Search results for: algorithm techniques

Authors: Aysan Esgandanian, Sabalan Daneshvar

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The study is done to determine the comparison between proportional-integral-derivative controller (PID controller) and tilt-integral-derivative (TID controller) for cardiac pacemaker systems, which can automatically control the heart rate to accurately track a desired preset profile. The controller offers good adaption of heart to the physiological needs of the patient. The parameters of the both controllers are tuned by particle swarm optimization (PSO) algorithm which uses the integral of time square error as a fitness function to be minimized. Simulation results are performed on the developed cardiovascular system of humans and results demonstrate that the TID controller produces superior control performance than PID controllers. In this paper, all simulations were performed in Matlab.

Keywords: integral of time square error, pacemaker systems, proportional-integral-derivative controller, PSO algorithm, tilt-integral-derivative controller

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Authors: V. V. Singh, Yusuf Ibrahim Gwanda, Rajesh Prasad

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In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as a local server). Observing the different possibilities of the functioning of the CC, the analysis has been done to evaluate the various popular measures of reliability such as availability, reliability, mean time to failure (MTTF), profit analysis due to the operation of the system. The system can ultimately fail due to the failure of router, redundant server before repairing the mail server and switch failure. The system can also partially fail when a local server fails. The failed devices have restored according to Least Recently Used (LRU) techniques. The system can also fail entirely due to a cooling failure of the server, electricity failure or some natural calamity like earthquake, fire tsunami, etc. All the failure rates are assumed to be constant and follow exponential time distribution, while the repair follows two types of distributions: i.e. general and Gumbel-Hougaard family copula distribution.

Keywords: reliability, availability Gumbel-Hougaard family copula, MTTF, internet data centre

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Authors: Siwei Chang, Heng Li, Haitao Wu, Xin Fang

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Construction robots are receiving more and more attention as a promising solution to the manpower shortage issue in the construction industry. The development of intelligent control techniques that assist in controlling the robots to avoid transparency and reflected building obstacles is crucial for guaranteeing the adaptability and flexibility of mobile construction robots in complex construction environments. With the boom of computer vision techniques, a number of studies have proposed vision-based methods for transparent obstacle avoidance to improve operation accuracy. However, vision-based methods are also associated with disadvantages such as high computational costs. To provide better perception and value evaluation, this study aims to analyze the performance of vision-based techniques for avoiding transparent building obstacles. To achieve this, commonly used sensors, including a lidar, an ultrasonic sensor, and a USB camera, are equipped on the robotic platform to detect obstacles. A Raspberry Pi 3 computer board is employed to compute data collecting and control algorithms. The turtlebot3 burger is employed to test the programs. On-site experiments are carried out to observe the performance in terms of success rate and detection distance. Control variables include obstacle shapes and environmental conditions. The findings contribute to demonstrating how effectively vision-based obstacle avoidance strategies for transparent building obstacle avoidance and provide insights and informed knowledge when introducing computer vision techniques in the aforementioned domain.

Keywords: construction robot, obstacle avoidance, computer vision, transparent obstacle

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Authors: Linh Nguyen Tung, Anh Truong Viet, Nghien Nguyen Ba, Chuong Trinh Trong

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This paper proposes a reconfiguration methodology based on a continuous genetic algorithm (CGA) and particle swarm optimization (PSO) for minimizing active power loss and minimizing voltage deviation. Both algorithms are adapted using graph theory to generate feasible individuals, and the modified crossover is used for continuous variable of CGA. To demonstrate the performance and effectiveness of the proposed methods, a comparative analysis of CGA with PSO for network reconfiguration, on 33-node and 119-bus radial distribution system is presented. The simulation results have shown that both CGA and PSO can be used in the distribution network reconfiguration and CGA outperformed PSO with significant success rate in finding optimal distribution network configuration.

