Search results for: conditional optimization

Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

Abstract:

In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

Procedia PDF Downloads 233

Authors: Maya S. Rathod, Bahadur Singh Hathan

Abstract:

Mustard leaves are rich in folates, vitamin A, K and B-complex. Mustard greens are low in calories and fats and rich in dietary fiber. They are rich in potassium, manganese, iron, copper, calcium, magnesium and low in sodium. It is very rich in antioxidants and Phytonutrients. For the optimization of process variables (moisture content and mustard leave powder), the experiments were conducted according to central composite Face Centered Composite design of RSM. The mustard leaves powder was replaced with composite flour (a combination of rice, chickpea and corn in the ratio of 70:15:15). The extrudate was extruded in a twin screw extruder at a barrel temperature of 120°C. The independent variables were mustard leaves powder (2-10 %) and moisture content (12-20 %). Responses analyzed were bulk density, water solubility index, water absorption index, lateral expansion, hardness, antioxidant activity, total phenolic content and overall acceptability. The optimum conditions obtained were 7.19 g mustard leaves powder in 100 g premix having 16.8 % moisture content (w.b).

Keywords: extrusion, mustard leaves powder, optimization, response surface methodology

Procedia PDF Downloads 535

Authors: Ashkan Zakaryazad, Ekrem Duman

Abstract:

A typical classification technique ranks the instances in a data set according to the likelihood of belonging to one (positive) class. A credit card (CC) fraud detection model ranks the transactions in terms of probability of being fraud. In fact, this approach is often criticized, because firms do not care about fraud probability but about the profitability or costliness of detecting a fraudulent transaction. The key contribution in this study is to focus on the profit maximization in the model building step. The artificial neural network proposed in this study works based on profit maximization instead of minimizing the error of prediction. Moreover, some studies have shown that the back propagation algorithm, similar to other gradient–based algorithms, usually gets trapped in local optima and swarm-based algorithms are more successful in this respect. In this study, we train our profit maximization ANN using the Migrating Birds optimization (MBO) which is introduced to literature recently.

Keywords: neural network, profit-based neural network, sum of squared errors (SSE), MBO, gradient descent

Procedia PDF Downloads 468

Authors: A. A. Okafor, C. H. Achebe, J. L. Chukwuneke, C. G. Ozoegwu

Abstract:

The performance of an engine whose basic design parameters are known can be predicted with the assistance of simulation programs into the less time, cost and near value of actual. This paper presents a comprehensive mathematical model of the performance parameters of four stroke spark ignition engine. The essence of this research work is to develop a mathematical model for the analysis of engine performance parameters of four stroke spark ignition engine before embarking on full scale construction, this will ensure that only optimal parameters are in the design and development of an engine and also allow to check and develop the design of the engine and it’s operation alternatives in an inexpensive way and less time, instead of using experimental method which requires costly research test beds. To achieve this, equations were derived which describe the performance parameters (sfc, thermal efficiency, mep and A/F). The equations were used to simulate and optimize the engine performance of the model for various engine speeds. The optimal values obtained for the developed bivariate mathematical models are: sfc is 0.2833kg/kwh, efficiency is 28.77% and a/f is 20.75.

Keywords: bivariate models, engine performance, injector engine, optimization, performance parameters, simulation, spark ignition

Procedia PDF Downloads 319

Authors: Mannan Malik Muhammad Naeem, Jeong Myung Yung

Abstract:

Functional near infrared spectroscopy (fNIRS) has a favorable position in non-invasive brain imaging techniques. The concentration change of oxygenated hemoglobin and de-oxygenated hemoglobin during particular cognitive activity is the basis for this neuro-imaging modality. Two wavelengths of near-infrared light can be used with modified Beer-Lambert law to explain the indirect status of neuronal activity inside brain. The temporal resolution of fNIRS is very good for real-time brain computer-interface applications. The portability, low cost and an acceptable temporal resolution of fNIRS put it on a better position in neuro-imaging modalities. In this study, an optimization model for impulse response function has been used to estimate/predict initial dip using fNIRS data. In addition, the activity strength parameter related to motor based cognitive task has been analyzed. We found an initial dip that remains around 200-300 millisecond and better localize neural activity.

