Search results for: discrete feature vector
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3145

Search results for: discrete feature vector

2125 Structural Design Optimization of Reinforced Thin-Walled Vessels under External Pressure Using Simulation and Machine Learning Classification Algorithm

Authors: Lydia Novozhilova, Vladimir Urazhdin

Abstract:

An optimization problem for reinforced thin-walled vessels under uniform external pressure is considered. The conventional approaches to optimization generally start with pre-defined geometric parameters of the vessels, and then employ analytic or numeric calculations and/or experimental testing to verify functionality, such as stability under the projected conditions. The proposed approach consists of two steps. First, the feasibility domain will be identified in the multidimensional parameter space. Every point in the feasibility domain defines a design satisfying both geometric and functional constraints. Second, an objective function defined in this domain is formulated and optimized. The broader applicability of the suggested methodology is maximized by implementing the Support Vector Machines (SVM) classification algorithm of machine learning for identification of the feasible design region. Training data for SVM classifier is obtained using the Simulation package of SOLIDWORKS®. Based on the data, the SVM algorithm produces a curvilinear boundary separating admissible and not admissible sets of design parameters with maximal margins. Then optimization of the vessel parameters in the feasibility domain is performed using the standard algorithms for the constrained optimization. As an example, optimization of a ring-stiffened closed cylindrical thin-walled vessel with semi-spherical caps under high external pressure is implemented. As a functional constraint, von Mises stress criterion is used but any other stability constraint admitting mathematical formulation can be incorporated into the proposed approach. Suggested methodology has a good potential for reducing design time for finding optimal parameters of thin-walled vessels under uniform external pressure.

Keywords: design parameters, feasibility domain, von Mises stress criterion, Support Vector Machine (SVM) classifier

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2124 River Network Delineation from Sentinel 1 Synthetic Aperture Radar Data

Authors: Christopher B. Obida, George A. Blackburn, James D. Whyatt, Kirk T. Semple

Abstract:

In many regions of the world, especially in developing countries, river network data are outdated or completely absent, yet such information is critical for supporting important functions such as flood mitigation efforts, land use and transportation planning, and the management of water resources. In this study, a method was developed for delineating river networks using Sentinel 1 imagery. Unsupervised classification was applied to multi-temporal Sentinel 1 data to discriminate water bodies from other land covers then the outputs were combined to generate a single persistent water bodies product. A thinning algorithm was then used to delineate river centre lines, which were converted into vector features and built into a topologically structured geometric network. The complex river system of the Niger Delta was used to compare the performance of the Sentinel-based method against alternative freely available water body products from United States Geological Survey, European Space Agency and OpenStreetMap and a river network derived from a Shuttle Rader Topography Mission Digital Elevation Model. From both raster-based and vector-based accuracy assessments, it was found that the Sentinel-based river network products were superior to the comparator data sets by a substantial margin. The geometric river network that was constructed permitted a flow routing analysis which is important for a variety of environmental management and planning applications. The extracted network will potentially be applied for modelling dispersion of hydrocarbon pollutants in Ogoniland, a part of the Niger Delta. The approach developed in this study holds considerable potential for generating up to date, detailed river network data for the many countries where such data are deficient.

Keywords: Sentinel 1, image processing, river delineation, large scale mapping, data comparison, geometric network

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2123 A Graph SEIR Cellular Automata Based Model to Study the Spreading of a Transmittable Disease

Authors: Natasha Sharma, Kulbhushan Agnihotri

Abstract:

Cellular Automata are discrete dynamical systems which are based on local character and spatial disparateness of the spreading process. These factors are generally neglected by traditional models based on differential equations for epidemic spread. The aim of this work is to introduce an SEIR model based on cellular automata on graphs to imitate epidemic spreading. Distinctively, it is an SEIR-type model where the population is divided into susceptible, exposed, infected and recovered individuals. The results obtained from simulations are in accordance with the spreading behavior of a real time epidemics.

Keywords: cellular automata, epidemic spread, graph, susceptible

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2122 Object-Based Image Analysis for Gully-Affected Area Detection in the Hilly Loess Plateau Region of China Using Unmanned Aerial Vehicle

Authors: Hu Ding, Kai Liu, Guoan Tang

Abstract:

The Chinese Loess Plateau suffers from serious gully erosion induced by natural and human causes. Gully features detection including gully-affected area and its two dimension parameters (length, width, area et al.), is a significant task not only for researchers but also for policy-makers. This study aims at gully-affected area detection in three catchments of Chinese Loess Plateau, which were selected in Changwu, Ansai, and Suide by using unmanned aerial vehicle (UAV). The methodology includes a sequence of UAV data generation, image segmentation, feature calculation and selection, and random forest classification. Two experiments were conducted to investigate the influences of segmentation strategy and feature selection. Results showed that vertical and horizontal root-mean-square errors were below 0.5 and 0.2 m, respectively, which were ideal for the Loess Plateau region. The segmentation strategy adopted in this paper, which considers the topographic information, and optimal parameter combination can improve the segmentation results. Besides, the overall extraction accuracy in Changwu, Ansai, and Suide achieved was 84.62%, 86.46%, and 93.06%, respectively, which indicated that the proposed method for detecting gully-affected area is more objective and effective than traditional methods. This study demonstrated that UAV can bridge the gap between field measurement and satellite-based remote sensing, obtaining a balance in resolution and efficiency for catchment-scale gully erosion research.

