Search results for: computational photogrammetry
1039 Generic Hybrid Models for Two-Dimensional Ultrasonic Guided Wave Problems
Authors: Manoj Reghu, Prabhu Rajagopal, C. V. Krishnamurthy, Krishnan Balasubramaniam
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A thorough understanding of guided ultrasonic wave behavior in structures is essential for the application of existing Non Destructive Evaluation (NDE) technologies, as well as for the development of new methods. However, the analysis of guided wave phenomena is challenging because of their complex dispersive and multimodal nature. Although numerical solution procedures have proven to be very useful in this regard, the increasing complexity of features and defects to be considered, as well as the desire to improve the accuracy of inspection often imposes a large computational cost. Hybrid models that combine numerical solutions for wave scattering with faster alternative methods for wave propagation have long been considered as a solution to this problem. However usually such models require modification of the base code of the solution procedure. Here we aim to develop Generic Hybrid models that can be directly applied to any two different solution procedures. With this goal in mind, a Numerical Hybrid model and an Analytical-Numerical Hybrid model has been developed. The concept and implementation of these Hybrid models are discussed in this paper.Keywords: guided ultrasonic waves, Finite Element Method (FEM), Hybrid model
Procedia PDF Downloads 4631038 Optimization of Perfusion Distribution in Custom Vascular Stent-Grafts Through Patient-Specific CFD Models
Authors: Scott M. Black, Craig Maclean, Pauline Hall Barrientos, Konstantinos Ritos, Asimina Kazakidi
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Aortic aneurysms and dissections are leading causes of death in cardiovascular disease. Both inevitably lead to hemodynamic instability without surgical intervention in the form of vascular stent-graft deployment. An accurate description of the aortic geometry and blood flow in patient-specific cases is vital for treatment planning and long-term success of such grafts, as they must generate physiological branch perfusion and in-stent hemodynamics. The aim of this study was to create patient-specific computational fluid dynamics (CFD) models through a multi-modality, multi-dimensional approach with boundary condition optimization to predict branch flow rates and in-stent hemodynamics in custom stent-graft configurations. Three-dimensional (3D) thoracoabdominal aortae were reconstructed from four-dimensional flow-magnetic resonance imaging (4D Flow-MRI) and computed tomography (CT) medical images. The former employed a novel approach to generate and enhance vessel lumen contrast via through-plane velocity at discrete, user defined cardiac time steps post-hoc. To produce patient-specific boundary conditions (BCs), the aortic geometry was reduced to a one-dimensional (1D) model. Thereafter, a zero-dimensional (0D) 3-Element Windkessel model (3EWM) was coupled to each terminal branch to represent the distal vasculature. In this coupled 0D-1D model, the 3EWM parameters were optimized to yield branch flow waveforms which are representative of the 4D Flow-MRI-derived in-vivo data. Thereafter, a 0D-3D CFD model was created, utilizing the optimized 3EWM BCs and a 4D Flow-MRI-obtained inlet velocity profile. A sensitivity analysis on the effects of stent-graft configuration and BC parameters was then undertaken using multiple stent-graft configurations and a range of distal vasculature conditions. 4D Flow-MRI granted unparalleled visualization of blood flow throughout the cardiac cycle in both the pre- and postsurgical states. Segmentation and reconstruction of healthy and stented regions from retrospective 4D Flow-MRI images also generated 3D models with geometries which were successfully validated against their CT-derived counterparts. 0D-1D coupling efficiently captured branch flow and pressure waveforms, while 0D-3D models also enabled 3D flow visualization and quantification of clinically relevant hemodynamic parameters for in-stent thrombosis and graft limb occlusion. It was apparent that changes in 3EWM BC parameters had a pronounced effect on perfusion distribution and near-wall hemodynamics. Results show that the 3EWM parameters could be iteratively changed to simulate a range of graft limb diameters and distal vasculature conditions for a given stent-graft to determine the optimal configuration prior to surgery. To conclude, this study outlined a methodology to aid in the prediction post-surgical branch perfusion and in-stent hemodynamics in patient specific cases for the implementation of custom stent-grafts.Keywords: 4D flow-MRI, computational fluid dynamics, vascular stent-grafts, windkessel
Procedia PDF Downloads 1781037 Lifting Body Concepts for Unmanned Fixed-Wing Transport Aircrafts
Authors: Anand R. Nair, Markus Trenker
