Singular Spectrum Approach

Authors: O. Delage, H. Bencherif, T. Portafaix, A. Bourdier

Abstract:

The main purpose of time series analysis is to learn about the dynamics behind some time ordered measurement data. Two approaches are used in the literature to get a better knowledge of the dynamics contained in observation data sequences. The first of these approaches concerns time series decomposition, which is an important analysis step allowing patterns and behaviors to be extracted as components providing insight into the mechanisms producing the time series. As in many cases, time series are short, noisy, and non-stationary. To provide components which are physically meaningful, methods such as Empirical Mode Decomposition (EMD), Empirical Wavelet Transform (EWT) or, more recently, Empirical Adaptive Wavelet Decomposition (EAWD) have been proposed. The second approach is to reconstruct the dynamics underlying the time series as a trajectory in state space by mapping a time series into a set of Rᵐ lag vectors by using the method of delays (MOD). Takens has proved that the trajectory obtained with the MOD technic is equivalent to the trajectory representing the dynamics behind the original time series. This work introduces the singular spectrum decomposition (SSD), which is a new adaptive method for decomposing non-linear and non-stationary time series in narrow-banded components. This method takes its origin from singular spectrum analysis (SSA), a nonparametric spectral estimation method used for the analysis and prediction of time series. As the first step of SSD is to constitute a trajectory matrix by embedding a one-dimensional time series into a set of lagged vectors, SSD can also be seen as a reconstruction method like MOD. We will first give a brief overview of the existing decomposition methods (EMD-EWT-EAWD). The SSD method will then be described in detail and applied to experimental time series of observations resulting from total columns of ozone measurements. The results obtained will be compared with those provided by the previously mentioned decomposition methods. We will also compare the reconstruction qualities of the observed dynamics obtained from the SSD and MOD methods.

Keywords: time series analysis, adaptive time series decomposition, wavelet, phase space reconstruction, singular spectrum analysis

Procedia PDF Downloads 85
6629 Termite Mound Floors: Ready-to-Use Ecological Materials

Authors: Yanné Etienne

Abstract:

The current climatic conditions necessarily impose the development and use of construction materials with low or no carbon footprint. The Far North Region of Cameroon has huge deposits of termite mounds. Various tests in this work have been carried out on these soils with the aim of using them as construction materials. They are mainly geotechnical tests, physical and mechanical tests. The different tests gave the following values: uniformity coefficient (4.95), curvature coefficient (1.80), plasticity index (12.85%), optimum moisture content (6.70%), maximum dry density (2.05 g.cm-³), friction angles (14.07°), and cohesion of 100.29 kN.m2. The results obtained show that termite mound soils, which are ecological materials, are plastic and water-stable can be used for the production of load-bearing elements in construction.

Keywords: termite mound soil, ecological materials, building materials, geotechnical tests, physical and mechanical tests

Procedia PDF Downloads 167
6628 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach

Authors: Godwin Chigozie Okpara

Abstract:

This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

Procedia PDF Downloads 420
6627 An Analysis of Non-Elliptic Curve Based Primality Tests

Authors: William Wong, Zakaria Alomari, Hon Ching Lai, Zhida Li

Abstract:

Modern-day information security depends on implementing Diffie-Hellman, which requires the generation of prime numbers. Because the number of primes is infinite, it is impractical to store prime numbers for use, and therefore, primality tests are indispensable in modern-day information security. A primality test is a test to determine whether a number is prime or composite. There are two types of primality tests, which are deterministic tests and probabilistic tests. Deterministic tests are adopting algorithms that provide a definite answer whether a given number is prime or composite. While in probabilistic tests, a probabilistic result would be provided, there is a degree of uncertainty. In this paper, we review three probabilistic tests: the Fermat Primality Test, the Miller-Rabin Test, and the Baillie-PSW Test, as well as one deterministic test, the Agrawal-Kayal-Saxena (AKS) Test. Furthermore, we do an analysis of these tests. All of the reviews discussed are not based on the Elliptic Curve. The analysis demonstrates that, in the majority of real-world scenarios, the Baillie- PSW test’s favorability stems from its typical operational complexity of O(log 3n) and its capacity to deliver accurate results for numbers below 2^64.

