Search results for: Grey prediction model

Authors: Ichihan Tai, Bill Olson, Paul Blessner

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Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: early warning system, knowledge management, market prediction, topic modeling.

Procedia PDF Downloads 340

Authors: Rodrigo S. Fonseca, Antônio C. P. Veiga

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Aiming at helping people with some movement limitation that makes typing and communication difficult, there is a need to customize an assistive tool with a learning environment that helps the user in order to optimize text input, identifying the error and providing the correction and possibilities of choice in the Portuguese language. The work presents an Orthographic and Grammatical System that can be incorporated into writing environments, improving and facilitating the use of an alphanumeric keyboard, using a prototype built using a genetic algorithm in addition to carrying out the prediction, which can occur based on the quantity and position of the inserted letters and even placement in the sentence, ensuring the sequence of ideas using a Long Short Term Memory (LSTM) neural network. The prototype optimizes data entry, being a component of assistive technology for the textual formulation, detecting errors, seeking solutions and informing the user of accurate predictions quickly and effectively through machine learning.

Keywords: genetic algorithm, neural networks, word prediction, machine learning

Procedia PDF Downloads 195

Authors: Kassaye Balkew Workagegn, Gunnar Klemetsdal, Hans Magnus Gjøen

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In this study, the first objective was to investigate whether non-lethal or non-invasive methods, utilizing body measurements, could be used to efficiently predict fillet weight and fillet yield for a complete diallel cross of three Nile tilapia (Oreochromis niloticus) strains collected from three Ethiopian Rift Valley lakes, Lakes Ziway, Koka and Chamo. The second objective was to estimate heritability of body weight, actual and predicted fillet traits, as well as genetic correlations between these traits. A third goal was to estimate additive, reciprocal, and heterosis effects for body weight and the various fillet traits. As in females, early sexual maturation was widespread, only 958 male fish from 81 full-sib families were used, both for the prediction of fillet traits and in genetic analysis. The prediction equations from body measurements were established by forward regression analysis, choosing models with the least predicted residual error sums of squares (PRESS). The results revealed that body measurements on live Nile tilapia is well suited to predict fillet weight but not fillet yield (R²= 0.945 and 0.209, respectively), but both models were seemingly unbiased. The genetic analyses were carried out with bivariate, multibreed models. Body weight, fillet weight, and predicted fillet weight were all estimated with a heritability ranged from 0.23 to 0.28, and with genetic correlations close to one. Contrary, fillet yield was only to a minor degree heritable (0.05), while predicted fillet yield obtained a heritability of 0.19, being a resultant of two body weight variables known to have high heritability. The latter trait was estimated with genetic correlations to body weight and fillet weight traits larger than 0.82. No significant differences among strains were found for their additive genetic, reciprocal, or heterosis effects, while total heterosis effects were estimated as positive and significant (P < 0.05). As a conclusion, prediction of prediction of fillet weight based on body measurements is possible, but not for fillet yield.

Keywords: additive, fillet traits, genetic correlation, heritability, heterosis, prediction, reciprocal

Procedia PDF Downloads 190

Authors: R. Andreola, O. A. A. Santos, L. M. M. Jorge

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An industrial system for the production of white liquor of a paper industry, Klabin Paraná Papé is, formed by ten reactors was modeled, simulated, and analyzed. The developed model considered possible water losses by evaporation and reaction, in addition to variations in volumetric flow of lime mud across the reactors due to composition variations. The model predictions agreed well with the process measurements at the plant and the results showed that the slaking reaction is nearly complete at the third causticizing reactor, while causticizing ends by the seventh reactor. Water loss due to slaking reaction and evaporation occurs more pronouncedly in the slaking reaction than in the final causticizing reactors; nevertheless, the lime mud flow remains nearly constant across the reactors.

Keywords: causticizing, lime, prediction, process

Procedia PDF Downloads 355

Authors: Emmanuel Osaze Oshoiribhor, Adetokunbo MacGregor John-Otumu

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There has been a need in recent years to predict student academic achievement prior to graduation. This is to assist them in improving their grades, especially for those who have struggled in the past. The purpose of this research is to use supervised learning techniques to create a model that predicts student academic progress. Many scholars have developed models that predict student academic achievement based on characteristics including smoking, demography, culture, social media, parent educational background, parent finances, and family background, to mention a few. This element, as well as the model used, could have misclassified the kids in terms of their academic achievement. As a prerequisite to predicting if the student will perform well in the future on related courses, this model is built using a logistic regression classifier with basic features such as the previous semester's course score, attendance to class, class participation, and the total number of course materials or resources the student is able to cover per semester. With a 96.7 percent accuracy, the model outperformed other classifiers such as Naive bayes, Support vector machine (SVM), Decision Tree, Random forest, and Adaboost. This model is offered as a desktop application with user-friendly interfaces for forecasting student academic progress for both teachers and students. As a result, both students and professors are encouraged to use this technique to predict outcomes better.