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Lifting body concepts were conceived as early as 1917 and patented by Roy Scroggs. It was an idea of using the fuselage as a lift producing body with no or small wings. Many of these designs were developed and even flight tested between 1920’s to 1970’s, but it was not pursued further for commercial flight as at lower airspeeds, such a configuration was incapable to produce sufficient lift for the entire aircraft. The concept presented in this contribution is combining the lifting body design along with a fixed wing to maximise the lift produced by the aircraft. Conventional aircraft fuselages are designed to be aerodynamically efficient, which is to minimise the drag; however, these fuselages produce very minimal or negligible lift. For the design of an unmanned fixed wing transport aircraft, many of the restrictions which are present for commercial aircraft in terms of fuselage design can be excluded, such as windows for the passengers/pilots, cabin-environment systems, emergency exits, and pressurization systems. This gives new flexibility to design fuselages which are unconventionally shaped to contribute to the lift of the aircraft. The two lifting body concepts presented in this contribution are targeting different applications: For a fast cargo delivery drone, the fuselage is based on a scaled airfoil shape with a cargo capacity of 500 kg for euro pallets. The aircraft has a span of 14 m and reaches 1500 km at a cruising speed of 90 m/s. The aircraft could also easily be adapted to accommodate pilot and passengers with modifications to the internal structures, but pressurization is not included as the service ceiling envisioned for this type of aircraft is limited to 10,000 ft. The next concept to be investigated is called a multi-purpose drone, which incorporates a different type of lifting body and is a much more versatile aircraft as it will have a VTOL capability. The aircraft will have a wingspan of approximately 6 m and flight speeds of 60 m/s within the same service ceiling as the fast cargo delivery drone. The multi-purpose drone can be easily adapted for various applications such as firefighting, agricultural purposes, surveillance, and even passenger transport. Lifting body designs are not a new concept, but their effectiveness in terms of cargo transportation has not been widely investigated. Due to their enhanced lift producing capability, lifting body designs enable the reduction of the wing area and the overall weight of the aircraft. This will, in turn, reduce the thrust requirement and ultimately the fuel consumption. The various designs proposed in this contribution will be based on the general aviation category of aircrafts and will be focussed on unmanned methods of operation. These unmanned fixed-wing transport drones will feature appropriate cargo loading/unloading concepts which can accommodate large size cargo for efficient time management and ease of operation. The various designs will be compared in performance to their conventional counterpart to understand their benefits/shortcomings in terms of design, performance, complexity, and ease of operation. The majority of the performance analysis will be carried out using industry relevant standards in computational fluid dynamics software packages.Keywords: lifting body concept, computational fluid dynamics, unmanned fixed-wing aircraft, cargo drone
Procedia PDF Downloads 2431036 A Lagrangian Hamiltonian Computational Method for Hyper-Elastic Structural Dynamics
Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer
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Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.Keywords: Hamilton's principle of least action, particle-based method, hyper-elasticity, analysis of stability
Procedia PDF Downloads 3401035 A Comparison Between Different Discretization Techniques for the Doyle-Fuller-Newman Li+ Battery Model
Authors: Davide Gotti, Milan Prodanovic, Sergio Pinilla, David Muñoz-Torrero
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Since its proposal, the Doyle-Fuller-Newman (DFN) lithium-ion battery model has gained popularity in the electrochemical field. In fact, this model provides the user with theoretical support for designing the lithium-ion battery parameters, such as the material particle or the diffusion coefficient adjustment direction. However, the model is mathematically complex as it is composed of several partial differential equations (PDEs) such as Fick’s law of diffusion, the MacInnes and Ohm’s equations, among other phenomena. Thus, to efficiently use the model in a time-domain simulation environment, the selection of the discretization technique is of a pivotal importance. There are several numerical methods available in the literature that can be used to carry out this task. In this study, a comparison between the explicit Euler, Crank-Nicolson, and Chebyshev discretization methods is proposed. These three methods are compared in terms of accuracy, stability, and computational times. Firstly, the explicit Euler discretization technique is analyzed. This method is straightforward to implement and is computationally fast. In this work, the accuracy of the method and its stability properties are shown for the electrolyte diffusion partial differential equation. Subsequently, the Crank-Nicolson method is considered. It represents a combination of the implicit and explicit Euler methods that has the advantage of being of the second order in time and is intrinsically stable, thus overcoming the disadvantages of the simpler Euler explicit method. As shown in the full paper, the Crank-Nicolson method provides accurate results when applied to the DFN model. Its stability does not depend on the integration time step, thus it is feasible for both short- and long-term tests. This last remark is particularly important as this discretization technique would allow the user to implement parameter estimation and optimization techniques such as system or genetic parameter