Keywords: distribution network reconfiguration, particle swarm optimization, continuous genetic algorithm, power loss reduction, voltage deviation

Procedia PDF Downloads 188

Authors: Annika Stechemesser, Rachel Pounds, Emma Lucas, Chris Dawson, Julia Lipecki, Pavle Vrljicak, Jan Brosens, Sean Kehoe, Jason Yap, Lawrence Young, Sascha Ott

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Advances in technology make it now possible to retrieve the genetic information of thousands of single cancerous cells. One of the key challenges in single cell analysis of cancerous tissue is to determine the number of different cell types and their characteristic genes within the sample to better understand the tumors and their reaction to different treatments. For this analysis to be possible, it is crucial to filter out background noise as it can severely blur the downstream analysis and give misleading results. In-depth analysis of the state-of-the-art filtering methods for single cell data showed that they do, in some cases, not separate noisy and normal cells sufficiently. We introduced an algorithm that filters and clusters single cell data simultaneously without relying on certain genes or thresholds chosen by eye. It detects communities in a Shared Nearest Neighbor similarity network, which captures the similarities and dissimilarities of the cells by optimizing the modularity and then identifies and removes vertices with a weak clustering belonging. This strategy is based on the fact that noisy data instances are very likely to be similar to true cell types but do not match any of these wells. Once the clustering is complete, we apply a set of evaluation metrics on the cluster level and accept or reject clusters based on the outcome. The performance of our algorithm was tested on three datasets and led to convincing results. We were able to replicate the results on a Peripheral Blood Mononuclear Cells dataset. Furthermore, we applied the algorithm to two samples of ovarian cancer from the same patient before and after chemotherapy. Comparing the standard approach to our algorithm, we found a hidden cell type in the ovarian postchemotherapy data with interesting marker genes that are potentially relevant for medical research.

Keywords: cancer research, graph theory, machine learning, single cell analysis

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Authors: Hassan Masoumi, Ahad Salimi, Nazanin Barhemmat, Babak Gholami

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Artificial neural networks have gained a lot of interest as empirical models for their powerful representational capacity, multi input and output mapping characteristics. In fact, most feed-forward networks with nonlinear nodal functions have been proved to be universal approximates. In this paper, we propose a new supervised method for color image classification based on self organizing feature maps (SOFM). This algorithm is based on competitive learning. The method partitions the input space using self-organizing feature maps to introduce the concept of local neighborhoods. Our image classification system entered into RGB image. Experiments with simulated data showed that separability of classes increased when increasing training time. In additional, the result shows proposed algorithms are effective for color image classification.

Keywords: classification, SOFM algorithm, neural network, neighborhood, RGB image

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Authors: Dheyaa W. Abbood, Rafa H. AL-Suhaili, May S. Saleh

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A model using the artificial neural networks and genetic algorithm technique is developed for obtaining optimum dimensions of the foundation length and protections of small hydraulic structures. The procedure involves optimizing an objective function comprising a weighted summation of the state variables. The decision variables considered in the optimization are the upstream and downstream cutoffs length sand their angles of inclination, the foundation length, and the length of the downstream soil protection. These were obtained for a given maximum difference in head, depth of impervious layer and degree of anisotropy.The optimization carried out subjected to constraints that ensure a safe structure against the uplift pressure force and sufficient protection length at the downstream side of the structure to overcome an excessive exit gradient. The Geo-studios oft ware, was used to analyze 1200 different cases. For each case the length of protection and volume of structure required to satisfy the safety factors mentioned previously were estimated. An ANN model was developed and verified using these cases input-output sets as its data base. A MatLAB code was written to perform a genetic algorithm optimization modeling coupled with this ANN model using a formulated optimization model. A sensitivity analysis was done for selecting the cross-over probability, the mutation probability and level ,the number of population, the position of the crossover and the weights distribution for all the terms of the objective function. Results indicate that the most factor that affects the optimum solution is the number of population required. The minimum value that gives stable global optimum solution of this parameters is (30000) while other variables have little effect on the optimum solution.

Keywords: inclined cutoff, optimization, genetic algorithm, artificial neural networks, geo-studio, uplift pressure, exit gradient, factor of safety

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Authors: Josef Steinberger, Vanni Zavarella, Hristo Tanev

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Natural disasters cause tens of thousands of victims and massive material damages. We refer to all those events caused by natural disasters, such as damage on people, infrastructure, vehicles, services and resource supply, as micro events. This paper addresses the problem of micro - event detection in online media sources. We present a natural language grammar learning algorithm and apply it to online news. The algorithm in question is based on distributional clustering and detection of word collocations. We also explore the extraction of micro-events from social media and describe a Twitter mining robot, who uses combinations of keywords to detect tweets which talk about effects of disasters.