Keywords: primality tests, Fermat’s primality test, Miller-Rabin primality test, Baillie-PSW primality test, AKS primality test

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6626 Performance Analysis on the Smoke Management System of the Weiwuying Center for the Arts Using Hot Smoke Tests

Authors: K. H. Yang, T. C. Yeh, P. S. Lu, F. C. Yang, T. Y. Wu, W. J. Sung

Abstract:

In this study, a series of full-scale hot smoke tests has been conducted to validate the performances of the smoke management system in the WWY center for arts before grand opening. Totaled 19 scenarios has been established and experimented with fire sizes ranging from 2 MW to 10 MW. The measured ASET data provided by the smoke management system experimentation were compared with the computer-simulated RSET values for egress during the design phase. The experimental result indicated that this system could successfully provide a safety margin of 200% and ensure a safe evacuation in case of fire in the WWY project, including worst-cases and fail-safe scenarios. The methodology developed and results obtained in this project can provide a useful reference for future applications, such as for the large-scale indoor sports dome and arena, stadium, shopping malls, airport terminals, and stations or tunnels for railway and subway systems.

Keywords: building hot smoke tests, performance-based smoke management system designs, full-scale experimental validation, tenable condition criteria

Procedia PDF Downloads 422
6625 Low-Level Forced and Ambient Vibration Tests on URM Building Strengthened by Dampers

Authors: Rafik Taleb, Farid Bouriche, Mehdi Boukri, Fouad Kehila

Abstract:

The aim of the paper is to investigate the dynamic behavior of an unreinforced masonry (URM) building strengthened by DC-90 dampers by ambient and low-level forced vibration tests. Ambient and forced vibration techniques are usually applied to reinforced concrete or steel buildings to understand and identify their dynamic behavior, however, less is known about their applicability for masonry buildings. Ambient vibrations were measured before and after strengthening of the URM building by DC-90 dampers system. For forced vibration test, a series of low amplitude steady state harmonic forced vibration tests were conducted after strengthening using eccentric mass shaker. The resonant frequency curves, mode shapes and damping coefficients as well as stress distribution in the steel braces of the DC-90 dampers have been investigated and could be defined. It was shown that the dynamic behavior of the masonry building, even if not regular and with deformable floors, can be effectively represented. It can be concluded that the strengthening of the building does not change the dynamic properties of the building due to the fact of low amplitude excitation which do not activate the dampers.

Keywords: ambient vibrations, masonry buildings, forced vibrations, structural dynamic identification

Procedia PDF Downloads 389
6624 Effect of Inclusion of Rubber on the Compaction Characteristics of Cement - MSWIFA- Clayey Soil Mixtures

Authors: Gehan Aouf, Diala Tabbal, Abd El Rahim Sabsabi, Rashad Aouf

Abstract:

The aim of this study is to show the effect of adding cement municipal solid incineration fly ash and rubber as stabilizer materials on weak soil. A detailed experimental study was conducted in order to show the viability of using these admixtures in improving the maximum dry density and optimum moisture content of the composite soil. Soil samples were prepared by adding Rubber and Cement to municipal solid waste incineration fly-ash - oil mix at different percentages. Then, a series of laboratory tests were performed, namely: Sieve analysis, Atterberg limits tests, Unconfined compression test, and Proctor tests. Three different percentages of fly ash (10%, 20%, and 30%) MSWFA by total dry weight of soil and three different percentages of Portland cement (10%, 15%, and 20%) by total dry weight of the mix and 0%, 5%, 10% for Rubber by total dry weight of the mix were used to find the optimum value. The test results reveal that adding MSWIFA to the soil up to 20% increased the MDD of the mixture and decreased the OMC, then an opposite trend for results were found when the percentage of MSWIFA exceeded 20%. This is due to the low specific gravity of MSWIFA and to the greater water absorption of MSWIFA. The laboratory tests also indicate that adding Rubber to the mix Soil-MSWIFA-Cement decreases its MDD due to the low specific gravity of rubber and it affects a slight decrease in OMC because the rubber has low absorption of water.