identification methods using this model. Finally, the Chebyshev discretization technique is implemented in the DFN model. This discretization method features swift convergence properties and, as other spectral methods used to solve differential equations, achieves the same accuracy with a smaller number of discretization nodes. However, as shown in the literature, these methods are not suitable for handling sharp gradients, which are common during the first instants of the charge and discharge phases of the battery. The numerical results obtained and presented in this study aim to provide the guidelines on how to select the adequate discretization technique for the DFN model according to the type of application to be performed, highlighting the pros and cons of the three methods. Specifically, the non-eligibility of the simple Euler method for longterm tests will be presented. Afterwards, the Crank-Nicolson and the Chebyshev discretization methods will be compared in terms of accuracy and computational times under a wide range of battery operating scenarios. These include both long-term simulations for aging tests, and short- and mid-term battery charge/discharge cycles, typically relevant in battery applications like grid primary frequency and inertia control and electrical vehicle breaking and acceleration.Keywords: Doyle-Fuller-Newman battery model, partial differential equations, discretization, numerical methods
Procedia PDF Downloads 211034 A New Block Cipher for Resource-Constrained Internet of Things Devices
Authors: Muhammad Rana, Quazi Mamun, Rafiqul Islam
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In the Internet of Things (IoT), many devices are connected and accumulate a sheer amount of data. These Internet-driven raw data need to be transferred securely to the end-users via dependable networks. Consequently, the challenges of IoT security in various IoT domains are paramount. Cryptography is being applied to secure the networks for authentication, confidentiality, data integrity and access control. However, due to the resource constraint properties of IoT devices, the conventional cipher may not be suitable in all IoT networks. This paper designs a robust and effective lightweight cipher to secure the IoT environment and meet the resource-constrained nature of IoT devices. We also propose a symmetric and block-cipher based lightweight cryptographic algorithm. The proposed algorithm increases the complexity of the block cipher, maintaining the lowest computational requirements possible. The proposed algorithm efficiently constructs the key register updating technique, reduces the number of encryption rounds, and adds a new layer between the encryption and decryption processes.Keywords: internet of things, cryptography block cipher, S-box, key management, security, network
Procedia PDF Downloads 1101033 On the Evaluation of Different Turbulence Models through the Displacement of Oil-Water Flow in Porous Media
Authors: Sidique Gawusu, Xiaobing Zhang
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Turbulence models play a significant role in all computational fluid dynamics based modelling approaches. There is, however, no general turbulence model suitable for all flow scenarios. Therefore, a successful numerical modelling approach is only achievable if a more appropriate closure model is used. This paper evaluates different turbulence models in numerical modelling of oil-water flow within the Eulerian-Eulerian approach. A comparison among the obtained numerical results and published benchmark data showed reasonable agreement. The domain was meshed using structured mesh, and grid test was performed to ascertain grid independence. The evaluation of the models was made through analysis of velocity and pressure profiles across the domain. The models were tested for their suitability to accurately obtain a scalable and precise numerical experience. As a result, it is found that all the models except Standard-ω provide comparable results. The study also revealed new insights on flow in porous media, specifically oil reservoirs.Keywords: turbulence modelling, simulation, multi-phase flows, water-flooding, heavy oil
Procedia PDF Downloads 2771032 Computational Approaches for Ballistic Impact Response of Stainless Steel 304
Authors: A. Mostafa
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This paper presents a numerical study on determination of ballistic limit velocity (V50) of stainless steel 304 (SS 304) used in manufacturing security screens. The simulated ballistic impact tests were conducted on clamped sheets with different thicknesses using ABAQUS/Explicit nonlinear finite element (FE) package. The ballistic limit velocity was determined using three approaches, namely: numerical tests based on material properties, FE calculated residual velocities and FE calculated residual energies. Johnson-Cook plasticity and failure criterion were utilized to simulate the dynamic behaviour of the SS 304 under various strain rates, while the well-known Lambert-Jonas equation was used for the data regression for the residual velocity and energy model. Good agreement between the investigated numerical methods was achieved. Additionally, the dependence of the ballistic limit velocity on the sheet thickness was observed. The proposed approaches present viable and cost-effective assessment methods of the ballistic performance of SS 304, which will support the development of robust security screen systems.Keywords: ballistic velocity, stainless steel, numerical approaches, security screen