Keywords: online news, natural language processing, machine learning, event extraction, crisis computing, disaster effects, Twitter

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Authors: Ujjal Chattaraj, P. C. Dasbebartta, S. Bhuyan

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This paper aims to propose a method to detect the action of the driver’s eyes, using the concept of face detection. There are three major key contributing methods which can rapidly process the framework of the facial image and hence produce results which further can program the reactions of the vehicles as pre-programmed for the traffic safety. This paper compares and analyses the methods on the basis of their reaction time and their ability to deal with fluctuating images of the driver. The program used in this study is simple and efficient, built using the AdaBoost learning algorithm. Through this program, the system would be able to discard background regions and focus on the face-like regions. The results are analyzed on a common computer which makes it feasible for the end users. The application domain of this experiment is quite wide, such as detection of drowsiness or influence of alcohols in drivers or detection for the case of identification.

Keywords: AdaBoost learning algorithm, face detection, framework, traffic safety

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Authors: Santhosh Srinivasan, Vipul Garhiya, Shahul Hamid Khan

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Environmental performance along with social performance is becoming vital factors for industries to achieve global standards. With a good environmental policy global industries are differentiating them from their competitors. This paper concentrates on multi stage, multi product and multi period manufacturing network. Single objective mathematical models for a total cost for the entire forward supply chain and reverse chain are considered. Here five different problems are considered by varying the number of facilities for illustration. M-MOGA, Shuffle Frog Leaping algorithm (SFLA) and CPLEX are used for finding the optimal solution for the mathematical model.

Keywords: closed loop supply chain, genetic algorithm, random search, multi period, green supply chain

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Authors: Jan Busch, Maurice Schmidt, Peter Nyhuis

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The change of conditions for production companies in high-wage countries is characterized by the globalization of competition and the transition of a supplier´s to a buyer´s market. The companies need to face the challenges of reacting flexibly to these changes. Due to the significant and increasing degree of automation, assembly has become the most expensive production process. Regarding the reduction of production cost, assembly consequently offers a considerable rationalizing potential. Therefore, an aerodynamic feeding system has been developed at the Institute of Production Systems and Logistics (IFA), Leibniz Universitaet Hannover. In former research activities, this system has been enabled to adjust itself using genetic algorithm. The longer the genetic algorithm is executed the better is the feeding quality. In this paper, the relation between the system´s setting time and the feeding quality is observed and a function which enables the user to achieve the minimum of the total feeding time is presented.

Keywords: aerodynamic feeding system, batch size, optimisation, setting time

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Authors: Mohsen Ziaee

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Almost all existing researches on the flowshop scheduling problems focus on the permutation schedules and there is insufficient study dedicated to the general flowshop scheduling problems in the literature, since the modeling and solving of the general flowshop scheduling problems are more difficult than the permutation ones, especially for the large-size problem instances. This paper considers the general flowshop scheduling problem with the objective function of the makespan (F//Cmax). We first find the optimal solution of the problem by solving a mixed integer linear programming model. An efficient heuristic method is then presented to solve the problem. An ant colony optimization algorithm is also proposed for the problem. In order to evaluate the performance of the methods, computational experiments are designed and performed. Numerical results show that the heuristic algorithm can result in reasonable solutions with low computational effort and even achieve optimal solutions in some cases.

Keywords: scheduling, general flow shop scheduling problem, makespan, heuristic

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Authors: Bilgehan Gultekin, Tuba Gultekin

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Diplomatic public relations gives an ideal concept for recognition of palestine state in all over the europe. The first step of official recognition is approval of palestine state in international political organisations such as United Nations and Nato. So, diplomatic public relations provides a recognition process in communication scale. One of the aims of the study titled “Diplomatic Public Relations Techniques for Recognition of Palestine State in Europe” is to present some communication projects on diplomatic way. The study also aims at showing communication process at diplomatic level. The most important level of such kind of diplomacy is society based diplomacy. Moreover,The study provides a wider perspective that gives some creative diplomatic communication strategies for attracting society. To persuade the public for official recognition also is key element of this process. The study also finds new communication routes including persuasion techniques for society. All creative projects are supporting parts in original persuasive process of official recognition of Palestine.

