Search results for: representation of graph models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7879

Search results for: representation of graph models

7219 Bridging the Gap between Different Interfaces for Business Process Modeling

Authors: Katalina Grigorova, Kaloyan Mironov

Abstract:

The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever-increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: business process modeling, business process modeling standards, workflow patterns, converting models

Procedia PDF Downloads 566
7218 Hybrid Project Management Model Based on Lean and Agile Approach

Authors: Fatima-Zahra Eddoug, Jamal Benhra, Rajaa Benabbou

Abstract:

Several project management models exist in the literature and the most used ones are the hybrids for their multiple advantages. Our objective in this paper is to analyze the existing models, which are based on the Lean and Agile approaches and to propose a novel framework with the convenient tools that will allow efficient management of a general project. To create the desired framework, we were based essentially on 7 existing models. Only the Scrum tool among the agile tools was identified by several authors to be appropriate for project management. In contrast, multiple lean tools were proposed in different phases of the project.

Keywords: agility, hybrid project management, lean, scrum

Procedia PDF Downloads 118
7217 Cooperative Sensing for Wireless Sensor Networks

Authors: Julien Romieux, Fabio Verdicchio

Abstract:

Wireless Sensor Networks (WSNs), which sense environmental data with battery-powered nodes, require multi-hop communication. This power-demanding task adds an extra workload that is unfairly distributed across the network. As a result, nodes run out of battery at different times: this requires an impractical individual node maintenance scheme. Therefore we investigate a new Cooperative Sensing approach that extends the WSN operational life and allows a more practical network maintenance scheme (where all nodes deplete their batteries almost at the same time). We propose a novel cooperative algorithm that derives a piecewise representation of the sensed signal while controlling approximation accuracy. Simulations show that our algorithm increases WSN operational life and spreads communication workload evenly. Results convey a counterintuitive conclusion: distributing workload fairly amongst nodes may not decrease the network power consumption and yet extend the WSN operational life. This is achieved as our cooperative approach decreases the workload of the most burdened cluster in the network.

Keywords: cooperative signal processing, signal representation and approximation, power management, wireless sensor networks

Procedia PDF Downloads 372
7216 Automatic Change Detection for High-Resolution Satellite Images of Urban and Suburban Areas

Authors: Antigoni Panagiotopoulou, Lemonia Ragia

Abstract:

High-resolution satellite images can provide detailed information about change detection on the earth. In the present work, QuickBird images of spatial resolution 60 cm/pixel and WorldView images of resolution 30 cm/pixel are utilized to perform automatic change detection in urban and suburban areas of Crete, Greece. There is a relative time difference of 13 years among the satellite images. Multiindex scene representation is applied on the images to classify the scene into buildings, vegetation, water and ground. Then, automatic change detection is made possible by pixel-per-pixel comparison of the classified multi-temporal images. The vegetation index and the water index which have been developed in this study prove effective. Furthermore, the proposed change detection approach not only indicates whether changes have taken place or not but also provides specific information relative to the types of changes. Experimentations with other different scenes in the future could help optimize the proposed spectral indices as well as the entire change detection methodology.

Keywords: change detection, multiindex scene representation, spectral index, QuickBird, WorldView

Procedia PDF Downloads 121
7215 Simulation of 1D Dielectric Barrier Discharge in Argon Mixtures

Authors: Lucas Wilman Crispim, Patrícia Hallack, Maikel Ballester

Abstract:

This work aims at modeling electric discharges in gas mixtures. The mathematical model mimics the ignition process in a commercial spark-plug when a high voltage is applied to the plug terminals. A longitudinal unidimensional Cartesian domain is chosen for the simulation region. Energy and mass transfer are considered for a macroscopic fluid representation, while energy transfer in molecular collisions and chemical reactions are contemplated at microscopic level. The macroscopic model is represented by a set of uncoupled partial differential equations. Microscopic effects are studied within a discrete model for electronic and molecular collisions in the frame of ZDPlasKin, a plasma modeling numerical tool. The BOLSIG+ solver is employed in solving the electronic Boltzmann equation. An operator splitting technique is used to separate microscopic and macroscopic models. The simulation gas is a mixture of atomic Argon neutral, excited and ionized. Spatial and temporal evolution of such species and temperature are presented and discussed.