Keywords: artificial intelligence, ML, logistic regression, performance, prediction

Procedia PDF Downloads 110

Authors: Habtamu Ayenew Asegie

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Wealth, as opposed to income or consumption, implies a more stable and permanent status. Due to natural and human-made difficulties, households' economies will be diminished, and their well-being will fall into trouble. Hence, governments and humanitarian agencies offer considerable resources for poverty and malnutrition reduction efforts. One key factor in the effectiveness of such efforts is the accuracy with which low-income or poor populations can be identified. As a result, this study aims to predict a household’s wealth status using ensemble Machine learning (ML) algorithms. In this study, design science research methodology (DSRM) is employed, and four ML algorithms, Random Forest (RF), Adaptive Boosting (AdaBoost), Light Gradient Boosted Machine (LightGBM), and Extreme Gradient Boosting (XGBoost), have been used to train models. The Ethiopian Demographic and Health Survey (EDHS) dataset is accessed for this purpose from the Central Statistical Agency (CSA)'s database. Various data pre-processing techniques were employed, and the model training has been conducted using the scikit learn Python library functions. Model evaluation is executed using various metrics like Accuracy, Precision, Recall, F1-score, area under curve-the receiver operating characteristics (AUC-ROC), and subjective evaluations of domain experts. An optimal subset of hyper-parameters for the algorithms was selected through the grid search function for the best prediction. The RF model has performed better than the rest of the algorithms by achieving an accuracy of 96.06% and is better suited as a solution model for our purpose. Following RF, LightGBM, XGBoost, and AdaBoost algorithms have an accuracy of 91.53%, 88.44%, and 58.55%, respectively. The findings suggest that some of the features like ‘Age of household head’, ‘Total children ever born’ in a family, ‘Main roof material’ of their house, ‘Region’ they lived in, whether a household uses ‘Electricity’ or not, and ‘Type of toilet facility’ of a household are determinant factors to be a focal point for economic policymakers. The determinant risk factors, extracted rules, and designed artifact achieved 82.28% of the domain expert’s evaluation. Overall, the study shows ML techniques are effective in predicting the wealth status of households.

Keywords: ensemble machine learning, households wealth status, predictive model, wealth status prediction

Procedia PDF Downloads 43

Authors: Burak Oksuzoglu, Savas Yildirim, Ferhat Kutlu

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Opinion mining (OM) is one of the natural language processing (NLP) problems to determine the polarity of opinions, mostly represented on a positive-neutral-negative axis. The data for OM is usually collected from various social media platforms. In an era where social media has considerable control over companies’ futures, it’s worth understanding social media and taking actions accordingly. OM comes to the fore here as the scale of the discussion about companies increases, and it becomes unfeasible to gauge opinion on individual levels. Thus, the companies opt to automize this process by applying machine learning (ML) approaches to their data. For the last two decades, OM or sentiment analysis (SA) has been mainly performed by applying ML classification algorithms such as support vector machines (SVM) and Naïve Bayes to a bag of n-gram representations of textual data. With the advent of deep learning and its apparent success in NLP, traditional methods have become obsolete. Transfer learning paradigm that has been commonly used in computer vision (CV) problems started to shape NLP approaches and language models (LM) lately. This gave a sudden rise to the usage of the pretrained language model (PTM), which contains language representations that are obtained by training it on the large datasets using self-supervised learning objectives. The PTMs are further fine-tuned by a specialized downstream task dataset to produce efficient models for various NLP tasks such as OM, NER (Named-Entity Recognition), Question Answering (QA), and so forth. In this study, the traditional and modern NLP approaches have been evaluated for OM by using a sizable corpus belonging to a large private company containing about 76,000 comments in Turkish: SVM with a bag of n-grams, and two chosen pre-trained models, multilingual universal sentence encoder (MUSE) and bidirectional encoder representations from transformers (BERT). The MUSE model is a multilingual model that supports 16 languages, including Turkish, and it is based on convolutional neural networks. The BERT is a monolingual model in our case and transformers-based neural networks. It uses a masked language model and next sentence prediction tasks that allow the bidirectional training of the transformers. During the training phase of the architecture, pre-processing operations such as morphological parsing, stemming, and spelling correction was not used since the experiments showed that their contribution to the model performance was found insignificant even though Turkish is a highly agglutinative and inflective language. The results show that usage of deep learning methods with pre-trained models and fine-tuning achieve about 11% improvement over SVM for OM. The BERT model achieved around 94% prediction accuracy while the MUSE model achieved around 88% and SVM did around 83%. The MUSE multilingual model shows better results than SVM, but it still performs worse than the monolingual BERT model.

