Search results for: accurate tagging algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5677

Search results for: accurate tagging algorithm

4207 Adaptive Optimal Controller for Uncertain Inverted Pendulum System: A Dynamic Programming Approach for Continuous Time System

Authors: Dao Phuong Nam, Tran Van Tuyen, Do Trong Tan, Bui Minh Dinh, Nguyen Van Huong

Abstract:

In this paper, we investigate the adaptive optimal control law for continuous-time systems with input disturbances and unknown parameters. This paper extends previous works to obtain the robust control law of uncertain systems. Through theoretical analysis, an adaptive dynamic programming (ADP) based optimal control is proposed to stabilize the closed-loop system and ensure the convergence properties of proposed iterative algorithm. Moreover, the global asymptotic stability (GAS) for closed system is also analyzed. The theoretical analysis for continuous-time systems and simulation results demonstrate the performance of the proposed algorithm for an inverted pendulum system.

Keywords: approximate/adaptive dynamic programming, ADP, adaptive optimal control law, input state stability, ISS, inverted pendulum

Procedia PDF Downloads 176
4206 Valence and Arousal-Based Sentiment Analysis: A Comparative Study

Authors: Usama Shahid, Muhammad Zunnurain Hussain

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This research paper presents a comprehensive analysis of a sentiment analysis approach that employs valence and arousal as its foundational pillars, in comparison to traditional techniques. Sentiment analysis is an indispensable task in natural language processing that involves the extraction of opinions and emotions from textual data. The valence and arousal dimensions, representing the intensity and positivity/negativity of emotions, respectively, enable the creation of four quadrants, each representing a specific emotional state. The study seeks to determine the impact of utilizing these quadrants to identify distinct emotional states on the accuracy and efficiency of sentiment analysis, in comparison to traditional techniques. The results reveal that the valence and arousal-based approach outperforms other approaches, particularly in identifying nuanced emotions that may be missed by conventional methods. The study's findings are crucial for applications such as social media monitoring and market research, where the accurate classification of emotions and opinions is paramount. Overall, this research highlights the potential of using valence and arousal as a framework for sentiment analysis and offers invaluable insights into the benefits of incorporating specific types of emotions into the analysis. These findings have significant implications for researchers and practitioners in the field of natural language processing, as they provide a basis for the development of more accurate and effective sentiment analysis tools.

Keywords: sentiment analysis, valence and arousal, emotional states, natural language processing, machine learning, text analysis, sentiment classification, opinion mining

Procedia PDF Downloads 69
4205 Automatic Detection and Classification of Diabetic Retinopathy Using Retinal Fundus Images

Authors: A. Biran, P. Sobhe Bidari, A. Almazroe, V. Lakshminarayanan, K. Raahemifar

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Diabetic Retinopathy (DR) is a severe retinal disease which is caused by diabetes mellitus. It leads to blindness when it progress to proliferative level. Early indications of DR are the appearance of microaneurysms, hemorrhages and hard exudates. In this paper, an automatic algorithm for detection of DR has been proposed. The algorithm is based on combination of several image processing techniques including Circular Hough Transform (CHT), Contrast Limited Adaptive Histogram Equalization (CLAHE), Gabor filter and thresholding. Also, Support Vector Machine (SVM) Classifier is used to classify retinal images to normal or abnormal cases including non-proliferative or proliferative DR. The proposed method has been tested on images selected from Structured Analysis of the Retinal (STARE) database using MATLAB code. The method is perfectly able to detect DR. The sensitivity specificity and accuracy of this approach are 90%, 87.5%, and 91.4% respectively.

Keywords: diabetic retinopathy, fundus images, STARE, Gabor filter, support vector machine

Procedia PDF Downloads 278
4204 Design of Non-uniform Circular Antenna Arrays Using Firefly Algorithm for Side Lobe Level Reduction

Authors: Gopi Ram, Durbadal Mandal, Rajib Kar, Sakti Prasad Ghoshal

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A design problem of non-uniform circular antenna arrays for maximum reduction of both the side lobe level (SLL) and first null beam width (FNBW) is dealt with. This problem is modeled as a simple optimization problem. The method of Firefly algorithm (FFA) is used to determine an optimal set of current excitation weights and antenna inter-element separations that provide radiation pattern with maximum SLL reduction and much improvement on FNBW as well. Circular array antenna laid on x-y plane is assumed. FFA is applied on circular arrays of 8-, 10-, and 12- elements. Various simulation results are presented and hence performances of side lobe and FNBW are analyzed. Experimental results show considerable reductions of both the SLL and FNBW with respect to those of the uniform case and some standard algorithms GA, PSO, and SA applied to the same problem.