Keywords: CFD, electronic discharge, ignition, spark plug

Procedia PDF Downloads 148
7214 Pushover Analysis of Masonry Infilled Reinforced Concrete Frames for Performance Based Design for near Field Earthquakes

Authors: Alok Madan, Ashok Gupta, Arshad K. Hashmi

Abstract:

Non-linear dynamic time history analysis is considered as the most advanced and comprehensive analytical method for evaluating the seismic response and performance of multi-degree-of-freedom building structures under the influence of earthquake ground motions. However, effective and accurate application of the method requires the implementation of advanced hysteretic constitutive models of the various structural components including masonry infill panels. Sophisticated computational research tools that incorporate realistic hysteresis models for non-linear dynamic time-history analysis are not popular among the professional engineers as they are not only difficult to access but also complex and time-consuming to use. And, commercial computer programs for structural analysis and design that are acceptable to practicing engineers do not generally integrate advanced hysteretic models which can accurately simulate the hysteresis behavior of structural elements with a realistic representation of strength degradation, stiffness deterioration, energy dissipation and ‘pinching’ under cyclic load reversals in the inelastic range of behavior. In this scenario, push-over or non-linear static analysis methods have gained significant popularity, as they can be employed to assess the seismic performance of building structures while avoiding the complexities and difficulties associated with non-linear dynamic time-history analysis. “Push-over” or non-linear static analysis offers a practical and efficient alternative to non-linear dynamic time-history analysis for rationally evaluating the seismic demands. The present paper is based on the analytical investigation of the effect of distribution of masonry infill panels over the elevation of planar masonry infilled reinforced concrete (R/C) frames on the seismic demands using the capacity spectrum procedures implementing nonlinear static analysis (pushover analysis) in conjunction with the response spectrum concept. An important objective of the present study is to numerically evaluate the adequacy of the capacity spectrum method using pushover analysis for performance based design of masonry infilled R/C frames for near-field earthquake ground motions.

Keywords: nonlinear analysis, capacity spectrum method, response spectrum, seismic demand, near-field earthquakes

Procedia PDF Downloads 391
7213 Multiple Linear Regression for Rapid Estimation of Subsurface Resistivity from Apparent Resistivity Measurements

Authors: Sabiu Bala Muhammad, Rosli Saad

Abstract:

Multiple linear regression (MLR) models for fast estimation of true subsurface resistivity from apparent resistivity field measurements are developed and assessed in this study. The parameters investigated were apparent resistivity (ρₐ), horizontal location (X) and depth (Z) of measurement as the independent variables; and true resistivity (ρₜ) as the dependent variable. To achieve linearity in both resistivity variables, datasets were first transformed into logarithmic domain following diagnostic checks of normality of the dependent variable and heteroscedasticity to ensure accurate models. Four MLR models were developed based on hierarchical combination of the independent variables. The generated MLR coefficients were applied to another data set to estimate ρₜ values for validation. Contours of the estimated ρₜ values were plotted and compared to the observed data plots at the colour scale and blanking for visual assessment. The accuracy of the models was assessed using coefficient of determination (R²), standard error (SE) and weighted mean absolute percentage error (wMAPE). It is concluded that the MLR models can estimate ρₜ for with high level of accuracy.

Keywords: apparent resistivity, depth, horizontal location, multiple linear regression, true resistivity

Procedia PDF Downloads 258
7212 Evaluation of Newly Synthesized Steroid Derivatives Using In silico Molecular Descriptors and Chemometric Techniques

Authors: Milica Ž. Karadžić, Lidija R. Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Z. Kovačević, Anamarija I. Mandić, Katarina Penov-Gaši, Andrea R. Nikolić, Aleksandar M. Oklješa

Abstract:

This study considered selection of the in silico molecular descriptors and the models for newly synthesized steroid derivatives description and their characterization using chemometric techniques. Multiple linear regression (MLR) models were established and gave the best molecular descriptors for quantitative structure-retention relationship (QSRR) modeling of the retention of the investigated molecules. MLR models were without multicollinearity among the selected molecular descriptors according to the variance inflation factor (VIF) values. Used molecular descriptors were ranked using generalized pair correlation method (GPCM). In this method, the significant difference between independent variables can be noticed regardless almost equal correlation between dependent variable. Generated MLR models were statistically and cross-validated and the best models were kept. Models were ranked using sum of ranking differences (SRD) method. According to this method, the most consistent QSRR model can be found and similarity or dissimilarity between the models could be noticed. In this study, SRD was performed using average values of experimentally observed data as a golden standard. Chemometric analysis was conducted in order to characterize newly synthesized steroid derivatives for further investigation regarding their potential biological activity and further synthesis. This article is based upon work from COST Action (CM1105), supported by COST (European Cooperation in Science and Technology).