Keywords: diplomatic public relations, diplomatic communication strategies, diplomatic communication, public relations

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Authors: Deepshikha Shukla, C. H. Solanki, Mayank K. Desai

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Amongst all the natural hazards, earthquakes have the potential for causing the greatest damages. Since the earthquake forces are random in nature and unpredictable, the quantification of the hazards becomes important in order to assess the hazards. The time and place of a future earthquake are both uncertain. Since earthquakes can neither be prevented nor be predicted, engineers have to design and construct in such a way, that the damage to life and property are minimized. Seismic hazard analysis plays an important role in earthquake design structures by providing a rational value of input parameter. In this paper, both mathematical, as well as computational methods adopted by researchers globally in the past five years, will be discussed. Some mathematical approaches involving the concepts of Poisson’s ratio, Convex Set Theory, Empirical Green’s Function, Bayesian probability estimation applied for seismic hazard and FOSM (first-order second-moment) algorithm methods will be discussed. Computational approaches and numerical model SSIFiBo developed in MATLAB to study dynamic soil-structure interaction problem is discussed in this paper. The GIS-based tool will also be discussed which is predominantly used in the assessment of seismic hazards.

Keywords: computational methods, MATLAB, seismic hazard, seismic measurements

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Authors: M. H. Hussain, I. Musirin, A. F. Abidin, S. R. A. Rahim

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This paper presents the implementation of Artificial Bees Colony (ABC) algorithm in solving Directional OverCurrent Relays (DOCRs) coordination problem for near-end faults occurring in fixed network topology. The coordination optimization of DOCRs is formulated as linear programming (LP) problem. The objective function is introduced to minimize the operating time of the associated relay which depends on the time multiplier setting. The proposed technique is to taken as a technique for comparison purpose in order to highlight its superiority. The proposed algorithms have been tested successfully on 8 bus test system. The simulation results demonstrated that the ABC algorithm which has been proved to have good search ability is capable in dealing with constraint optimization problems.

Keywords: artificial bees colony, directional overcurrent relay coordination problem, relay settings, time multiplier setting

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Authors: Pocholo Rodriguez, Anne Bernadine Ocampo, Ian Benedict Chan, Janric Micah Gray

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The state of an electric power system may be classified as either stable or unstable. The borderline of stability is at any condition for which a slight change in an unfavourable direction of any pertinent quantity will cause instability. Voltage instability in power distribution systems could lead to voltage collapse and thus power blackouts. The researchers will present an intelligent system using back propagation algorithm that can detect voltage instability and output voltage of a power distribution and classify it as stable or unstable. The researchers’ work is the use of parameters involved in voltage instability as input parameters to the neural network for training and testing purposes that can provide faster detection and monitoring of the power distribution system.

Keywords: back-propagation algorithm, load instability, neural network, power distribution system

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Authors: Christoph Ramsauer, Jaydeep Karandikar, Tony Schmitz, Friedrich Bleicher

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Machining stability is an important limitation to discrete part machining. In this work, a networked implementation of milling stability optimization with Bayesian learning is presented. The milling process was monitored with a wireless sensory tool holder instrumented with an accelerometer at the Vienna University of Technology, Vienna, Austria. The recorded data from a milling test cut is used to classify the cut as stable or unstable based on the frequency analysis. The test cut result is fed to a Bayesian stability learning algorithm at the University of Tennessee, Knoxville, Tennessee, USA. The algorithm calculates the probability of stability as a function of axial depth of cut and spindle speed and recommends the parameters for the next test cut. The iterative process between two transatlantic locations repeats until convergence to a stable optimal process parameter set is achieved.