Keywords: fNIRS, brain-computer interface, optimization algorithm, adaptive signal processing

Procedia PDF Downloads 215

Authors: Ana B. Vivas, Antonia Ypsilanti, Aristea I. Ladas, Angeles F. Estevez

Abstract:

Mild Cognitive Impairment (MCI) is considered an intermediate stage between normal and pathological aging, as a substantial percentage of people diagnosed with MCI converts later to dementia of the Alzheimer’s type. Memory is of the first cognitive processes to deteriorate in this condition. In the present study we employed the differential outcomes procedure (DOP) to improve visuospatial memory in a group of participants with MCI. The DOP requires the structure of a conditional discriminative learning task in which a correct choice response to a specific stimulus-stimulus association is reinforced with a particular reinforcer or outcome. A group of 10 participants with MCI, and a matched control group had to learn and keep in working memory four target locations out of eight possible locations where a shape could be presented. Results showed that participants with MCI had a statistically significant better terminal accuracy when a unique outcome was paired with a location (76% accuracy) as compared to a non differential outcome condition (64%). This finding suggests that the DOP is useful in improving working memory in MCI patients, which may delay their conversion to dementia.

Keywords: mild cognitive impairment, working memory, differential outcomes, cognitive process

Procedia PDF Downloads 452

Authors: Vishwesh Kulkarni, Nikhil Bellarykar

Abstract:

Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: synthetic gene network, network identification, optimization, nonlinear modeling

Procedia PDF Downloads 150

Authors: Jaehyun Choi, Hyunjung Kim, Namho Kim

Abstract:

Earthwork is one of the critical civil construction operations that require large-quantities of resources due to its intensive dependency upon construction equipment. Therefore, efficient construction equipment management can highly contribute to productivity improvements and cost savings. Earthwork operation utilizes various combinations of construction equipment in order to meet project requirements such as time and cost. Identification of site condition and construction methods should be performed in advance in order to develop a proper execution plan. The factors to be considered include capacity of equipment assigned, the method of construction, the size of the site, and the surrounding condition. In addition, optimal combination of various construction equipment should be selected. However, in real world practice, equipment utilization plan is performed based on experience and intuition of management. The researchers evaluated the efficiency of various alternatives of construction equipment combinations by utilizing the process simulation model, validated the model from a case study project, and presented a methodology to find optimized plan among alternatives.

Keywords: earthwork operation, construction equipment, process simulation, optimization

Procedia PDF Downloads 421

Authors: Josip Visković, Josip Arnerić, Ante Rozga

Abstract:

Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modelling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities

Procedia PDF Downloads 220

Authors: Hina Munir Abbasi

Abstract:

The current paper examines the relationship and diversification ability of Islamic stock indices /conventional stocks indices and Real Estate Investment Trust (REITs).To represent conditional dependency between stocks and REITs in a more realistic way, new modeling technique, time-varying copula with switching dependence is used. It represents reliance structure more accurately and realistically than a single copula regime as dependence may alter between positive and negative correlation regimes with time. The fluctuating behavior of markets has significant impact on economic variables; especially the downward trend during crisis. Overall addition of Real Estate Investment Trust in stocks portfolio reduces risks and provide better diversification benefit. Results varied depending upon the circumstances of the country. REITs provides better diversification benefits for Islamic Stocks, when both markets are bearish and can provide hedging benefit for conventional stocks portfolio.

Keywords: conventional stocks, real estate investment trust, copula, diversification, risk spillover, safe heaven

Procedia PDF Downloads 78

Authors: Saeb Ahmadi, Mohsen Vafaie Sefti, Mohammad Mahdi Shadman, Ebrahim Tangestani

Abstract:

Carbon nanotube has shown great potential for the removal of various inorganic and organic components due to properties such as large surface area and high adsorption capacity. Central composite design is widely used method for determining optimal conditions. Also due to the economic reasons and wide application, the rare earth elements are important components. The analyses of cerium (Ce(III)) adsorption as one of the Rare Earth Elements (REEs) adsorption on Multiwall Carbon Nanotubes (MWCNTs) have been studied. The optimization process was performed using Response Surface Methodology (RSM). The optimum amount conditions were pH of 4.5, initial Ce (III) concentration of 90 mg/l and MWCNTs dosage of 80 mg. Under this condition, the optimum adsorption percentage of Ce (III) was obtained about 96%. Next, at the obtained optimum conditions the kinetic and isotherm studied and result showed the pseudo-second order and Langmuir isotherm are more fitted with experimental data than other models.