Keywords: generalized pair correlation method, molecular descriptors, regression analysis, steroids, sum of ranking differences

Procedia PDF Downloads 334
7211 Bag of Local Features for Person Re-Identification on Large-Scale Datasets

Authors: Yixiu Liu, Yunzhou Zhang, Jianning Chi, Hao Chu, Rui Zheng, Libo Sun, Guanghao Chen, Fangtong Zhou

Abstract:

In the last few years, large-scale person re-identification has attracted a lot of attention from video surveillance since it has a potential application prospect in public safety management. However, it is still a challenging job considering the variation in human pose, the changing illumination conditions and the lack of paired samples. Although the accuracy has been significantly improved, the data dependence of the sample training is serious. To tackle this problem, a new strategy is proposed based on bag of visual words (BoVW) model of designing the feature representation which has been widely used in the field of image retrieval. The local features are extracted, and more discriminative feature representation is obtained by cross-view dictionary learning (CDL), then the assignment map is obtained through k-means clustering. Finally, the BoVW histograms are formed which encodes the images with the statistics of the feature classes in the assignment map. Experiments conducted on the CUHK03, Market1501 and MARS datasets show that the proposed method performs favorably against existing approaches.

Keywords: bag of visual words, cross-view dictionary learning, person re-identification, reranking

Procedia PDF Downloads 176
7210 Estimating Lost Digital Video Frames Using Unidirectional and Bidirectional Estimation Based on Autoregressive Time Model

Authors: Navid Daryasafar, Nima Farshidfar

Abstract:

In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

Procedia PDF Downloads 516
7209 Validating Condition-Based Maintenance Algorithms through Simulation

Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile

Abstract:

Industrial end-users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both machine learning and first principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed by breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems, and humans -including asset maintenance operations- in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.

Keywords: degradation models, ageing, anomaly detection, soft sensor, incremental learning

Procedia PDF Downloads 113
7208 Learning Predictive Models for Efficient Energy Management of Exhibition Hall

Authors: Jeongmin Kim, Eunju Lee, Kwang Ryel Ryu

Abstract:

This paper addresses the problem of predictive control for energy management of large-scaled exhibition halls, where a lot of energy is consumed to maintain internal atmosphere under certain required conditions. Predictive control achieves better energy efficiency by optimizing the operation of air-conditioning facilities with not only the current but also some future status taken into account. In this paper, we propose to use predictive models learned from past sensor data of hall environment, for use in optimizing the operating plan for the air-conditioning facilities by simulating future environmental change. We have implemented an emulator of an exhibition hall by using EnergyPlus, a widely used building energy emulation tool, to collect data for learning environment-change models. Experimental results show that the learned models predict future change highly accurately on a short-term basis.

Keywords: predictive control, energy management, machine learning, optimization

Procedia PDF Downloads 255
7207 Several Aspects of the Conceptual Framework of Financial Reporting

Authors: Nadezhda Kvatashidze

Abstract:

The conceptual framework of International Financial Reporting Standards determines the basic principles of accounting. The said principles have multiple applications, with professional judgments being one of those. Recognition and assessment of the information contained in financial reporting, especially so the somewhat uncertain events and transactions and/or the ones regarding which there is no standard or interpretation are based on professional judgments. Professional judgments aim at the formulation of expert assumptions regarding the specifics of the circumstances and events to be entered into the report based on the conceptual framework terms and principles. Experts have to make a choice in favor of one of the aforesaid and simulate the situations applying multi-variant accounting estimates and judgment. In making the choice, one should consider all the factors, which may help represent the information in the best way possible. Professional judgment determines the relevance and faithful representation of the presented information, which makes it more useful for the existing and potential investors. In order to assess the prospected net cash flows, the information must be predictable and reliable. The publication contains critical analysis of the aforementioned problems. The fact that the International Financial Reporting Standards are developed continuously makes the issue all the more important and that is another point discussed in the study.

