Search results for: model data
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 34736

Search results for: model data

33476 Recommender Systems Using Ensemble Techniques

Authors: Yeonjeong Lee, Kyoung-jae Kim, Youngtae Kim

Abstract:

This study proposes a novel recommender system that uses data mining and multi-model ensemble techniques to enhance the recommendation performance through reflecting the precise user’s preference. The proposed model consists of two steps. In the first step, this study uses logistic regression, decision trees, and artificial neural networks to predict customers who have high likelihood to purchase products in each product group. Then, this study combines the results of each predictor using the multi-model ensemble techniques such as bagging and bumping. In the second step, this study uses the market basket analysis to extract association rules for co-purchased products. Finally, the system selects customers who have high likelihood to purchase products in each product group and recommends proper products from same or different product groups to them through above two steps. We test the usability of the proposed system by using prototype and real-world transaction and profile data. In addition, we survey about user satisfaction for the recommended product list from the proposed system and the randomly selected product lists. The results also show that the proposed system may be useful in real-world online shopping store.

Keywords: product recommender system, ensemble technique, association rules, decision tree, artificial neural networks

Procedia PDF Downloads 279
33475 Predicting Oil Spills in Real-Time: A Machine Learning and AIS Data-Driven Approach

Authors: Tanmay Bisen, Aastha Shayla, Susham Biswas

Abstract:

Oil spills from tankers can cause significant harm to the environment and local communities, as well as have economic consequences. Early predictions of oil spills can help to minimize these impacts. Our proposed system uses machine learning and neural networks to predict potential oil spills by monitoring data from ship Automatic Identification Systems (AIS). The model analyzes ship movements, speeds, and changes in direction to identify patterns that deviate from the norm and could indicate a potential spill. Our approach not only identifies anomalies but also predicts spills before they occur, providing early detection and mitigation measures. This can prevent or minimize damage to the reputation of the company responsible and the country where the spill takes place. The model's performance on the MV Wakashio oil spill provides insight into its ability to detect and respond to real-world oil spills, highlighting areas for improvement and further research.

Keywords: Anomaly Detection, Oil Spill Prediction, Machine Learning, Image Processing, Graph Neural Network (GNN)

Procedia PDF Downloads 54
33474 Characterization and Correlation of Neurodegeneration and Biological Markers of Model Mice with Traumatic Brain Injury and Alzheimer's Disease

Authors: J. DeBoard, R. Dietrich, J. Hughes, K. Yurko, G. Harms

Abstract:

Alzheimer’s disease (AD) is a predominant type of dementia and is likely a major cause of neural network impairment. The pathogenesis of this neurodegenerative disorder has yet to be fully elucidated. There are currently no known cures for the disease, and the best hope is to be able to detect it early enough to impede its progress. Beyond age and genetics, another prevalent risk factor for AD might be traumatic brain injury (TBI), which has similar neurodegenerative hallmarks. Our research focuses on obtaining information and methods to be able to predict when neurodegenerative effects might occur at a clinical level by observation of events at a cellular and molecular level in model mice. First, we wish to introduce our evidence that brain damage can be observed via brain imaging prior to the noticeable loss of neuromuscular control in model mice of AD. We then show our evidence that some blood biomarkers might be able to be early predictors of AD in the same model mice. Thus, we were interested to see if we might be able to predict which mice might show long-term neurodegenerative effects due to differing degrees of TBI and what level of TBI causes further damage and earlier death to the AD model mice. Upon application of TBIs via an apparatus to effectively induce extremely mild to mild TBIs, wild-type (WT) mice and AD mouse models were tested for cognition, neuromuscular control, olfactory ability, blood biomarkers, and brain imaging. Experiments are currently still in process, and more results are therefore forthcoming. Preliminary data suggest that neuromotor control diminishes as well as olfactory function for both AD and WT mice after the administration of five consecutive mild TBIs. Also, seizure activity increases significantly for both AD and WT after the administration of the five TBI treatment. If future data supports these findings, important implications about the effect of TBI on those at risk for AD might be possible.