Keywords: circular arrays, first null beam width, side lobe level, FFA

Procedia PDF Downloads 238
4203 A Novel Algorithm for Parsing IFC Models

Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

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Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD

Procedia PDF Downloads 278
4202 Text Analysis to Support Structuring and Modelling a Public Policy Problem-Outline of an Algorithm to Extract Inferences from Textual Data

Authors: Claudia Ehrentraut, Osama Ibrahim, Hercules Dalianis

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Policy making situations are real-world problems that exhibit complexity in that they are composed of many interrelated problems and issues. To be effective, policies must holistically address the complexity of the situation rather than propose solutions to single problems. Formulating and understanding the situation and its complex dynamics, therefore, is a key to finding holistic solutions. Analysis of text based information on the policy problem, using Natural Language Processing (NLP) and Text analysis techniques, can support modelling of public policy problem situations in a more objective way based on domain experts knowledge and scientific evidence. The objective behind this study is to support modelling of public policy problem situations, using text analysis of verbal descriptions of the problem. We propose a formal methodology for analysis of qualitative data from multiple information sources on a policy problem to construct a causal diagram of the problem. The analysis process aims at identifying key variables, linking them by cause-effect relationships and mapping that structure into a graphical representation that is adequate for designing action alternatives, i.e., policy options. This study describes the outline of an algorithm used to automate the initial step of a larger methodological approach, which is so far done manually. In this initial step, inferences about key variables and their interrelationships are extracted from textual data to support a better problem structuring. A small prototype for this step is also presented.

Keywords: public policy, problem structuring, qualitative analysis, natural language processing, algorithm, inference extraction

Procedia PDF Downloads 572
4201 Predicting Suicidal Behavior by an Accurate Monitoring of RNA Editing Biomarkers in Blood Samples

Authors: Berengere Vire, Nicolas Salvetat, Yoann Lannay, Guillaume Marcellin, Siem Van Der Laan, Franck Molina, Dinah Weissmann

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Predicting suicidal behaviors is one of the most complex challenges of daily psychiatric practices. Today, suicide risk prediction using biological tools is not validated and is only based on subjective clinical reports of the at-risk individual. Therefore, there is a great need to identify biomarkers that would allow early identification of individuals at risk of suicide. Alterations of adenosine-to-inosine (A-to-I) RNA editing of neurotransmitter receptors and other proteins have been shown to be involved in etiology of different psychiatric disorders and linked to suicidal behavior. RNA editing is a co- or post-transcriptional process leading to a site-specific alteration in RNA sequences. It plays an important role in the epi transcriptomic regulation of RNA metabolism. On postmortem human brain tissue (prefrontal cortex) of depressed suicide victims, Alcediag found specific alterations of RNA editing activity on the mRNA coding for the serotonin 2C receptor (5-HT2cR). Additionally, an increase in expression levels of ADARs, the RNA editing enzymes, and modifications of RNA editing profiles of prime targets, such as phosphodiesterase 8A (PDE8A) mRNA, have also been observed. Interestingly, the PDE8A gene is located on chromosome 15q25.3, a genomic region that has recurrently been associated with the early-onset major depressive disorder (MDD). In the current study, we examined whether modifications in RNA editing profile of prime targets allow identifying disease-relevant blood biomarkers and evaluating suicide risk in patients. To address this question, we performed a clinical study to identify an RNA editing signature in blood of depressed patients with and without the history of suicide attempts. Patient’s samples were drawn in PAXgene tubes and analyzed on Alcediag’s proprietary RNA editing platform using next generation sequencing technology. In addition, gene expression analysis by quantitative PCR was performed. We generated a multivariate algorithm comprising various selected biomarkers to detect patients with a high risk to attempt suicide. We evaluated the diagnostic performance using the relative proportion of PDE8A mRNA editing at different sites and/or isoforms as well as the expression of PDE8A and the ADARs. The significance of these biomarkers for suicidality was evaluated using the area under the receiver-operating characteristic curve (AUC). The generated algorithm comprising the biomarkers was found to have strong diagnostic performances with high specificity and sensitivity. In conclusion, we developed tools to measure disease-specific biomarkers in blood samples of patients for identifying individuals at the greatest risk for future suicide attempts. This technology not only fosters patient management but is also suitable to predict the risk of drug-induced psychiatric side effects such as iatrogenic increase of suicidal ideas/behaviors.

Keywords: blood biomarker, next-generation-sequencing, RNA editing, suicide

Procedia PDF Downloads 237
4200 Robust Heart Rate Estimation from Multiple Cardiovascular and Non-Cardiovascular Physiological Signals Using Signal Quality Indices and Kalman Filter

