Search results for: non-linear and non-stationary time series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20132

Search results for: non-linear and non-stationary time series

20072 Time Series Analysis on the Production of Fruit Juice: A Case Study of National Horticultural Research Institute (Nihort) Ibadan, Oyo State

Authors: Abiodun Ayodele Sanyaolu

Abstract:

The research was carried out to investigate the time series analysis on quarterly production of fruit juice at the National Horticultural Research Institute Ibadan from 2010 to 2018. Documentary method of data collection was used, and the method of least square and moving average were used in the analysis. From the calculation and the graph, it was glaring that there was increase, decrease, and uniform movements in both the graph of the original data and the tabulated quarter values of the original data. Time series analysis was used to detect the trend in the highest number of fruit juice and it appears to be good over a period of time and the methods used to forecast are additive and multiplicative models. Since it was observed that the production of fruit juice is usually high in January of every year, it is strongly advised that National Horticultural Research Institute should make more provision for fruit juice storage outside this period of the year.

Keywords: fruit juice, least square, multiplicative models, time series

Procedia PDF Downloads 118
20071 A Study on Hierarchy and Popularity of Foreign TV Series with Different Origin Countries among Chinese Audiences from a Uses and Gratification Perspective

Authors: Terigele

Abstract:

Cultural products are always shelved into different classes of a hierarchy that separates so-called highbrow and lowbrow cultures. This study illustrated that audiences might even construct a hierarchy according to the origin countries when consuming certain products. Chinese audiences now have access to TV series from all around the world thanks to the internet. TV series from different origin countries show some particular features in terms of length, theme, plots, accessibility, seriousness etc. Their audiences were therefore stereotyped because of what they watch. Based on in-depth interviews with 20 participants, this research has following findings: 1) Most popular origin countries of foreign TV series in China are Korea, the United States, the United Kingdom, Japan and European countries in a descending order. Korean TV series are most popular because they are less serious and more accessible compared to others. 2) In the hierarchy of the TV series, European TV series stand on the top followed by British and American TV series. Japanese TV series are also categorized into highbrow class. Korean TV series are at the bottom and always seen as lowbrow cultural products. 3) Most audiences consume TV series from more than one origin countries and have different needs when watching them. Participants reported that they watch European TV series because those TV series are more artistic than their counterparts and of great quality. They watch British and American TV series mainly to improve their English and to learn about the culture. They find Japanese TV series very enjoyable with a large variety of themes and impressive lines. Audiences watch Korean TV series mostly to entertain and kill time. 4) Audiences do care about cultural taste. Especially those who watch European, British and American TV series usually tend to consider audiences who watch nothing but Korean TV series to be shallow. On the other hand, Korean TV series’ audiences seem to care less about the hierarchy of the TV series. Even when they discuss the hierarchy, they tend to accept the judgments with ironies and jokes. Future studies can dig deeply into the genre and content of TV series with different origin countries and also investigate more about the psychology of audiences regarding the gender, age, education, socioeconomic status etc.

Keywords: foreign TV series, hierarchy, popularity, uses and gratification

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20070 Design and Implementation of Partial Denoising Boundary Image Matching Using Indexing Techniques

Authors: Bum-Soo Kim, Jin-Uk Kim

Abstract:

In this paper, we design and implement a partial denoising boundary image matching system using indexing techniques. Converting boundary images to time-series makes it feasible to perform fast search using indexes even on a very large image database. Thus, using this converting method we develop a client-server system based on the previous partial denoising research in the GUI (graphical user interface) environment. The client first converts a query image given by a user to a time-series and sends denoising parameters and the tolerance with this time-series to the server. The server identifies similar images from the index by evaluating a range query, which is constructed using inputs given from the client, and sends the resulting images to the client. Experimental results show that our system provides much intuitive and accurate matching result.

Keywords: boundary image matching, indexing, partial denoising, time-series matching

Procedia PDF Downloads 117
20069 Determination of Surface Deformations with Global Navigation Satellite System Time Series

Authors: Ibrahim Tiryakioglu, Mehmet Ali Ugur, Caglar Ozkaymak

Abstract:

The development of GNSS technology has led to increasingly widespread and successful applications of GNSS surveys for monitoring crustal movements. However, multi-period GPS survey solutions have not been applied in monitoring vertical surface deformation. This study uses long-term GNSS time series that are required to determine vertical deformations. In recent years, the surface deformations that are parallel and semi-parallel to Bolvadin fault have occurred in Western Anatolia. These surface deformations have continued to occur in Bolvadin settlement area that is located mostly on alluvium ground. Due to these surface deformations, a number of cracks in the buildings located in the residential areas and breaks in underground water and sewage systems have been observed. In order to determine the amount of vertical surface deformations, two continuous GNSS stations have been established in the region. The stations have been operating since 2015 and 2017, respectively. In this study, GNSS observations from the mentioned two GNSS stations were processed with GAMIT/GLOBK (GNSS Analysis Massachusetts Institute of Technology/GLOBal Kalman) program package to create a coordinate time series. With the time series analyses, the GNSS stations’ behavior models (linear, periodical, etc.), the causes of these behaviors, and mathematical models were determined. The study results from the time series analysis of these two 2 GNSS stations shows approximately 50-80 mm/yr vertical movement.

Keywords: Bolvadin fault, GAMIT, GNSS time series, surface deformations

Procedia PDF Downloads 131
20068 One Period Loops of Memristive Circuits with Mixed-Mode Oscillations

Authors: Wieslaw Marszalek, Zdzislaw Trzaska

Abstract:

Interesting properties of various one-period loops of singularly perturbed memristive circuits with mixed-mode oscillations (MMOs) are analyzed in this paper. The analysis is mixed, both analytical and numerical and focused on the properties of pinched hysteresis of the memristive element and other one-period loops formed by pairs of time-series solutions for various circuits' variables. The memristive element is the only nonlinear element in the two circuits. A theorem on periods of mixed-mode oscillations of the circuits is formulated and proved. Replacements of memristors by parallel G-C or series R-L circuits for a MMO response with equivalent RMS values is also discussed.

Keywords: mixed-mode oscillations, memristive circuits, pinched hysteresis, one-period loops, singularly perturbed circuits

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20067 A FE-Based Scheme for Computing Wave Interaction with Nonlinear Damage and Generation of Harmonics in Layered Composite Structures

Authors: R. K. Apalowo, D. Chronopoulos

Abstract:

A Finite Element (FE) based scheme is presented for quantifying guided wave interaction with Localised Nonlinear Structural Damage (LNSD) within structures of arbitrary layering and geometric complexity. The through-thickness mode-shape of the structure is obtained through a wave and finite element method. This is applied in a time domain FE simulation in order to generate time harmonic excitation for a specific wave mode. Interaction of the wave with LNSD within the system is computed through an element activation and deactivation iteration. The scheme is validated against experimental measurements and a WFE-FE methodology for calculating wave interaction with damage. Case studies for guided wave interaction with crack and delamination are presented to verify the robustness of the proposed method in classifying and identifying damage.

Keywords: layered structures, nonlinear ultrasound, wave interaction with nonlinear damage, wave finite element, finite element

Procedia PDF Downloads 129
20066 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

Authors: Haowen Xi

Abstract:

We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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20065 Fractal-Wavelet Based Techniques for Improving the Artificial Neural Network Models

Authors: Reza Bazargan lari, Mohammad H. Fattahi

Abstract:

Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for pre-processing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based pre-processing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN

Procedia PDF Downloads 345
20064 An IM-COH Algorithm Neural Network Optimization with Cuckoo Search Algorithm for Time Series Samples

Authors: Wullapa Wongsinlatam

Abstract:

Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization

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20063 Nonlinear Modeling of the PEMFC Based on NNARX Approach

Authors: Shan-Jen Cheng, Te-Jen Chang, Kuang-Hsiung Tan, Shou-Ling Kuo

Abstract:

Polymer Electrolyte Membrane Fuel Cell (PEMFC) is such a time-vary nonlinear dynamic system. The traditional linear modeling approach is hard to estimate structure correctly of PEMFC system. From this reason, this paper presents a nonlinear modeling of the PEMFC using Neural Network Auto-regressive model with eXogenous inputs (NNARX) approach. The multilayer perception (MLP) network is applied to evaluate the structure of the NNARX model of PEMFC. The validity and accuracy of NNARX model are tested by one step ahead relating output voltage to input current from measured experimental of PEMFC. The results show that the obtained nonlinear NNARX model can efficiently approximate the dynamic mode of the PEMFC and model output and system measured output consistently.

