Search results for: stock movement prediction

Authors: O. Ualibek, C. Spitas, V. Inglezakis, G. Itskos

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This study presents simulations of an aluminium melt containing an initially non-dispersed fly ash nanoparticle phase. Mixing is affected predominantly by means of forced extensional flow via either straight or slanted orifices. The sensitivity to various process parameters is determined. The simulated process is used for the production of cast fly ash-aluminium nanocomposites. The possibilities for rod and plate stock grading in the context of a continuous casting process implementation are discussed.

Keywords: metal matrix composites, fly ash nanoparticles, aluminium 2024, agglomeration

Procedia PDF Downloads 199

Authors: Tahar Tayachi, Ahlam Alrehaili

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Purpose: The purpose of this paper is to investigate the relationship between the corporate board characteristics and the dividend policy among firms on the Saudi Stock Exchange. Design/Methodology/Approach: This paper uses a sample of 103 nonfinancial firms over a time period of 4 years from 2015 to 2018. To investigate how corporate governance mechanisms such as board independence, the board size, frequency of meetings, and free cash flow impact dividends, the study uses Logit and Tobit models. Findings: This paper finds that board size, board independence, and frequency of board meetings have no influence on a firm’s decision to pay dividends, while board size has a significantly positive impact on the levels of cash dividends paid to investors. This study also finds that the level of free cash flows has a positively significant influence on both the decision to pay dividends and the magnitude of dividend payouts. Research Limitations/Implications: This paper attempts to study the effectiveness of dividend policy among some firms on the Saudi Stock Exchange. Practical Implications: The findings reveal that board characteristics, which represent one of the crucial mechanisms of corporate governance, were found to be complementary to corporate laws and regulations imposed on the Saudi market in 2015. The findings also imply that capital market authorities should revise their corporate regulations and ensure that protection laws are adequate and strong enough to protect the interests of all shareholders. Originality/Value: This paper is among the few studies focusing on dividend policy in Saudi Arabia. Finally, these findings suggest that the improvements in corporate laws in Saudi Arabia led to such an outcome, and it has become prevalent in dividend policy decisions and behaviors of Saudi firms.

Keywords: agency theory, Tobit, corporate governance, dividend payout, Logit

Procedia PDF Downloads 204

Authors: Nizar Abu-Jaber

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Late Pleistocene and Holocene carbonate crusts in the south of Jordan were studied using a combination of field documentation, petrography, geochemical and isotopic techniques. These surficial crusts and vein deposits appear to have formed as a result of interaction between near-surface groundwater, surficial soil and sediments and rising carbon dioxide. Rising mantle CO2 dissolves in the water to create carbonic acid, which in turn dissolves the calcite in the soil in the sediments. When the pH rises later due to degassing, the carbonate crusts are left in the places where the water was flowing in veins, channels and interfaces between high and low permeability materials. The crusts have the potential for being important records of natural and human agencies on the landscape of the area. They reflect the isotopic composition of the waters in which they precipitated in, and also contain isotopic information about the aeolian calcium fluxes affecting the area (using strontium isotopes). Moreover, changing stream valley base levels can be identified and measured, which can help quantify the rates of tectonic movement. Finally, human activities such and channel construction and terrace building can be identified and traced temporally and spatially using these deposits.

Keywords: anthropogenic change, carbonate crusts, environmental change, Jordan

Procedia PDF Downloads 279

Authors: Mark Joseph Quinto, Roan Beronilla, Guiller Damian, Eliza Camaso, Ronaldo Alberto