Keywords: unmanned aerial vehicle (UAV), object-analysis image analysis, gully erosion, gully-affected area, Loess Plateau, random forest

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2121 A Support Vector Machine Learning Prediction Model of Evapotranspiration Using Real-Time Sensor Node Data

Authors: Waqas Ahmed Khan Afridi, Subhas Chandra Mukhopadhyay, Bandita Mainali

Abstract:

The research paper presents a unique approach to evapotranspiration (ET) prediction using a Support Vector Machine (SVM) learning algorithm. The study leverages real-time sensor node data to develop an accurate and adaptable prediction model, addressing the inherent challenges of traditional ET estimation methods. The integration of the SVM algorithm with real-time sensor node data offers great potential to improve spatial and temporal resolution in ET predictions. In the model development, key input features are measured and computed using mathematical equations such as Penman-Monteith (FAO56) and soil water balance (SWB), which include soil-environmental parameters such as; solar radiation (Rs), air temperature (T), atmospheric pressure (P), relative humidity (RH), wind speed (u2), rain (R), deep percolation (DP), soil temperature (ST), and change in soil moisture (∆SM). The one-year field data are split into combinations of three proportions i.e. train, test, and validation sets. While kernel functions with tuning hyperparameters have been used to train and improve the accuracy of the prediction model with multiple iterations. This paper also outlines the existing methods and the machine learning techniques to determine Evapotranspiration, data collection and preprocessing, model construction, and evaluation metrics, highlighting the significance of SVM in advancing the field of ET prediction. The results demonstrate the robustness and high predictability of the developed model on the basis of performance evaluation metrics (R2, RMSE, MAE). The effectiveness of the proposed model in capturing complex relationships within soil and environmental parameters provide insights into its potential applications for water resource management and hydrological ecosystem.

Keywords: evapotranspiration, FAO56, KNIME, machine learning, RStudio, SVM, sensors

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2120 Construction of Genetic Recombinant Yeasts with High Environmental Tolerance by Accumulation of Trehalose and Detoxication of Aldehyde

Authors: Yun-Chin Chung, Nileema Divate, Gen-Hung Chen, Pei-Ru Huang, Rupesh Divate

Abstract:

Many environmental factors, such as glucose concentration, ethanol, temperature, osmotic pressure and pH, decrease the production rate of ethanol using yeast as a starter. Fermentation starters with high tolerance to various stresses are always demanded for brewing industry. Trehalose, a storage carbohydrate in cell wall of yeast, plays an important role in tolerance of environmental stress by preserving integrity of plasma membrane and stabilizing proteins. Furan aldehydes are toxic to yeast and the growth rate of yeast is significantly reduced if furan aldehydes were present in the fermentation medium. In yeast, aldehyde reductase is involved in the detoxification of reactive aldehydes and consequently the growth of yeast is improved. The aims of this study were to construct a genetic recombinant Saccharomyces cerevisiae or Pichia pastoris with furfural and HMF degrading and high ethanol tolerance capacities. Yeast strains were engineered by genetic recombination for overexpression of trehalose-6-phosphate synthase gene (tps1) and aldehyde reductase gene (ari1). TPS1 gene was cloned from S. cerevisiae by reverse transcription-polymerase chain reaction (RT-PCR) and then ligated with pGAPZαC vector. The constructed vector, pGAPZC-tps1, was transformed to recombinant yeasts strain with overexpression of ari1. The transformants with pGAPZC-tps1-ari1 were generated called STA (S. cerevisiae) and PTA (P. pastoris) with overexpression of tps1, ari1. PCR with tps1-specific primers and western blot with his-tag confirmed the gene insertion and protein expression of tps1 in the transformants, respectively. The neutral trehalase gene (nth1) of STA was successfully deleted and the novel strain STAΔN will be used for further study, including the measurement of trehalose concentration and ethanol, furfural tolerance assay.

Keywords: genetic recombinant, yeast, ethanol tolerance, trehalase, aldehyde reductase

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2119 Coupling of Reticular and Fuzzy Set Modelling in the Analysis of the Action Chains from Socio-Ecosystem, Case of the Renewable Natural Resources Management in Madagascar

Authors: Thierry Ganomanana, Dominique Hervé, Solo Randriamahaleo

Abstract:

Management of Malagasy renewable natural re-sources allows, in the case of forest, the mobilization of several actors with norms and/or territory. The interaction in this socio-ecosystem is represented by a graph of two different relationships in which most of action chains, from individual activities under the continuous of forest dynamic and discrete interventions by institutional, are also studied. The fuzzy set theory is adapted to graduate the elements of the set Illegal Activities in the space of sanction’s institution by his severity and in the space of degradation of forest by his extent.