Keywords: Alzheimer's disease, blood biomarker, neurodegeneration, neuromuscular control, olfaction, traumatic brain injury

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33473 Solubility of Water in CO2 Mixtures at Pipeline Operation Conditions

Authors: Mohammad Ahmad, Sander Gersen, Erwin Wilbers

Abstract:

Carbon capture, transport and underground storage have become a major solution to reduce CO2 emissions from power plants and other large CO2 sources. A big part of this captured CO2 stream is transported at high pressure dense phase conditions and stored in offshore underground depleted oil and gas fields. CO2 is also transported in offshore pipelines to be used for enhanced oil and gas recovery. The captured CO2 stream with impurities may contain water that causes severe corrosion problems, flow assurance failure and might damage valves and instrumentations. Thus, free water formation should be strictly prevented. The purpose of this work is to study the solubility of water in pure CO2 and in CO2 mixtures under real pipeline pressure (90-150 bar) and temperature operation conditions (5-35°C). A set up was constructed to generate experimental data. The results show the solubility of water in CO2 mixtures increasing with the increase of the temperature or/and with the increase in pressure. A drop in water solubility in CO2 is observed in the presence of impurities. The data generated were then used to assess the capabilities of two mixture models: the GERG-2008 model and the EOS-CG model. By generating the solubility data, this study contributes to determine the maximum allowable water content in CO2 pipelines.

Keywords: carbon capture and storage, water solubility, equation of states, fluids engineering

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33472 Energy Efficient Assessment of Energy Internet Based on Data-Driven Fuzzy Integrated Cloud Evaluation Algorithm

Authors: Chuanbo Xu, Xinying Li, Gejirifu De, Yunna Wu

Abstract:

Energy Internet (EI) is a new form that deeply integrates the Internet and the entire energy process from production to consumption. The assessment of energy efficient performance is of vital importance for the long-term sustainable development of EI project. Although the newly proposed fuzzy integrated cloud evaluation algorithm considers the randomness of uncertainty, it relies too much on the experience and knowledge of experts. Fortunately, the enrichment of EI data has enabled the utilization of data-driven methods. Therefore, the main purpose of this work is to assess the energy efficient of park-level EI by using a combination of a data-driven method with the fuzzy integrated cloud evaluation algorithm. Firstly, the indicators for the energy efficient are identified through literature review. Secondly, the artificial neural network (ANN)-based data-driven method is employed to cluster the values of indicators. Thirdly, the energy efficient of EI project is calculated through the fuzzy integrated cloud evaluation algorithm. Finally, the applicability of the proposed method is demonstrated by a case study.

Keywords: energy efficient, energy internet, data-driven, fuzzy integrated evaluation, cloud model

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33471 Re-Constructing the Research Design: Dealing with Problems and Re-Establishing the Method in User-Centered Research

Authors: Kerem Rızvanoğlu, Serhat Güney, Emre Kızılkaya, Betül Aydoğan, Ayşegül Boyalı, Onurcan Güden

Abstract:

This study addresses the re-construction and implementation process of the methodological framework developed to evaluate how locative media applications accompany the urban experiences of international students coming to Istanbul with exchange programs in 2022. The research design was built on a three-stage model. The research team conducted a qualitative questionnaire in the first stage to gain exploratory data. These data were then used to form three persona groups representing the sample by applying cluster analysis. In the second phase, a semi-structured digital diary study was carried out on a gamified task list with a sample selected from the persona groups. This stage proved to be the most difficult to obtaining valid data from the participant group. The research team re-evaluated the design of this second phase to reach the participants who will perform the tasks given by the research team while sharing their momentary city experiences, to ensure the daily data flow for two weeks, and to increase the quality of the obtained data. The final stage, which follows to elaborate on the findings, is the “Walk & Talk,” which is completed with face-to-face and in-depth interviews. It has been seen that the multiple methods used in the research process contribute to the depth and data diversity of the research conducted in the context of urban experience and locative technologies. In addition, by adapting the research design to the experiences of the users included in the sample, the differences and similarities between the initial research design and the research applied are shown.

Keywords: digital diary study, gamification, multi-model research, persona analysis, research design for urban experience, user-centered research, “Walk & Talk”

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33470 Parameter Estimation for Contact Tracing in Graph-Based Models

Authors: Augustine Okolie, Johannes Müller, Mirjam Kretzchmar

Abstract:

We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is the basic reproduction number R0. The estimator is tested in a simulation study and applied to covid-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical covid-19 data, we are able to compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution meet the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency on the reproduction number.