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Forest inventories are essential to assess the composition, structure and distribution of forest vegetation that can be used as baseline information for management decisions. Classical forest inventory is labor intensive and time-consuming and sometimes even dangerous. The use of Light Detection and Ranging (LiDAR) in forest inventory would improve and overcome these restrictions. This study was conducted to determine the possibility of using LiDAR derived data in extracting high accuracy forest biophysical parameters and as a non-destructive method for forest status analysis of San Manual, Pangasinan. Forest resources extraction was carried out using LAS tools, GIS, Envi and .bat scripts with the available LiDAR data. The process includes the generation of derivatives such as Digital Terrain Model (DTM), Canopy Height Model (CHM) and Canopy Cover Model (CCM) in .bat scripts followed by the generation of 17 composite bands to be used in the extraction of forest classification covers using ENVI 4.8 and GIS software. The Diameter in Breast Height (DBH), Above Ground Biomass (AGB) and Carbon Stock (CS) were estimated for each classified forest cover and Tree Count Extraction was carried out using GIS. Subsequently, field validation was conducted for accuracy assessment. Results showed that the forest of San Manuel has 73% Forest Cover, which is relatively much higher as compared to the 10% canopy cover requirement. On the extracted canopy height, 80% of the tree’s height ranges from 12 m to 17 m. CS of the three forest covers based on the AGB were: 20819.59 kg/20x20 m for closed broadleaf, 8609.82 kg/20x20 m for broadleaf plantation and 15545.57 kg/20x20m for open broadleaf. Average tree counts for the tree forest plantation was 413 trees/ha. As such, the forest of San Manuel has high percent forest cover and high CS.

Keywords: carbon stock, forest inventory, LiDAR, tree count

Procedia PDF Downloads 389

Authors: Moustafa Osman

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Modeling of air pollutants from the accidental release is performed for quantifying the impact of industrial facilities into the ambient air. The mathematical methods are requiring for the prediction of the accidental scenario in probability of failure-safe mode and analysis consequences to quantify the environmental damage upon human health. The initial statement of mitigation plan is supporting implementation during production and maintenance periods. In a number of mathematical methods, the flow rate at which gaseous and liquid pollutants might be accidentally released is determined from various types in term of point, line and area sources. These emissions are integrated meteorological conditions in simplified stability parameters to compare dispersion coefficients from non-continuous air pollution plumes. The differences are reflected in concentrations levels and greenhouse effect to transport the parcel load in both urban and rural areas. This research reveals that the elevation effect nearby buildings with other structure is higher 5 times more than open terrains. These results are agreed with Sutton suggestion for dispersion coefficients in different stability classes.

Keywords: air pollutants, dispersion modeling, GIS, health effect, urban planning

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Authors: Sanja Pfeifer, Nataša Šarlija, Marina Jeger, Ana Bilandžić

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The purpose of this study is to explore the different facets of growth among micro, small and medium-sized firms in Croatia and to analyze the differences between models designed for all micro, small and medium-sized firms and those in creative industries. Three growth prediction models were designed and tested using the growth of sales, employment and assets of the company as dependent variables. The key drivers of sales growth are: prudent use of cash, industry affiliation and higher share of intangible assets. Growth of assets depends on retained profits, internal and external sources of financing, as well as industry affiliation. Growth in employment is closely related to sources of financing, in particular, debt and it occurs less frequently than growth in sales and assets. The findings confirm the assumption that growth strategies of small and medium-sized enterprises (SMEs) in creative industries have specific differences in comparison to SMEs in general. Interestingly, only 2.2% of growing enterprises achieve growth in employment, assets and sales simultaneously.

Keywords: creative industries, growth prediction model, growth determinants, growth measures

Procedia PDF Downloads 332

Authors: Babak Bahri, Fatemeh Yassaee Meybodi, Changiz Eslahchi

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In the pursuit of effective cancer therapies, the exploration of combinatorial drug regimens is crucial to leverage synergistic interactions between drugs, thereby improving treatment efficacy and overcoming drug resistance. However, identifying synergistic drug pairs poses challenges due to the vast combinatorial space and limitations of experimental approaches. This study introduces ClusterSyn, a machine learning (ML)-powered framework for classifying anti-cancer drug synergy scores. ClusterSyn employs a two-step approach involving drug clustering and synergy score prediction using a fully connected deep neural network. For each cell line in the training dataset, a drug graph is constructed, with nodes representing drugs and edge weights denoting synergy scores between drug pairs. Drugs are clustered using the Markov clustering (MCL) algorithm, and vectors representing the similarity of drug pairs to each cluster are input into the deep neural network for synergy score prediction (synergy or antagonism). Clustering results demonstrate effective grouping of drugs based on synergy scores, aligning similar synergy profiles. Subsequently, neural network predictions and synergy scores of the two drugs on others within their clusters are used to predict the synergy score of the considered drug pair. This approach facilitates comparative analysis with clustering and regression-based methods, revealing the superior performance of ClusterSyn over state-of-the-art methods like DeepSynergy and DeepDDS on diverse datasets such as Oniel and Almanac. The results highlight the remarkable potential of ClusterSyn as a versatile tool for predicting anti-cancer drug synergy scores.