Authors: Shalini Rankawat, Mansi Rankawat, Rahul Dubey, Mazad Zaveri

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Physiological signals such as electrocardiogram (ECG) and arterial blood pressure (ABP) in the intensive care unit (ICU) are often seriously corrupted by noise, artifacts, and missing data, which lead to errors in the estimation of heart rate (HR) and incidences of false alarm from ICU monitors. Clinical support in ICU requires most reliable heart rate estimation. Cardiac activity, because of its relatively high electrical energy, may introduce artifacts in Electroencephalogram (EEG), Electrooculogram (EOG), and Electromyogram (EMG) recordings. This paper presents a robust heart rate estimation method by detection of R-peaks of ECG artifacts in EEG, EMG & EOG signals, using energy-based function and a novel Signal Quality Index (SQI) assessment technique. SQIs of physiological signals (EEG, EMG, & EOG) were obtained by correlation of nonlinear energy operator (teager energy) of these signals with either ECG or ABP signal. HR is estimated from ECG, ABP, EEG, EMG, and EOG signals from separate Kalman filter based upon individual SQIs. Data fusion of each HR estimate was then performed by weighing each estimate by the Kalman filters’ SQI modified innovations. The fused signal HR estimate is more accurate and robust than any of the individual HR estimate. This method was evaluated on MIMIC II data base of PhysioNet from bedside monitors of ICU patients. The method provides an accurate HR estimate even in the presence of noise and artifacts.

Keywords: ECG, ABP, EEG, EMG, EOG, ECG artifacts, Teager-Kaiser energy, heart rate, signal quality index, Kalman filter, data fusion

Procedia PDF Downloads 677
4199 Structural Invertibility and Optimal Sensor Node Placement for Error and Input Reconstruction in Dynamic Systems

Authors: Maik Kschischo, Dominik Kahl, Philipp Wendland, Andreas Weber

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Understanding and modelling of real-world complex dynamic systems in biology, engineering and other fields is often made difficult by incomplete knowledge about the interactions between systems states and by unknown disturbances to the system. In fact, most real-world dynamic networks are open systems receiving unknown inputs from their environment. To understand a system and to estimate the state dynamics, these inputs need to be reconstructed from output measurements. Reconstructing the input of a dynamic system from its measured outputs is an ill-posed problem if only a limited number of states is directly measurable. A first requirement for solving this problem is the invertibility of the input-output map. In our work, we exploit the fact that invertibility of a dynamic system is a structural property, which depends only on the network topology. Therefore, it is possible to check for invertibility using a structural invertibility algorithm which counts the number of node disjoint paths linking inputs and outputs. The algorithm is efficient enough, even for large networks up to a million nodes. To understand structural features influencing the invertibility of a complex dynamic network, we analyze synthetic and real networks using the structural invertibility algorithm. We find that invertibility largely depends on the degree distribution and that dense random networks are easier to invert than sparse inhomogeneous networks. We show that real networks are often very difficult to invert unless the sensor nodes are carefully chosen. To overcome this problem, we present a sensor node placement algorithm to achieve invertibility with a minimum set of measured states. This greedy algorithm is very fast and also guaranteed to find an optimal sensor node-set if it exists. Our results provide a practical approach to experimental design for open, dynamic systems. Since invertibility is a necessary condition for unknown input observers and data assimilation filters to work, it can be used as a preprocessing step to check, whether these input reconstruction algorithms can be successful. If not, we can suggest additional measurements providing sufficient information for input reconstruction. Invertibility is also important for systems design and model building. Dynamic models are always incomplete, and synthetic systems act in an environment, where they receive inputs or even attack signals from their exterior. Being able to monitor these inputs is an important design requirement, which can be achieved by our algorithms for invertibility analysis and sensor node placement.

Keywords: data-driven dynamic systems, inversion of dynamic systems, observability, experimental design, sensor node placement

Procedia PDF Downloads 131
4198 Arabic Light Word Analyser: Roles with Deep Learning Approach

Authors: Mohammed Abu Shquier

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This paper introduces a word segmentation method using the novel BP-LSTM-CRF architecture for processing semantic output training. The objective of web morphological analysis tools is to link a formal morpho-syntactic description to a lemma, along with morpho-syntactic information, a vocalized form, a vocalized analysis with morpho-syntactic information, and a list of paradigms. A key objective is to continuously enhance the proposed system through an inductive learning approach that considers semantic influences. The system is currently under construction and development based on data-driven learning. To evaluate the tool, an experiment on homograph analysis was conducted. The tool also encompasses the assumption of deep binary segmentation hypotheses, the arbitrary choice of trigram or n-gram continuation probabilities, language limitations, and morphology for both Modern Standard Arabic (MSA) and Dialectal Arabic (DA), which provide justification for updating this system. Most Arabic word analysis systems are based on the phonotactic morpho-syntactic analysis of a word transmitted using lexical rules, which are mainly used in MENA language technology tools, without taking into account contextual or semantic morphological implications. Therefore, it is necessary to have an automatic analysis tool taking into account the word sense and not only the morpho-syntactic category. Moreover, they are also based on statistical/stochastic models. These stochastic models, such as HMMs, have shown their effectiveness in different NLP applications: part-of-speech tagging, machine translation, speech recognition, etc. As an extension, we focus on language modeling using Recurrent Neural Network (RNN); given that morphological analysis coverage was very low in dialectal Arabic, it is significantly important to investigate deeply how the dialect data influence the accuracy of these approaches by developing dialectal morphological processing tools to show that dialectal variability can support to improve analysis.