Keywords: machining stability, machine learning, sensor, optimization

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Authors: Karolina Wieczorek, Sophie Wiliams

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Introduction: Patient data is often collected in Electronic Health Record Systems (EHR) for purposes such as providing care as well as reporting data. This information can be re-used to validate data models in clinical trials or in epidemiological studies. Manual validation of automated tools is vital to pick up errors in processing and to provide confidence in the output. Mentioning a disease in a discharge letter does not necessarily mean that a patient suffers from this disease. Many of them discuss a diagnostic process, different tests, or discuss whether a patient has a certain disease. The COVID-19 dataset in this study used natural language processing (NLP), an automated algorithm which extracts information related to COVID-19 symptoms, complications, and medications prescribed within the hospital. Free-text patient clinical patient notes are rich sources of information which contain patient data not captured in a structured form, hence the use of named entity recognition (NER) to capture additional information. Methods: Patient data (discharge summary letters) were exported and screened by an algorithm to pick up relevant terms related to COVID-19. Manual validation of automated tools is vital to pick up errors in processing and to provide confidence in the output. A list of 124 Systematized Nomenclature of Medicine (SNOMED) Clinical Terms has been provided in Excel with corresponding IDs. Two independent medical student researchers were provided with a dictionary of SNOMED list of terms to refer to when screening the notes. They worked on two separate datasets called "A” and "B”, respectively. Notes were screened to check if the correct term had been picked-up by the algorithm to ensure that negated terms were not picked up. Results: Its implementation in the hospital began on March 31, 2020, and the first EHR-derived extract was generated for use in an audit study on June 04, 2020. The dataset has contributed to large, priority clinical trials (including International Severe Acute Respiratory and Emerging Infection Consortium (ISARIC) by bulk upload to REDcap research databases) and local research and audit studies. Successful sharing of EHR-extracted datasets requires communicating the provenance and quality, including completeness and accuracy of this data. The results of the validation of the algorithm were the following: precision (0.907), recall (0.416), and F-score test (0.570). Percentage enhancement with NLP extracted terms compared to regular data extraction alone was low (0.3%) for relatively well-documented data such as previous medical history but higher (16.6%, 29.53%, 30.3%, 45.1%) for complications, presenting illness, chronic procedures, acute procedures respectively. Conclusions: This automated NLP algorithm is shown to be useful in facilitating patient data analysis and has the potential to be used in more large-scale clinical trials to assess potential study exclusion criteria for participants in the development of vaccines.

Keywords: automated, algorithm, NLP, COVID-19

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Authors: Hae-Yeoun Lee

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Quantification of cardiac function is performed by calculating blood volume and ejection fraction in routine clinical practice. However, these works have been performed by manual contouring,which requires computational costs and varies on the observer. In this paper, an automatic left ventricle segmentation algorithm on cardiac magnetic resonance images (MRI) is presented. Using knowledge on cardiac MRI, a K-mean clustering technique is applied to segment blood region on a coil-sensitivity corrected image. Then, a graph searching technique is used to correct segmentation errors from coil distortion and noises. Finally, blood volume and ejection fraction are calculated. Using cardiac MRI from 15 subjects, the presented algorithm is tested and compared with manual contouring by experts to show outstanding performance.

Keywords: cardiac MRI, graph searching, left ventricle segmentation, K-means clustering

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Authors: Henri El Zakhem, Christina Romanos, Charlie Bakhos, Hassan Chahal, Jessica Koura

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Squalene is a valuable component of the oil composed of 30 carbon atoms and is mainly used for cosmetic materials. The main concern of this article is to study the Squalene composition in the Lebanese olive oil and to compare it with foreign oil results. To our knowledge, extraction of Squalene from the Lebanese olive oil has not been conducted before. Three different techniques were studied and experiments were performed on three brands of olive oil, Al Wadi Al Akhdar, Virgo Bio and Boulos. The techniques performed are the Fractional Crystallization, the Soxhlet and the Esterification. By comparing the results, it is found that the Lebanese oil contains squalene and Soxhlet method is the most effective between the three methods extracting about 6.5E-04 grams of Squalene per grams of olive oil.