Keywords: drug synergy, clustering, prediction, machine learning., deep learning

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Authors: Ondrej Lufinka, Jan Kaderabek, Juraj Prstek, Jiri Skala, Kamil Kosturik

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This paper deals with the problem of using Autonomous Robotic Platforms (ARP) for the ADAS (Advanced Driver Assistance Systems) testing in automotive. There are different possibilities of the testing already in development, and lately, the autonomous robotic platforms are beginning to be used more and more widely. Autonomous Robotic Platform discussed in this paper explores the hardware and software design possibilities related to the field of embedded systems. The paper focuses on its chapters on the introduction of the problem in general; then, it describes the proposed prototype concept and its principles from the embedded HW and SW point of view. It talks about the key features that can be used for the innovation of these platforms (e.g., modularity, omnidirectional movement, common and non-traditional sensors used for localization, synchronization of more platforms and cars together, or safety mechanisms). In the end, the future possible development of the project is discussed as well.

Keywords: advanced driver assistance systems, ADAS, autonomous robotic platform, embedded systems, hardware, localization, modularity, multiple robots synchronization, omnidirectional movement, safety mechanisms, software

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Authors: Vivek Krishna, Nikhil Jain, A. Mary Posonia A., Albert Mayan J

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Terrorism and insurgency are significant global issues that require constant attention and effort from governments and scientists worldwide. To combat these threats, nations invest billions of dollars in developing new defensive technologies to protect civilians. Breakthroughs in vehicle automation have led to the use of sophisticated machines for many dangerous and critical anti-terrorist activities. Our concept of an "Unmanned Ground Vehicle" can carry out tasks such as border security, surveillance, mine detection, and active combat independently or in tandem with human control. The robot's movement can be wirelessly controlled by a person in a distant location or can travel to a pre-programmed destination autonomously in situations where personal control is not feasible. Our defence system comprises two units: the control unit that regulates mobility and the motion tracking unit. The remote operator robot uses the camera's live visual feed to manually operate both units, and the rover can automatically detect movement. The rover is operated by manpower who controls it using a joystick or mouse, and a wireless modem enables a soldier in a combat zone to control the rover via an additional controller feature.

Keywords: robotics, computer vision, Machine learning, Artificial intelligence, future of AI

Procedia PDF Downloads 125

Authors: Kyung-Jin You, Kiwon Rhee, Marc H. Schieber, Nitish V. Thakor, Hyun-Chool Shin

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It remains unknown whether M1 neurons encode multi-finger movements independently or as a certain neural network of single finger movements although multi-finger movements are physically a combination of single finger movements. We present an evidence of correlation between single and multi-finger movements and also attempt a challenging task of semi-blind decoding of neural data with minimum training of the neural decoder. Data were collected from 115 task-related neurons in M1 of a trained rhesus monkey performing flexion and extension of each finger and the wrist (12 single and 6 two-finger-movements). By exploiting correlation of temporal firing pattern between movements, we found that correlation coefficient for physically related movements pairs is greater than others; neurons tuned to single finger movements increased their firing rate when multi-finger commands were instructed. According to this knowledge, neural semi-blind decoding is done by choosing the greatest and the second greatest likelihood for canonical candidates. We achieved a decoding accuracy about 60% for multiple finger movement without corresponding training data set. this results suggest that only with the neural activities on single finger movements can be exploited to control dexterous multi-fingered neuroprosthetics.

Keywords: finger movement, neural activity, blind decoding, M1

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Authors: Deepika Christopher, Garima Anand

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To determine the best model for churn prediction in the telecom industry, this paper compares 11 machine learning algorithms, namely Logistic Regression, Support Vector Machine, Random Forest, Decision Tree, XGBoost, LightGBM, Cat Boost, AdaBoost, Extra Trees, Deep Neural Network, and Hybrid Model (MLPClassifier). It also aims to pinpoint the top three factors that lead to customer churn and conducts customer segmentation to identify vulnerable groups. According to the data, the Logistic Regression model performs the best, with an F1 score of 0.6215, 81.76% accuracy, 68.95% precision, and 56.57% recall. The top three attributes that cause churn are found to be tenure, Internet Service Fiber optic, and Internet Service DSL; conversely, the top three models in this article that perform the best are Logistic Regression, Deep Neural Network, and AdaBoost. The K means algorithm is applied to establish and analyze four different customer clusters. This study has effectively identified customers that are at risk of churn and may be utilized to develop and execute strategies that lower customer attrition.