Keywords: fuzzy set, graph, institution, renewable resource, system

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2118 Lattice Dynamics of (ND4Br)x(KBr)1-x Mixed Crystals

Authors: Alpana Tiwari, N. K. Gaur

Abstract:

We have incorporated the translational rotational (TR) coupling effects in the framework of three body force shell model (TSM) to develop an extended TSM (ETSM). The dynamical matrix of ETSM has been applied to compute the phonon frequencies of orientationally disordered mixed crystal (ND4Br)x(KBr)1-x in (q00), (qq0) and (qqq) symmetry directions for compositions 0.10≤x≤0.50 at T=300K.These frequencies are plotted as a function of wave vector k. An unusual acoustic mode softening is found along symmetry directions (q00) and (qq0) as a result of translation-rotation coupling.

Keywords: orientational glass, phonons, TR-coupling, lattice dynamics

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2117 Epilepsy Seizure Prediction by Effective Connectivity Estimation Using Granger Causality and Directed Transfer Function Analysis of Multi-Channel Electroencephalogram

Authors: Mona Hejazi, Ali Motie Nasrabadi

Abstract:

Epilepsy is a persistent neurological disorder that affects more than 50 million people worldwide. Hence, there is a necessity to introduce an efficient prediction model for making a correct diagnosis of the epileptic seizure and accurate prediction of its type. In this study we consider how the Effective Connectivity (EC) patterns obtained from intracranial Electroencephalographic (EEG) recordings reveal information about the dynamics of the epileptic brain and can be used to predict imminent seizures, as this will enable the patients (and caregivers) to take appropriate precautions. We use this definition because we believe that effective connectivity near seizures begin to change, so we can predict seizures according to this feature. Results are reported on the standard Freiburg EEG dataset which contains data from 21 patients suffering from medically intractable focal epilepsy. Six channels of EEG from each patients are considered and effective connectivity using Directed Transfer Function (DTF) and Granger Causality (GC) methods is estimated. We concentrate on effective connectivity standard deviation over time and feature changes in five brain frequency sub-bands (Alpha, Beta, Theta, Delta, and Gamma) are compared. The performance obtained for the proposed scheme in predicting seizures is: average prediction time is 50 minutes before seizure onset, the maximum sensitivity is approximate ~80% and the false positive rate is 0.33 FP/h. DTF method is more acceptable to predict epileptic seizures and generally we can observe that the greater results are in gamma and beta sub-bands. The research of this paper is significantly helpful for clinical applications, especially for the exploitation of online portable devices.

Keywords: effective connectivity, Granger causality, directed transfer function, epilepsy seizure prediction, EEG

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2116 A Simulation-Based Investigation of the Smooth-Wall, Radial Gravity Problem of Granular Flow through a Wedge-Shaped Hopper

Authors: A. F. Momin, D. V. Khakhar

Abstract:

Granular materials consist of particulate particles found in nature and various industries that, due to gravity flow, behave macroscopically like liquids. A fundamental industrial unit operation is a hopper with inclined walls or a converging channel in which material flows downward under gravity and exits the storage bin through the bottom outlet. The simplest form of the flow corresponds to a wedge-shaped, quasi-two-dimensional geometry with smooth walls and radially directed gravitational force toward the apex of the wedge. These flows were examined using the Mohr-Coulomb criterion in the classic work of Savage (1965), while Ravi Prakash and Rao used the critical state theory (1988). The smooth-wall radial gravity (SWRG) wedge-shaped hopper is simulated using the discrete element method (DEM) to test existing theories. DEM simulations involve the solution of Newton's equations, taking particle-particle interactions into account to compute stress and velocity fields for the flow in the SWRG system. Our computational results are consistent with the predictions of Savage (1965) and Ravi Prakash and Rao (1988), except for the region near the exit, where both viscous and frictional effects are present. To further comprehend this behaviour, a parametric analysis is carried out to analyze the rheology of wedge-shaped hoppers by varying the orifice diameter, wedge angle, friction coefficient, and stiffness. The conclusion is that velocity increases as the flow rate increases but decreases as the wedge angle and friction coefficient increase. We observed no substantial changes in velocity due to varying stiffness. It is anticipated that stresses at the exit result from the transfer of momentum during particle collisions; for this reason, relationships between viscosity and shear rate are shown, and all data are collapsed into a single curve. In addition, it is demonstrated that viscosity and volume fraction exhibit power law correlations with the inertial number and that all the data collapse into a single curve. A continuum model for determining granular flows is presented using empirical correlations.