Keywords: conceptual framework, faithful representation, professional judgement, relevance

Procedia PDF Downloads 200
7206 A Lexicographic Approach to Obstacles Identified in the Ontological Representation of the Tree of Life

Authors: Sandra Young

Abstract:

The biodiversity literature is vast and heterogeneous. In today’s data age, numbers of data integration and standardisation initiatives aim to facilitate simultaneous access to all the literature across biodiversity domains for research and forecasting purposes. Ontologies are being used increasingly to organise this information, but the rationalisation intrinsic to ontologies can hit obstacles when faced with the intrinsic fluidity and inconsistency found in the domains comprising biodiversity. Essentially the problem is a conceptual one: biological taxonomies are formed on the basis of specific, physical specimens yet nomenclatural rules are used to provide labels to describe these physical objects. These labels are ambiguous representations of the physical specimen. An example of this is with the genus Melpomene, the scientific nomenclatural representation of a genus of ferns, but also for a genus of spiders. The physical specimens for each of these are vastly different, but they have been assigned the same nomenclatural reference. While there is much research into the conceptual stability of the taxonomic concept versus the nomenclature used, to the best of our knowledge as yet no research has looked empirically at the literature to see the conceptual plurality or singularity of the use of these species’ names, the linguistic representation of a physical entity. Language itself uses words as symbols to represent real world concepts, whether physical entities or otherwise, and as such lexicography has a well-founded history in the conceptual mapping of words in context for dictionary making. This makes it an ideal candidate to explore this problem. The lexicographic approach uses corpus-based analysis to look at word use in context, with a specific focus on collocated word frequencies (the frequencies of words used in specific grammatical and collocational contexts). It allows for inconsistencies and contradictions in the source data and in fact includes these in the word characterisation so that 100% of the available evidence is counted. Corpus analysis is indeed suggested as one of the ways to identify concepts for ontology building, because of its ability to look empirically at data and show patterns in language usage, which can indicate conceptual ideas which go beyond words themselves. In this sense it could potentially be used to identify if the hierarchical structures present within the empirical body of literature match those which have been identified in ontologies created to represent them. The first stages of this research have revealed a hierarchical structure that becomes apparent in the biodiversity literature when annotating scientific species’ names, common names and more general names as classes, which will be the focus of this paper. The next step in the research is focusing on a larger corpus in which specific words can be analysed and then compared with existing ontological structures looking at the same material, to evaluate the methods by means of an alternative perspective. This research aims to provide evidence as to the validity of the current methods in knowledge representation for biological entities, and also shed light on the way that scientific nomenclature is used within the literature.

Keywords: ontology, biodiversity, lexicography, knowledge representation, corpus linguistics

Procedia PDF Downloads 123
7205 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

Procedia PDF Downloads 463
7204 The Relationship between Representational Conflicts, Generalization, and Encoding Requirements in an Instance Memory Network

Authors: Mathew Wakefield, Matthew Mitchell, Lisa Wise, Christopher McCarthy

Abstract:

The properties of memory representations in artificial neural networks have cognitive implications. Distributed representations that encode instances as a pattern of activity across layers of nodes afford memory compression and enforce the selection of a single point in instance space. These encoding schemes also appear to distort the representational space, as well as trading off the ability to validate that input information is within the bounds of past experience. In contrast, a localist representation which encodes some meaningful information into individual nodes in a network layer affords less memory compression while retaining the integrity of the representational space. This allows the validity of an input to be determined. The validity (or familiarity) of input along with the capacity of localist representation for multiple instance selections affords a memory sampling approach that dynamically balances the bias-variance trade-off. When the input is familiar, bias may be high by referring only to the most similar instances in memory. When the input is less familiar, variance can be increased by referring to more instances that capture a broader range of features. Using this approach in a localist instance memory network, an experiment demonstrates a relationship between representational conflict, generalization performance, and memorization demand. Relatively small sampling ranges produce the best performance on a classic machine learning dataset of visual objects. Combining memory validity with conflict detection produces a reliable confidence judgement that can separate responses with high and low error rates. Confidence can also be used to signal the need for supervisory input. Using this judgement, the need for supervised learning as well as memory encoding can be substantially reduced with only a trivial detriment to classification performance.