Procedia PDF Downloads 1611031 Origin of Hydrogen Bonding: Natural Bond Orbital Electron Donor-Acceptor Interactions
Authors: Mohamed Ayoub
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We perform computational investigation using density functional theory, B3LYP with aug-cc-pVTZ basis set followed by natural bond orbital analysis (NBO), which provides best single “natural Lewis structure” (NLS) representation of chosen wavefunction (Ψ) with natural resonance theory (NRT) to provide an analysis of molecular electron density in terms of resonance structures (RS) and weights (w). We selected for the study a wide range of gas phase dimers (B…HA), with hydrogen bond dissociation energies (ΔEB…H) that span more than two orders of magnitude. We demonstrate that charge transfer from a donor Lewis-type NBO (nB:) to an acceptor non-Lewis-type NBO (σHA*) is the primary cause for H-bonding not classical electrostatic (dipole-dipole or ionic). We provide a variety of structure, and spectroscopic descriptors to support the conclusion, such as IR frequency shift (ΔνHA), H-bond penetration distance (ΔRB..H), bond order (bB..H), charge-transfer (CTB→HA) and the corresponding donor-acceptor stabilization energy (ΔE(2)).Keywords: natural bond orbital, hydrogen bonding, electron donor, electron acceptor
Procedia PDF Downloads 4341030 Improving the Security of Internet of Things Using Encryption Algorithms
Authors: Amirhossein Safi
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Internet of things (IOT) is a kind of advanced information technology which has drawn societies’ attention. Sensors and stimulators are usually recognized as smart devices of our environment. Simultaneously, IOT security brings up new issues. Internet connection and possibility of interaction with smart devices cause those devices to involve more in human life. Therefore, safety is a fundamental requirement in designing IOT. IOT has three remarkable features: overall perception, reliable transmission, and intelligent processing. Because of IOT span, security of conveying data is an essential factor for system security. Hybrid encryption technique is a new model that can be used in IOT. This type of encryption generates strong security and low computation. In this paper, we have proposed a hybrid encryption algorithm which has been conducted in order to reduce safety risks and enhancing encryption's speed and less computational complexity. The purpose of this hybrid algorithm is information integrity, confidentiality, non-repudiation in data exchange for IOT. Eventually, the suggested encryption algorithm has been simulated by MATLAB software, and its speed and safety efficiency were evaluated in comparison with conventional encryption algorithm.Keywords: internet of things, security, hybrid algorithm, privacy
Procedia PDF Downloads 4661029 Prediction of Unsteady Heat Transfer over Square Cylinder in the Presence of Nanofluid by Using ANN
Authors: Ajoy Kumar Das, Prasenjit Dey
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Heat transfer due to forced convection of copper water based nanofluid has been predicted by Artificial Neural network (ANN). The present nanofluid is formed by mixing copper nano particles in water and the volume fractions are considered here are 0% to 15% and the Reynolds number are kept constant at 100. The back propagation algorithm is used to train the network. The present ANN is trained by the input and output data which has been obtained from the numerical simulation, performed in finite volume based Computational Fluid Dynamics (CFD) commercial software Ansys Fluent. The numerical simulation based results are compared with the back propagation based ANN results. It is found that the forced convection heat transfer of water based nanofluid can be predicted correctly by ANN. It is also observed that the back propagation ANN can predict the heat transfer characteristics of nanofluid very quickly compared to standard CFD method.Keywords: forced convection, square cylinder, nanofluid, neural network
Procedia PDF Downloads 3181028 Wave Interaction with Defects in Pressurized Composite Structures
Authors: R. K. Apalowo, D. Chronopoulos, V. Thierry
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A wave finite element (WFE) and finite element (FE) based computational method is presented by which the dispersion properties as well as the wave interaction coefficients for one-dimensional structural system can be predicted. The structural system is discretized as a system comprising a number of waveguides connected by a coupling joint. Uniform nodes are ensured at the interfaces of the coupling element with each waveguide. Then, equilibrium and continuity conditions are enforced at the interfaces. Wave propagation properties of each waveguide are calculated using the WFE method and the coupling element is modelled using the FE method. The scattering of waves through the coupling element, on which damage is modelled, is determined by coupling the FE and WFE models. Furthermore, the central aim is to evaluate the effect of pressurization on the wave dispersion and scattering characteristics of the prestressed structural system compared to that which is not prestressed. Numerical case studies are exhibited for two waveguides coupled through a coupling joint.Keywords: Finite Element, Prestressed Structures, Wave Finite Element, Wave Propagation Properties, Wave Scattering Coefficients.