Keywords: discrete element method, gravity flow, smooth-wall, wedge-shaped hoppers

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2115 Numerical Investigation of Hybrid Ferrofluid Unsteady Flow through Porous Channel

Authors: Wajahat Hussain Khan, M. Zubair Akbar Qureshi

Abstract:

The viscous, two-dimensional, incompressible, and laminar time-dependent heat transfer flow through a ferromagnetic fluid is considered in this paper. Flow takes place in a channel between two porous walls under the influence of the magnetic field located beyond the channel. It is assumed that there are no electric field effects and the variation in the magnetic field vector that could occur within the F

Keywords: hybrid ferrofluid, heat transfer, magnetic field, porous channel

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2114 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of root-mean-squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous-time.

Keywords: mathematical expectation, filtration, anomalous noise, memory

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2113 Preparedness and Control of Mosquito-Borne Diseases: Experiences from Northwestern Italy

Authors: Federica Verna, Alessandra Pautasso, Maria Caramelli, Cristiana Maurella, Walter Mignone, Cristina Casalone

Abstract:

Mosquito-Borne Diseases (MBDs) are dangerously increasing in prevalence, geographical distribution and severity, representing an emerging threat for both humans and animals. Interaction between multiple disciplines is needed for an effective early warning, surveillance and control of MBDs, according to the One Health concept. This work reports the integrated surveillance system enforced by IZSPLV in Piedmont, Liguria and Valle d’Aosta regions (Northwestern Italy) in order to control MDBs spread. Veterinary services and local human health authority are involved in an information network, to connect the surveillance of human clinical cases with entomological surveillance and veterinary monitoring in order to implement control measures in case of outbreak. A systematic entomological surveillance is carried out during the vector season using mosquitoes traps located in sites selected according to risk factors. Collected mosquitoes are counted, identified to species level by morphological standard classification keys and pooled by collection site, date and species with a maximum of 100 individuals. Pools are analyzed, after RNA extraction, by Real Time RT-PCR distinctive for West Nile Virus (WNV) Lineage 1 and Lineage 2, Real Time RT-PCR USUTU virus (USUV) and a traditional flavivirus End-point RT-PCR. Positive pools are sequenced and the related sequences employed to perform a basic local alignment search tool (BLAST) in the GenBank library. Positive samples are sent to the National Reference Centre for Animal Exotic Diseases (CESME, Teramo) for confirmation. With particular reference to WNV, after the confirmation, as provided by national legislation, control measures involving both local veterinary and human health services are activated: equine sera are randomly sampled within a 4 km radius from the positive collection sites and tested with ELISA kit and WNV NAT screening of blood donors is introduced. This surveillance network allowed to detect since 2011 USUV circulation in this area of Italy. WNV was detected in Piedmont and Liguria for the first time in 2014 in mosquitoes. During the 2015 vector season, we observed the expansion of its activity in Piedmont. The virus was detected in almost all Provinces both in mosquitoes (6 pools) and animals (19 equine sera, 4 birds). No blood bag tested resulted infected. The first neuroinvasive human case occurred too. Competent authorities should be aware of a potentially increased risk of MBDs activity during the 2016 vector season. This work shows that this surveillance network allowed to early detect the presence of MBDs in humans and animals, and provided useful information to public authorities, in order to apply control measures. Finally, an additional value of our diagnostic protocol is the ability to detect all viruses belonging to the Flaviviridae family, considering the emergence caused by other Flaviviruses in humans such as the recent Zika virus infection in South America. Italy has climatic and environmental features conducive to Zika virus transmission, the competent vector and many travellers from Brazil reported every year.

Keywords: integrated surveillance, mosquito borne disease, West Nile virus, Zika virus

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2112 Bi-Component Particle Segregation Studies in a Spiral Concentrator Using Experimental and CFD Techniques

Authors: Prudhvinath Reddy Ankireddy, Narasimha Mangadoddy

Abstract:

Spiral concentrators are commonly used in various industries, including mineral and coal processing, to efficiently separate materials based on their density and size. In these concentrators, a mixture of solid particles and fluid (usually water) is introduced as feed at the top of a spiral channel. As the mixture flows down the spiral, centrifugal and gravitational forces act on the particles, causing them to stratify based on their density and size. Spiral flows exhibit complex fluid dynamics, and interactions involve multiple phases and components in the process. Understanding the behavior of these phases within the spiral concentrator is crucial for achieving efficient separation. An experimental bi-component particle interaction study is conducted in this work utilizing magnetite (heavier density) and silica (lighter density) with different proportions processed in the spiral concentrator. The observation separation reveals that denser particles accumulate towards the inner region of the spiral trough, while a significant concentration of lighter particles are found close to the outer edge. The 5th turn of the spiral trough is partitioned into five zones to achieve a comprehensive distribution analysis of bicomponent particle segregation. Samples are then gathered from these individual streams using an in-house sample collector, and subsequent analysis is conducted to assess component segregation. Along the trough, there was a decline in the concentration of coarser particles, accompanied by an increase in the concentration of lighter particles. The segregation pattern indicates that the heavier coarse component accumulates in the inner zone, whereas the lighter fine component collects in the outer zone. The middle zone primarily consists of heavier fine particles and lighter coarse particles. The zone-wise results reveal that there is a significant fraction of segregation occurs in inner and middle zones. Finer magnetite and silica particles predominantly accumulate in outer zones with the smallest fraction of segregation. Additionally, numerical simulations are also carried out using the computational fluid dynamics (CFD) model based on the volume of fluid (VOF) approach incorporating the RSM turbulence model. The discrete phase model (DPM) is employed for particle tracking, thereby understanding the particle segregation of magnetite and silica along the spiral trough.