Keywords: artificial neural networks, representation, memory, conflict monitoring, confidence

Procedia PDF Downloads 113
7203 A Comparative Study of Regional Climate Models and Global Coupled Models over Uttarakhand

Authors: Sudip Kumar Kundu, Charu Singh

Abstract:

As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: global warming, rainfall, CMIP5, CORDEX, NWH

Procedia PDF Downloads 153
7202 Multi-Objective Production Planning Problem: A Case Study of Certain and Uncertain Environment

Authors: Ahteshamul Haq, Srikant Gupta, Murshid Kamal, Irfan Ali

Abstract:

This case study designs and builds a multi-objective production planning model for a hardware firm with certain & uncertain data. During the time of interaction with the manager of the firm, they indicate some of the parameters may be vague. This vagueness in the formulated model is handled by the concept of fuzzy set theory. Triangular & Trapezoidal fuzzy numbers are used to represent the uncertainty in the collected data. The fuzzy nature is de-fuzzified into the crisp form using well-known defuzzification method via graded mean integration representation method. The proposed model attempts to maximize the production of the firm, profit related to the manufactured items & minimize the carrying inventory costs in both certain & uncertain environment. The recommended optimal plan is determined via fuzzy programming approach, and the formulated models are solved by using optimizing software LINGO 16.0 for getting the optimal production plan. The proposed model yields an efficient compromise solution with the overall satisfaction of decision maker.

Keywords: production planning problem, multi-objective optimization, fuzzy programming, fuzzy sets

Procedia PDF Downloads 193
7201 Predicting Options Prices Using Machine Learning

Authors: Krishang Surapaneni

Abstract:

The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

Procedia PDF Downloads 63
7200 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

Procedia PDF Downloads 119
7199 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

Procedia PDF Downloads 135
7198 Development of Digital Twin Concept to Detect Abnormal Changes in Structural Behaviour

Authors: Shady Adib, Vladimir Vinogradov, Peter Gosling

Abstract:

Digital Twin (DT) technology is a new technology that appeared in the early 21st century. The DT is defined as the digital representation of living and non-living physical assets. By connecting the physical and virtual assets, data are transmitted smoothly, allowing the virtual asset to fully represent the physical asset. Although there are lots of studies conducted on the DT concept, there is still limited information about the ability of the DT models for monitoring and detecting unexpected changes in structural behaviour in real time. This is due to the large computational efforts required for the analysis and an excessively large amount of data transferred from sensors. This paper aims to develop the DT concept to be able to detect the abnormal changes in structural behaviour in real time using advanced modelling techniques, deep learning algorithms, and data acquisition systems, taking into consideration model uncertainties. finite element (FE) models were first developed offline to be used with a reduced basis (RB) model order reduction technique for the construction of low-dimensional space to speed the analysis during the online stage. The RB model was validated against experimental test results for the establishment of a DT model of a two-dimensional truss. The established DT model and deep learning algorithms were used to identify the location of damage once it has appeared during the online stage. Finally, the RB model was used again to identify the damage severity. It was found that using the RB model, constructed offline, speeds the FE analysis during the online stage. The constructed RB model showed higher accuracy for predicting the damage severity, while deep learning algorithms were found to be useful for estimating the location of damage with small severity.

Keywords: data acquisition system, deep learning, digital twin, model uncertainties, reduced basis, reduced order model

Procedia PDF Downloads 81
7197 Emotion Recognition with Occlusions Based on Facial Expression Reconstruction and Weber Local Descriptor

Authors: Jadisha Cornejo, Helio Pedrini

Abstract:

Recognition of emotions based on facial expressions has received increasing attention from the scientific community over the last years. Several fields of applications can benefit from facial emotion recognition, such as behavior prediction, interpersonal relations, human-computer interactions, recommendation systems. In this work, we develop and analyze an emotion recognition framework based on facial expressions robust to occlusions through the Weber Local Descriptor (WLD). Initially, the occluded facial expressions are reconstructed following an extension approach of Robust Principal Component Analysis (RPCA). Then, WLD features are extracted from the facial expression representation, as well as Local Binary Patterns (LBP) and Histogram of Oriented Gradients (HOG). The feature vector space is reduced using Principal Component Analysis (PCA) and Linear Discriminant Analysis (LDA). Finally, K-Nearest Neighbor (K-NN) and Support Vector Machine (SVM) classifiers are used to recognize the expressions. Experimental results on three public datasets demonstrated that the WLD representation achieved competitive accuracy rates for occluded and non-occluded facial expressions compared to other approaches available in the literature.