Keywords: PEMFC, neural network, nonlinear modeling, NNARX

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20062 Performance Evaluation of the Classic seq2seq Model versus a Proposed Semi-supervised Long Short-Term Memory Autoencoder for Time Series Data Forecasting

Authors: Aswathi Thrivikraman, S. Advaith

Abstract:

The study is aimed at designing encoders for deciphering intricacies in time series data by redescribing the dynamics operating on a lower-dimensional manifold. A semi-supervised LSTM autoencoder is devised and investigated to see if the latent representation of the time series data can better forecast the data. End-to-end training of the LSTM autoencoder, together with another LSTM network that is connected to the latent space, forces the hidden states of the encoder to represent the most meaningful latent variables relevant for forecasting. Furthermore, the study compares the predictions with those of a traditional seq2seq model.

Keywords: LSTM, autoencoder, forecasting, seq2seq model

Procedia PDF Downloads 126
20061 Nonlinear Observer Canonical Form for Genetic Regulation Process

Authors: Bououden Soraya

Abstract:

This paper aims to study the existence of the change of coordinates which permits to transform a class of nonlinear dynamical systems into the so-called nonlinear observer canonical form (NOCF). Moreover, an algorithm to construct such a change of coordinates is given. Based on this form, we can design an observer with a linear error dynamic. This enables us to estimate the state of a nonlinear dynamical system. A concrete example (biological model) is provided to illustrate the feasibility of the proposed results.

Keywords: nonlinear observer canonical form, observer, design, gene regulation, gene expression

Procedia PDF Downloads 411
20060 Quantum Statistical Machine Learning and Quantum Time Series

Authors: Omar Alzeley, Sergey Utev

Abstract:

Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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20059 Time Series Analysis the Case of China and USA Trade Examining during Covid-19 Trade Enormity of Abnormal Pricing with the Exchange rate

Authors: Md. Mahadi Hasan Sany, Mumenunnessa Keya, Sharun Khushbu, Sheikh Abujar

Abstract:

Since the beginning of China's economic reform, trade between the U.S. and China has grown rapidly, and has increased since China's accession to the World Trade Organization in 2001. The US imports more than it exports from China, reducing the trade war between China and the U.S. for the 2019 trade deficit, but in 2020, the opposite happens. In international and U.S. trade, Washington launched a full-scale trade war against China in March 2016, which occurred a catastrophic epidemic. The main goal of our study is to measure and predict trade relations between China and the U.S., before and after the arrival of the COVID epidemic. The ML model uses different data as input but has no time dimension that is present in the time series models and is only able to predict the future from previously observed data. The LSTM (a well-known Recurrent Neural Network) model is applied as the best time series model for trading forecasting. We have been able to create a sustainable forecasting system in trade between China and the US by closely monitoring a dataset published by the State Website NZ Tatauranga Aotearoa from January 1, 2015, to April 30, 2021. Throughout the survey, we provided a 180-day forecast that outlined what would happen to trade between China and the US during COVID-19. In addition, we have illustrated that the LSTM model provides outstanding outcome in time series data analysis rather than RFR and SVR (e.g., both ML models). The study looks at how the current Covid outbreak affects China-US trade. As a comparative study, RMSE transmission rate is calculated for LSTM, RFR and SVR. From our time series analysis, it can be said that the LSTM model has given very favorable thoughts in terms of China-US trade on the future export situation.

Keywords: RFR, China-U.S. trade war, SVR, LSTM, deep learning, Covid-19, export value, forecasting, time series analysis

Procedia PDF Downloads 166
20058 Optimal Dynamic Regime for CO Oxidation Reaction Discovered by Policy-Gradient Reinforcement Learning Algorithm

Authors: Lifar M. S., Tereshchenko A. A., Bulgakov A. N., Guda S. A., Guda A. A., Soldatov A. V.

Abstract:

Metal nanoparticles are widely used as heterogeneous catalysts to activate adsorbed molecules and reduce the energy barrier of the reaction. Reaction product yield depends on the interplay between elementary processes - adsorption, activation, reaction, and desorption. These processes, in turn, depend on the inlet feed concentrations, temperature, and pressure. At stationary conditions, the active surface sites may be poisoned by reaction byproducts or blocked by thermodynamically adsorbed gaseous reagents. Thus, the yield of reaction products can significantly drop. On the contrary, the dynamic control accounts for the changes in the surface properties and adjusts reaction parameters accordingly. Therefore dynamic control may be more efficient than stationary control. In this work, a reinforcement learning algorithm has been applied to control the simulation of CO oxidation on a catalyst. The policy gradient algorithm is learned to maximize the CO₂ production rate based on the CO and O₂ flows at a given time step. Nonstationary solutions were found for the regime with surface deactivation. The maximal product yield was achieved for periodic variations of the gas flows, ensuring a balance between available adsorption sites and the concentration of activated intermediates. This methodology opens a perspective for the optimization of catalytic reactions under nonstationary conditions.