Keywords: NLP, DL, ML, analyser, MSA, RNN, CNN

Procedia PDF Downloads 22
4197 Flashover Detection Algorithm Based on Mother Function

Authors: John A. Morales, Guillermo Guidi, B. M. Keune

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Electric Power supply is a crucial topic for economic and social development. Power outages statistics show that discharges atmospherics are imperative phenomena to produce those outages. In this context, it is necessary to correctly detect when overhead line insulators are faulted. In this paper, an algorithm to detect if a lightning stroke generates or not permanent fault on insulator strings is proposed. On top of that, lightning stroke simulations developed by using the Alternative Transients Program, are used. Based on these insights, a novel approach is designed that depends on mother functions analysis corresponding to the given variance-covariance matrix. Signals registered at the insulator string are projected on corresponding axes by the means of Principal Component Analysis. By exploiting these new axes, it is possible to determine a flashover characteristic zone useful to a good insulation design. The proposed methodology for flashover detection extends the existing approaches for the analysis and study of lightning performance on transmission lines.

Keywords: mother function, outages, lightning, sensitivity analysis

Procedia PDF Downloads 574
4196 Detecting Cyberbullying, Spam and Bot Behavior and Fake News in Social Media Accounts Using Machine Learning

Authors: M. D. D. Chathurangi, M. G. K. Nayanathara, K. M. H. M. M. Gunapala, G. M. R. G. Dayananda, Kavinga Yapa Abeywardena, Deemantha Siriwardana

Abstract:

Due to the growing popularity of social media platforms at present, there are various concerns, mostly cyberbullying, spam, bot accounts, and the spread of incorrect information. To develop a risk score calculation system as a thorough method for deciphering and exposing unethical social media profiles, this research explores the most suitable algorithms to our best knowledge in detecting the mentioned concerns. Various multiple models, such as Naïve Bayes, CNN, KNN, Stochastic Gradient Descent, Gradient Boosting Classifier, etc., were examined, and the best results were taken into the development of the risk score system. For cyberbullying, the Logistic Regression algorithm achieved an accuracy of 84.9%, while the spam-detecting MLP model gained 98.02% accuracy. The bot accounts identifying the Random Forest algorithm obtained 91.06% accuracy, and 84% accuracy was acquired for fake news detection using SVM.

Keywords: cyberbullying, spam behavior, bot accounts, fake news, machine learning

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4195 [Keynote Speech]: Feature Selection and Predictive Modeling of Housing Data Using Random Forest

Authors: Bharatendra Rai

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Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: housing data, feature selection, random forest, Boruta algorithm, root mean square error

Procedia PDF Downloads 303
4194 Unsupervised Classification of DNA Barcodes Species Using Multi-Library Wavelet Networks

Authors: Abdesselem Dakhli, Wajdi Bellil, Chokri Ben Amar

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DNA Barcode, a short mitochondrial DNA fragment, made up of three subunits; a phosphate group, sugar and nucleic bases (A, T, C, and G). They provide good sources of information needed to classify living species. Such intuition has been confirmed by many experimental results. Species classification with DNA Barcode sequences has been studied by several researchers. The classification problem assigns unknown species to known ones by analyzing their Barcode. This task has to be supported with reliable methods and algorithms. To analyze species regions or entire genomes, it becomes necessary to use similarity sequence methods. A large set of sequences can be simultaneously compared using Multiple Sequence Alignment which is known to be NP-complete. To make this type of analysis feasible, heuristics, like progressive alignment, have been developed. Another tool for similarity search against a database of sequences is BLAST, which outputs shorter regions of high similarity between a query sequence and matched sequences in the database. However, all these methods are still computationally very expensive and require significant computational infrastructure. Our goal is to build predictive models that are highly accurate and interpretable. This method permits to avoid the complex problem of form and structure in different classes of organisms. On empirical data and their classification performances are compared with other methods. Our system consists of three phases. The first is called transformation, which is composed of three steps; Electron-Ion Interaction Pseudopotential (EIIP) for the codification of DNA Barcodes, Fourier Transform and Power Spectrum Signal Processing. The second is called approximation, which is empowered by the use of Multi Llibrary Wavelet Neural Networks (MLWNN).The third is called the classification of DNA Barcodes, which is realized by applying the algorithm of hierarchical classification.

Keywords: DNA barcode, electron-ion interaction pseudopotential, Multi Library Wavelet Neural Networks (MLWNN)

Procedia PDF Downloads 300
4193 Mobile Crowdsensing Scheme by Predicting Vehicle Mobility Using Deep Learning Algorithm

Authors: Monojit Manna, Arpan Adhikary

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In Mobile cloud sensing across the globe, an emerging paradigm is selected by the user to compute sensing tasks. In urban cities current days, Mobile vehicles are adapted to perform the task of data sensing and data collection for universality and mobility. In this work, we focused on the optimality and mobile nodes that can be selected in order to collect the maximum amount of data from urban areas and fulfill the required data in the future period within a couple of minutes. We map out the requirement of the vehicle to configure the maximum data optimization problem and budget. The Application implementation is basically set up to generalize a realistic online platform in which real-time vehicles are moving apparently in a continuous manner. The data center has the authority to select a set of vehicles immediately. A deep learning-based scheme with the help of mobile vehicles (DLMV) will be proposed to collect sensing data from the urban environment. From the future time perspective, this work proposed a deep learning-based offline algorithm to predict mobility. Therefore, we proposed a greedy approach applying an online algorithm step into a subset of vehicles for an NP-complete problem with a limited budget. Real dataset experimental extensive evaluations are conducted for the real mobility dataset in Rome. The result of the experiment not only fulfills the efficiency of our proposed solution but also proves the validity of DLMV and improves the quantity of collecting the sensing data compared with other algorithms.