Keywords: squalene, extraction, crystallization, Soxhlet

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Authors: Hartani Kada, Merah Abdelkader

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Aiming at the high nonlinearities and unmatched uncertainties of the intelligent electric vehicles’ dynamic system, this paper presents a lateral motion control algorithm for intelligent electric vehicles with four in-wheel motors. A fuzzy logic procedure is presented and formulated to realize lateral control in lane change. The vehicle dynamics model and a desired target tracking model were established in this paper. A fuzzy logic controller was designed for integrated active front steering (AFS) and direct yaw moment control (DYC) in order to improve vehicle handling performance and stability, and a fuzzy controller for the automatic steering problem. The simulation results demonstrate the strong robustness and excellent tracking performance of the control algorithm that is proposed.

Keywords: fuzzy logic, lateral control, AFS, DYC, electric car technology, longitudinal control, lateral motion

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Authors: Basak Can

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This paper introduces an iterative and weighted localization method that utilizes a unique cost function formulation to significantly enhance the performance of positioning systems. The system employs locators, such as Gateways (GWs), to estimate and track the position of an End Node (EN). Performance is evaluated relative to the number of locators, with known locations determined through calibration. Performance evaluation is presented utilizing low cost single-antenna Bluetooth Low Energy (BLE) devices. The proposed approach can be applied to alternative Internet of Things (IoT) modulation schemes, as well as Ultra WideBand (UWB) or millimeter-wave (mmWave) based devices. In non-line-of-sight (NLOS) scenarios, using four or eight locators yields a 95th percentile localization performance of 2.2 meters and 1.5 meters, respectively, in a 4,305 square feet indoor area with BLE 5.1 devices. This method outperforms conventional RSSI-based techniques, achieving a 51% improvement with four locators and a 52 % improvement with eight locators. Future work involves modeling interference impact and implementing data curation across multiple channels to mitigate such effects.

Keywords: lateration, least squares, Levenberg-Marquardt algorithm, localization, path-loss, RMS error, RSSI, sensors, shadow fading, weighted localization

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Authors: Srikanth Nagarajan, P. Parthasarathy, Frits Lagers

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Lower crude oil prices increased the pressure on oil and gas projects. Being competitive becomes very important and critical for the success in any industry. Increase in size of the project multiplies the magnitude of the issue. Timely completion of projects within the budget and schedule is very important for any project to succeed. A simple idea makes a larger impact on the total cost of the plant. In this robust world, the phases of engineering right from licensing technology, feed, different phases of detail engineering, procurement and construction has been so much compressed that they overlap with each other. Hence constructability techniques have become very important. Here in this paper, the focus will be on how these techniques can be implemented and reduce cost with the help of a case study. Constructability is a process driven by the need to impact project’s construction phase resulting in improved project delivery, costs and schedule. In construction phase of one of our fast-track mega project, it was noticed that there was an opportunity to reduce significant amount of cost and schedule by implementing Constructability study processes. In this case study, the actual methodology adopted during engineering and construction and the way for doing it better by implementing Constructability techniques with collaborative engineering efforts will be explained.

Keywords: being competitive, collaborative engineering, constructability, cost reduction

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Authors: Bezhan Ghvaberidze

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A multiple criteria optimization approach for the solution of the Fuzzy Vehicle Routing Problem (FVRP) is proposed. For the possibility environment the levels of movements between customers are calculated by the constructed simulation interactive algorithm. The first criterion of the bi-criteria optimization problem - minimization of the expectation of total fuzzy travel time on closed routes is constructed for the FVRP. A new, second criterion – maximization of feasibility of movement on the closed routes is constructed by the Choquet finite averaging operator. The FVRP is reduced to the bi-criteria partitioning problem for the so called “promising” routes which were selected from the all admissible closed routes. The convenient selection of the “promising” routes allows us to solve the reduced problem in the real-time computing. For the numerical solution of the bi-criteria partitioning problem the -constraint approach is used. An exact algorithm is implemented based on D. Knuth’s Dancing Links technique and the algorithm DLX. The Main objective was to present the new approach for FVRP, when there are some difficulties while moving on the roads. This approach is called FVRP for extreme conditions (FVRP-EC) on the roads. Also, the aim of this paper was to construct the solving model of the constructed FVRP. Results are illustrated on the numerical example where all Pareto-optimal solutions are found. Also, an approach for more complex model FVRP with time windows was developed. A numerical example is presented in which optimal routes are constructed for extreme conditions on the roads.