Keywords: artificial intelligence, catalyst, co oxidation, reinforcement learning, dynamic control

Procedia PDF Downloads 88
20057 Electroencephalography (EEG) Analysis of Alcoholic and Control Subjects Using Multiscale Permutation Entropy

Authors: Lal Hussain, Wajid Aziz, Sajjad Ahmed Nadeem, Saeed Arif Shah, Abdul Majid

Abstract:

Brain electrical activity as reflected in Electroencephalography (EEG) have been analyzed and diagnosed using various techniques. Among them, complexity measure, nonlinearity, disorder, and unpredictability play vital role due to the nonlinear interconnection between functional and anatomical subsystem emerged in brain in healthy state and during various diseases. There are many social and economical issues of alcoholic abuse as memory weakness, decision making, impairments, and concentrations etc. Alcoholism not only defect the brains but also associated with emotional, behavior, and cognitive impairments damaging the white and gray brain matters. A recently developed signal analysis method i.e. Multiscale Permutation Entropy (MPE) is proposed to estimate the complexity of long-range temporal correlation time series EEG of Alcoholic and Control subjects acquired from University of California Machine Learning repository and results are compared with MSE. Using MPE, coarsed grained series is first generated and the PE is computed for each coarsed grained time series against the electrodes O1, O2, C3, C4, F2, F3, F4, F7, F8, Fp1, Fp2, P3, P4, T7, and T8. The results computed against each electrode using MPE gives higher significant values as compared to MSE as well as mean rank differences accordingly. Likewise, ROC and Area under the ROC also gives higher separation against each electrode using MPE in comparison to MSE.

Keywords: electroencephalogram (EEG), multiscale permutation entropy (MPE), multiscale sample entropy (MSE), permutation entropy (PE), mann whitney test (MMT), receiver operator curve (ROC), complexity measure

Procedia PDF Downloads 463
20056 A Quick Method for Seismic Vulnerability Evaluation of Offshore Structures by Static and Dynamic Nonlinear Analyses

Authors: Somayyeh Karimiyan

Abstract:

To evaluate the seismic vulnerability of vital offshore structures with the highest possible precision, Nonlinear Time History Analyses (NLTHA), is the most reliable method. However, since it is very time-consuming, a quick procedure is greatly desired. This paper presents a quick method by combining the Push Over Analysis (POA) and the NLTHA. The POA is preformed first to recognize the more critical members, and then the NLTHA is performed to evaluate more precisely the critical members’ vulnerability. The proposed method has been applied to jacket type structure. Results show that combining POA and NLTHA is a reliable seismic evaluation method, and also that none of the earthquake characteristics alone, can be a dominant factor in vulnerability evaluation.

Keywords: jacket structure, seismic evaluation, push-over and nonlinear time history analyses, critical members

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20055 DFIG-Based Wind Turbine with Shunt Active Power Filter Controlled by Double Nonlinear Predictive Controller

Authors: Abderrahmane El Kachani, El Mahjoub Chakir, Anass Ait Laachir, Abdelhamid Niaaniaa, Jamal Zerouaoui, Tarik Jarou

Abstract:

This paper presents a wind turbine based on the doubly fed induction generator (DFIG) connected to the utility grid through a shunt active power filter (SAPF). The whole system is controlled by a double nonlinear predictive controller (DNPC). A Taylor series expansion is used to predict the outputs of the system. The control law is calculated by optimization of the cost function. The first nonlinear predictive controller (NPC) is designed to ensure the high performance tracking of the rotor speed and regulate the rotor current of the DFIG, while the second one is designed to control the SAPF in order to compensate the harmonic produces by the three-phase diode bridge supplied by a passive circuit (rd, Ld). As a result, we obtain sinusoidal waveforms of the stator voltage and stator current. The proposed nonlinear predictive controllers (NPCs) are validated via simulation on a 1.5 MW DFIG-based wind turbine connected to an SAPF. The results obtained appear to be satisfactory and promising.