Keywords: mobile crowdsensing, deep learning, vehicle recruitment, sensing coverage, data collection

Procedia PDF Downloads 58
4192 Performance Evaluation of Various Segmentation Techniques on MRI of Brain Tissue

Authors: U.V. Suryawanshi, S.S. Chowhan, U.V Kulkarni

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Accuracy of segmentation methods is of great importance in brain image analysis. Tissue classification in Magnetic Resonance brain images (MRI) is an important issue in the analysis of several brain dementias. This paper portraits performance of segmentation techniques that are used on Brain MRI. A large variety of algorithms for segmentation of Brain MRI has been developed. The objective of this paper is to perform a segmentation process on MR images of the human brain, using Fuzzy c-means (FCM), Kernel based Fuzzy c-means clustering (KFCM), Spatial Fuzzy c-means (SFCM) and Improved Fuzzy c-means (IFCM). The review covers imaging modalities, MRI and methods for noise reduction and segmentation approaches. All methods are applied on MRI brain images which are degraded by salt-pepper noise demonstrate that the IFCM algorithm performs more robust to noise than the standard FCM algorithm. We conclude with a discussion on the trend of future research in brain segmentation and changing norms in IFCM for better results.

Keywords: image segmentation, preprocessing, MRI, FCM, KFCM, SFCM, IFCM

Procedia PDF Downloads 312
4191 Location Management in Wireless Sensor Networks with Mobility

Authors: Amrita Anil Agashe, Sumant Tapas, Ajay Verma Yogesh Sonavane, Sourabh Yeravar

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Due to advancement in MEMS technology today wireless sensors network has gained a lot of importance. The wide range of its applications includes environmental and habitat monitoring, object localization, target tracking, security surveillance etc. Wireless sensor networks consist of tiny sensor devices called as motes. The constrained computation power, battery power, storage capacity and communication bandwidth of the tiny motes pose challenging problems in the design and deployment of such systems. In this paper, we propose a ubiquitous framework for Real-Time Tracking, Sensing and Management System using IITH motes. Also, we explain the algorithm that we have developed for location management in wireless sensor networks with the aspect of mobility. Our developed framework and algorithm can be used to detect emergency events and safety threats and provides warning signals to handle the emergency.

Keywords: mobility management, motes, multihop, wireless sensor networks

Procedia PDF Downloads 401
4190 Study on Sharp V-Notch Problem under Dynamic Loading Condition Using Symplectic Analytical Singular Element

Authors: Xiaofei Hu, Zhiyu Cai, Weian Yao

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V-notch problem under dynamic loading condition is considered in this paper. In the time domain, the precise time domain expanding algorithm is employed, in which a self-adaptive technique is carried out to improve computing accuracy. By expanding variables in each time interval, the recursive finite element formulas are derived. In the space domain, a Symplectic Analytical Singular Element (SASE) for V-notch problem is constructed addressing the stress singularity of the notch tip. Combining with the conventional finite elements, the proposed SASE can be used to solve the dynamic stress intensity factors (DSIFs) in a simple way. Numerical results show that the proposed SASE for V-notch problem subjected to dynamic loading condition is effective and efficient.

Keywords: V-notch, dynamic stress intensity factor, finite element method, precise time domain expanding algorithm

Procedia PDF Downloads 160
4189 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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

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

Procedia PDF Downloads 413
4188 Downscaling Seasonal Sea Surface Temperature Forecasts over the Mediterranean Sea Using Deep Learning

Authors: Redouane Larbi Boufeniza, Jing-Jia Luo

Abstract:

This study assesses the suitability of deep learning (DL) for downscaling sea surface temperature (SST) over the Mediterranean Sea in the context of seasonal forecasting. We design a set of experiments that compare different DL configurations and deploy the best-performing architecture to downscale one-month lead forecasts of June–September (JJAS) SST from the Nanjing University of Information Science and Technology Climate Forecast System version 1.0 (NUIST-CFS1.0) for the period of 1982–2020. We have also introduced predictors over a larger area to include information about the main large-scale circulations that drive SST over the Mediterranean Sea region, which improves the downscaling results. Finally, we validate the raw model and downscaled forecasts in terms of both deterministic and probabilistic verification metrics, as well as their ability to reproduce the observed precipitation extreme and spell indicator indices. The results showed that the convolutional neural network (CNN)-based downscaling consistently improves the raw model forecasts, with lower bias and more accurate representations of the observed mean and extreme SST spatial patterns. Besides, the CNN-based downscaling yields a much more accurate forecast of extreme SST and spell indicators and reduces the significant relevant biases exhibited by the raw model predictions. Moreover, our results show that the CNN-based downscaling yields better skill scores than the raw model forecasts over most portions of the Mediterranean Sea. The results demonstrate the potential usefulness of CNN in downscaling seasonal SST predictions over the Mediterranean Sea, particularly in providing improved forecast products.