Procedia PDF Downloads 2921027 A Method for Reduction of Association Rules in Data Mining
Authors: Diego De Castro Rodrigues, Marcelo Lisboa Rocha, Daniela M. De Q. Trevisan, Marcos Dias Da Conceicao, Gabriel Rosa, Rommel M. Barbosa
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The use of association rules algorithms within data mining is recognized as being of great value in the knowledge discovery in databases. Very often, the number of rules generated is high, sometimes even in databases with small volume, so the success in the analysis of results can be hampered by this quantity. The purpose of this research is to present a method for reducing the quantity of rules generated with association algorithms. Therefore, a computational algorithm was developed with the use of a Weka Application Programming Interface, which allows the execution of the method on different types of databases. After the development, tests were carried out on three types of databases: synthetic, model, and real. Efficient results were obtained in reducing the number of rules, where the worst case presented a gain of more than 50%, considering the concepts of support, confidence, and lift as measures. This study concluded that the proposed model is feasible and quite interesting, contributing to the analysis of the results of association rules generated from the use of algorithms.Keywords: data mining, association rules, rules reduction, artificial intelligence
Procedia PDF Downloads 1591026 A Numerical Study on the Effects of N2 Dilution on the Flame Structure and Temperature Distribution of Swirl Diffusion Flames
Authors: Yasaman Tohidi, Shidvash Vakilipour, Saeed Ebadi Tavallaee, Shahin Vakilipoor Takaloo, Hossein Amiri
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The numerical modeling is performed to study the effects of N2 addition to the fuel stream on the flame structure and temperature distribution of methane-air swirl diffusion flames with different swirl intensities. The Open source Field Operation and Manipulation (OpenFOAM) has been utilized as the computational tool. Flamelet approach along with modified k-ε model is employed to model the flame characteristics. The results indicate that the presence of N2 in the fuel stream leads to the flame temperature reduction. By increasing of swirl intensity, the flame structure changes significantly. The flame has a conical shape in low swirl intensity; however, it has an hour glass-shape with a shorter length in high swirl intensity. The effects of N2 dilution decrease the flame length in all swirl intensities; however, the rate of reduction is more noticeable in low swirl intensity.Keywords: swirl diffusion flame, N2 dilution, OpenFOAM, swirl intensity
Procedia PDF Downloads 1671025 Numerical Investigation of the Effect of Number of Waves on Heat Transfer in a Wavy Wall Enclosure
Authors: Ali Reza Tahavvor, Saeed Hosseini, Afshin Karimzadeh Fard
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In this paper the effect of wall waviness of side walls in a two-dimensional wavy enclosure is numerically investigated. Two vertical wavy walls and straight top wall are kept isothermal and the bottom wall temperature is higher and spatially varying with cosinusoidal temperature distribution. A computational code based on Finite-volume approach is used to solve governing equations and SIMPLE method is used for pressure velocity coupling. Test is performed for several different numbers of undulations. The Prandtl number was kept constant and the Ra number denotes that the flow is laminar. Temperature and velocity fields are determined. Therefore, according to the obtained results a correlation is proposed for average Nusselt number as a function of number of side wall waves. The results indicate that the Nusselt number is highly affected by number of waves and increasing it decreases the wavy walls Nusselt number; although the Nusselt number is not highly affected by surface waviness when the number of undulations is below one.Keywords: cavity, natural convection, Nusselt number, wavy wall
Procedia PDF Downloads 4691024 Synthesis and Anti-Inflammatory Activity of Pyrazol-3-yl Thiazole 4-Carboxylic Acid Derivatives Targeting Enzyme in the Leukotriene Pathway
Authors: Shweta Sinha, Mukesh Doble, Manju S. L.