Keywords: spiral concentrator, bi-component particle segregation, computational fluid dynamics, discrete phase model

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2111 Numerical Calculation and Analysis of Fine Echo Characteristics of Underwater Hemispherical Cylindrical Shell

Authors: Hongjian Jia

Abstract:

A finite-length cylindrical shell with a spherical cap is a typical engineering approximation model of actual underwater targets. The research on the omni-directional acoustic scattering characteristics of this target model can provide a favorable basis for the detection and identification of actual underwater targets. The elastic resonance characteristics of the target are the results of the comprehensive effect of the target length, shell-thickness ratio and materials. Under the conditions of different materials and geometric dimensions, the coincidence resonance characteristics of the target have obvious differences. Aiming at this problem, this paper obtains the omni-directional acoustic scattering field of the underwater hemispherical cylindrical shell by numerical calculation and studies the influence of target geometric parameters (length, shell-thickness ratio) and material parameters on the coincidence resonance characteristics of the target in turn. The study found that the formant interval is not a stable value and changes with the incident angle. Among them, the formant interval is less affected by the target length and shell-thickness ratio and is significantly affected by the material properties, which is an effective feature for classifying and identifying targets of different materials. The quadratic polynomial is utilized to fully fit the change relationship between the formant interval and the angle. The results show that the three fitting coefficients of the stainless steel and aluminum targets are significantly different, which can be used as an effective feature parameter to characterize the target materials.

Keywords: hemispherical cylindrical shell;, fine echo characteristics;, geometric and material parameters;, formant interval

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2110 Towards a Reinvented Cash Management Function: Mobilising Innovative Advances for Enhanced Performance and Optimised Cost Management: Insights from Large Moroccan Companies in the Casablanca-Settat Region

Authors: Badrane Nohayla, Bamousse Zineb

Abstract:

Financial crises, exchange rate volatility, fluctuations in commodity prices, increased competitive pressures, and environmental issues are all threats that businesses face. In light of these diverse challenges, proactive, agile, and innovative cash management becomes an indispensable financial shield, allowing companies to thrive despite the adverse conditions of the global environment. In the same spirit, uncertainty, turbulence, volatility, and competitiveness continue to disrupt economic environments, compelling companies to swiftly master innovative breakthroughs that provide added value. In such a context, innovation emerges as a catalytic vector for performance, aiming to reduce costs, strengthen growth, and ultimately ensure the sustainability of Moroccan companies in the national arena. Moreover, innovation in treasury management promises to be one of the key pillars of financial stability, enabling companies to navigate the tumultuous waters of a globalized environment. Therefore, the objective of this study is to better understand the impact of innovative treasury management on cost optimization and, by extension, performance improvement. To elucidate this relationship, we conducted an exploratory qualitative study with 20 large Moroccan companies operating in the Casablanca-Settat region. The results highlight that innovation at the heart of treasury management is a guarantee of sustainability against the risks of failure and stands as a true pivot of the performance of Moroccan companies, an important parameter of their financial balance and a catalytic vector of their growth in the national economic landscape. In this regard, the present study aims to explore the extent to which innovation at the core of the treasury function serves as an indispensable tool for boosting performance while optimising costs in large Moroccan companies.

Keywords: innovative cash management, artificial intelligence, financial performance, risk management, cost savings

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2109 Spectral Efficiency Improvement in 5G Systems by Polyphase Decomposition

Authors: Wilson Enríquez, Daniel Cardenas

Abstract:

This article proposes a filter bank format combined with the mathematical tool called polyphase decomposition and the discrete Fourier transform (DFT) with the purpose of improving the performance of the fifth-generation communication systems (5G). We started with a review of the literature and the study of the filter bank theory and its combination with DFT in order to improve the performance of wireless communications since it reduces the computational complexity of these communication systems. With the proposed technique, several experiments were carried out in order to evaluate the structures in 5G systems. Finally, the results are presented in graphical form in terms of bit error rate against the ratio bit energy/noise power spectral density (BER vs. Eb / No).

Keywords: multi-carrier system (5G), filter bank, polyphase decomposition, FIR equalizer

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2108 Outlier Detection in Stock Market Data using Tukey Method and Wavelet Transform

Authors: Sadam Alwadi

Abstract:

Outlier values become a problem that frequently occurs in the data observation or recording process. Thus, the need for data imputation has become an essential matter. In this work, it will make use of the methods described in the prior work to detect the outlier values based on a collection of stock market data. In order to implement the detection and find some solutions that maybe helpful for investors, real closed price data were obtained from the Amman Stock Exchange (ASE). Tukey and Maximum Overlapping Discrete Wavelet Transform (MODWT) methods will be used to impute the detect the outlier values.