Keywords: stochastic SIR model on graph, contact tracing, branching process, parameter inference

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33469 The Potential Threat of Cyberterrorism to the National Security: Theoretical Framework

Authors: Abdulrahman S. Alqahtani

Abstract:

The revolution of computing and networks could revolutionise terrorism in the same way that it has brought about changes in other aspects of life. The modern technological era has faced countries with a new set of security challenges. There are many states and potential adversaries who have the potential and capacity in cyberspace, which makes them able to carry out cyber-attacks in the future. Some of them are currently conducting surveillance, gathering and analysis of technical information, and mapping of networks and nodes and infrastructure of opponents, which may be exploited in future conflicts. This poster presents the results of the quantitative study (survey) to test the validity of the proposed theoretical framework for the cyber terrorist threats. This theoretical framework will help to in-depth understand these new digital terrorist threats. It may also be a practical guide for managers and technicians in critical infrastructure, to understand and assess the threats they face. It might also be the foundation for building a national strategy to counter cyberterrorism. In the beginning, it provides basic information about the data. To purify the data, reliability and exploratory factor analysis, as well as confirmatory factor analysis (CFA) were performed. Then, Structural Equation Modelling (SEM) was utilised to test the final model of the theory and to assess the overall goodness-of-fit between the proposed model and the collected data set.

Keywords: cyberterrorism, critical infrastructure, , national security, theoretical framework, terrorism

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33468 A New Study on Mathematical Modelling of COVID-19 with Caputo Fractional Derivative

Authors: Sadia Arshad

Abstract:

The new coronavirus disease or COVID-19 still poses an alarming situation around the world. Modeling based on the derivative of fractional order is relatively important to capture real-world problems and to analyze the realistic situation of the proposed model. Weproposed a mathematical model for the investigation of COVID-19 dynamics in a generalized fractional framework. The new model is formulated in the Caputo sense and employs a nonlinear time-varying transmission rate. The existence and uniqueness solutions of the fractional order derivative have been studied using the fixed-point theory. The associated dynamical behaviors are discussed in terms of equilibrium, stability, and basic reproduction number. For the purpose of numerical implementation, an effcient approximation scheme is also employed to solve the fractional COVID-19 model. Numerical simulations are reported for various fractional orders, and simulation results are compared with a real case of COVID-19 pandemic. According to the comparative results with real data, we find the best value of fractional orderand justify the use of the fractional concept in the mathematical modelling, for the new fractional modelsimulates the reality more accurately than the other classical frameworks.

Keywords: fractional calculus, modeling, stability, numerical solution

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33467 Growth of Algal Biomass in Laboratory and in Pilot-Scale Algal Photobioreactors in the Temperate Climate of Southern Ireland

Authors: Linda A. O’Higgins, Astrid Wingler, Jorge Oliveira

Abstract:

The growth of Chlorella vulgaris was characterized as a function of irradiance in a laboratory turbidostat (1 L) and compared to batch growth in sunlit modules (5–25 L) of the commercial Phytobag photobioreactor. The effects of variable sunlight and culture density were deconvoluted by a mathematical model. The analysis showed that algal growth was light-limited due to shading by external construction elements and due to light attenuation within the algal bags. The model was also used to predict maximum biomass productivity. The manipulative experiments and the model predictions were confronted with data from a production season of a 10m2 pilot-scale photobioreactor, Phytobag (10,000 L). The analysis confirmed light limitation in all three photobioreactors. An additional limitation of biomass productivity was caused by the nitrogen starvation that was used to induce lipid accumulation. Reduction of shading and separation of biomass and lipid production are proposed for future optimization.