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Pyrazole scaffold is an important group of compound in heterocyclic chemistry and is found to possess numerous uses in chemistry. Pyrazole derivatives are also known to possess important biological activities including antitumor, antimicrobial, antiviral, antifungal, anticancer and anti-inflammatory. Inflammation is associated with pain, allergy and asthma. Leukotrienes are mediators of various inflammatory and allergic disorders. 5-Lipoxygenase (5-LOX) is an important enzyme involved in the biosynthesis of leukotrienes and metabolism of arachidonic acid (AA) and thus targeted for anti-inflammation. In vitro inhibitory activity of pyrazol-3-yl thiazole 4-carboxylic acid derivatives is tested against enzyme 5-LOX. Most of these compounds exhibit good inhibitory activity against this enzyme. Binding mode study of these compounds is determined by computational tool. Further experiments are being done to understand the mechanism of action of these compounds in inhibiting this enzyme. To conclude, these compounds appear to be a promising target in drug design against 5-LOX.Keywords: inflammation, inhibition, 5-lipoxygenase, pyrazole
Procedia PDF Downloads 2401023 Stabilization of a Three-Pole Active Magnetic Bearing by Hybrid Control Method in Static Mode
Authors: Mahdi Kiani, Hassan Salarieh, Aria Alasty, S. Mahdi Darbandi
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The design and implementation of the hybrid control method for a three-pole active magnetic bearing (AMB) is proposed in this paper. The system is inherently nonlinear and conventional nonlinear controllers are a little complicated, while the proposed hybrid controller has a piecewise linear form, i.e. linear in each sub-region. A state-feedback hybrid controller is designed in this study, and the unmeasurable states are estimated by an observer. The gains of the hybrid controller are obtained by the Linear Quadratic Regulator (LQR) method in each sub-region. To evaluate the performance, the designed controller is implemented on an experimental setup in static mode. The experimental results show that the proposed method can efficiently stabilize the three-pole AMB system. The simplicity of design, domain of attraction, uncomplicated control law, and computational time are advantages of this method over other nonlinear control strategies in AMB systems.Keywords: active magnetic bearing, three pole AMB, hybrid control, Lyapunov function
Procedia PDF Downloads 3381022 Developing New Algorithm and Its Application on Optimal Control of Pumps in Water Distribution Network
Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi
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In recent years, new techniques for solving complex problems in engineering are proposed. One of these techniques is JPSO algorithm. With innovative changes in the nature of the jump algorithm JPSO, it is possible to construct a graph-based solution with a new algorithm called G-JPSO. In this paper, a new algorithm to solve the optimal control problem Fletcher-Powell and optimal control of pumps in water distribution network was evaluated. Optimal control of pumps comprise of optimum timetable operation (status on and off) for each of the pumps at the desired time interval. Maximum number of status on and off for each pumps imposed to the objective function as another constraint. To determine the optimal operation of pumps, a model-based optimization-simulation algorithm was developed based on G-JPSO and JPSO algorithms. The proposed algorithm results were compared well with the ant colony algorithm, genetic and JPSO results. This shows the robustness of proposed algorithm in finding near optimum solutions with reasonable computational cost.Keywords: G-JPSO, operation, optimization, pumping station, water distribution networks
Procedia PDF Downloads 4001021 Frequent-Pattern Tree Algorithm Application to S&P and Equity Indexes
Authors: E. Younsi, H. Andriamboavonjy, A. David, S. Dokou, B. Lemrabet
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Software and time optimization are very important factors in financial markets, which are competitive fields, and emergence of new computer tools further stresses the challenge. In this context, any improvement of technical indicators which generate a buy or sell signal is a major issue. Thus, many tools have been created to make them more effective. This worry about efficiency has been leading in present paper to seek best (and most innovative) way giving largest improvement in these indicators. The approach consists in attaching a signature to frequent market configurations by application of frequent patterns extraction method which is here most appropriate to optimize investment strategies. The goal of proposed trading algorithm is to find most accurate signatures using back testing procedure applied to technical indicators for improving their performance. The problem is then to determine the signatures which, combined with an indicator, outperform this indicator alone. To do this, the FP-Tree algorithm has been preferred, as it appears to be the most efficient algorithm to perform this task.Keywords: quantitative analysis, back-testing, computational models, apriori algorithm, pattern recognition, data mining, FP-tree
Procedia PDF Downloads 3611020 A Robust Optimization Model for the Single-Depot Capacitated Location-Routing Problem
Authors: Abdolsalam Ghaderi
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In this paper, the single-depot capacitated location-routing problem under uncertainty is presented. The problem aims to find the optimal location of a single depot and the routing of vehicles to serve the customers when the parameters may change under different circumstances. This problem has many applications, especially in the area of supply chain management and distribution systems. To get closer to real-world situations, travel time of vehicles, the fixed cost of vehicles usage and customers’ demand are considered as a source of uncertainty. A combined approach including robust optimization and stochastic programming was presented to deal with the uncertainty in the problem at hand. For this purpose, a mixed integer programming model is developed and a heuristic algorithm based on Variable Neighborhood Search(VNS) is presented to solve the model. Finally, the computational results are presented and future research directions are discussed.Keywords: location-routing problem, robust optimization, stochastic programming, variable neighborhood search