Keywords: BERT, MUSE, opinion mining, pretrained language model, SVM, Turkish

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Authors: Darrol Stanley, Levan Efremidze, Jannie Rossouw

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We investigate the predictability of the USD/ZAR (South African Rand) exchange rate with sample entropy analytics for the period of 2004-2015. We calculate sample entropy based on the daily data of the exchange rate and conduct empirical implementation of several market timing rules based on these entropy signals. The dynamic investment portfolio based on entropy signals produces better risk adjusted performance than a buy and hold strategy. The returns are estimated on the portfolio values in U.S. dollars. These results are preliminary and do not yet account for reasonable transactions costs, although these are very small in currency markets.

Keywords: currency trading, entropy, market timing, risk factor model

Procedia PDF Downloads 271

Authors: Panaya Sudta, Wanchalerm Patanacharoenwong, Prachya Bumrungkun

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As With the evolution of smart grids, ensuring the reliability and efficiency of electrical systems in smart cities has become crucial. This paper proposes a distinct approach that combines advanced machine learning techniques to accurately predict electrical failures and address voltage reliability issues. This approach aims to improve the accuracy and efficiency of reliability evaluations in smart cities. The aim of this research is to develop a comprehensive predictive model that accurately predicts electrical failures and voltage reliability in smart cities. This model integrates RFM analysis, K-means clustering, and LSTM networks to achieve this objective. The research utilizes RFM analysis, traditionally used in customer value assessment, to categorize and analyze electrical components based on their failure recency, frequency, and monetary impact. K-means clustering is employed to segment electrical components into distinct groups with similar characteristics and failure patterns. LSTM networks are used to capture the temporal dependencies and patterns in customer data. This integration of RFM, K-means, and LSTM results in a robust predictive tool for electrical failures and voltage reliability. The proposed model has been tested and validated on diverse electrical utility datasets. The results show a significant improvement in prediction accuracy and reliability compared to traditional methods, achieving an accuracy of 92.78% and an F1-score of 0.83. This research contributes to the proactive maintenance and optimization of electrical infrastructures in smart cities. It also enhances overall energy management and sustainability. The integration of advanced machine learning techniques in the predictive model demonstrates the potential for transforming the landscape of electrical system management within smart cities. The research utilizes diverse electrical utility datasets to develop and validate the predictive model. RFM analysis, K-means clustering, and LSTM networks are applied to these datasets to analyze and predict electrical failures and voltage reliability. The research addresses the question of how accurately electrical failures and voltage reliability can be predicted in smart cities. It also investigates the effectiveness of integrating RFM analysis, K-means clustering, and LSTM networks in achieving this goal. The proposed approach presents a distinct, efficient, and effective solution for predicting and mitigating electrical failures and voltage issues in smart cities. It significantly improves prediction accuracy and reliability compared to traditional methods. This advancement contributes to the proactive maintenance and optimization of electrical infrastructures, overall energy management, and sustainability in smart cities.

Keywords: electrical state prediction, smart grids, data-driven method, long short-term memory, RFM, k-means, machine learning

Procedia PDF Downloads 58

Authors: Min Wei

Abstract:

The traditional prediction methods of the forecast for tourism market are paid more attention to the accuracy of the forecasts, ignoring the results of the feasibility of forecasting and predicting operability, which had made it difficult to predict the results of scientific testing. With the application of Linear Regression Model, this paper attempts to construct a scientific evaluation system for predictive value, both to ensure the accuracy, stability of the predicted value, and to ensure the feasibility of forecasting and predicting the results of operation. The findings show is that a scientific evaluation system can implement the scientific concept of development, the harmonious development of man and nature co-ordinate.