Keywords: Mediterranean Sea, sea surface temperature, seasonal forecasting, downscaling, deep learning

Procedia PDF Downloads 60
4187 Intelligent Algorithm-Based Tool-Path Planning and Optimization for Additive Manufacturing

Authors: Efrain Rodriguez, Sergio Pertuz, Cristhian Riano

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Tool-path generation is an essential step in the FFF (Fused Filament Fabrication)-based Additive Manufacturing (AM) process planning. In the manufacture of a mechanical part by using additive processes, high resource consumption and prolonged production times are inherent drawbacks of these processes mainly due to non-optimized tool-path generation. In this work, we propose a heuristic-search intelligent algorithm-based approach for optimized tool-path generation for FFF-based AM. The main benefit of this approach is a significant reduction of travels without material deposition when the AM machine performs moves without any extrusion. The optimization method used reduces the number of travels without extrusion in comparison with commercial software as Slic3r or Cura Engine, which means a reduction of production time.

Keywords: additive manufacturing, tool-path optimization, fused filament fabrication, process planning

Procedia PDF Downloads 427
4186 Smooth Second Order Nonsingular Terminal Sliding Mode Control for a 6 DOF Quadrotor UAV

Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol

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In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.

Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing

Procedia PDF Downloads 424
4185 Privacy-Preserving Model for Social Network Sites to Prevent Unwanted Information Diffusion

Authors: Sanaz Kavianpour, Zuraini Ismail, Bharanidharan Shanmugam

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Social Network Sites (SNSs) can be served as an invaluable platform to transfer the information across a large number of individuals. A substantial component of communicating and managing information is to identify which individual will influence others in propagating information and also whether dissemination of information in the absence of social signals about that information will be occurred or not. Classifying the final audience of social data is difficult as controlling the social contexts which transfers among individuals are not completely possible. Hence, undesirable information diffusion to an unauthorized individual on SNSs can threaten individuals’ privacy. This paper highlights the information diffusion in SNSs and moreover it emphasizes the most significant privacy issues to individuals of SNSs. The goal of this paper is to propose a privacy-preserving model that has urgent regards with individuals’ data in order to control availability of data and improve privacy by providing access to the data for an appropriate third parties without compromising the advantages of information sharing through SNSs.

Keywords: anonymization algorithm, classification algorithm, information diffusion, privacy, social network sites

Procedia PDF Downloads 304
4184 Hardware Implementation and Real-time Experimental Validation of a Direction of Arrival Estimation Algorithm

Authors: Nizar Tayem, AbuMuhammad Moinuddeen, Ahmed A. Hussain, Redha M. Radaydeh

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This research paper introduces an approach for estimating the direction of arrival (DOA) of multiple RF noncoherent sources in a uniform linear array (ULA). The proposed method utilizes a Capon-like estimation algorithm and incorporates LU decomposition to enhance the accuracy of DOA estimation while significantly reducing computational complexity compared to existing methods like the Capon method. Notably, the proposed method does not require prior knowledge of the number of sources. To validate its effectiveness, the proposed method undergoes validation through both software simulations and practical experimentation on a prototype testbed constructed using a software-defined radio (SDR) platform and GNU Radio software. The results obtained from MATLAB simulations and real-time experiments provide compelling evidence of the proposed method's efficacy.

Keywords: DOA estimation, real-time validation, software defined radio, computational complexity, Capon's method, GNU radio

Procedia PDF Downloads 55
4183 Tracking of Intramuscular Stem Cells by Magnetic Resonance Diffusion Weighted Imaging

Authors: Balakrishna Shetty

Abstract:

Introduction: Stem Cell Imaging is a challenging field since the advent of Stem Cell treatment in humans. Series of research on tagging and tracking the stem cells has not been very effective. The present study is an effort by the authors to track the stem cells injected into calf muscles by Magnetic Resonance Diffusion Weighted Imaging. Materials and methods: Stem Cell injection deep into the calf muscles of patients with peripheral vascular disease is one of the recent treatment modalities followed in our institution. 5 patients who underwent deep intramuscular injection of stem cells as treatment were included for this study. Pre and two hours Post injection MRI of bilateral calf regions was done using 1.5 T Philips Achieva, 16 channel system using 16 channel torso coils. Axial STIR, Axial Diffusion weighted images with b=0 and b=1000 values with back ground suppression (DWIBS sequence of Philips MR Imaging Systems) were obtained at 5 mm interval covering the entire calf. The invert images were obtained for better visualization. 120ml of autologous bone marrow derived stem cells were processed and enriched under c-GMP conditions and reduced to 40ml solution containing mixture of above stem cells. Approximately 40 to 50 injections, each containing 0.75ml of processed stem cells, was injected with marked grids over the calf region. Around 40 injections, each of 1ml normal saline, is injected into contralateral leg as control. Results: Significant Diffusion hyper intensity is noted at the site of injected stem cells. No hyper intensity noted before the injection and also in the control side where saline was injected conclusion: This is one of the earliest studies in literature showing diffusion hyper intensity in intramuscularly injected stem cells. The advantages and deficiencies in this study will be discussed during the presentation.