Keywords: outlier values, imputation, stock market data, detecting, estimation

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2107 CPPI Method with Conditional Floor: The Discrete Time Case

Authors: Hachmi Ben Ameur, Jean Luc Prigent

Abstract:

We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case.

Keywords: CPPI, conditional floor, ARCH, VaR, expected ehortfall

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2106 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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2105 Fractional Order Differentiator Using Chebyshev Polynomials

Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh Kumar Pandey

Abstract:

A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method.

Keywords: fractional order derivative, chebyshev polynomials, signals, S-G differentiator

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2104 Computational Assistance of the Research, Using Dynamic Vector Logistics of Processes for Critical Infrastructure Subjects Continuity

Authors: Urbánek Jiří J., Krahulec Josef, Urbánek Jiří F., Johanidesová Jitka

Abstract:

These Computational assistance for the research and modelling of critical infrastructure subjects continuity deal with this paper. It enables us the using of prevailing operation system MS Office (SmartArt...) for mathematical models, using DYVELOP (Dynamic Vector Logistics of Processes) method. It serves for crisis situations investigation and modelling within the organizations of critical infrastructure. In the first part of the paper, it will be introduced entities, operators and actors of DYVELOP method. It uses just three operators of Boolean algebra and four types of the entities: the Environments, the Process Systems, the Cases and the Controlling. The Process Systems (PrS) have five “brothers”: Management PrS, Transformation PrS, Logistic PrS, Event PrS and Operation PrS. The Cases have three “sisters”: Process Cell Case, Use Case and Activity Case. They all need for the controlling of their functions special Ctrl actors, except ENV – it can do without Ctrl. Model´s maps are named the Blazons and they are able mathematically - graphically express the relationships among entities, actors and processes. In the second part of this paper, the rich blazons of DYVELOP method will be used for the discovering and modelling of the cycling cases and their phases. The blazons need live PowerPoint presentation for better comprehension of this paper mission. The crisis management of energetic crisis infrastructure organization is obliged to use the cycles for successful coping of crisis situations. Several times cycling of these cases is a necessary condition for the encompassment of the both the emergency event and the mitigation of organization´s damages. Uninterrupted and continuous cycling process bring for crisis management fruitfulness and it is a good indicator and controlling actor of organizational continuity and its sustainable development advanced possibilities. The research reliable rules are derived for the safety and reliable continuity of energetic critical infrastructure organization in the crisis situation.

Keywords: blazons, computational assistance, DYVELOP method, critical infrastructure

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2103 Transformation of Periodic Fuzzy Membership Function to Discrete Polygon on Circular Polar Coordinates

Authors: Takashi Mitsuishi

Abstract:

Fuzzy logic has gained acceptance in the recent years in the fields of social sciences and humanities such as psychology and linguistics because it can manage the fuzziness of words and human subjectivity in a logical manner. However, the major field of application of the fuzzy logic is control engineering as it is a part of the set theory and mathematical logic. Mamdani method, which is the most popular technique for approximate reasoning in the field of fuzzy control, is one of the ways to numerically represent the control afforded by human language and sensitivity and has been applied in various practical control plants. Fuzzy logic has been gradually developing as an artificial intelligence in different applications such as neural networks, expert systems, and operations research. The objects of inference vary for different application fields. Some of these include time, angle, color, symptom and medical condition whose fuzzy membership function is a periodic function. In the defuzzification stage, the domain of the membership function should be unique to obtain uniqueness its defuzzified value. However, if the domain of the periodic membership function is determined as unique, an unintuitive defuzzified value may be obtained as the inference result using the center of gravity method. Therefore, the authors propose a method of circular-polar-coordinates transformation and defuzzification of the periodic membership functions in this study. The transformation to circular polar coordinates simplifies the domain of the periodic membership function. Defuzzified value in circular polar coordinates is an argument. Furthermore, it is required that the argument is calculated from a closed plane figure which is a periodic membership function on the circular polar coordinates. If the closed plane figure is continuous with the continuity of the membership function, a significant amount of computation is required. Therefore, to simplify the practice example and significantly reduce the computational complexity, we have discretized the continuous interval and the membership function in this study. In this study, the following three methods are proposed to decide the argument from the discrete polygon which the continuous plane figure is transformed into. The first method provides an argument of a straight line passing through the origin and through the coordinate of the arithmetic mean of each coordinate of the polygon (physical center of gravity). The second one provides an argument of a straight line passing through the origin and the coordinate of the geometric center of gravity of the polygon. The third one provides an argument of a straight line passing through the origin bisecting the perimeter of the polygon (or the closed continuous plane figure).