Procedia PDF Downloads 2651019 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data
Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park
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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence
Procedia PDF Downloads 4411018 An Interpretable Data-Driven Approach for the Stratification of the Cardiorespiratory Fitness
Authors: D.Mendes, J. Henriques, P. Carvalho, T. Rocha, S. Paredes, R. Cabiddu, R. Trimer, R. Mendes, A. Borghi-Silva, L. Kaminsky, E. Ashley, R. Arena, J. Myers
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The continued exploration of clinically relevant predictive models continues to be an important pursuit. Cardiorespiratory fitness (CRF) portends clinical vital information and as such its accurate prediction is of high importance. Therefore, the aim of the current study was to develop a data-driven model, based on computational intelligence techniques and, in particular, clustering approaches, to predict CRF. Two prediction models were implemented and compared: 1) the traditional Wasserman/Hansen Equations; and 2) an interpretable clustering approach. Data used for this analysis were from the 'FRIEND - Fitness Registry and the Importance of Exercise: The National Data Base'; in the present study a subset of 10690 apparently healthy individuals were utilized. The accuracy of the models was performed through the computation of sensitivity, specificity, and geometric mean values. The results show the superiority of the clustering approach in the accurate estimation of CRF (i.e., maximal oxygen consumption).Keywords: cardiorespiratory fitness, data-driven models, knowledge extraction, machine learning
Procedia PDF Downloads 2851017 Molecular Basis for Amyloid Inhibition by L-Dopa: Implication towards Systemic Amyloidosis
Authors: Rizwan H. Khan, Saima Nusrat
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Despite the fact that amyloid associated neurodegenerative diseases and non-neuropathic systemic amyloidosis have allured the research endeavors, as no curative drugs have been proclaimed up till now except for symptomatic cure. Therapeutic compounds which can diminish or disaggregate such toxic oligomers and fibrillar species have been examined and more are on its way. In the present study, we had reported an extensive biophysical, microscopic and computational study, revealing that L-3, 4-dihydroxyphenylalanine (L-Dopa) possess undeniable potency to inhibit heat induced human lysozyme (HL) amyloid fibrillation and also retain the fibril disaggregating potential. L-Dopa interferes in the amyloid fibrillogenesis process by interacting hydrophobically and also by forming hydrogen bonds with the amino acid residues found in amyloid fibril forming prone region of HL as elucidated by molecular docking results. L-Dopa also disaggregates the mature amyloid fibrils into some unorganised species. Thus, L-Dopa and related compounds can work as a promising inhibitor for the therapeutic advancement prospective against systemic amyloidosis.Keywords: amyloids, disaggregation, human lysozyme, molecular docking
Procedia PDF Downloads 3251016 A Hybrid Pareto-Based Swarm Optimization Algorithm for the Multi-Objective Flexible Job Shop Scheduling Problems
Authors: Aydin Teymourifar, Gurkan Ozturk
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In this paper, a new hybrid particle swarm optimization algorithm is proposed for the multi-objective flexible job shop scheduling problem that is very important and hard combinatorial problem. The Pareto approach is used for solving the multi-objective problem. Several new local search heuristics are integrated into an algorithm based on the critical block concept to enhance the performance of the algorithm. The algorithm is compared with the recently published multi-objective algorithms based on benchmarks selected from the literature. Several metrics are used for quantifying performance and comparison of the achieved solutions. The algorithms are also compared based on the Weighting summation of objectives approach. The proposed algorithm can find the Pareto solutions more efficiently than the compared algorithms in less computational time.Keywords: swarm-based optimization, local search, Pareto optimality, flexible job shop scheduling, multi-objective optimization
Procedia PDF Downloads 3651015 Enhanced Imperialist Competitive Algorithm for the Cell Formation Problem Using Sequence Data
Authors: S. H. Borghei, E. Teymourian, M. Mobin, G. M. Komaki, S. Sheikh
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Imperialist competitive algorithm (ICA) is a recent meta-heuristic method that is inspired by the social evolutions for solving NP-Hard problems. The ICA is a population based algorithm which has achieved a great performance in comparison to other meta-heuristics. This study is about developing enhanced ICA approach to solve the cell formation problem (CFP) using sequence data. In addition to the conventional ICA, an enhanced version of ICA, namely EICA, applies local search techniques to add more intensification aptitude and embed the features of exploration and intensification more successfully. Suitable performance measures are used to compare the proposed algorithms with some other powerful solution approaches in the literature. In the same way, for checking the proficiency of algorithms, forty test problems are presented. Five benchmark problems have sequence data, and other ones are based on 0-1 matrices modified to sequence based problems. Computational results elucidate the efficiency of the EICA in solving CFP problems.Keywords: cell formation problem, group technology, imperialist competitive algorithm, sequence data
Procedia PDF Downloads 4521014 Assessing the Effectiveness of Machine Learning Algorithms for Cyber Threat Intelligence Discovery from the Darknet
Authors: Azene Zenebe