Keywords: linear regression model, tourism market, forecast, tourism economics

Procedia PDF Downloads 333

Authors: Wajid Ali Khan

Abstract:

Extensive experimentation and numerical investigation are performed to predict the machining-induced residual stresses in the end milling of AISI 1045 steel, and an optimization code has been developed using the particle swarm optimization technique. Experiments were conducted using a single factor at a time and design of experiments approach. Regression analysis was done, and a mathematical model of the cutting process was developed, thus predicting the machining-induced residual stress with reasonable accuracy. The mathematical model served as the objective function to be optimized using particle swarm optimization. The relationship between the different cutting parameters and the output variables, force, and residual stresses has been studied. The combined effect of the process parameters, speed, feed, and depth of cut was examined, and it is understood that 85% of the variation of these variables can be attributed to these machining parameters under research. A 3D finite element model is developed to predict the cutting forces and the machining-induced residual stresses in end milling operation. The results were validated experimentally and against the Johnson-cook model available in the literature.

Keywords: residual stresses, end milling, 1045 steel, optimization

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Authors: Hexiong Liu

Abstract:

Powder metallurgy is the optimal method for the consolidation and preparation of W(Mo) alloys, which exhibit excellent application prospects at high temperatures. The properties of W(Mo) alloys are closely related to the sintered density. However, controlling the sintered density and porosity of these alloys is still challenging. In the past, the regulation methods mainly focused on time-consuming and costly trial-and-error experiments. In this study, the sintering data for more than a dozen W(Mo) alloys constituted a small-scale dataset, including both solid and liquid phases of sintering. Furthermore, simple descriptors were used to predict the sintered density of W(Mo) alloys based on the descriptor selection strategy and machine learning method (ML), where the ML algorithm included the least absolute shrinkage and selection operator (Lasso) regression, k-nearest neighbor (k-NN), random forest (RF), and multi-layer perceptron (MLP). The results showed that the interpretable descriptors extracted by our proposed selection strategy and the MLP neural network achieved a high prediction accuracy (R>0.950). By further predicting the sintered density of W(Mo) alloys using different sintering processes, the error between the predicted and experimental values was less than 0.063, confirming the application potential of the model.

Keywords: sintered density, machine learning, interpretable descriptors, W(Mo) alloy

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Authors: A. Senthil Kumar, V. Murali Bhaskaran

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In the information technology ground, people are using various tools and software for their official use and personal reasons. Nowadays, people are worrying to choose data accessing and extraction tools at the time of buying and selling their products. In addition, worry about various quality factors such as price, durability, color, size, and availability of the product. The main purpose of the research study is to find solutions to these unsolved existing problems. The proposed algorithm is a Multidirectional Rank Prediction (MDRP) decision making algorithm in order to take an effective strategic decision at all the levels of data extraction, uses a real time textile dataset and analyzes the results. Finally, the results are obtained and compared with the existing measurement methods such as PCC, SLCF, and VSS. The result accuracy is higher than the existing rank prediction methods.

Keywords: Knowledge Discovery in Database (KDD), Multidirectional Rank Prediction (MDRP), Pearson’s Correlation Coefficient (PCC), VSS (Vector Space Similarity)

Procedia PDF Downloads 288

Authors: Leila Momenzadeh, Alexander V. Evteev, Elena V. Levchenko, Tanvir Ahmed, Irina Belova, Graeme Murch

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In this work, the phonon thermal conductivity of f.c.c. Al is investigated in detail in the temperature range 100 – 900 K within the framework of equilibrium molecular dynamics simulations making use of the Green-Kubo formalism and one of the most reliable embedded-atom method potentials. It is found that the heat current auto-correlation function of the f.c.c. Al model demonstrates a two-stage temporal decay similar to the previously observed for f.c.c Cu model. After the first stage of decay, the heat current auto-correlation function of the f.c.c. Al model demonstrates a peak in the temperature range 100-800 K. The intensity of the peak decreases as the temperature increases. At 900 K, it transforms to a shoulder. To describe the observed two-stage decay of the heat current auto-correlation function of the f.c.c. Al model, we employ decomposition model recently developed for phonon-mediated thermal transport in a monoatomic lattice. We found that the electronic contribution to the total thermal conductivity of f.c.c. Al dominates over the whole studied temperature range. However, the phonon contribution to the total thermal conductivity of f.c.c. Al increases as temperature decreases. It is about 1.05% at 900 K and about 12.5% at 100 K.