Keywords: microalgae, batch cultivation, Chlorella vulgaris, Mathematical model, photobioreactor, scale-up

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33466 Developing a DNN Model for the Production of Biogas From a Hybrid BO-TPE System in an Anaerobic Wastewater Treatment Plant

Authors: Hadjer Sadoune, Liza Lamini, Scherazade Krim, Amel Djouadi, Rachida Rihani

Abstract:

Deep neural networks are highly regarded for their accuracy in predicting intricate fermentation processes. Their ability to learn from a large amount of datasets through artificial intelligence makes them particularly effective models. The primary obstacle in improving the performance of these models is to carefully choose the suitable hyperparameters, including the neural network architecture (number of hidden layers and hidden units), activation function, optimizer, learning rate, and other relevant factors. This study predicts biogas production from real wastewater treatment plant data using a sophisticated approach: hybrid Bayesian optimization with a tree-structured Parzen estimator (BO-TPE) for an optimised deep neural network (DNN) model. The plant utilizes an Upflow Anaerobic Sludge Blanket (UASB) digester that treats industrial wastewater from soft drinks and breweries. The digester has a working volume of 1574 m3 and a total volume of 1914 m3. Its internal diameter and height were 19 and 7.14 m, respectively. The data preprocessing was conducted with meticulous attention to preserving data quality while avoiding data reduction. Three normalization techniques were applied to the pre-processed data (MinMaxScaler, RobustScaler and StandardScaler) and compared with the Non-Normalized data. The RobustScaler approach has strong predictive ability for estimating the volume of biogas produced. The highest predicted biogas volume was 2236.105 Nm³/d, with coefficient of determination (R2), mean absolute error (MAE), and root mean square error (RMSE) values of 0.712, 164.610, and 223.429, respectively.

Keywords: anaerobic digestion, biogas production, deep neural network, hybrid bo-tpe, hyperparameters tuning

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33465 MIMIC: A Multi Input Micro-Influencers Classifier

Authors: Simone Leonardi, Luca Ardito

Abstract:

Micro-influencers are effective elements in the marketing strategies of companies and institutions because of their capability to create an hyper-engaged audience around a specific topic of interest. In recent years, many scientific approaches and commercial tools have handled the task of detecting this type of social media users. These strategies adopt solutions ranging from rule based machine learning models to deep neural networks and graph analysis on text, images, and account information. This work compares the existing solutions and proposes an ensemble method to generalize them with different input data and social media platforms. The deployed solution combines deep learning models on unstructured data with statistical machine learning models on structured data. We retrieve both social media accounts information and multimedia posts on Twitter and Instagram. These data are mapped into feature vectors for an eXtreme Gradient Boosting (XGBoost) classifier. Sixty different topics have been analyzed to build a rule based gold standard dataset and to compare the performances of our approach against baseline classifiers. We prove the effectiveness of our work by comparing the accuracy, precision, recall, and f1 score of our model with different configurations and architectures. We obtained an accuracy of 0.91 with our best performing model.

Keywords: deep learning, gradient boosting, image processing, micro-influencers, NLP, social media

Procedia PDF Downloads 159
33464 A Regression Model for Residual-State Creep Failure

Authors: Deepak Raj Bhat, Ryuichi Yatabe

Abstract:

In this study, a residual-state creep failure model was developed based on the residual-state creep test results of clayey soils. To develop the proposed model, the regression analyses were done by using the R. The model results of the failure time (tf) and critical displacement (δc) were compared with experimental results and found in close agreements to each others. It is expected that the proposed regression model for residual-state creep failure will be more useful for the prediction of displacement of different clayey soils in the future.

Keywords: regression model, residual-state creep failure, displacement prediction, clayey soils

Procedia PDF Downloads 383
33463 Towards A New Maturity Model for Information System

Authors: Ossama Matrane

Abstract:

Information System has become a strategic lever for enterprises. It contributes effectively to align business processes on strategies of enterprises. It is regarded as an increase in productivity and effectiveness. So, many organizations are currently involved in implementing sustainable Information System. And, a large number of studies have been conducted the last decade in order to define the success factors of information system. Thus, many studies on maturity model have been carried out. Some of this study is referred to the maturity model of Information System. In this article, we report on development of maturity models specifically designed for information system. This model is built based on three components derived from Maturity Model for Information Security Management, OPM3 for Project Management Maturity Model and processes of COBIT for IT governance. Thus, our proposed model defines three maturity stages for corporate a strong Information System to support objectives of organizations. It provides a very practical structure with which to assess and improve Information System Implementation.