Keywords: defuzzification, fuzzy membership function, periodic function, polar coordinates transformation

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2102 Modelling Dengue Disease With Climate Variables Using Geospatial Data For Mekong River Delta Region of Vietnam

Authors: Thi Thanh Nga Pham, Damien Philippon, Alexis Drogoul, Thi Thu Thuy Nguyen, Tien Cong Nguyen

Abstract:

Mekong River Delta region of Vietnam is recognized as one of the most vulnerable to climate change due to flooding and seawater rise and therefore an increased burden of climate change-related diseases. Changes in temperature and precipitation are likely to alter the incidence and distribution of vector-borne diseases such as dengue fever. In this region, the peak of the dengue epidemic period is around July to September during the rainy season. It is believed that climate is an important factor for dengue transmission. This study aims to enhance the capacity of dengue prediction by the relationship of dengue incidences with climate and environmental variables for Mekong River Delta of Vietnam during 2005-2015. Mathematical models for vector-host infectious disease, including larva, mosquito, and human being were used to calculate the impacts of climate to the dengue transmission with incorporating geospatial data for model input. Monthly dengue incidence data were collected at provincial level. Precipitation data were extracted from satellite observations of GSMaP (Global Satellite Mapping of Precipitation), land surface temperature and land cover data were from MODIS. The value of seasonal reproduction number was estimated to evaluate the potential, severity and persistence of dengue infection, while the final infected number was derived to check the outbreak of dengue. The result shows that the dengue infection depends on the seasonal variation of climate variables with the peak during the rainy season and predicted dengue incidence follows well with this dynamic for the whole studied region. However, the highest outbreak of 2007 dengue was not captured by the model reflecting nonlinear dependences of transmission on climate. Other possible effects will be discussed to address the limitation of the model. This suggested the need of considering of both climate variables and another variability across temporal and spatial scales.

Keywords: infectious disease, dengue, geospatial data, climate

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2101 The Positive Effects of Processing Instruction on the Acquisition of French as a Second Language: An Eye-Tracking Study

Authors: Cecile Laval, Harriet Lowe

Abstract:

Processing Instruction is a psycholinguistic pedagogical approach drawing insights from the Input Processing Model which establishes the initial innate strategies used by second language learners to connect form and meaning of linguistic features. With the ever-growing use of technology in Second Language Acquisition research, the present study uses eye-tracking to measure the effectiveness of Processing Instruction in the acquisition of French and its effects on learner’s cognitive strategies. The experiment was designed using a TOBII Pro-TX300 eye-tracker to measure participants’ default strategies when processing French linguistic input and any cognitive changes after receiving Processing Instruction treatment. Participants were drawn from lower intermediate adult learners of French at the University of Greenwich and randomly assigned to two groups. The study used a pre-test/post-test methodology. The pre-tests (one per linguistic item) were administered via the eye-tracker to both groups one week prior to instructional treatment. One group received full Processing Instruction treatment (explicit information on the grammatical item and on the processing strategies, and structured input activities) on the primary target linguistic feature (French past tense imperfective aspect). The second group received Processing Instruction treatment except the explicit information on the processing strategies. Three immediate post-tests on the three grammatical structures under investigation (French past tense imperfective aspect, French Subjunctive used for the expression of doubt, and the French causative construction with Faire) were administered with the eye-tracker. The eye-tracking data showed the positive change in learners’ processing of the French target features after instruction with improvement in the interpretation of the three linguistic features under investigation. 100% of participants in both groups made a statistically significant improvement (p=0.001) in the interpretation of the primary target feature (French past tense imperfective aspect) after treatment. 62.5% of participants made an improvement in the secondary target item (French Subjunctive used for the expression of doubt) and 37.5% of participants made an improvement in the cumulative target feature (French causative construction with Faire). Statistically there was no significant difference between the pre-test and post-test scores in the cumulative target feature; however, the variance approximately tripled between the pre-test and the post-test (3.9 pre-test and 9.6 post-test). This suggests that the treatment does not affect participants homogenously and implies a role for individual differences in the transfer-of-training effect of Processing Instruction. The use of eye-tracking provides an opportunity for the study of unconscious processing decisions made during moment-by-moment comprehension. The visual data from the eye-tracking demonstrates changes in participants’ processing strategies. Gaze plots from pre- and post-tests display participants fixation points changing from focusing on content words to focusing on the verb ending. This change in processing strategies can be clearly seen in the interpretation of sentences in both primary and secondary target features. This paper will present the research methodology, design and results of the experimental study using eye-tracking to investigate the primary effects and transfer-of-training effects of Processing Instruction. It will then provide evidence of the cognitive benefits of Processing Instruction in Second Language Acquisition and offer suggestion in second language teaching of grammar.