Keywords: attrition, retention, predictive modeling, customer segmentation, telecommunications

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Authors: Housein Deli, Loui Al-Shrouf, Hammoud Al Joumaa, Mohieddine Jelali

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When forming metallic materials, fluctuations in material properties, process conditions, and wear lead to deviations in the component geometry. Several hundred features sometimes need to be measured, especially in the case of functional and safety-relevant components. These can only be measured offline due to the large number of features and the accuracy requirements. The risk of producing components outside the tolerances is minimized but not eliminated by the statistical evaluation of process capability and control measurements. The inspection intervals are based on the acceptable risk and are at the expense of productivity but remain reactive and, in some cases, considerably delayed. Due to the considerable progress made in the field of condition monitoring and measurement technology, permanently installed sensor systems in combination with machine learning and artificial intelligence, in particular, offer the potential to independently derive forecasts for component geometry and thus eliminate the risk of defective products - actively and preventively. The reliability of forecasts depends on the quality, completeness, and timeliness of the data. Measuring all geometric characteristics is neither sensible nor technically possible. This paper, therefore, uses the example of car seat rail production to discuss the necessary first step of feature selection and reduction by correlation analysis, as otherwise, it would not be possible to forecast components in real-time and inline. Four different car seat rails with an average of 130 features were selected and measured using a coordinate measuring machine (CMM). The run of such measuring programs alone takes up to 20 minutes. In practice, this results in the risk of faulty production of at least 2000 components that have to be sorted or scrapped if the measurement results are negative. Over a period of 2 months, all measurement data (> 200 measurements/ variant) was collected and evaluated using correlation analysis. As part of this study, the number of characteristics to be measured for all 6 car seat rail variants was reduced by over 80%. Specifically, direct correlations for almost 100 characteristics were proven for an average of 125 characteristics for 4 different products. A further 10 features correlate via indirect relationships so that the number of features required for a prediction could be reduced to less than 20. A correlation factor >0.8 was assumed for all correlations.

Keywords: long-term SHM, condition monitoring, machine learning, correlation analysis, component prediction, wear prediction, regressions analysis

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Authors: Xia Chen, Yulan Wang

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purpose: To compare the accuracy of Haigis, SRK/T, T2, Holladay 1, Hoffer Q, Barrett Universal II, Emmetropia Verifying Optical (EVO) and Kane for intraocular lens power calculation in patients with axial length (AL) ≥ 28 mm. Methods: In this retrospective single-center study, 50 eyes of 41 patients with AL ≥ 28 mm that underwent uneventful cataract surgery were enrolled. The actual postoperative refractive results were compared to the predicted refraction calculated with different formulas (Haigis, SRK/T, T2, Holladay 1, Hoffer Q, Barrett Universal II, EVO and Kane). The mean absolute prediction errors (MAE) 1 month postoperatively were compared. Results: The MAE of different formulas were as follows: Haigis (0.509), SRK/T (0.705), T2 (0.999), Holladay 1 (0.714), Hoffer Q (0.583), Barrett Universal II (0.552), EVO (0.463) and Kane (0.441). No significant difference was found among the different formulas (P = .122). The Kane and EVO formulas achieved the lowest level of mean prediction error (PE) and median absolute error (MedAE) (p < 0.05). Conclusion: The Kane and EVO formulas had a better success rate than others in predicting IOL power in high myopic eyes with AL longer than 28 mm in this study.

Keywords: cataract, power calculation formulas, intraocular lens, long axial length

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Authors: Fernando Augusto Ullmann Tobe, Moacyr Amaral Domingues, Figueiredo, Stephany Rie Yamamoto Gushiken

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The purpose of this paper is to present the process of elaborating the layout of an assembly line of a welding industry using the principles of lean manufacturing as the main driver. The objective of this paper is relevant since the current layout of the assembly line causes non-productive times for operators, being related to the lean waste of unnecessary movements. The methodology used for the project development was Project-based Learning (PBL), which is an active way of learning focused on real problems. The process of selecting the methodology for layout planning was developed considering three criteria to evaluate the most relevant one for this paper's goal. As a result of this evaluation, Systematic Layout Planning was selected, and three steps were added to it – Value Stream Mapping for the current situation and after layout changed and the definition of lean tools and layout type. This inclusion was to consider lean manufacturing in the layout redesign of the industry. The layout change resulted in an increase in the value-adding time of operations carried out in the sector, reduction in movement times between previous and final assemblies, and in cost savings regarding the man-hour value of the employees, which can be invested in productive hours instead of movement times.