Keywords: wind power, doubly fed induction generator, shunt active power filter, double nonlinear predictive controller

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20054 The Physics of Turbulence Generation in a Fluid: Numerical Investigation Using a 1D Damped-MNLS Equation

Authors: Praveen Kumar, R. Uma, R. P. Sharma

Abstract:

This study investigates the generation of turbulence in a deep-fluid environment using a damped 1D-modified nonlinear Schrödinger equation model. The well-known damped modified nonlinear Schrödinger equation (d-MNLS) is solved using numerical methods. Artificial damping is added to the MNLS equation, and turbulence generation is investigated through a numerical simulation. The numerical simulation employs a finite difference method for temporal evolution and a pseudo-spectral approach to characterize spatial patterns. The results reveal a recurring periodic pattern in both space and time when the nonlinear Schrödinger equation is considered. Additionally, the study shows that the modified nonlinear Schrödinger equation disrupts the localization of structure and the recurrence of the Fermi-Pasta-Ulam (FPU) phenomenon. The energy spectrum exhibits a power-law behavior, closely following Kolmogorov's spectra steeper than k⁻⁵/³ in the inertial sub-range.

Keywords: water waves, modulation instability, hydrodynamics, nonlinear Schrödinger's equation

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20053 Facial Pose Classification Using Hilbert Space Filling Curve and Multidimensional Scaling

Authors: Mekamı Hayet, Bounoua Nacer, Benabderrahmane Sidahmed, Taleb Ahmed

Abstract:

Pose estimation is an important task in computer vision. Though the majority of the existing solutions provide good accuracy results, they are often overly complex and computationally expensive. In this perspective, we propose the use of dimensionality reduction techniques to address the problem of facial pose estimation. Firstly, a face image is converted into one-dimensional time series using Hilbert space filling curve, then the approach converts these time series data to a symbolic representation. Furthermore, a distance matrix is calculated between symbolic series of an input learning dataset of images, to generate classifiers of frontal vs. profile face pose. The proposed method is evaluated with three public datasets. Experimental results have shown that our approach is able to achieve a correct classification rate exceeding 97% with K-NN algorithm.

Keywords: machine learning, pattern recognition, facial pose classification, time series

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20052 Elucidation of the Sequential Transcriptional Activity in Escherichia coli Using Time-Series RNA-Seq Data

Authors: Pui Shan Wong, Kosuke Tashiro, Satoru Kuhara, Sachiyo Aburatani

Abstract:

Functional genomics and gene regulation inference has readily expanded our knowledge and understanding of gene interactions with regards to expression regulation. With the advancement of transcriptome sequencing in time-series comes the ability to study the sequential changes of the transcriptome. This method presented here works to augment existing regulation networks accumulated in literature with transcriptome data gathered from time-series experiments to construct a sequential representation of transcription factor activity. This method is applied on a time-series RNA-Seq data set from Escherichia coli as it transitions from growth to stationary phase over five hours. Investigations are conducted on the various metabolic activities in gene regulation processes by taking advantage of the correlation between regulatory gene pairs to examine their activity on a dynamic network. Especially, the changes in metabolic activity during phase transition are analyzed with focus on the pagP gene as well as other associated transcription factors. The visualization of the sequential transcriptional activity is used to describe the change in metabolic pathway activity originating from the pagP transcription factor, phoP. The results show a shift from amino acid and nucleic acid metabolism, to energy metabolism during the transition to stationary phase in E. coli.

Keywords: Escherichia coli, gene regulation, network, time-series

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20051 Classification of Generative Adversarial Network Generated Multivariate Time Series Data Featuring Transformer-Based Deep Learning Architecture

Authors: Thrivikraman Aswathi, S. Advaith

Abstract:

As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

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20050 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation

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20049 Time Series Forecasting (TSF) Using Various Deep Learning Models

Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

Abstract:

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed-length window in the past as an explicit input. In this paper, we study how the performance of predictive models changes as a function of different look-back window sizes and different amounts of time to predict the future. We also consider the performance of the recent attention-based Transformer models, which have had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (RNN, LSTM, GRU, and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the UCI website, which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean Average Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.

Keywords: air quality prediction, deep learning algorithms, time series forecasting, look-back window

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20048 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model

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20047 Time Series Analysis of Radon Concentration at Different Depths in an Underground Goldmine

Authors: Theophilus Adjirackor, Frederic Sam, Irene Opoku-Ntim, David Okoh Kpeglo, Prince K. Gyekye, Frank K. Quashie, Kofi Ofori

Abstract:

Indoor radon concentrations were collected monthly over a period of one year in 10 different levels in an underground goldmine, and the data was analyzed using a four-moving average time series to determine the relationship between the depths of the underground mine and the indoor radon concentration. The detectors were installed in batches within four quarters. The measurements were carried out using LR115 solid-state nuclear track detectors. Statistical models are applied in the prediction and analysis of the radon concentration at various depths. The time series model predicted a positive relationship between the depth of the underground mine and the indoor radon concentration. Thus, elevated radon concentrations are expected at deeper levels of the underground mine, but the relationship was insignificant at the 5% level of significance with a negative adjusted R2 (R2 = – 0.021) due to an appropriate engineering and adequate ventilation rate in the underground mine.