Keywords: aluminum, gGreen-Kubo formalism, molecular dynamics, phonon thermal conductivity

Procedia PDF Downloads 413

Authors: Ajay Kumar Sarathe, Abhinay Kumar

Abstract:

Production of quality products required for specific engineering applications is an important issue. The roughness of the surface plays an important role in the quality of the product by using appropriate machining parameters to eliminate wastage due to over machining. To increase the quality of the surface, the optimum machining parameter setting is crucial during the machining operation. The effect of key machining parameters- spindle speed, feed rate, and depth of cut on surface roughness has been evaluated. Experimental work was carried out using High Speed Steel tool and AlSI 1018 as workpiece material. In this study, the predictive model has been developed using Box-Behnken Design. An experimental investigation has been carried out for this work using BBD for three factors and observed that the predictive model of Ra value is closed to predictive value with a marginal error of 2.8648 %. Developed model establishes a correlation between selected key machining parameters that influence the surface roughness in a AISI 1018. F

Keywords: ANOVA, BBD, optimisation, response surface methodology

Procedia PDF Downloads 159

Authors: Emmanuel Osaze Oshoiribhor, Adetokunbo MacGregor John-Otumu

Abstract:

In recent years, there has been a desire to forecast student academic achievement prior to graduation. This is to help them improve their grades, particularly for individuals with poor performance. The goal of this study is to employ supervised learning techniques to construct a predictive model for student academic achievement. Many academics have already constructed models that predict student academic achievement based on factors such as smoking, demography, culture, social media, parent educational background, parent finances, and family background, to name a few. This feature and the model employed may not have correctly classified the students in terms of their academic performance. This model is built using a logistic regression classifier with basic features such as the previous semester's course score, attendance to class, class participation, and the total number of course materials or resources the student is able to cover per semester as a prerequisite to predict if the student will perform well in future on related courses. The model outperformed other classifiers such as Naive bayes, Support vector machine (SVM), Decision Tree, Random forest, and Adaboost, returning a 96.7% accuracy. This model is available as a desktop application, allowing both instructors and students to benefit from user-friendly interfaces for predicting student academic achievement. As a result, it is recommended that both students and professors use this tool to better forecast outcomes.

Keywords: artificial intelligence, ML, logistic regression, performance, prediction

Procedia PDF Downloads 98

Authors: Marziye Hadian, Alireza Jabbari

Abstract:

Background: Each year, tropical diseases affect large numbers of tropical or subtropical populations and give rise to irreparable financial and human damage. Among these diseases, some are known as Neglected Tropical Disease (NTD) that may cause unusual dangers; however, they have not been appropriately accounted for. Taking into account the priority of eradication of the disease, this study explored the causes of failure to eradicate neglected tropical diseases. Method: This study was a systematized review that was conducted in January 2021 on the articles related to neglected tropical diseases on databases of Web of Science, PubMed, Scopus, Science Direct, Ovid, Pro-Quest, and Google Scholar. The Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines as well as Critical Appraisal Skills Program (CASP) for articles and AACODS (Authority, Accuracy, Coverage, Objectivity, Date, Significance) for grey literature (provides five criteria for judging the quality of grey information) were integrated. Finding: The challenges in controlling and eradicating neglected tropical diseases in four general themes are as follows: shortcomings in disease management policies and programs, environmental challenges, executive challenges in policy disease and research field and 36 sub-themes. Conclusion: To achieve the goals of eradicating forgotten tropical diseases, it seems indispensable to free up financial, human and research resources, proper management of health infrastructure, attention to migrants and refugees, clear targeting, prioritization appropriate to local conditions and special attention to political and social developments. Reducing the number of diseases should free up resources for the management of neglected tropical diseases prone to epidemics as dengue, chikungunya and leishmaniasis. For the purpose of global support, targeting should be accurate.

Keywords: neglected tropical disease, NTD, preventive, eradication

Procedia PDF Downloads 132

Authors: Md. Minhazul Islam, Shah Ashisul Abed Nipun, Majharul Islam, Md. Abdur Rakib Rahat, Jonayet Miah, Salsavil Kayyum, Anwar Shadaab, Faiz Al Faisal

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The target of this research is to predict Myocardial Infarction using unsupervised Machine Learning algorithms. Myocardial Infarction Prediction related to heart disease is a challenging factor faced by doctors & hospitals. In this prediction, accuracy of the heart disease plays a vital role. From this concern, the authors have analyzed on a myocardial dataset to predict myocardial infarction using some popular Machine Learning algorithms K-Means and Hierarchical Clustering. This research includes a collection of data and the classification of data using Machine Learning Algorithms. The authors collected 345 instances along with 26 attributes from different hospitals in Bangladesh. This data have been collected from patients suffering from myocardial infarction along with other symptoms. This model would be able to find and mine hidden facts from historical Myocardial Infarction cases. The aim of this study is to analyze the accuracy level to predict Myocardial Infarction by using Machine Learning techniques.