Keywords: assembly line, layout, lean manufacturing, systematic layout planning

Procedia PDF Downloads 226

Authors: F. A. Thomas, M. Schrafl-Altermatt, R. Treier, S. Kaufmann

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Stroke is the main cause of adult disability. Especially upper limb function is affected in most patients. Recently, cooperative hand movements have been shown to be a promising type of upper limb training in stroke rehabilitation. In these movements, which are frequently found in activities of daily living (e.g. opening a bottle, winding up a blind), the force of one upper limb has to be equally counteracted by the other limb to successfully accomplish a task. The use of standardized and reliable clinical assessments is essential to evaluate the efficacy of therapy and the functional outcome of a patient. Many assessments for upper limb function or impairment are available. However, the evaluation of cooperative hand movement tasks are rarely included in those. Thus, the aim of this study was (i) to develop a novel clinical assessment (CASA - Cooperative Activity Stroke Assessment) for the evaluation of patients’ capacity to perform cooperative hand movements and (ii) to test its inter- and interrater reliability. Furthermore, CASA scores were compared to current gold standard assessments for upper extremity in stroke patients (i.e. Fugl-Meyer Assessment, Box & Blocks Test). The CASA consists of five cooperative activities of daily living including (1) opening a jar, (2) opening a bottle, (3) open and closing of a zip, (4) unscrew a nut and (5) opening a clipbox. Here, the goal is to accomplish the tasks as fast as possible. In addition to the quantitative rating (i.e. time) which is converted to a 7-point scale, also the quality of the movement is rated in a 4-point scale. To test the reliability of CASA, fifteen stroke subjects were tested within a week twice by the same two raters. Intra-and interrater reliability was calculated using the intraclass correlation coefficient (ICC) for total CASA score and single items. Furthermore, Pearson-correlation was used to compare the CASA scores to the scores of Fugl-Meyer upper limb assessment and the box and blocks test, which were assessed in every patient additionally to the CASA. ICC scores of the total CASA score indicated an excellent- and single items established a good to excellent inter- and interrater reliability. Furthermore, the CASA score was significantly correlated to the Fugl-Meyer and Box & Blocks score. The CASA provides a reliable assessment for cooperative hand movements which are crucial for many activities of daily living. Due to its non-costly setup, easy and fast implementation, we suggest it to be well suitable for clinical application. In conclusion, the CASA is a useful tool in assessing the functional status and therapy related recovery in cooperative hand movement capacity in stroke patients.

Keywords: activitites of daily living, clinical assessment, cooperative hand movements, reliability, stroke

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Authors: Sifan Guo, Xuesen Zheng

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Visitors as the vital research group have been mentioned in high frequency in the field of museum studies. With the rise of the New Museology Movement, new challenges in the museum appeared, ranging from how to eliminate the cliché class prejudices in museums to how to make visitor-oriented museums more welcome. In line with this new situation, to create a successful visiting experience is the focus of museums in today. National museums as tourist attractions always attract flooded attention, however the local museums may have the different situations. The residents could be one of the main visitors to the local museums how to attract them returned should be considered here. There are various people with different cultural, education and religion backgrounds, it is necessary to keep the balance of the education and entertainment to reach visitors’ expectations. Regarding these questions, a mixed methods research approach has been adopted: observations, tracking and questionnaires. Based on analysing some museums’ cases in the UK, it can be argued that: 1) Audiences’ accessibility support their options and judgments during the visiting. 2) Highly inclusive architecture and narrative expressions could encourage the visitors to proceed deeply understanding and alleviate conflicts. In addition, the main characteristics of the local museums and the interlinks between museums and urban renaissance will be clarified. The conclusion informs not only practical suggestions for reachable characteristic design, but also potential future research subjects.