Keywords: LR115, radon concentration, rime series, underground goldmine

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20046 A Filtering Algorithm for a Nonlinear State-Space Model

Authors: Abdullah Eqal Al Mazrooei

Abstract:

Kalman filter is a famous algorithm that utilizes to estimate the state in the linear systems. It has numerous applications in technology and science. Since of the most of applications in real life can be described by nonlinear systems. So, Kalman filter does not work with the nonlinear systems because it is suitable to linear systems only. In this work, a nonlinear filtering algorithm is presented which is suitable to use with the special kinds of nonlinear systems. This filter generalizes the Kalman filter. This means that this filter also can be used for the linear systems. Our algorithm depends on a special linearization of the second degree. We introduced the nonlinear algorithm with a bilinear state-space model. A simulation example is presented to illustrate the efficiency of the algorithm.

Keywords: Kalman filter, filtering algorithm, nonlinear systems, state-space model

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20045 Design of Electromagnetic Field of PMSG for VTOL Series-Hybrid UAV

Authors: Sooyoung Cho, In-Gun Kim, Hyun-Seok Hong, Dong-Woo Kang, Ju Lee

Abstract:

Series hybrid UAV(Unmanned aerial vehicle) that is proposed in this paper performs VTOL(Vertical take-off and landing) using the battery and generator, and it applies the series hybrid system with combination of the small engine and generator when cruising flight. This system can be described as the next-generation system that can dramatically increase the UAV flight times. Also, UAV systems require a large energy at the time of VTOL to be conducted for a short time. Therefore, this paper designs PMSG(Permanent Magnet Synchronous Generator) having a high specific power considering VTOL through the FEA.

Keywords: PMSG, VTOL, UAV, high specific power density

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20044 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data

Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

Abstract:

The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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20043 Frequency Response of Complex Systems with Localized Nonlinearities

Authors: E. Menga, S. Hernandez

Abstract:

Finite Element Models (FEMs) are widely used in order to study and predict the dynamic properties of structures and usually, the prediction can be obtained with much more accuracy in the case of a single component than in the case of assemblies. Especially for structural dynamics studies, in the low and middle frequency range, most complex FEMs can be seen as assemblies made by linear components joined together at interfaces. From a modelling and computational point of view, these types of joints can be seen as localized sources of stiffness and damping and can be modelled as lumped spring/damper elements, most of time, characterized by nonlinear constitutive laws. On the other side, most of FE programs are able to run nonlinear analysis in time-domain. They treat the whole structure as nonlinear, even if there is one nonlinear degree of freedom (DOF) out of thousands of linear ones, making the analysis unnecessarily expensive from a computational point of view. In this work, a methodology in order to obtain the nonlinear frequency response of structures, whose nonlinearities can be considered as localized sources, is presented. The work extends the well-known Structural Dynamic Modification Method (SDMM) to a nonlinear set of modifications, and allows getting the Nonlinear Frequency Response Functions (NLFRFs), through an ‘updating’ process of the Linear Frequency Response Functions (LFRFs). A brief summary of the analytical concepts is given, starting from the linear formulation and understanding what the implications of the nonlinear one, are. The response of the system is formulated in both: time and frequency domain. First the Modal Database is extracted and the linear response is calculated. Secondly the nonlinear response is obtained thru the NL SDMM, by updating the underlying linear behavior of the system. The methodology, implemented in MATLAB, has been successfully applied to estimate the nonlinear frequency response of two systems. The first one is a two DOFs spring-mass-damper system, and the second example takes into account a full aircraft FE Model. In spite of the different levels of complexity, both examples show the reliability and effectiveness of the method. The results highlight a feasible and robust procedure, which allows a quick estimation of the effect of localized nonlinearities on the dynamic behavior. The method is particularly powerful when most of the FE Model can be considered as acting linearly and the nonlinear behavior is restricted to few degrees of freedom. The procedure is very attractive from a computational point of view because the FEM needs to be run just once, which allows faster nonlinear sensitivity analysis and easier implementation of optimization procedures for the calibration of nonlinear models.

Keywords: frequency response, nonlinear dynamics, structural dynamic modification, softening effect, rubber

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