Keywords: emotion recognition, facial expression, occlusion, fiducial landmarks

Procedia PDF Downloads 164
7196 Developing Location-allocation Models in the Three Echelon Supply Chain

Authors: Mehdi Seifbarghy, Zahra Mansouri

Abstract:

In this paper a few location-allocation models are developed in a multi-echelon supply chain including suppliers, manufacturers, distributors and retailers. The objectives are maximizing demand coverage, minimizing the total distance of distributors from suppliers, minimizing some facility establishment costs and minimizing the environmental effects. Since nature of the given models is multi-objective, we suggest a number of goal-based solution techniques such L-P metric, goal programming, multi-choice goal programming and goal attainment in order to solve the problems.

Keywords: location, multi-echelon supply chain, covering, goal programming

Procedia PDF Downloads 544
7195 A Machine Learning Model for Dynamic Prediction of Chronic Kidney Disease Risk Using Laboratory Data, Non-Laboratory Data, and Metabolic Indices

Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

Abstract:

Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

Procedia PDF Downloads 87
7194 Quantifying Uncertainties in an Archetype-Based Building Stock Energy Model by Use of Individual Building Models

Authors: Morten Brøgger, Kim Wittchen

Abstract:

Focus on reducing energy consumption in existing buildings at large scale, e.g. in cities or countries, has been increasing in recent years. In order to reduce energy consumption in existing buildings, political incentive schemes are put in place and large scale investments are made by utility companies. Prioritising these investments requires a comprehensive overview of the energy consumption in the existing building stock, as well as potential energy-savings. However, a building stock comprises thousands of buildings with different characteristics making it difficult to model energy consumption accurately. Moreover, the complexity of the building stock makes it difficult to convey model results to policymakers and other stakeholders. In order to manage the complexity of the building stock, building archetypes are often employed in building stock energy models (BSEMs). Building archetypes are formed by segmenting the building stock according to specific characteristics. Segmenting the building stock according to building type and building age is common, among other things because this information is often easily available. This segmentation makes it easy to convey results to non-experts. However, using a single archetypical building to represent all buildings in a segment of the building stock is associated with loss of detail. Thermal characteristics are aggregated while other characteristics, which could affect the energy efficiency of a building, are disregarded. Thus, using a simplified representation of the building stock could come at the expense of the accuracy of the model. The present study evaluates the accuracy of a conventional archetype-based BSEM that segments the building stock according to building type- and age. The accuracy is evaluated in terms of the archetypes’ ability to accurately emulate the average energy demands of the corresponding buildings they were meant to represent. This is done for the buildings’ energy demands as a whole as well as for relevant sub-demands. Both are evaluated in relation to the type- and the age of the building. This should provide researchers, who use archetypes in BSEMs, with an indication of the expected accuracy of the conventional archetype model, as well as the accuracy lost in specific parts of the calculation, due to use of the archetype method.

Keywords: building stock energy modelling, energy-savings, archetype

Procedia PDF Downloads 142
7193 Multi-Level Attentional Network for Aspect-Based Sentiment Analysis

Authors: Xinyuan Liu, Xiaojun Jing, Yuan He, Junsheng Mu

Abstract:

Aspect-based Sentiment Analysis (ABSA) has attracted much attention due to its capacity to determine the sentiment polarity of the certain aspect in a sentence. In previous works, great significance of the interaction between aspect and sentence has been exhibited in ABSA. In consequence, a Multi-Level Attentional Networks (MLAN) is proposed. MLAN consists of four parts: Embedding Layer, Encoding Layer, Multi-Level Attentional (MLA) Layers and Final Prediction Layer. Among these parts, MLA Layers including Aspect Level Attentional (ALA) Layer and Interactive Attentional (ILA) Layer is the innovation of MLAN, whose function is to focus on the important information and obtain multiple levels’ attentional weighted representation of aspect and sentence. In the experiments, MLAN is compared with classical TD-LSTM, MemNet, RAM, ATAE-LSTM, IAN, AOA, LCR-Rot and AEN-GloVe on SemEval 2014 Dataset. The experimental results show that MLAN outperforms those state-of-the-art models greatly. And in case study, the works of ALA Layer and ILA Layer have been proven to be effective and interpretable.