Keywords: information system, maturity models, information security management, OPM3, IT governance

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33462 Joint Optimization of Carsharing Stations with Vehicle Relocation and Demand Selection

Authors: Jiayuan Wu. Lu Hu

Abstract:

With the development of the sharing economy and mobile technology, carsharing becomes more popular. In this paper, we focus on the joint optimization of one-way station-based carsharing systems. We model the problem as an integer linear program with six elements: station locations, station capacity, fleet size, initial vehicle allocation, vehicle relocation, and demand selection. A greedy-based heuristic is proposed to address the model. Firstly, initialization based on the location variables relaxation using Gurobi solver is conducted. Then, according to the profit margin and demand satisfaction of each station, the number of stations is downsized iteratively. This method is applied to real data from Chengdu, Sichuan taxi data, and it’s efficient when dealing with a large scale of candidate stations. The result shows that with vehicle relocation and demand selection, the profit and demand satisfaction of carsharing systems are increased.

Keywords: one-way carsharing, location, vehicle relocation, demand selection, greedy algorithm

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33461 Self-Attention Mechanism for Target Hiding Based on Satellite Images

Authors: Hao Yuan, Yongjian Shen, Xiangjun He, Yuheng Li, Zhouzhou Zhang, Pengyu Zhang, Minkang Cai

Abstract:

Remote sensing data can provide support for decision-making in disaster assessment or disaster relief. The traditional processing methods of sensitive targets in remote sensing mapping are mainly based on manual retrieval and image editing tools, which are inefficient. Methods based on deep learning for sensitive target hiding are faster and more flexible. But these methods have disadvantages in training time and cost of calculation. This paper proposed a target hiding model Self Attention (SA) Deepfill, which used self-attention modules to replace part of gated convolution layers in image inpainting. By this operation, the calculation amount of the model becomes smaller, and the performance is improved. And this paper adds free-form masks to the model’s training to enhance the model’s universal. The experiment on an open remote sensing dataset proved the efficiency of our method. Moreover, through experimental comparison, the proposed method can train for a longer time without over-fitting. Finally, compared with the existing methods, the proposed model has lower computational weight and better performance.

Keywords: remote sensing mapping, image inpainting, self-attention mechanism, target hiding

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33460 Calculating of the Heat Exchange in a Rotating Pipe: Application to the Cooling of Turbine Blades

Authors: A. Miloud

Abstract:

In this work, the results of numerical simulations of the turbulent flow with 3D heat transfer are presented for the case of two U-shaped channels and rotating rectangular section. The purpose of this investigation was to study the effect of the corrugated walls of the heated portion on the improved cooling, in particular the influence of the wavelength. The calculations were performed for a Reynolds number ranging from 10 000 to 100 000, two values of the number of rotation (Ro = 0.0 to 0.14) and a ratio of the restricted density to 0.13. In these simulations, ANSYS FLUENT code was used to solve the Reynolds equations expressing relations between different fields averaged variables over time. Model performance k-omega SST model and RSM are evaluated through a comparison of the numerical results for each model and the experimental and numerical data available. In this work, detailed average temperature predictions, the scope of the secondary flow and distributions of local Nusselt are presented. It turns out that the corrugated configuration further urges the heat exchange provided to reduce the velocity of the coolant inside the channel.

Keywords: cooling blades, corrugated walls, model k-omega SST and RSM, fluent code, rotation effect

Procedia PDF Downloads 237
33459 An Automatic Speech Recognition of Conversational Telephone Speech in Malay Language

Authors: M. Draman, S. Z. Muhamad Yassin, M. S. Alias, Z. Lambak, M. I. Zulkifli, S. N. Padhi, K. N. Baharim, F. Maskuriy, A. I. A. Rahim

Abstract:

The performance of Malay automatic speech recognition (ASR) system for the call centre environment is presented. The system utilizes Kaldi toolkit as the platform to the entire library and algorithm used in performing the ASR task. The acoustic model implemented in this system uses a deep neural network (DNN) method to model the acoustic signal and the standard (n-gram) model for language modelling. With 80 hours of training data from the call centre recordings, the ASR system can achieve 72% of accuracy that corresponds to 28% of word error rate (WER). The testing was done using 20 hours of audio data. Despite the implementation of DNN, the system shows a low accuracy owing to the varieties of noises, accent and dialect that typically occurs in Malaysian call centre environment. This significant variation of speakers is reflected by the large standard deviation of the average word error rate (WERav) (i.e., ~ 10%). It is observed that the lowest WER (13.8%) was obtained from recording sample with a standard Malay dialect (central Malaysia) of native speaker as compared to 49% of the sample with the highest WER that contains conversation of the speaker that uses non-standard Malay dialect.