Keywords: Machine Learning, K-means, Hierarchical Clustering, Myocardial Infarction, Heart Disease

Procedia PDF Downloads 204

Authors: Wendu Pang, Yaxin Luo, Junhong Li, Yu Zhao, Danni Cheng, Yufang Rao, Minzi Mao, Ke Qiu, Yijun Dong, Fei Chen, Jun Liu, Jian Zou, Haiyang Wang, Wei Xu, Jianjun Ren

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We aimed to compare the prognostic prediction value of positive lymph node number (PLNN) to the American Joint Committee on Cancer (AJCC) tumor, lymph node, and metastasis (TNM) staging system for patients with hypopharyngeal squamous cell carcinoma (HPSCC). A total of 826 patients with HPSCC from the Surveillance, Epidemiology, and End Results database (2004–2015) were identified and split into two independent cohorts: training (n=461) and validation (n=365). Univariate and multivariate Cox regression analyses were used to evaluate the prognostic effects of PLNN in patients with HPSCC. We further applied six Cox regression models to compare the survival predictive values of the PLNN and AJCC TNM staging system. PLNN showed a significant association with overall survival (OS) and cancer-specific survival (CSS) (P < 0.001) in both univariate and multivariable analyses, and was divided into three groups (PLNN 0, PLNN 1-5, and PLNN>5). In the training cohort, multivariate analysis revealed that the increased PLNN of HPSCC gave rise to significantly poor OS and CSS after adjusting for age, sex, tumor size, and cancer stage; this trend was also verified by the validation cohort. Additionally, the survival model incorporating a composite of PLNN and TNM classification (C-index, 0.705, 0.734) performed better than the PLNN and AJCC TNM models. PLNN can serve as a powerful survival predictor for patients with HPSCC and is a surrogate supplement for cancer staging systems.

Keywords: hypopharyngeal squamous cell carcinoma, positive lymph nodes number, prognosis, prediction models, survival predictive values

Procedia PDF Downloads 155

Authors: Cristian Pauna

Abstract:

Trading the financial markets is a widespread activity today. A large number of investors, companies, public of private funds are buying and selling every day in order to make profit. Algorithmic trading is the prevalent method to make the trade decisions after the electronic trading release. The orders are sent almost instantly by computers using mathematical models. This paper will present a price prediction methodology based on a multi-dimensional neural network. Using the Fisher transform, the neural network will be instructed for a low-latency auto-adaptive process in order to predict the price evolution for the next period of time. The model is designed especially for algorithmic trading and uses the real-time price series. It was found that the characteristics of the Fisher function applied at the nodes scale level can generate reliable trading signals using the neural network methodology. After real time tests it was found that this method can be applied in any timeframe to trade the financial markets. The paper will also include the steps to implement the presented methodology into an automated trading system. Real trading results will be displayed and analyzed in order to qualify the model. As conclusion, the compared results will reveal that the neural network methodology applied together with the Fisher transform at the nodes level can generate a good price prediction and can build reliable trading signals for algorithmic trading.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, neural network

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Authors: G. M. Dominguez Almaraz, J. A. Ruiz Vilchez, M. A. Sanchez Miranda

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Ultrasonic fatigue tests have been carried out in the maraging 300 steel. Experimental results show that fatigue endurance under this modality of testing is closely related to the nature and geometrical properties of inclusions present in this alloy. A model was proposed to correlate the ultrasonic fatigue endurance with the nature and geometrical properties of the crack initiation inclusion. Scanning Electron Microscopy analyses were obtained on the fracture surfaces, in order to assess the crack initiation inclusion and to introduce these parameters in the proposed model, with good agreement for the fatigue life prediction.

Keywords: inclusions, ultrasonic fatigue, maraging 300 steel, crack initiation

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Authors: masmoudi Jabri Khaoula, Zitouni Hana, Bousselmi Latifa, Akrout Hanen

Abstract:

Mathematical modeling has become an essential tool for sustainable wastewater management, particularly for the simulation and the optimization of complex processes involved in activated sludge systems. In this context, the activated sludge model (ASM3h) was used for the simulation of a Biological Membrane Reactor (MBR) as it includes the integration of biological wastewater treatment and physical separation by membrane filtration. In this study, the MBR with a useful volume of 12.5 L was fed continuously with poultry slaughterhouse wastewater (PSWW) for 50 days at a feed rate of 2 L/h and for a hydraulic retention time (HRT) of 6.25h. Throughout its operation, High removal efficiency was observed for the removal of organic pollutants in terms of COD with 84% of efficiency. Moreover, the MBR has generated a treated effluent which fits with the limits of discharge into the public sewer according to the Tunisian standards which were set in March 2018. In fact, for the nitrogenous compounds, average concentrations of nitrate and nitrite in the permeat reached 0.26±0.3 mg. L-1 and 2.2±2.53 mg. L-1, respectively. The simulation of the MBR process was performed using SIMBA software v 5.0. The state variables employed in the steady state calibration of the ASM3h were determined using physical and respirometric methods. The model calibration was performed using experimental data obtained during the first 20 days of the MBR operation. Afterwards, kinetic parameters of the model were adjusted and the simulated values of COD, N-NH4+and N- NOx were compared with those reported from the experiment. A good prediction was observed for the COD, N-NH4+and N- NOx concentrations with 467 g COD/m³, 110.2 g N/m³, 3.2 g N/m³ compared to the experimental data which were 436.4 g COD/m³, 114.7 g N/m³ and 3 g N/m³, respectively. For the validation of the model under dynamic simulation, the results of the experiments obtained during the second treatment phase of 30 days were used. It was demonstrated that the model simulated the conditions accurately by yielding a similar pattern on the variation of the COD concentration. On the other hand, an underestimation of the N-NH4+ concentration was observed during the simulation compared to the experimental results and the measured N-NO3 concentrations were lower than the predicted ones, this difference could be explained by the fact that the ASM models were mainly designed for the simulation of biological processes in the activated sludge systems. In addition, more treatment time could be required by the autotrophic bacteria to achieve a complete and stable nitrification. Overall, this study demonstrated the effectiveness of mathematical modeling in the prediction of the performance of the MBR systems with respect to organic pollution, the model can be further improved for the simulation of nutrients removal for a longer treatment period.

Keywords: activated sludge model (ASM3h), membrane bioreactor (MBR), poultry slaughter wastewater (PSWW), reuse

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Authors: A. Clementking, C. Jothi Venkateswaran

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Mathematical and computational functionalities such as descriptive mining, optimization, and predictions are espoused to resolve natural resource planning. The water quality prediction and its attributes influence determinations are adopted optimization techniques. The water properties are tainted while merging water resource one with another. This work aimed to predict influencing water resource distribution connectivity in accordance to water quality and sediment using an innovative proposed master-slave neural network back-propagation model. The experiment results are arrived through collecting water quality attributes, computation of water quality index, design and development of neural network model to determine water quality and sediment, master–slave back propagation neural network back-propagation model to determine variations on water quality and sediment attributes between the water resources and the recommendation for connectivity. The homogeneous and parallel biochemical reactions are influences water quality and sediment while distributing water from one location to another. Therefore, an innovative master-slave neural network model [M (9:9:2)::S(9:9:2)] designed and developed to predict the attribute variations. The result of training dataset given as an input to master model and its maximum weights are assigned as an input to the slave model to predict the water quality. The developed master-slave model is predicted physicochemical attributes weight variations for 85 % to 90% of water quality as a target values.The sediment level variations also predicated from 0.01 to 0.05% of each water quality percentage. The model produced the significant variations on physiochemical attribute weights. According to the predicated experimental weight variation on training data set, effective recommendations are made to connect different resources.

Keywords: master-slave back propagation neural network model(MSBPNNM), water quality analysis, multivariate analysis, environmental mining

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Authors: Manit Pollar

Abstract:

Identifying the dengue epidemic periods early would be helpful to take necessary actions to prevent the dengue outbreaks. Providing an accurate prediction on dengue epidemic seasons will allow sufficient time to take the necessary decisions and actions to safeguard the situation for local authorities. This study aimed to develop a forecasting model on number of dengue incidences in Nakhon Si Thammarat Province, Southern Thailand using time series analysis. We develop Seasonal Autoregressive Moving Average (SARIMA) models on the monthly data collected between 2003-2011 and validated the models using data collected between January-September 2012. The result of this study revealed that the SARIMA(1,1,0)(1,2,1)12 model closely described the trends and seasons of dengue incidence and confirmed the existence of dengue fever cases in Nakhon Si Thammarat for the years between 2003-2011. The study showed that the one-step approach for predicting dengue incidences provided significantly more accurate predictions than the twelve-step approach. The model, even if based purely on statistical data analysis, can provide a useful basis for allocation of resources for disease prevention.