Keywords: combinatorial optimization, Fuzzy Vehicle routing problem, multiple objective programming, possibility theory

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Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

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In this article, a portfolio optimization problem is performed in a Solvency II context: it illustrates how advanced optimization techniques can help to tackle complex operational pain points around the monitoring, control, and stability of Solvency Capital Requirement (SCR). The market SCR of a portfolio is calculated as a combination of SCR sub-modules. These sub-modules are the results of stress-tests on interest rate, equity, property, credit and FX factors, as well as concentration on counter-parties. The market SCR is non convex and non differentiable, which does not make it a natural optimization criteria candidate. In the SCR formulation, correlations between sub-modules are fixed, whereas risk-driven portfolio allocation is usually driven by the dynamics of the actual correlations. Implementing a portfolio construction approach that is efficient on both a regulatory and economic standpoint is not straightforward. Moreover, the challenge for insurance portfolio managers is not only to achieve a minimal SCR to reduce non-invested capital but also to ensure stability of the SCR. Some optimizations have already been performed in the literature, simplifying the standard formula into a quadratic function. But to our knowledge, it is the first time that the standard formula of the market SCR is used in an optimization problem. Two solvers are combined: a bundle algorithm for convex non- differentiable problems, and a BFGS (Broyden-Fletcher-Goldfarb- Shanno)-SQP (Sequential Quadratic Programming) algorithm, to cope with non-convex cases. A market SCR minimization is then performed with historical data. This approach results in significant reduction of the capital requirement, compared to a classical Markowitz approach based on the historical volatility. A comparative analysis of different optimization models (equi-risk-contribution portfolio, minimizing volatility portfolio and minimizing value-at-risk portfolio) is performed and the impact of these strategies on risk measures including market SCR and its sub-modules is evaluated. A lack of diversification of market SCR is observed, specially for equities. This was expected since the market SCR strongly penalizes this type of financial instrument. It was shown that this direct effect of the regulation can be attenuated by implementing constraints in the optimization process or minimizing the market SCR together with the historical volatility, proving the interest of having a portfolio construction approach that can incorporate such features. The present results are further explained by the Market SCR modelling.

Keywords: financial risk, numerical optimization, portfolio management, solvency capital requirement

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Authors: N. R. Badurally Adam, S. R. Monebhurrun, M. Z. Dauhoo, A. Khoodaruth

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Transport energy demand is vital for the economic growth of any country. Globalisation and better standard of living plays an important role in transport energy demand. Recently, transport energy demand in Mauritius has increased significantly, thus leading to an abuse of natural resources and thereby contributing to global warming. Forecasting the transport energy demand is therefore important for controlling and managing the demand. In this paper, we develop a model to predict the transport energy demand. The model developed is based on a system of five stochastic differential equations (SDEs) consisting of five endogenous variables: fuel price, population, gross domestic product (GDP), number of vehicles and transport energy demand and three exogenous parameters: crude birth rate, crude death rate and labour force. An interval of seven years is used to avoid any falsification of result since Mauritius is a developing country. Data available for Mauritius from year 2003 up to 2009 are used to obtain the values of design variables by applying genetic algorithm. The model is verified and validated for 2010 to 2012 by substituting the values of coefficients obtained by GA in the model and using particle swarm optimisation (PSO) to predict the values of the exogenous parameters. This model will help to control the transport energy demand in Mauritius which will in turn foster Mauritius towards a pollution-free country and decrease our dependence on fossil fuels.