Keywords: stem cells, imaging, DWI, peripheral vascular disease

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4182 Predicting Photovoltaic Energy Profile of Birzeit University Campus Based on Weather Forecast

Authors: Muhammad Abu-Khaizaran, Ahmad Faza’, Tariq Othman, Yahia Yousef

Abstract:

This paper presents a study to provide sufficient and reliable information about constructing a Photovoltaic energy profile of the Birzeit University campus (BZU) based on the weather forecast. The developed Photovoltaic energy profile helps to predict the energy yield of the Photovoltaic systems based on the weather forecast and hence helps planning energy production and consumption. Two models will be developed in this paper; a Clear Sky Irradiance model and a Cloud-Cover Radiation model to predict the irradiance for a clear sky day and a cloudy day, respectively. The adopted procedure for developing such models takes into consideration two levels of abstraction. First, irradiance and weather data were acquired by a sensory (measurement) system installed on the rooftop of the Information Technology College building at Birzeit University campus. Second, power readings of a fully operational 51kW commercial Photovoltaic system installed in the University at the rooftop of the adjacent College of Pharmacy-Nursing and Health Professions building are used to validate the output of a simulation model and to help refine its structure. Based on a comparison between a mathematical model, which calculates Clear Sky Irradiance for the University location and two sets of accumulated measured data, it is found that the simulation system offers an accurate resemblance to the installed PV power station on clear sky days. However, these comparisons show a divergence between the expected energy yield and actual energy yield in extreme weather conditions, including clouding and soiling effects. Therefore, a more accurate prediction model for irradiance that takes into consideration weather factors, such as relative humidity and cloudiness, which affect irradiance, was developed; Cloud-Cover Radiation Model (CRM). The equivalent mathematical formulas implement corrections to provide more accurate inputs to the simulation system. The results of the CRM show a very good match with the actual measured irradiance during a cloudy day. The developed Photovoltaic profile helps in predicting the output energy yield of the Photovoltaic system installed at the University campus based on the predicted weather conditions. The simulation and practical results for both models are in a very good match.

Keywords: clear-sky irradiance model, cloud-cover radiation model, photovoltaic, weather forecast

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4181 Expert Supporting System for Diagnosing Lymphoid Neoplasms Using Probabilistic Decision Tree Algorithm and Immunohistochemistry Profile Database

Authors: Yosep Chong, Yejin Kim, Jingyun Choi, Hwanjo Yu, Eun Jung Lee, Chang Suk Kang

Abstract:

For the past decades, immunohistochemistry (IHC) has been playing an important role in the diagnosis of human neoplasms, by helping pathologists to make a clearer decision on differential diagnosis, subtyping, personalized treatment plan, and finally prognosis prediction. However, the IHC performed in various tumors of daily practice often shows conflicting and very challenging results to interpret. Even comprehensive diagnosis synthesizing clinical, histologic and immunohistochemical findings can be helpless in some twisted cases. Another important issue is that the IHC data is increasing exponentially and more and more information have to be taken into account. For this reason, we reached an idea to develop an expert supporting system to help pathologists to make a better decision in diagnosing human neoplasms with IHC results. We gave probabilistic decision tree algorithm and tested the algorithm with real case data of lymphoid neoplasms, in which the IHC profile is more important to make a proper diagnosis than other human neoplasms. We designed probabilistic decision tree based on Bayesian theorem, program computational process using MATLAB (The MathWorks, Inc., USA) and prepared IHC profile database (about 104 disease category and 88 IHC antibodies) based on WHO classification by reviewing the literature. The initial probability of each neoplasm was set with the epidemiologic data of lymphoid neoplasm in Korea. With the IHC results of 131 patients sequentially selected, top three presumptive diagnoses for each case were made and compared with the original diagnoses. After the review of the data, 124 out of 131 were used for final analysis. As a result, the presumptive diagnoses were concordant with the original diagnoses in 118 cases (93.7%). The major reason of discordant cases was that the similarity of the IHC profile between two or three different neoplasms. The expert supporting system algorithm presented in this study is in its elementary stage and need more optimization using more advanced technology such as deep-learning with data of real cases, especially in differentiating T-cell lymphomas. Although it needs more refinement, it may be used to aid pathological decision making in future. A further application to determine IHC antibodies for a certain subset of differential diagnoses might be possible in near future.