Keywords: deep learning, aspect-based sentiment analysis, attention, natural language processing

Procedia PDF Downloads 124
7192 Intensive Use of Software in Teaching and Learning Calculus

Authors: Nodelman V.

Abstract:

Despite serious difficulties in the assimilation of the conceptual system of Calculus, software in the educational process is used only occasionally, and even then, mainly for illustration purposes. The following are a few reasons: The non-trivial nature of the studied material, Lack of skills in working with software, Fear of losing time working with software, The variety of the software itself, the corresponding interface, syntax, and the methods of working with the software, The need to find suitable models, and familiarize yourself with working with them, Incomplete compatibility of the found models with the content and teaching methods of the studied material. This paper proposes an active use of the developed non-commercial software VusuMatica, which allows removing these restrictions through Broad support for the studied mathematical material (and not only Calculus). As a result - no need to select the right software, Emphasizing the unity of mathematics, its intrasubject and interdisciplinary relations, User-friendly interface, Absence of special syntax in defining mathematical objects, Ease of building models of the studied material and manipulating them, Unlimited flexibility of models thanks to the ability to redefine objects, which allows exploring objects characteristics, and considering examples and counterexamples of the concepts under study. The construction of models is based on an original approach to the analysis of the structure of the studied concepts. Thanks to the ease of construction, students are able not only to use ready-made models but also to create them on their own and explore the material studied with their help. The presentation includes examples of using VusuMatica in studying the concepts of limit and continuity of a function, its derivative, and integral.

Keywords: counterexamples, limitations and requirements, software, teaching and learning calculus, user-friendly interface and syntax

Procedia PDF Downloads 69
7191 Nanoparticles on Biological Biomarquers Models: Paramecium Tetraurelia and Helix aspersa

Authors: H. Djebar, L. Khene, M. Boucenna, M. R. Djebar, M. N. Khebbeb, M. Djekoun

Abstract:

Currently in toxicology, use of alternative models permits to understand the mechanisms of toxicity at different levels of cells. Objectives of our research concern the determination of NPs ZnO, TiO2, AlO2, and FeO2 effect on ciliate protist freshwater Paramecium sp and Helix aspersa. The result obtained show that NPs increased antioxidative enzyme activity like catalase, glutathione –S-transferase and level GSH. Also, cells treated with high concentrations of NPs showed a high level of MDA. In conclusion, observations from growth and enzymatic parameters suggest on one hand that treatment with NPs provokes an oxidative stress and on the other that snale and paramecium are excellent alternatives models for ecotoxicological studies.

Keywords: NPs, GST, catalase, GSH, MDA, toxicity, snale and paramecium

Procedia PDF Downloads 268
7190 Scheduling Building Projects: The Chronographical Modeling Concept

Authors: Adel Francis

Abstract:

Most of scheduling methods and software apply the critical path logic. This logic schedule activities, apply constraints between these activities and try to optimize and level the allocated resources. The extensive use of this logic produces a complex an erroneous network hard to present, follow and update. Planning and management building projects should tackle the coordination of works and the management of limited spaces, traffic, and supplies. Activities cannot be performed without the resources available and resources cannot be used beyond the capacity of workplaces. Otherwise, workspace congestion will negatively affect the flow of works. The objective of the space planning is to link the spatial and temporal aspects, promote efficient use of the site, define optimal site occupancy rates, and ensures suitable rotation of the workforce in the different spaces. The Chronographic scheduling modelling belongs to this category and models construction operations as well as their processes, logical constraints, association and organizational models, which help to better illustrate the schedule information using multiple flexible approaches. The model defined three categories of areas (punctual, surface and linear) and four different layers (space creation, systems, closing off space, finishing, and reduction of space). The Chronographical modelling is a more complete communication method, having the ability to alternate from one visual approach to another by manipulation of graphics via a set of parameters and their associated values. Each individual approach can help to schedule a certain project type or specialty. Visual communication can also be improved through layering, sheeting, juxtaposition, alterations, and permutations, allowing for groupings, hierarchies, and classification of project information. In this way, graphic representation becomes a living, transformable image, showing valuable information in a clear and comprehensible manner, simplifying the site management while simultaneously utilizing the visual space as efficiently as possible.

Keywords: building projects, chronographic modelling, CPM, critical path, precedence diagram, scheduling

Procedia PDF Downloads 136