Keywords: genetic algorithm, modeling, particle swarm optimization, stochastic differential equations, transport energy demand

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Authors: Totok R. Biyanto, Arif T. Mardianto, M. Farid R. R., Luthfi Machmudi, kandi mulakasti

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The main objective of this research is optimizing the electrocoagulation process design as a post-treatment for biologically vinasse effluent process. The first principle model with three independent variables that affect the energy consumption of electrocoagulation process i.e. current density, electrode distance, and time of treatment process are chosen as optimized variables. The process condition parameters were determined with the value of pH, electrical conductivity, and temperature of vinasse about 6.5, 28.5 mS/cm, 52 oC, respectively. Aluminum was chosen as the electrode material of electrocoagulation process. Duelist algorithm was used as optimization technique due to its capability to reach a global optimum. The optimization results show that the optimal process can be reached in the conditions of current density of 2.9976 A/m2, electrode distance of 1.5 cm and electrolysis time of 119 min. The optimized energy consumption during process is 34.02 Wh.

Keywords: optimization, vinasse effluent, electrocoagulation, energy consumption

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Authors: Purva Joshi, Rohit Thanki, Omar Hanif

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Unmanned aerial vehicles (UAVs) are becoming increasingly important in various industrial applications and sectors. Nowadays, a multi UAV network is used for specific types of communication (e.g., military) and monitoring purposes. Therefore, it is critical to reducing propagation delay during communication between UAVs, which is essential in a multi UAV network. This paper presents how the propagation delay between the base station (BS) and the UAVs is reduced using a searching algorithm. Furthermore, the iterative-based K-nearest neighbor (k-NN) algorithm and Travelling Salesmen Problem (TSP) algorthm were utilized to optimize the distance between BS and individual UAV to overcome the problem of propagation delay in multi UAV networks. The simulation results show that this proposed method reduced complexity, improved reliability, and reduced propagation delay in multi UAV networks.

Keywords: multi UAV network, optimal distance, propagation delay, K - nearest neighbor, traveling salesmen problem

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Authors: Yitao Lei, Xingxiang Zhai, Burra Venkata Durga Kumar

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As the quantity and complexity of computing in large-scale software systems increase, distributed system computing becomes increasingly important. The distributed system realizes high-performance computing by collaboration between different computing resources. If there are no efficient resource scheduling resources, the abuse of distributed computing may cause resource waste and high costs. However, resource scheduling is usually an NP-hard problem, so we cannot find a general solution. However, some optimization algorithms exist like genetic algorithm, ant colony optimization, etc. The large scale of distributed systems makes this traditional optimization algorithm challenging to work with. Heuristic and machine learning algorithms are usually applied in this situation to ease the computing load. As a result, we do a review of traditional resource scheduling optimization algorithms and try to introduce a deep reinforcement learning method that utilizes the perceptual ability of neural networks and the decision-making ability of reinforcement learning. Using the machine learning method, we try to find important factors that influence the performance of distributed system computing and help the distributed system do an efficient computing resource scheduling. This paper surveys the application of deep reinforcement learning on distributed system computing resource scheduling proposes a deep reinforcement learning method that uses a recurrent neural network to optimize the resource scheduling, and proposes the challenges and improvement directions for DRL-based resource scheduling algorithms.

Keywords: resource scheduling, deep reinforcement learning, distributed system, artificial intelligence

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Authors: M. Iruleswari, A. Jeyapaul Murugan

Abstract:

Most fundamental part used in many Digital Signal Processing (DSP) application is a Finite Impulse Response (FIR) filter because of its linear phase, stability and regular structure. Designing a high-speed and hardware efficient FIR filter is a very challenging task as the complexity increases with the filter order. In most applications the higher order filters are required but the memory usage of the filter increases exponentially with the order of the filter. Using multipliers occupy a large chip area and need high computation time. Multiplier-less memory-based techniques have gained popularity over past two decades due to their high throughput processing capability and reduced dynamic power consumption. This paper describes the design and implementation of highly efficient Look-Up Table (LUT) based circuit for the implementation of FIR filter using Distributed arithmetic algorithm. It is a multiplier less FIR filter. The LUT can be subdivided into a number of LUT to reduce the memory usage of the LUT for higher order filter. Analysis on the performance of various filter orders with different address length is done using Xilinx 14.5 synthesis tool. The proposed design provides less latency, less memory usage and high throughput.

Keywords: finite impulse response, distributed arithmetic, field programmable gate array, look-up table

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