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Deep learning is a subset of machine learning which incorporates techniques for the construction of artificial neural networks and found to be useful for modeling complex problems with large dataset. Deep learning requires a very high power computational and longer time for training. By aggregating computing power, high performance computer (HPC) has emerged as an approach to resolving advanced problems and performing data-driven research activities. Cyber threat intelligence (CIT) is actionable information or insight an organization or individual uses to understand the threats that have, will, or are currently targeting the organization. Results of review of literature will be presented along with results of experimental study that compares the performance of tree-based and function-base machine learning including deep learning algorithms using secondary dataset collected from darknet.Keywords: deep-learning, cyber security, cyber threat modeling, tree-based machine learning, function-based machine learning, data science
Procedia PDF Downloads 1521013 Mathematical Properties of the Resonance of the Inner Waves in Rotating Stratified Three-Dimensional Fluids
Authors: A. Giniatoulline
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We consider the internal oscillations of the ocean which are caused by the gravity force and the Coriolis force, for different models with changeable density, heat transfer, and salinity. Traditionally, the mathematical description of the resonance effect is related to the growing amplitude as a result of input vibrations. We offer a different approach: the study of the relation between the spectrum of the internal oscillations and the properties of the limiting amplitude of the solution for the harmonic input vibrations of the external forces. Using the results of the spectral theory of self-adjoint operators in Hilbert functional spaces, we prove that there exists an explicit relation between the localization of the frequency of the external input vibrations with respect to the essential spectrum of proper inner oscillations and the non-uniqueness of the limiting amplitude. The results may find their application in various problems concerning mathematical modeling of turbulent flows in the ocean.Keywords: computational fluid dynamics, essential spectrum, limiting amplitude, rotating fluid, spectral theory, stratified fluid, the uniqueness of solutions of PDE equations
Procedia PDF Downloads 2571012 Hybrid Finite Element Analysis of Expansion Joints for Piping Systems in Aircraft Engine External Configurations and Nuclear Power Plants
Authors: Dong Wook Lee
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This paper presents a method to analyze the stiffness of the expansion joint with structural support using a hybrid method combining computational and analytical methods. Many expansion joints found in tubes and ducts of mechanical structures are designed to absorb thermal expansion mismatch between their structural members and deal with misalignments introduced from the assembly/manufacturing processes. One of the important design perspectives is the system’s vibrational characteristics. We calculate the stiffness as a characterization parameter for structural joint systems using a combined Finite Element Analysis (FEA) and an analytical method. We apply the methods to two sample applications: external configurations of aircraft engines and nuclear power plant structures.Keywords: expansion joint, expansion joint stiffness, finite element analysis, nuclear power plants, aircraft engine external configurations
Procedia PDF Downloads 1101011 Two-Dimensional Symmetric Half-Plane Recursive Doubly Complementary Digital Lattice Filters
Authors: Ju-Hong Lee, Chong-Jia Ciou, Yuan-Hau Yang
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This paper deals with the problem of two-dimensional (2-D) recursive doubly complementary (DC) digital filter design. We present a structure of 2-D recursive DC filters by using 2-D symmetric half-plane (SHP) recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive DC digital lattice filter is that the resulting 2-D SHP recursive DC digital lattice filter provides better performance than the existing 2-D SHP recursive DC digital filter. Moreover, the proposed structure possesses a favorable 2-D DC half-band (DC-HB) property that allows about half of the 2-D SHP recursive DALF’s coefficients to be zero. This leads to considerable savings in computational burden for implementation. To ensure the stability of a designed 2-D SHP recursive DC digital lattice filter, some necessary constraints on the phase of the 2-D SHP recursive DALF during the design process are presented. Design of a 2-D diamond-shape decimation/interpolation filter is presented for illustration and comparison.Keywords: all-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, sampling rate conversion
Procedia PDF Downloads 4351010 Installing Cloud Computing Model for E-Businesses in Small Organizations
Authors: Khader Titi
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Information technology developments have changed the way how businesses are working. Organizations are required to become visible online and stay connected to take advantages of costs reduction and improved operation of existing resources. The approval and the application areas of the cloud computing has significantly increased since it was presented by Google in 2007. Internet Cloud computing has attracted the IT enterprise attention especially the e-business enterprise. At this time, there is a great issue of environmental costs during the enterprises apply the e- business, but with the coming of cloud computing, most of the problem will be solved. Organizations around the world are facing with the continued budget challenges and increasing in the size of their computational data so, they need to find a way to deliver their services to clients as economically as possible without negotiating the achievement of anticipated outcomes. E- business companies need to provide better services to satisfy their clients. In this research, the researcher proposed a paradigm that use and deploy cloud computing technology environment to be used for e-business in small enterprises. Cloud computing might be a suitable model for implementing e-business and e-commerce architecture to improve efficiency and user satisfaction.Keywords: E-commerce, cloud computing, B2C, SaaS
Procedia PDF Downloads 316