Keywords: database, expert supporting system, immunohistochemistry, probabilistic decision tree

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4180 Performance Evaluation of Task Scheduling Algorithm on LCQ Network

Authors: Zaki Ahmad Khan, Jamshed Siddiqui, Abdus Samad

Abstract:

The Scheduling and mapping of tasks on a set of processors is considered as a critical problem in parallel and distributed computing system. This paper deals with the problem of dynamic scheduling on a special type of multiprocessor architecture known as Linear Crossed Cube (LCQ) network. This proposed multiprocessor is a hybrid network which combines the features of both linear type of architectures as well as cube based architectures. Two standard dynamic scheduling schemes namely Minimum Distance Scheduling (MDS) and Two Round Scheduling (TRS) schemes are implemented on the LCQ network. Parallel tasks are mapped and the imbalance of load is evaluated on different set of processors in LCQ network. The simulations results are evaluated and effort is made by means of through analysis of the results to obtain the best solution for the given network in term of load imbalance left and execution time. The other performance matrices like speedup and efficiency are also evaluated with the given dynamic algorithms.

Keywords: dynamic algorithm, load imbalance, mapping, task scheduling

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4179 Determination of Optimal Stress Locations in 2D–9 Noded Element in Finite Element Technique

Authors: Nishant Shrivastava, D. K. Sehgal

Abstract:

In Finite Element Technique nodal stresses are calculated through displacement as nodes. In this process, the displacement calculated at nodes is sufficiently good enough but stresses calculated at nodes are not sufficiently accurate. Therefore, the accuracy in the stress computation in FEM models based on the displacement technique is obviously matter of concern for computational time in shape optimization of engineering problems. In the present work same is focused to find out unique points within the element as well as the boundary of the element so, that good accuracy in stress computation can be achieved. Generally, major optimal stress points are located in domain of the element some points have been also located at boundary of the element where stresses are fairly accurate as compared to nodal values. Then, it is subsequently concluded that there is an existence of unique points within the element, where stresses have higher accuracy than other points in the elements. Therefore, it is main aim is to evolve a generalized procedure for the determination of the optimal stress location inside the element as well as at the boundaries of the element and verify the same with results from numerical experimentation. The results of quadratic 9 noded serendipity elements are presented and the location of distinct optimal stress points is determined inside the element, as well as at the boundaries. The theoretical results indicate various optimal stress locations are in local coordinates at origin and at a distance of 0.577 in both directions from origin. Also, at the boundaries optimal stress locations are at the midpoints of the element boundary and the locations are at a distance of 0.577 from the origin in both directions. The above findings were verified through experimentation and findings were authenticated. For numerical experimentation five engineering problems were identified and the numerical results of 9-noded element were compared to those obtained by using the same order of 25-noded quadratic Lagrangian elements, which are considered as standard. Then root mean square errors are plotted with respect to various locations within the elements as well as the boundaries and conclusions were drawn. After numerical verification it is noted that in a 9-noded element, origin and locations at a distance of 0.577 from origin in both directions are the best sampling points for the stresses. It was also noted that stresses calculated within line at boundary enclosed by 0.577 midpoints are also very good and the error found is very less. When sampling points move away from these points, then it causes line zone error to increase rapidly. Thus, it is established that there are unique points at boundary of element where stresses are accurate, which can be utilized in solving various engineering problems and are also useful in shape optimizations.

Keywords: finite elements, Lagrangian, optimal stress location, serendipity

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4178 Modeling Core Flooding Experiments for Co₂ Geological Storage Applications

Authors: Avinoam Rabinovich

Abstract:

CO₂ geological storage is a proven technology for reducing anthropogenic carbon emissions, which is paramount for achieving the ambitious net zero emissions goal. Core flooding experiments are an important step in any CO₂ storage project, allowing us to gain information on the flow of CO₂ and brine in the porous rock extracted from the reservoir. This information is important for understanding basic mechanisms related to CO₂ geological storage as well as for reservoir modeling, which is an integral part of a field project. In this work, a different method for constructing accurate models of CO₂-brine core flooding will be presented. Results for synthetic cases and real experiments will be shown and compared with numerical models to exhibit their predictive capabilities. Furthermore, the various mechanisms which impact the CO₂ distribution and trapping in the rock samples will be discussed, and examples from models and experiments will be provided. The new method entails solving an inverse problem to obtain a three-dimensional permeability distribution which, along with the relative permeability and capillary pressure functions, constitutes a model of the flow experiments. The model is more accurate when data from a number of experiments are combined to solve the inverse problem. This model can then be used to test various other injection flow rates and fluid fractions which have not been tested in experiments. The models can also be used to bridge the gap between small-scale capillary heterogeneity effects (sub-core and core scale) and large-scale (reservoir scale) effects, known as the upscaling problem.

Keywords: CO₂ geological storage, residual trapping, capillary heterogeneity, core flooding, CO₂-brine flow

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