Keywords: conversational speech recognition, deep neural network, Malay language, speech recognition

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33458 Using Combination of Sets of Features of Molecules for Aqueous Solubility Prediction: A Random Forest Model

Authors: Muhammet Baldan, Emel Timuçin

Abstract:

Generally, absorption and bioavailability increase if solubility increases; therefore, it is crucial to predict them in drug discovery applications. Molecular descriptors and Molecular properties are traditionally used for the prediction of water solubility. There are various key descriptors that are used for this purpose, namely Drogan Descriptors, Morgan Descriptors, Maccs keys, etc., and each has different prediction capabilities with differentiating successes between different data sets. Another source for the prediction of solubility is structural features; they are commonly used for the prediction of solubility. However, there are little to no studies that combine three or more properties or descriptors for prediction to produce a more powerful prediction model. Unlike available models, we used a combination of those features in a random forest machine learning model for improved solubility prediction to better predict and, therefore, contribute to drug discovery systems.

Keywords: solubility, random forest, molecular descriptors, maccs keys

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33457 Location Choice of Firms in an Unequal Length Streets Model: Game Theory Approach as an Extension of the Spoke Model

Authors: Kiumars Shahbazi, Salah Salimian, Abdolrahim Hashemi Dizaj

Abstract:

Locating is one of the key elements in success and survival of industrial centers and has great impact on cost reduction of establishment and launching of various economic activities. In this study, streets with unequal length model have been used that is the classic extension of Spoke model; however with unlimited number of streets with uneven lengths. The results showed that the spoke model is a special case of streets with unequal length model. According to the results of this study, if the strategy of enterprises and firms is to select both price and location, there would be no balance in the game. Furthermore, increased length of streets leads to increased profit of enterprises and with increased number of streets, the enterprises choose locations that are far from center (the maximum differentiation), and the enterprises' output will decrease. Moreover, the enterprise production rate will incline toward zero when the number of streets goes to infinity, and complete competition outcome will be achieved.

Keywords: locating, Nash equilibrium, streets with unequal length model, streets with unequal length model

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33456 Effect of Deep Mixing Columns and Geogrid on Embankment Settlement on the Soft Soil

Authors: Seyed Abolhasan Naeini, Saeideh Mohammadi

Abstract:

Embankment settlement on soft clays has always been problematic due to the high compaction and low shear strength of the soil. Deep soil mixing and geosynthetics are two soil improvement methods in such fields. Here, a numerical study is conducted on the embankment performance on the soft ground improved by deep soil mixing columns and geosynthetics based on the data of a real project. For this purpose, the finite element method is used in the Plaxis 2D software. The Soft Soil Creep model considers the creep phenomenon in the soft clay layer while the Mohr-Columb model simulates other soil layers. Results are verified using the data of an experimental embankment built on deep mixing columns. The effect of depth and diameter of deep mixing columns and the stiffness of geogrid on the vertical and horizontal movements of embankment on clay subsoil will be investigated in the following.

Keywords: PLAXIS 2D, embankment settlement, horizontal movement, deep soil mixing column, geogrid

Procedia PDF Downloads 157
33455 Static Analysis Deployment Model for Code Quality on Research and Development Projects of Software Development

Authors: Jeong-Hyun Park, Young-Sik Park, Hyo-Teag Jung

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This paper presents static analysis deployment model for code quality on R&D Projects of SW Development. The proposed model includes the scope of R&D projects and index for static analysis of source code, operation model and execution process, environments and infrastructure system for R&D projects of SW development. There is the static analysis result of pilot project as case study based on the proposed deployment model and environment, and strategic considerations for success operation of the proposed static analysis deployment model for R&D Projects of SW Development. The proposed static analysis deployment model in this paper will be adapted and improved continuously for quality upgrade of R&D projects, and customer satisfaction of developed source codes and products.