Keywords: accessibility, challenging visitors, new museology movement, visiting experience

Procedia PDF Downloads 116

Authors: Y. Khulief, S. Bashmal, S. Said, D. Al-Otaibi, K. Mansour

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The prediction of flow rates at which the vibration-induced instability takes place in tubular heat exchangers due to cross-flow is of major importance to the performance and service life of such equipment. In this paper, the semi-analytical model for square tube arrays was extended and utilized to study the triangular tube patterns. A laboratory test rig with instrumented test section is used to measure the fluidelastic coefficients to be used for tuning the mathematical model. The test section can be made of any bundle pattern. In this study, two test sections were constructed for both the normal triangular and the rotated triangular tube arrays. The developed scheme is utilized in predicting the onset of flow-induced instability in the two triangular tube arrays. The results are compared to those obtained for two other bundle configurations. The results of the four different tube patterns are viewed in the light of TEMA predictions. The comparison demonstrated that TEMA guidelines are more conservative in all configurations considered

Keywords: fluid-structure interaction, cross-flow, heat exchangers,

Procedia PDF Downloads 277

Authors: Jinshou Shi, Xiaozhou Zhou, Yingwei Zhou, Tuoyang Zhou, Ning Li, Chi Zhang, Zhanshuo Zhang, Ziang Chen

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In order to select the optimal interaction method for common computer click tasks, the click experiment test adopts the ISO 9241-9 task paradigm, using four common operations: mouse, trackball, touch, and eye control under visual feedback, auditory feedback, and no feedback. Through data analysis of various parameters of movement time, throughput, and accuracy, it is found that the movement time of touch-control is the shortest, the operation accuracy and throughput are higher than others, and the overall operation performance is the best. In addition, the motion time of the click operation with auditory feedback is significantly lower than the other two feedback methods in each operation mode experiment. In terms of the size of the click target, it is found that when the target is too small (less than 14px), the click performance of all aspects is reduced, so it is proposed that the design of the interface button should not be less than 28px. In this article, we discussed in detail the advantages and disadvantages of the operation and feedback methods, and the results of the discussion of the click operation can be applied to the design of the buttons in the interactive interface.

Keywords: cursor control performance, feedback, human computer interaction, throughput

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Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi

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Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km², and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.

Keywords: watershed simulation, WetSpa, stream flow, flood prediction

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Authors: Alina Fedossova, Jose Jorge Sierra Molina

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SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.

Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution

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Authors: K. K. A. Bakhti, D. Mottet, J. Froger, I. Laffont

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Background: After a cerebrovascular accident (or stroke), many patients use excessive trunk movements to move their paretic hand towards a target (while the elbow is maintained flexed) even though they can use the upper-limb when the trunk is restrained. This phenomenon is labelled learned non-use and is known to be detrimental to neuroplasticity and recovery. Objective: The aim of this study is to quantify learned non-use of the paretic upper limb during a hand reaching task using 3D movement analysis. Methods: Thirty-four participants post supratentorial stroke were asked to reach a cone placed in front of them at 80% of their arm length. The reaching movement was repeated 5 times with the paretic hand, and then 5 times with the less-impaired hand. This sequence was first performed with the trunk free, then with the trunk restrained. Learned non-use of the upper-limb (LNUUL) was obtained from the difference of the amount of trunk compensation between the free trunk condition and the restrained trunk condition. Results: LNUUL was significantly higher for the paretic hand, with individual values ranging from 1% to 43%, and one-half of the patients with an LNUUL higher than 15%. Conclusions: Quantification of LNUUL can be used to objectively diagnose patients who need trunk rehabilitation. It can be also used for monitoring the rehabilitation progress. Quantification of LNUUL may guide upper-limb rehabilitation towards more optimal motor recovery avoiding maladaptive trunk compensation and its consequences on neuroplasticity.

Keywords: learned non-use, rehabilitation, stroke, upper limb

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Authors: Firas M. Tuaimah, Huda M. Abdul Abbas

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Accurate Short Term Load Forecasting (STLF) is essential for a variety of decision making processes. However, forecasting accuracy can drop due to the presence of uncertainty in the operation of energy systems or unexpected behavior of exogenous variables. Interval Type 2 Fuzzy Logic System (IT2 FLS), with additional degrees of freedom, gives an excellent tool for handling uncertainties and it improved the prediction accuracy. The training data used in this study covers the period from January 1, 2012 to February 1, 2012 for winter season and the period from July 1, 2012 to August 1, 2012 for summer season. The actual load forecasting period starts from January 22, till 28, 2012 for winter model and from July 22 till 28, 2012 for summer model. The real data for Iraqi power system which belongs to the Ministry of Electricity.