Keywords: eye-tracking, language teaching, processing instruction, second language acquisition

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2100 Machine Learning Approach for Predicting Students’ Academic Performance and Study Strategies Based on Their Motivation

Authors: Fidelia A. Orji, Julita Vassileva

Abstract:

This research aims to develop machine learning models for students' academic performance and study strategy prediction, which could be generalized to all courses in higher education. Key learning attributes (intrinsic, extrinsic, autonomy, relatedness, competence, and self-esteem) used in building the models are chosen based on prior studies, which revealed that the attributes are essential in students’ learning process. Previous studies revealed the individual effects of each of these attributes on students’ learning progress. However, few studies have investigated the combined effect of the attributes in predicting student study strategy and academic performance to reduce the dropout rate. To bridge this gap, we used Scikit-learn in python to build five machine learning models (Decision Tree, K-Nearest Neighbour, Random Forest, Linear/Logistic Regression, and Support Vector Machine) for both regression and classification tasks to perform our analysis. The models were trained, evaluated, and tested for accuracy using 924 university dentistry students' data collected by Chilean authors through quantitative research design. A comparative analysis of the models revealed that the tree-based models such as the random forest (with prediction accuracy of 94.9%) and decision tree show the best results compared to the linear, support vector, and k-nearest neighbours. The models built in this research can be used in predicting student performance and study strategy so that appropriate interventions could be implemented to improve student learning progress. Thus, incorporating strategies that could improve diverse student learning attributes in the design of online educational systems may increase the likelihood of students continuing with their learning tasks as required. Moreover, the results show that the attributes could be modelled together and used to adapt/personalize the learning process.

Keywords: classification models, learning strategy, predictive modeling, regression models, student academic performance, student motivation, supervised machine learning

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2099 Credit Card Fraud Detection with Ensemble Model: A Meta-Heuristic Approach

Authors: Gong Zhilin, Jing Yang, Jian Yin

Abstract:

The purpose of this paper is to develop a novel system for credit card fraud detection based on sequential modeling of data using hybrid deep learning models. The projected model encapsulates five major phases are pre-processing, imbalance-data handling, feature extraction, optimal feature selection, and fraud detection with an ensemble classifier. The collected raw data (input) is pre-processed to enhance the quality of the data through alleviation of the missing data, noisy data as well as null values. The pre-processed data are class imbalanced in nature, and therefore they are handled effectively with the K-means clustering-based SMOTE model. From the balanced class data, the most relevant features like improved Principal Component Analysis (PCA), statistical features (mean, median, standard deviation) and higher-order statistical features (skewness and kurtosis). Among the extracted features, the most optimal features are selected with the Self-improved Arithmetic Optimization Algorithm (SI-AOA). This SI-AOA model is the conceptual improvement of the standard Arithmetic Optimization Algorithm. The deep learning models like Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and optimized Quantum Deep Neural Network (QDNN). The LSTM and CNN are trained with the extracted optimal features. The outcomes from LSTM and CNN will enter as input to optimized QDNN that provides the final detection outcome. Since the QDNN is the ultimate detector, its weight function is fine-tuned with the Self-improved Arithmetic Optimization Algorithm (SI-AOA).

Keywords: credit card, data mining, fraud detection, money transactions

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2098 Solving 94-Bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem (ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard's rho method to evaluate the security of ECDLP on Barreto-Naehrig (BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard's rho method, BN curve, Montgomery multiplication

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2097 Controller Design Using GA for SMC Systems

Authors: Susy Thomas, Sajju Thomas, Varghese Vaidyan

Abstract:

This paper considers SMCs using linear feedback with switched gains and proposes a method which can minimize the pole perturbation. The method is able to enhance the robustness property of the controller. A pre-assigned neighborhood of the ‘nominal’ positions is assigned and the system poles are not allowed to stray out of these bounds even when parameters variations/uncertainties act upon the system. A quasi SMM is maintained within the assigned boundaries of the sliding surface.

Keywords: parameter variations, pole perturbation, sliding mode control, switching surface, robust switching vector

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2096 Faster Pedestrian Recognition Using Deformable Part Models

Authors: Alessandro Preziosi, Antonio Prioletti, Luca Castangia

Abstract:

Deformable part models achieve high precision in pedestrian recognition, but all publicly available implementations are too slow for real-time applications. We implemented a deformable part model algorithm fast enough for real-time use by exploiting information about the camera position and orientation. This implementation is both faster and more precise than alternative DPM implementations. These results are obtained by computing convolutions in the frequency domain and using lookup tables to speed up feature computation. This approach is almost an order of magnitude faster than the reference DPM implementation, with no loss in precision. Knowing the position of the camera with respect to horizon it is also possible prune many hypotheses based on their size and location. The range of acceptable sizes and positions is set by looking at the statistical distribution of bounding boxes in labelled images. With this approach it is not needed to compute the entire feature pyramid: for example higher resolution features are only needed near the horizon. This results in an increase in mean average precision of 5% and an increase in speed by a factor of two. Furthermore, to reduce misdetections involving small pedestrians near the horizon, input images are supersampled near the horizon. Supersampling the image at 1.5 times the original scale, results in an increase in precision of about 4%. The implementation was tested against the public KITTI dataset, obtaining an 8% improvement in mean average precision over the best performing DPM-based method. By allowing for a small loss in precision computational time can be easily brought down to our target of 100ms per image, reaching a solution that is faster and still more precise than all publicly available DPM implementations.

Keywords: autonomous vehicles, deformable part model, dpm, pedestrian detection, real time

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