Keywords: SARIMA, time series model, dengue cases, Thailand

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Authors: Tomas Vampola, Michael Valášek

Abstract:

On the basis of simulation-generated failure states of structural elements of a turboprop engine suitable for the busy-jet class of aircraft, an algorithm for early prediction of damage or reduction in functionality of structural elements of the engine is designed and verified with real data obtained at dynamometric testing facilities of aircraft engines. Based on an expanding database of experimentally determined data from temperature and pressure sensors during the operation of turboprop engines, this strategy is constantly modified with the aim of using the minimum number of sensors to detect an inadmissible or deteriorated operating mode of specific structural elements of an aircraft engine. The assembled algorithm for the early prediction of reduced functionality of the aircraft engine significantly contributes to the safety of air traffic and to a large extent, contributes to the economy of operation with positive effects on the reduction of the energy demand of operation and the elimination of adverse effects on the environment.

Keywords: detectability of malfunction, dynamometric testing, prediction of damage, turboprop engine

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Authors: Ali Abbas

Abstract:

This paper presents a descriptive model of organizational misconduct based on observed patterns that occur before and after an ethical collapse. The patterns were classified by categorizing media articles in both "for-profit" and "not-for-profit" organizations. Based on the model parameters, the paper provides a descriptive model of various organizational deflection strategies under numerous scenarios, including situations where ethical complaints build-up, situations under which whistleblowers become more prevalent, situations where large scandals that relate to leadership occur, and strategies by which organizations deflect blame when pressure builds up or when media finds out. The model parameters start with the premise of a tolerance to double standards in unethical acts when conducted by leadership or by members of corporate governance. Following this premise, the model explains how organizations engage in discursive strategies to cover up the potential conflicts that arise, including secret agreements and weakening stakeholders who may oppose the organizational acts. Deflection strategies include "preemptive" and "post-complaint" secret agreements, absence of (or vague) documented procedures, engaging in blame and scapegoating, remaining silent on complaints until the media finds out, as well as being slow (if at all) to acknowledge misconduct and fast to cover it up. The results of this paper may be used to guide organizational leaders into the implications of such shortsighted strategies toward unethical acts, even if they are deemed legal. Validation of the model assumptions through numerous media articles is provided.

Keywords: ethical decision making, prediction, scandals, organizational strategies

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Authors: S. M. Gupta, Vanita Aggarwal, Som Nath Sachdeva

Abstract:

The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% at 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes have been designed, three as conventional concretes for three grades under discussion and fifteen as HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines i.e. IS: 10262. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave One Out Validation (LOOV) methods.

Keywords: high performance concrete, fly ash, concrete mixes, compressive strength, strength prediction models, linear regression, ANN

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence

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Authors: Basma Khelfa, Antoine Tordeux, Ibrahima Ba

Abstract:

We present a descriptive analysis data of lane-changing events in multi-lane roads. The data are provided from The Highway Drone Dataset (HighD), which are microscopic trajectories in highway. This paper describes and analyses the role of the different parameters and their significance. Thanks to HighD data, we aim to find the most frequent reasons that motivate drivers to change lanes. We used the programming language R for the processing of these data. We analyze the involvement and relationship of different variables of each parameter of the ego vehicle and the four vehicles surrounding it, i.e., distance, speed difference, time gap, and acceleration. This was studied according to the class of the vehicle (car or truck), and according to the maneuver it undertook (overtaking or falling back).

Keywords: autonomous driving, physical traffic model, prediction model, statistical learning process

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Authors: A. Hakimiyan, H. Namazi

Abstract:

Human behavior is defined as a range of behaviors exhibited by humans who are influenced by different internal or external sources. Human behavior is the subject of much research in different areas of psychology and neuroscience. Despite some advances in studies related to forecasting of human behavior, there are not many researches which consider the effect of the time delay between the presence of stimulus and the related human response. Analysis of EEG signal as a fractal time series is one of the major tools for studying the human behavior. In the other words, the human brain activity is reflected in his EEG signal. Artificial Neural Network has been proved useful in forecasting of different systems’ behavior especially in engineering areas. In this research, a time delay neural network is trained and tested in order to forecast the human EEG signal and subsequently human behavior. This neural network, by introducing a time delay, takes care of the lagging time between the occurrence of the stimulus and the rise of the subsequent action potential. The results of this study are useful not only for the fundamental understanding of human behavior forecasting, but shall be very useful in different areas of brain research such as seizure prediction.

Keywords: human behavior, EEG signal, time delay neural network, prediction, lagging time

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