Keywords: short term load forecasting, prediction interval, type 2 fuzzy logic systems, electric, computer systems engineering

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Authors: Nolvi Francisco Baggio Filho, Roniele Belusso

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Many industrial processes require a precise linear motion. Usually, this movement is achieved with the use of rotary motors combined with electrical control systems and mechanical systems such as gears, pulleys and bearings. Other types of devices are based on linear motors, where the linear motion is obtained directly. The Linear Stepper Motor (MLP) is an excellent solution for industrial applications that require precise positioning and high speed. This study presents an MLP formed by a linear structure and static ferromagnetic material, and a mover structure in which three coils are mounted. Mechanical suspension systems allow a linear movement between static and mover parts, maintaining a constant air gap. The operating principle is based on the tendency of alignment of magnetic flux through the path of least reluctance. The force proportional to the intensity of the electric current and the speed proportional to the frequency of the excitation coils. The study of this device is still based on the use of a numerical and experimental analysis to verify the relationship among electric current applied and planar force developed. In addition, the magnetic field in the air gap region is also monitored.

Keywords: linear stepper motor, planar traction force, reluctance magnetic, industry applications

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Authors: Reza Zakerinejad

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Gully erosion is a serious problem that threading the sustainability of agricultural area and rangeland and water in a large part of Iran. This type of water erosion is the main source of sedimentation in many catchment areas in the north of Iran. Since in many national assessment approaches just qualitative models were applied the aim of this study is to predict the spatial distribution of gully erosion processes by means of detail terrain analysis and GIS -based logistic regression in the loess deposition in a case study in the Golestan Province. This study the DEM with 25 meter result ion from ASTER data has been used. The Landsat ETM data have been used to mapping of land use. The TreeNet model as a stochastic modeling was applied to prediction the susceptible area for gully erosion. In this model ROC we have set 20 % of data as learning and 20 % as learning data. Therefore, applying the GIS and satellite image analysis techniques has been used to derive the input information for these stochastic models. The result of this study showed a high accurate map of potential for gully erosion.

Keywords: TreeNet model, terrain analysis, Golestan Province, Iran

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Authors: Lidija R. Jevrić, Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević

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The present study deals with the selection of the most suitable quantitative structure-retention relationship (QSRR) models which should be used in prediction of the retention behavior of basic, neutral, acidic and phenolic pesticides which belong to different classes: fungicides, herbicides, metabolites, insecticides and plant growth regulators. Sum of ranking differences (SRD) approach can give a different point of view on selection of the most consistent QSRR model. SRD approach can be applied not only for ranking of the QSRR models, but also for detection of similarity or dissimilarity among them. Applying the SRD analysis, the most similar models can be found easily. In this study, selection of the best model was carried out on the basis of the reference ranking (“golden standard”) which was defined as the row average values of logarithm of retention time (logtr) defined by high performance liquid chromatography (HPLC). Also, SRD analysis based on experimental logtr values as reference ranking revealed similar grouping of the established QSRR models already obtained by hierarchical cluster analysis (HCA).

Keywords: chemometrics, chromatography, pesticides, sum of ranking differences

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Authors: Jayron Sanchez, Analyn Yumang, Felicito Caluyo

Abstract:

The visually impaired individual may use a cane, guide dog or ask for assistance from a person. This study implemented the RFID technology which consists of a low-cost RFID reader and passive RFID tag cards. The passive RFID tag cards served as checkpoints for the visually impaired. The visually impaired was guided through audio output from the system while traversing the path. The study implemented an ultrasonic sensor in detecting static obstacles. The system generated an alternate path based on A* algorithm to avoid the obstacles. Alternate paths were also generated in case the visually impaired traversed outside the intended path to the destination. A* algorithm generated the shortest path to the destination by calculating the total cost of movement. The algorithm then selected the smallest movement cost as a successor to the current tag card. Several trials were conducted to determine the effect of obstacles in the time traversal of the visually impaired. A dependent sample t-test was applied for the statistical analysis of the study. Based on the analysis, the obstacles along the path generated delays while requesting for the alternate path because of the delay in transmission from the laptop to the device via ZigBee modules.