Keywords: cerium, rare earth element, MWCNTs, adsorption, optimization

Procedia PDF Downloads 162

Authors: Vipan Kumar Sohpal

Abstract:

Temperature effect on the adsorption of crystal violet dye (CVD) was investigated using a castor leaf powder (CLP) that was prepared from the mature leaves of castor trees, through chemical reaction. The optimum values of pH (8), adsorbent dose (10g/L), initial dye concentration (10g/L), time (2hrs), and stirrer speed (120 rpm) were fixed to investigate the influence of temperature on adsorption capacity, percentage of removal of dye and free energy. A central composite design (CCD) was successfully employed for experimental design and analysis of the results. The combined effect of temperature, absorbance, and concentration on the dye adsorption was studied and optimized using response surface methodology. The optimum values of adsorption capacity, percentage of removal of dye and free energy were found to be 0.965(mg/g), 93.38 %, -8202.7(J/mol) at temperature 55.97 °C having desirability > 90% for removal of crystal violet dye respectively. The experimental values were in good agreement with predicted values.

Keywords: crystal violet dye, CVD, castor leaf powder, CLP, response surface methodology, temperature, optimization

Procedia PDF Downloads 126

Authors: Sanat Ramesh, Tarun Dutt, Abhilasha Aswal, Anushka Chandrababu, G. N. Srinivasa Prasanna

Abstract:

Optimal Schedule Generation for a large national railway network operating thousands of passenger trains with tens of thousands of kilometers of track is a grand computational challenge in itself. We present heuristics based on a Mixed Integer Program (MIP) formulation for local optimization. These methods provide flexibility in scheduling new trains with varying speed and delays and improve utilization of infrastructure. We propose methods that provide a robust solution with hundreds of trains being scheduled over a portion of the railway network without significant increases in delay. We also provide techniques to validate the nominal schedules thus generated over global correlated variations in travel times thereby enabling us to detect conflicts arising due to delays. Our validation results which assume only the support of the arrival and departure time distributions takes an order of few minutes for a portion of the network and is computationally efficient to handle the entire network.

Keywords: mixed integer programming, optimization, railway network, train scheduling

Procedia PDF Downloads 155

Authors: Darwin Junnior Sabino Diego, Brando Burgos Guerrero, Diego Arroyo Villanueva

Abstract:

Additive manufacturing, commonly known as 3D printing, has revolutionized modern manufacturing by enabling the agile creation of complex objects. However, challenges persist in the consistency and quality of printed parts, particularly in their mechanical properties. This study focuses on addressing these challenges through the optimization of printing parameters in FDM technology, using Machine Learning techniques. Our aim is to improve the mechanical properties of printed objects by optimizing parameters such as speed, temperature, and orientation. We implement a methodology that combines experimental data collection with Machine Learning algorithms to identify relationships between printing parameters and mechanical properties. The results demonstrate the potential of this methodology to enhance the quality and consistency of 3D printed products, with significant applications across various industrial fields. This research not only advances understanding of additive manufacturing but also opens new avenues for practical implementation in industrial settings.

Keywords: 3D printing, additive manufacturing, machine learning, mechanical properties

Procedia PDF Downloads 40

Authors: Victoria Molina, Wendy Franco, Sergio Benavides, José M. Troncoso, Ricardo Luna, Jose R. PéRez-Correa

Abstract:

Emamectin Benzoate (EB) is a crystal antiparasitic that belongs to the avermectin family. It is one of the most common treatments used in Chile to control Caligus rogercresseyi in Atlantic salmon. However, the sea lice acquired resistance to EB when it is exposed at sublethal EB doses. The low solubility rate of EB and its degradation at the acidic pH in the fish digestive tract are the causes of the slow absorption of EB in the intestine. To protect EB from degradation and enhance its absorption, specific microencapsulation technologies must be developed. Amorphous Solid Dispersion techniques such as Spray Drying (SD) and Ionic Gelation (IG) seem adequate for this purpose. Recently, Soluplus® (SOL) has been used to increase the solubility rate of several drugs with similar characteristics than EB. In addition, alginate (ALG) is a widely used polymer in IG for biomedical applications. Regardless of the encapsulation technique, the quality of the obtained microparticles is evaluated with the following responses, yield (Y%), encapsulation efficiency (EE%) and loading capacity (LC%). In addition, it is important to know the percentage of EB released from the microparticles in gastric (GD%) and intestinal (ID%) digestions. In this work, we microencapsulated EB with SOL (EB-SD) and with ALG (EB-IG) using SD and IG, respectively. Quality microencapsulation responses and in vitro gastric and intestinal digestions at pH 3.35 and 7.8, respectively, were obtained. A central composite design was used to find the optimum microencapsulation variables (amount of EB, amount of polymer and feed flow). In each formulation, the behavior of these variables was predicted with statistical models. Then, the response surface methodology was used to find the best combination of the factors that allowed a lower EB release in gastric conditions, while permitting a major release at intestinal digestion. Two approaches were used to determine this. The desirability approach (DA) and multi-objective optimization (MOO) with multi-criteria decision making (MCDM). Both microencapsulation techniques allowed to maintain the integrity of EB in acid pH, given the small amount of EB released in gastric medium, while EB-IG microparticles showed greater EB release at intestinal digestion. For EB-SD, optimal conditions obtained with MOO plus MCDM yielded a good compromise among the microencapsulation responses. In addition, using these conditions, it is possible to reduce microparticles costs due to the reduction of 60% of BE regard the optimal BE proposed by (DA). For EB-GI, the optimization techniques used (DA and MOO) yielded solutions with different advantages and limitations. Applying DA costs can be reduced 21%, while Y, GD and ID showed 9.5%, 84.8% and 2.6% lower values than the best condition. In turn, MOO yielded better microencapsulation responses, but at a higher cost. Overall, EB-SD with operating conditions selected by MOO seems the best option, since a good compromise between costs and encapsulation responses was obtained.

Keywords: microencapsulation, multiple decision-making criteria, multi-objective optimization, Soluplus®

Procedia PDF Downloads 123

Authors: Yiwei Huang, Chunyu Zhao, Jingjing Ding

Abstract:

Electrical Resistivity Tomography has been widely used in the medicine and the geology, such as the imaging of the lung impedance and the analysis of the soil impedance, etc. Linear Back Projection is the core algorithm of Electrical Resistivity Tomography, but the traditional Linear Back Projection can not make full use of the information of the electric field. In this paper, an imaging method of Parallel Electrode Linear Back Projection for Electrical Resistivity Tomography is proposed, which generates the electric field distribution that is not linearly related to the traditional Linear Back Projection, captures the new information and improves the imaging accuracy without increasing the number of electrodes by changing the connection mode of the electrodes. The simulation results show that the accuracy of the image obtained by the inverse operation obtained by the Parallel Electrode Linear Back Projection can be improved by about 20%.

Keywords: electrical resistivity tomography, finite element simulation, image optimization, parallel electrode linear back projection

Procedia PDF Downloads 145

Authors: Oumaima Khlifati, Khadija Baba

Abstract:

Pavement distress is the main factor responsible for the deterioration of road structure durability, damage vehicles, and driver comfort. Transportation agencies spend a high proportion of their funds on pavement monitoring and maintenance. The auscultation of pavement distress was based on the manual survey, which was extremely time consuming, labor intensive, and required domain expertise. Therefore, the automatic distress detection is needed to reduce the cost of manual inspection and avoid more serious damage by implementing the appropriate remediation actions at the right time. Inspired by recent deep learning applications, this paper proposes an algorithm for automatic road distress detection and classification using on the Deep Convolutional Neural Network (DCNN). In this study, the types of pavement distress are classified as transverse or longitudinal cracking, alligator, pothole, and intact pavement. The dataset used in this work is composed of public asphalt pavement images. In order to learn the structure of the different type of distress, the DCNN models are trained and tested as a multi-label classification task. In addition, to get the highest accuracy for our model, we adjust the structural optimization hyper parameters such as the number of convolutions and max pooling, filers, size of filters, loss functions, activation functions, and optimizer and fine-tuning hyper parameters that conclude batch size and learning rate. The optimization of the model is executed by checking all feasible combinations and selecting the best performing one. The model, after being optimized, performance metrics is calculated, which describe the training and validation accuracies, precision, recall, and F1 score.