Keywords: clayey soil, MSWIFA, proctor test, rubber

Procedia PDF Downloads 97
6623 Soil Sensibility Characterization of Granular Soils Due to Suffusion

Authors: Abdul Rochim, Didier Marot, Luc Sibille

Abstract:

This paper studies the characterization of soil sensibility due to suffusion process by carrying out a series of one-dimensional downward seepage flow tests realized with an erodimeter. Tests were performed under controlled hydraulic gradient in sandy gravel soils. We propose the analysis based on energy induced by the seepage flow to characterize the hydraulic loading and the cumulative eroded dry mass to characterize the soil response. With this approach, the effect of hydraulic loading histories and initial fines contents to soil sensibility are presented. It is found that for given soils, erosion coefficients are different if tests are performed under different hydraulic loading histories. For given initial fines fraction contents, the sensibility may be grouped in the same classification. The lower fines content soils tend to require larger flow energy to the onset of erosion. These results demonstrate that this approach is effective to characterize suffusion sensibility for granular soils.

Keywords: erodimeter, sandy gravel, suffusion, water seepage energy

Procedia PDF Downloads 425
6622 Unit Root Tests Based On the Robust Estimator

Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

Procedia PDF Downloads 268
6621 Experimental Investigation of The Influence of Cement on Soil-Municipal Solid Waste Incineration Fly ash Mix Properties

Authors: Gehan Aouf, Diala Tabbal, Abd El Rahim Sabsabi, Rashad Aouf

Abstract:

The aim of this study is to assess the viability of utilizing Municipal Solid Waste Incineration Fly Ash (MSWIFA) with Ordinary Portland cement as soil reinforcement materials for geotechnical engineering applications. A detailed experimental program is carried out, followed by analysis of results. Soil samples were prepared by adding Cement to MSWIFA-soil mix at different percentages. Then, a series of laboratory tests were performed, namely: Sieve analysis, Atterberg limits tests, Unconfined compression test, and Proctor tests. A parametric study is conducted to investigate the effect of adding the cement at different percentages on the unconfined compression strength, maximum dry density, and optimum moisture content of clayey soil-MSWIFA The variation of contents of admixtures were 10%, 20%, and 30% for MSWIFA by dry total weight of soil and 10%, 15%, and 20% for Portland cement by dry total weight of the mix. The test results reveal that adding MSWIFA to the soil up to 20% increased the MDD of the mixture and decreased the OMC, then an opposite trend for results were found when the percentage of MSWIFA exceeds 20%. This is due to the low specific gravity of MSWIFA and to the greater water absorption of MSWIFA. The laboratory tests also indicate that the UCS values were found to be increased for all the mixtures with curing periods of 7, 14, and 28 days. It is also observed that the cement increased the strength of the finished product of the mix of soil and MSWIFA.

Keywords: clayey soil, cement, MSWIFA, unconfined compression strength

Procedia PDF Downloads 109
6620 The Modelling of Real Time Series Data

Authors: Valeria Bondarenko

Abstract:

We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

Procedia PDF Downloads 333
6619 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

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

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

Procedia PDF Downloads 271
6618 Masonry Blocks with Recycled Aggregates and Recycled Glass

Authors: Pierre Y. Matar, Louay S. El Hassanieh, Marleine F. Bayssary

Abstract:

The demolished concrete is a major component of the construction and demolition (C&D) waste. The recycled aggregates obtained by crushing the demolished concrete can be used as a substitute of natural aggregates. Another major C&D waste is the flat glass. This glass can be also recycled and used as an aggregate substitute. The objective of this study is to determine the influence of the use of recycled concrete aggregates and recycled glass on the compressive strength and fire resistance of precast concrete masonry blocks. Tests are carried out on four series of blocks whose compositions include different percentages of recycled aggregates and recycled glass and one series of reference blocks whose composition consists of exclusively natural aggregates. The recycled coarse aggregates and recycled glass have 6.3/12.5 mm fraction and the natural aggregates have 0/6.3 mm fraction; no recycled fine aggregates are included in concrete mixes.