Keywords: static analysis, code quality, coding rules, automation tool

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33454 Stock Prediction and Portfolio Optimization Thesis

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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33453 Expert Review on Conceptual Design Model of iTV Advertising towards Impulse Purchase

Authors: Azizah Che Omar

Abstract:

Various studies have proposed factors of impulse purchase in different advertising mediums like website, mobile, traditional retail store and traditional television. However, to the best of researchers’ knowledge, none of the impulse purchase model is dedicated towards impulse purchase tendency for interactive TV (iTV) advertising. Therefore, the proposed model conceptual design model of interactive television advertising toward impulse purchase (iTVAdIP) was developed. The focus of this study is to evaluate the conceptual design model of iTVAdIP through expert review. As a result, the finding showed that majority of expert reviews agreed that the conceptual design model iTVAdIP is applicable to the development of interactive television advertising and it will increase the effectiveness of advertising. This study also shows the conceptual design model of iTVAdIP that has been reviewed.

Keywords: impulse purchase, interactive television advertising, persuasive

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33452 Passive Neutralization of Acid Mine Drainage Using Locally Produced Limestone

Authors: Reneiloe Seodigeng, Malwandla Hanabe, Haleden Chiririwa, Hilary Rutto, Tumisang Seodigeng

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Neutralisation of acid-mine drainage (AMD) using limestone is cost effective, and good results can be obtained. However, this process has its limitations; it cannot be used for highly acidic water which consists of Fe(III). When Fe(III) reacts with CaCO3, it results in armoring. Armoring slows the reaction, and additional alkalinity can no longer be generated. Limestone is easily accessible, so this problem can be easily dealt with. Experiments were carried out to evaluate the effect of PVC pipe length on ferric and ferrous ions. It was found that the shorter the pipe length the more these dissolved metals precipitate. The effect of the pipe length on the hydrogen ions was also studied, and it was found that these two have an inverse relationship. Experimental data were further compared with the model prediction data to see if they behave in a similar fashion. The model was able to predict the behaviour of 1.5m and 2 m pipes in ferric and ferrous ion precipitation.

Keywords: acid mine drainage, neutralisation, limestone, mathematical modelling

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33451 Presenting the Mathematical Model to Determine Retention in the Watersheds

Authors: S. Shamohammadi, L. Razavi

Abstract:

This paper based on the principle concepts of SCS-CN model, a new mathematical model for computation of retention potential (S) presented. In the mathematical model, not only precipitation-runoff concepts in SCS-CN model are precisely represented in a mathematical form, but also new concepts, called “maximum retention” and “total retention” is introduced, and concepts of potential retention capacity, maximum retention, and total retention have been separated from each other. In the proposed model, actual retention (F), maximum actual retention (Fmax), total retention (S), maximum retention (Smax), and potential retention (Sp), for the first time clearly defined, so that Sp is not variable, but a function of morphological characteristics of the watershed. Indeed, based on the mathematical relation of the conceptual curve of SCS-CN model, the proposed model provides a new method for the computation of actual retention in watershed and it simply determined runoff based on. In the corresponding relations, in addition to Precipitation (P), Initial retention (Ia), cumulative values of actual retention capacity (F), total retention (S), runoff (Q), antecedent moisture (M), potential retention (Sp), total retention (S), we introduced Fmax and Fmin referring to maximum and minimum actual retention, respectively. As well as, ksh is a coefficient which depends on morphological characteristics of the watershed. Advantages of the modified version versus the original model include a better precision, higher performance, easier calibration and speed computing.

Keywords: model, mathematical, retention, watershed, SCS

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33450 Effect of Drag Coefficient Models concerning Global Air-Sea Momentum Flux in Broad Wind Range including Extreme Wind Speeds

Authors: Takeshi Takemoto, Naoya Suzuki, Naohisa Takagaki, Satoru Komori, Masako Terui, George Truscott

Abstract:

Drag coefficient is an important parameter in order to correctly estimate the air-sea momentum flux. However, The parameterization of the drag coefficient hasn’t been established due to the variation in the field data. Instead, a number of drag coefficient model formulae have been proposed, even though almost all these models haven’t discussed the extreme wind speed range. With regards to such models, it is unclear how the drag coefficient changes in the extreme wind speed range as the wind speed increased. In this study, we investigated the effect of the drag coefficient models concerning the air-sea momentum flux in the extreme wind range on a global scale, comparing two different drag coefficient models. Interestingly, one model didn’t discuss the extreme wind speed range while the other model considered it. We found that the difference of the models in the annual global air-sea momentum flux was small because the occurrence frequency of strong wind was approximately 1% with a wind speed of 20m/s or more. However, we also discovered that the difference of the models was shown in the middle latitude where the annual mean air-sea momentum flux was large and the occurrence frequency of strong wind was high. In addition, the estimated data showed that the difference of the models in the drag coefficient was large in the extreme wind speed range and that the largest difference became 23% with a wind speed of 35m/s or more. These results clearly show that the difference of the two models concerning the drag coefficient has a significant impact on the estimation of a regional air-sea momentum flux in an extreme wind speed range such as that seen in a tropical cyclone environment. Furthermore, we estimated each air-sea momentum flux using several kinds of drag coefficient models. We will also provide data from an observation tower and result from CFD (Computational Fluid Dynamics) concerning the influence of wind flow at and around the place.

Keywords: air-sea interaction, drag coefficient, air-sea momentum flux, CFD (Computational Fluid Dynamics)

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33449 The Usage of Bridge Estimator for Hegy Seasonal Unit Root Tests

Authors: Huseyin Guler, Cigdem Kosar

Abstract:

The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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33448 A Case Comparative Study of Infant Mortality Rate in North-West Nigeria

Authors: G. I. Onwuka, A. Danbaba, S. U. Gulumbe

Abstract:

This study investigated of Infant Mortality Rate as observed at a general hospital in Kaduna-South, Kaduna State, North West Nigeria. The causes of infant Mortality were examined. The data used for this analysis were collected at the statistics unit of the Hospital. The analysis was carried out on the data using Multiple Linear regression Technique and this showed that there is linear relationship between the dependent variable (death) and the independent variables (malaria, measles, anaemia, and coronary heart disease). The resultant model also revealed that a unit increment in each of these diseases would result to a unit increment in death recorded, 98.7% of the total variation in mortality is explained by the given model. The highest number of mortality was recorded in July, 2005 and the lowest mortality recorded in October, 2009.Recommendations were however made based on the results of the study.

Keywords: infant mortality rate, multiple linear regression, diseases, serial correlation

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33447 Role of Energy Storage in Renewable Electricity Systems in The Gird of Ethiopia

Authors: Dawit Abay Tesfamariam

Abstract:

Ethiopia’s Climate- Resilient Green Economy (ECRGE) strategy focuses mainly on generating and proper utilization of renewable energy (RE). Nonetheless, the current electricity generation of the country is dominated by hydropower. The data collected in 2016 by Ethiopian Electric Power (EEP) indicates that the intermittent RE sources from solar and wind energy were only 8 %. On the other hand, the EEP electricity generation plan in 2030 indicates that 36.1 % of the energy generation share will be covered by solar and wind sources. Thus, a case study was initiated to model and compute the balance and consumption of electricity in three different scenarios: 2016, 2025, and 2030 using the EnergyPLAN Model (EPM). Initially, the model was validated using the 2016 annual power-generated data to conduct the EnergyPLAN (EP) analysis for two predictive scenarios. The EP simulation analysis using EPM for 2016 showed that there was no significant excess power generated. Thus, the EPM was applied to analyze the role of energy storage in RE in Ethiopian grid systems. The results of the EP simulation analysis showed there will be excess production of 402 /7963 MW average and maximum, respectively, in 2025. The excess power was in the three rainy months of the year (June, July, and August). The outcome of the model also showed that in the dry seasons of the year, there would be excess power production in the country. Consequently, based on the validated outcomes of EP indicates, there is a good reason to think about other alternatives for the utilization of excess energy and storage of RE. Thus, from the scenarios and model results obtained, it is realistic to infer that if the excess power is utilized with a storage system, it can stabilize the grid system and be exported to support the economy. Therefore, researchers must continue to upgrade the current and upcoming storage system to synchronize with potentials that can be generated from renewable energy.

Keywords: renewable energy, power, storage, wind, energy plan

Procedia PDF Downloads 60