Keywords: distress pavement, hyperparameters, automatic classification, deep learning

Procedia PDF Downloads 82

Authors: Paulo Lopes Henriques, Carla Curado

Abstract:

According to literature, knowledge sharing behaviors are influenced by organizational values and structures, namely organizational climate. The manuscript examines the antecedents of the knowledge sharing oriented organizational climate. According to theoretical expectations the study adopts the following explanatory conditions: knowledge sharing costs, knowledge sharing incentives, perceptions of knowledge sharing contributing to performance and tenure. The study confronts results considering two groups of firms: nondigital (firms without intranet) vs digital (firms with intranet). The paper applies fsQCA technique to analyze data by using fsQCA 2.5 software (www.fsqca.com) testing several conditional arguments to explain the outcome variable. Main results strengthen claims on the relevancy of the contribution of knowledge sharing to performance. Secondly, evidence brings tenure - an explanatory condition that is associated to organizational memory – to the spotlight. The study provides an original contribution not previously addressed in literature, since it identifies the sufficient conditions sets to knowledge sharing oriented organizational climate using fsQCA, which is, to our knowledge, a novel application of the technique.

Keywords: fsQCA, knowledge sharing oriented organizational climate, knowledge sharing costs, knowledge sharing incentives

Procedia PDF Downloads 323

Authors: Amira M. Attia, Karim H. Youssef, Nabil H. Abbasi

Abstract:

Demand Side Management (DSM) is an essential characteristic of current and future smart grid systems. As one of DSM functions, load management aims to control customers’ total electric consumption and utility’s load factor by using various load shaping techniques. However, applying load shaping techniques such as load shifting, peak clipping, or strategic conservation individually does not provide the desired level of improvement for load factor increment and/or customer’s bill reduction. In this paper, two load shaping techniques will be simulated as constrained optimization problems. The purpose is to reflect the application of combined load shifting and strategic conservation model together at the same time, and the application of combined load shifting and peak clipping model as well. The problem will be formulated and solved by using disciplined convex programming (CVX) based MATLAB® R2013b. Simulation results will be evaluated and compared for studying the most impactful multi-techniques model in improving load curve.

Keywords: convex programing, demand side management, load shaping, multiple, building energy optimization

Procedia PDF Downloads 305

Authors: Mohsen Mazidi, Ali Abbaspour, Mahmud Fotuhi-Firuzabad, Mohamamd Rastegar

Abstract:

To tackle the air pollution issues, Plug-in Hybrid Electric Vehicles (PHEVs) are proposed as an appropriate solution. Charging a large amount of PHEV batteries, if not controlled, would have negative impacts on the distribution system. The control process of charging of these vehicles can be centralized in parking lots that may provide a chance for better coordination than the individual charging in houses. In this paper, an optimization-based approach is proposed to determine the optimum PHEV parking capacities in candidate nodes of the distribution system. In so doing, a profile for charging and discharging of PHEVs is developed in order to flatten the network load profile. Then, this profile is used in solving an optimization problem to minimize the distribution system losses. The outputs of the proposed method are the proper place for PHEV parking lots and optimum capacity for each parking. The application of the proposed method on the IEEE-34 node test feeder verifies the effectiveness of the method.

Keywords: loss, plug-in hybrid electric vehicle (PHEV), PHEV parking lot, V2G

Procedia PDF Downloads 535

Authors: T. Yılmaz, Ş. Tavman

Abstract:

In this study, optimization of ultrasound assisted extraction (UAE) of hemicellulose based polysaccharides from plant waste material has been studied. Selected material is hazelnut skin. Extraction variables for the operation are extraction time, amplitude and application temperature. Optimum conditions have been evaluated depending on responses such as amount of wet crude polysaccharide, total carbohydrate content and dried sample. Pretreated hazelnut skin powders were used for the experiments. 10 grams of samples were suspended in 100 ml water in a jacketed vessel with additional magnetic stirring. Mixture was sonicated by immersing ultrasonic probe processor. After the extraction procedures, ethanol soluble and insoluble sides were separated for further examinations. The obtained experimental data were analyzed by analysis of variance (ANOVA). Second order polynomial models were developed using multiple regression analysis. The individual and interactive effects of applied variables were evaluated by Box Behnken Design. The models developed from the experimental design were predictive and good fit with the experimental data with high correlation coefficient value (R2 more than 0.95). Extracted polysaccharides from hazelnut skin are assumed to be pectic polysaccharides according to the literature survey of Fourier Transform Spectrometry (FTIR) analysis results. No more change can be observed between spectrums of different sonication times. Application of UAE at optimized condition has an important effect on extraction of hemicellulose from plant material by satisfying partial hydrolysis to break the bounds with other components in plant cell wall material. This effect can be summarized by varied intensity of microjets and microstreaming at varied sonication conditions.

Keywords: hazelnut skin, optimization, polysaccharide, ultrasound assisted extraction

Procedia PDF Downloads 324

Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

Procedia PDF Downloads 158

Authors: Zahid Ahmad, Nosheen Imran, Nauman Ali, Farah Amir

Abstract:

The objective of the study is to forecast the US Dollar and Pak Rupee exchange rate by using time series models. For this purpose, daily exchange rates of US and Pakistan for the period of January 01, 2007 - June 2, 2017, are employed. The data set is divided into in sample and out of sample data set where in-sample data are used to estimate as well as forecast the models, whereas out-of-sample data set is exercised to forecast the exchange rate. The ADF test and PP test are used to make the time series stationary. To forecast the exchange rate ARIMA model and GARCH model are applied. Among the different Autoregressive Integrated Moving Average (ARIMA) models best model is selected on the basis of selection criteria. Due to the volatility clustering and ARCH effect the GARCH (1, 1) is also applied. Results of analysis showed that ARIMA (0, 1, 1 ) and GARCH (1, 1) are the most suitable models to forecast the future exchange rate. Further the GARCH (1,1) model provided the volatility with non-constant conditional variance in the exchange rate with good forecasting performance. This study is very useful for researchers, policymakers, and businesses for making decisions through accurate and timely forecasting of the exchange rate and helps them in devising their policies.

Keywords: exchange rate, ARIMA, GARCH, PAK/USD

Procedia PDF Downloads 550

Authors: Mounia El Hafyani, Khalid El Himdi

Abstract:

Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

Procedia PDF Downloads 119

Authors: Yinheng Li

Abstract:

The remarkable advancements in large language models (LLMs) have brought about significant improvements in natural language processing tasks. This paper presents a comprehensive review of in-context learning techniques, focusing on different types of prompts, including discrete, continuous, few-shot, and zero-shot, and their impact on LLM performance. We explore various approaches to prompt design, such as manual design, optimization algorithms, and evaluation methods, to optimize LLM performance across diverse tasks. Our review covers key research studies in prompt engineering, discussing their methodologies and contributions to the field. We also delve into the challenges faced in evaluating prompt performance, given the absence of a single ”best” prompt and the importance of considering multiple metrics. In conclusion, the paper highlights the critical role of prompt design in harnessing the full potential of LLMs and provides insights into the combination of manual design, optimization techniques, and rigorous evaluation for more effective and efficient use of LLMs in various Natural Language Processing (NLP) tasks.

Keywords: in-context learning, prompt engineering, zero-shot learning, large language models

Procedia PDF Downloads 70

Authors: Ramakrishna Rao Mamidi

Abstract:

It is essential for Surface Mounted Permanent Magnet (SMPM) generators to determine the performance prediction and analyze the magnet’s air gap flux density wave shape. The flux density wave shape is neither a pure sine wave or square wave nor a combination. This is due to the variation of air gap reluctance between the stator and permanent magnets. The stator slot openings and the number of slots make the wave shape highly complicated. To reduce the complexity of analysis, approximations are made to the wave shape using Fourier analysis. In contrast to the traditional integration method, the Fourier coefficients, an and bn, are obtained by direct search method optimization. The wave shape with optimized coefficients gives a wave shape close to the desired wave shape. Harmonics amplitudes are worked out and compared with initial values. It can be concluded that the direct search method can be used for estimating Fourier coefficients for irregular wave shapes.