Keywords: compressive strength, precast concrete blocks, recycled aggregates, recycled glass

Procedia PDF Downloads 531
6617 The Effect of Sand Content on Behavior of Kaolin Clay

Authors: Hamed Tohidi, James W. Mahar

Abstract:

One of the unknowns in the design of zoned earth dams is the percentage of sand which can be present in a clay core and still retain the necessary plasticity to prevent cracking in response to deformation. Cracks in the clay core of a dam caused by differential settlement can lead to failure of the dam. In this study, a series of Atterberg Limit tests and unconfined compression strength tests have been conducted in the ISU soil mechanics laboratory on prepared mixes of quartz sand and commercial clays (Kaolin and Smectite) to determine the relationship between sand content, plasticity and squeezing behavior. The prepared mixes have variable percentages of sand ranging between 10 and 90% by weight. Plastic limit test results in which specimens can be rolled into 1/8 in. threads without crumbling and plasticity index values which represent the range of water content over which the specimens can be remolded without cracking were used to evaluate the plasticity of the sand-clay mixtures. The test results show that the design mixes exhibit plastic behavior with sand contents up to 80% by weight. However, the plasticity of the mixes decreases with increasing sand content. For unconfined compression strength tests, the same mixtures of sand and clay (Kaolin) were made in plastic limit. The results which were concluded from the UCC tests represent the relationship between sand-clay content and chance of having squeezing behavior, also according to the results from UCC, strength of different samples and stress-strain curves can be obtained.

Keywords: clay's behaviour, plasticity, sand content, Kaolin clay

Procedia PDF Downloads 226
6616 Electricity Load Modeling: An Application to Italian Market

Authors: Giovanni Masala, Stefania Marica

Abstract:

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

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

Procedia PDF Downloads 378
6615 Forecasting Performance Comparison of Autoregressive Fractional Integrated Moving Average and Jordan Recurrent Neural Network Models on the Turbidity of Stream Flows

Authors: Daniel Fulus Fom, Gau Patrick Damulak

Abstract:

In this study, the Autoregressive Fractional Integrated Moving Average (ARFIMA) and Jordan Recurrent Neural Network (JRNN) models were employed to model the forecasting performance of the daily turbidity flow of White Clay Creek (WCC). The two methods were applied to the log difference series of the daily turbidity flow series of WCC. The measurements of error employed to investigate the forecasting performance of the ARFIMA and JRNN models are the Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE). The outcome of the investigation revealed that the forecasting performance of the JRNN technique is better than the forecasting performance of the ARFIMA technique in the mean square error sense. The results of the ARFIMA and JRNN models were obtained by the simulation of the models using MATLAB version 8.03. The significance of using the log difference series rather than the difference series is that the log difference series stabilizes the turbidity flow series than the difference series on the ARFIMA and JRNN.

Keywords: auto regressive, mean absolute error, neural network, root square mean error

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6614 Turbine Engine Performance Experimental Tests of Subscale UAV

Authors: Haluk Altay, Bilal Yücel, Berkcan Ulcay, Yücel Aydın

Abstract:

In this study, the design, integration, and testing of measurement systems required for performance tests of jet engines used in small-scale unmanned aerial vehicles are described. Performance tests are carried out as thrust and fuel consumption. For thrust tests, measurements are made using a load cell. Amplifier and filter designs have been made for the load cell to measure accurately to meet the desired sensitivity. It was calibrated by making multiple measurements at different thrust levels. As a result of these processes, the cycle thrust graph was obtained. For fuel consumption tests, tests are carried out using a flow meter. Performance graphics were obtained by finding the fuel consumption for different RPM levels of the engine.

Keywords: jet engine, UAV, experimental test, loadcell, thrust, fuel consumption

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6613 Degree of Approximation by the (T.E^1) Means of Conjugate Fourier Series in the Hölder Metric

Authors: Kejal Khatri, Vishnu Narayan Mishra

Abstract:

We compute the degree of approximation of functions\tilde{f}\in H_w, a new Banach space using (T.E^1) summability means of conjugate Fourier series. In this paper, we extend the results of Singh and Mahajan which in turn generalizes the result of Lal and Yadav. Some corollaries have also been deduced from our main theorem and particular cases.

Keywords: conjugate Fourier series, degree of approximation, Hölder metric, matrix summability, product summability

Procedia PDF Downloads 389