Keywords: A* algorithm, RFID technology, ultrasonic sensor, ZigBee module

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Authors: Ana Vieira, Fernando Lau, João Pedro Mortágua, Luís Cruz, Rui Santos

Abstract:

The air transport impact on environment is more than ever a limitative obstacle to the aeronautical industry continuous growth. Over the last decades, considerable effort has been carried out in order to obtain quieter aircraft solutions, whether by changing the original design or investigating more silent maneuvers. The noise propagated by rotating surfaces is one of the most important sources of annoyance, being present in most aerial vehicles. Bearing this is mind, CEIIA developed a new computational chain for noise prediction with in-house software tools to obtain solutions in relatively short time without using excessive computer resources. This work is based on the new acoustic tool, which aims to predict the rotor noise generated during steady and maneuvering flight, making use of the flexibility of the C language and the advantages of GPU programming in terms of velocity. The acoustic tool is based in the Formulation 1A of Farassat, capable of predicting two important types of noise: the loading and thickness noise. The present work describes the most important features of the acoustic tool, presenting its most relevant results and framework analyses for helicopters and UAV quadrotors.

Keywords: rotor noise, acoustic tool, GPU Programming, UAV noise

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Authors: Emel Kızılkaya Aydogan, Mihrimah Ozmen, Yılmaz Delice

Abstract:

In recent days, there is a change and the ongoing development of the telecommunications sector in the global market. In this sector, churn analysis techniques are commonly used for analysing why some customers terminate their service subscriptions prematurely. In addition, customer churn is utmost significant in this sector since it causes to important business loss. Many companies make various researches in order to prevent losses while increasing customer loyalty. Although a large quantity of accumulated data is available in this sector, their usefulness is limited by data quality and relevance. In this paper, a cost-sensitive feature selection framework is developed aiming to obtain the feature reducts to predict customer churn. The framework is a cost based optional pre-processing stage to remove redundant features for churn management. In addition, this cost-based feature selection algorithm is applied in a telecommunication company in Turkey and the results obtained with this algorithm.

Keywords: churn prediction, data mining, decision-theoretic rough set, feature selection

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Authors: Ghazwan Al-Haji, Adeyemi Adedokun

Abstract:

Traffic safety at intersections is highly represented, given the fact that accidents occur randomly in time and space. It is necessary to judge whether the intersection is dangerous or not based on short-term observations, and not waiting for many years of assessing historical accident data. There are active and pro-active road infrastructure safety methods for assessing safety at intersections. This study aims to investigate the use of quantitative and qualitative pre-observational methods as the best practice for accident prediction, future black spot identification, and treatment. Historical accident data from STRADA (the Swedish Traffic Accident Data Acquisition) was used within Norrkoping city in Sweden. The ADT (Average Daily Traffic), capacity and speed were used to predict accident rates. Locations with the highest accident records and predicted accident counts were identified and hence audited qualitatively by using Street Audit. The results from these quantitative and qualitative methods were analyzed, validated and compared. The paper provides recommendations on the used methods as well as on how to reduce the accident occurrence at the chosen intersections.

Keywords: intersections, traffic conflict, traffic safety, street audit, accidents predictions

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Authors: Gabriele Borg, Alexei Debono, Charlie Abela

Abstract:

There on a constant rise in the availability of high volumes of data gathered from multiple sources, resulting in an abundance of unprocessed information that can be used to monitor patterns and trends in user behaviour. Similarly, year after year, Malta is also constantly experiencing ongoing population growth and an increase in mobilization demand. This research takes advantage of data which is continuously being sourced and converting it into useful information related to the traffic problem on the Maltese roads. The scope of this paper is to provide a methodology to create a custom dataset (MalTra - Malta Traffic) compiled from multiple participants from various locations across the island to identify the most common routes taken to expose the main areas of activity. This use of big data is seen being used in various technologies and is referred to as ITSs (Intelligent Transportation Systems), which has been concluded that there is significant potential in utilising such sources of data on a nationwide scale. Furthermore, a series of traffic prediction graph neural network models are conducted to compare MalTra to large-scale traffic datasets.

Keywords: graph neural networks, traffic management, big data, mobile data patterns

Procedia PDF Downloads 131