Keywords: direct search, flux plot, fourier analysis, permanent magnets

Procedia PDF Downloads 210

Authors: Reihaneh Ahmadzadeh Ghavidel

Abstract:

Free radicals such as reactive oxygen species (ROS) have detrimental effects on human health through several mechanisms. On the other hand, antioxidant molecules reduce free radical generation in biologic systems. Synthetic antioxidants, which are used in food industry, have also negative impact on human health. Therefore recognition of natural antioxidants such as anthocyanins can solve these problems simultaneously. Coleus (Solenostemon scutellarioides) with red leaves is a rich source of anthocyanins compounds. In this study we evaluated the effect of time (10, 20 and 30 min) and temperature (40, 50 and 60° C) on optimization of anthocyanin extraction using surface response method. In addition, the study was aimed to determine maximum extraction for anthocyanin from coleus plant using ultrasound method. The results indicated that the optimum conditions for extraction were 39.84 min at 69.25° C. At this point, total compounds were achieved 3.7451 mg 100 ml⁻¹. Furthermore, under optimum conditions, anthocyanin concentration, extraction efficiency, ferric reducing ability, total phenolic compounds and EC50 were registered 3.221931, 6.692765, 223.062, 3355.605 and 2.614045, respectively.

Keywords: anthocyanin, antioxidant, coleus, extraction, sonication

Procedia PDF Downloads 314

Authors: Abdorreza Rabiee, Shahla Mohammad Hoseini Mirzaei

Abstract:

The advantages of distributed generations (DGs) based on renewable energy sources (RESs) leads to high penetration level of DGs in distribution network. With incorporation of DGs in distribution systems, the system reliability and security, as well as voltage profile, is improved. However, the protection of such systems is still challenging. In this paper, at first, the related papers are reviewed and then a practical scheme is proposed for coordination of OCRs in distribution system with DGs. The coordination problem is formulated as a nonlinear programming (NLP) optimization problem with the object function of minimizing total operating time of OCRs. The proposed method is studied based on a simple test system. The optimization problem is solved by General Algebraic Modeling System (GAMS) to calculate the optimal time dial setting (TDS) and also pickup current setting of OCRs. The results show the effectiveness of the proposed method and its applicability.

Keywords: distributed generation, DG, distribution network, over current relay, OCR, protection coordination, pickup current, time dial setting, TDS

Procedia PDF Downloads 129

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

Procedia PDF Downloads 144

Authors: Alireza Vahid, Santu Rana, Sunil Gupta, Pratibha Vellanki, Svetha Venkatesh, Thomas Dorin

Abstract:

Aluminum is the preferred material for lightweight applications and its alloys are constantly improving. The high strength 7xxx alloys have been extensively used for structural components in aerospace and automobile industries for the past 50 years. In the next decade, a great number of airplanes will be retired, providing an obvious source of valuable used metals and great demand for cost-effective methods to re-use these alloys. The design of proper aerospace alloys is primarily based on optimizing strength and ductility, both of which can be improved by controlling the additional alloying elements as well as heat treatment conditions. In this project, we explore the design of high-performance alloys with 7xxx as a base material. These designed alloys have to be optimized and improved to compare with modern 7xxx-series alloys and to remain competitive for aircraft manufacturing. Aerospace alloys are extremely complex with multiple alloying elements and numerous processing steps making optimization often intensive and costly. In the present study, we used Bayesian optimization algorithm, a well-known adaptive design strategy, to optimize this multi-variable system. An Al alloy was proposed and the relevant heat treatment schedules were optimized, using the tensile yield strength as the output to maximize. The designed alloy has a maximum yield strength and ultimate tensile strength of more than 730 and 760 MPa, respectively, and is thus comparable to the modern high strength 7xxx-series alloys. The microstructure of this alloy is characterized by electron microscopy, indicating that the increased strength of the alloy is due to the presence of a high number density of refined precipitates.

Keywords: aluminum alloys, Bayesian optimization, heat treatment, tensile properties

Procedia PDF Downloads 112