Search results for: conjugate fourier series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3605

Search results for: conjugate fourier series

3455 A Generalization of Option Pricing with Discrete Dividends to Markets with Daily Price Limits

Authors: Jiahau Guo, Yihe Zhang

Abstract:

This paper proposes solutions for pricing options on stocks paying discrete dividends in markets with daily price limits. We first extend the intraday density function of Guo and Chang (2020) to a multi-day one and use the framework of Haug et al. (2003) to value European options on stocks paying discrete dividends. Next, we adopt the fast Fourier transform (FFT) to derive accurate and efficient formulae for American options and further employ the three-point Richardson extrapolation to accelerate the computation. Finally, the accuracy of our proposed methods is verified by simulations.

Keywords: daily price limit, discrete dividend, early exercise, fast Fourier transform, multi-day density function, Richardson extrapolation

Procedia PDF Downloads 164
3454 Hybrid Molecules: A Promising Approach to Design Potent Antimicrobial and Anticancer Drugs

Authors: Blessing Atim Aderibigbe

Abstract:

A series of amine/ester-linked hybrid compounds containing pharmacophores, such as ursolic acid, oleanolic acid, ferrocene and bisphosphonates, were synthesized in an attempt to develop potent antibacterial and anticancer agents. Their structures were analyzed and confirmed using Nuclear Magnetic Resonance, Fourier Transform Infrared Spectroscopy, and mass spectroscopy. All the synthesized hybrid compounds were evaluated for their antibacterial activities against eleven selected bacterial strains using a serial dilution method. Some of the compounds displayed significant antibacterial activity against most of the bacterial and fungal strains. In addition, the in vitro cytotoxicity of these compounds was also performed against selected cancer cell lines. Some of the compounds were also found to be more active than their parent compounds, revealing the efficacy of designing hybrid molecules using plant-based bioactive agents.

Keywords: ursolic acid, hybrid drugs, oleanolic acid, bisphosphonates

Procedia PDF Downloads 85
3453 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models

Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

Abstract:

In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

Procedia PDF Downloads 242
3452 Bayesian Approach for Moving Extremes Ranked Set Sampling

Authors: Said Ali Al-Hadhrami, Amer Ibrahim Al-Omari

Abstract:

In this paper, Bayesian estimation for the mean of exponential distribution is considered using Moving Extremes Ranked Set Sampling (MERSS). Three priors are used; Jeffery, conjugate and constant using MERSS and Simple Random Sampling (SRS). Some properties of the proposed estimators are investigated. It is found that the suggested estimators using MERSS are more efficient than its counterparts based on SRS.

Keywords: Bayesian, efficiency, moving extreme ranked set sampling, ranked set sampling

Procedia PDF Downloads 514
3451 Performance Evaluation of the Classic seq2seq Model versus a Proposed Semi-supervised Long Short-Term Memory Autoencoder for Time Series Data Forecasting

Authors: Aswathi Thrivikraman, S. Advaith

Abstract:

The study is aimed at designing encoders for deciphering intricacies in time series data by redescribing the dynamics operating on a lower-dimensional manifold. A semi-supervised LSTM autoencoder is devised and investigated to see if the latent representation of the time series data can better forecast the data. End-to-end training of the LSTM autoencoder, together with another LSTM network that is connected to the latent space, forces the hidden states of the encoder to represent the most meaningful latent variables relevant for forecasting. Furthermore, the study compares the predictions with those of a traditional seq2seq model.

Keywords: LSTM, autoencoder, forecasting, seq2seq model

Procedia PDF Downloads 155
3450 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model

Procedia PDF Downloads 315
3449 Rescaled Range Analysis of Seismic Time-Series: Example of the Recent Seismic Crisis of Alhoceima

Authors: Marina Benito-Parejo, Raul Perez-Lopez, Miguel Herraiz, Carolina Guardiola-Albert, Cesar Martinez

Abstract:

Persistency, long-term memory and randomness are intrinsic properties of time-series of earthquakes. The Rescaled Range Analysis (RS-Analysis) was introduced by Hurst in 1956 and modified by Mandelbrot and Wallis in 1964. This method represents a simple and elegant analysis which determines the range of variation of one natural property (the seismic energy released in this case) in a time interval. Despite the simplicity, there is complexity inherent in the property measured. The cumulative curve of the energy released in time is the well-known fractal geometry of a devil’s staircase. This geometry is used for determining the maximum and minimum value of the range, which is normalized by the standard deviation. The rescaled range obtained obeys a power-law with the time, and the exponent is the Hurst value. Depending on this value, time-series can be classified in long-term or short-term memory. Hence, an algorithm has been developed for compiling the RS-Analysis for time series of earthquakes by days. Completeness time distribution and locally stationarity of the time series are required. The interest of this analysis is their application for a complex seismic crisis where different earthquakes take place in clusters in a short period. Therefore, the Hurst exponent has been obtained for the seismic crisis of Alhoceima (Mediterranean Sea) of January-March, 2016, where at least five medium-sized earthquakes were triggered. According to the values obtained from the Hurst exponent for each cluster, a different mechanical origin can be detected, corroborated by the focal mechanisms calculated by the official institutions. Therefore, this type of analysis not only allows an approach to a greater understanding of a seismic series but also makes possible to discern different types of seismic origins.

Keywords: Alhoceima crisis, earthquake time series, Hurst exponent, rescaled range analysis

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3448 Time Series Analysis on the Production of Fruit Juice: A Case Study of National Horticultural Research Institute (Nihort) Ibadan, Oyo State

Authors: Abiodun Ayodele Sanyaolu

Abstract:

The research was carried out to investigate the time series analysis on quarterly production of fruit juice at the National Horticultural Research Institute Ibadan from 2010 to 2018. Documentary method of data collection was used, and the method of least square and moving average were used in the analysis. From the calculation and the graph, it was glaring that there was increase, decrease, and uniform movements in both the graph of the original data and the tabulated quarter values of the original data. Time series analysis was used to detect the trend in the highest number of fruit juice and it appears to be good over a period of time and the methods used to forecast are additive and multiplicative models. Since it was observed that the production of fruit juice is usually high in January of every year, it is strongly advised that National Horticultural Research Institute should make more provision for fruit juice storage outside this period of the year.

Keywords: fruit juice, least square, multiplicative models, time series

Procedia PDF Downloads 142
3447 Enhancing Learners' Metacognitive, Cultural and Linguistic Proficiency through Egyptian Series

Authors: Hanan Eltayeb, Reem Al Refaie

Abstract:

To be able to connect and relate to shows spoken in a foreign language, advanced learners must understand not only linguistics inferences but also cultural, metacognitive, and pragmatic connotations in colloquial Egyptian TV series. These connotations are needed to both understand the different facets of the dramas put before them, and they’re also consistently grown and formulated through watching these shows. The inferences have become a staple in the Egyptian colloquial culture over the years, making their way into day-to-day conversations as Egyptians use them to speak, relate, joke, and connect with each other, without having known one another from previous times. As for advanced learners, they need to understand these inferences not only to watch these shows, but also to be able to converse with Egyptians on a level that surpasses the formal, or standard. When faced with some of the somewhat recent shows on the Egyptian screens, learners faced challenges in understanding pragmatics, cultural, and religious background of the target language and consequently not able to interact effectively with a native speaker in real-life situations. This study aims to enhance the linguistic and cultural proficiency of learners through studying two genres of TV Colloquial Egyptian series. Study samples derived from two recent comedian and social Egyptian series ('The Seventh Neighbor' سابع جار, and 'Nelly and Sherihan' نيللي و شريهان). When learners watch such series, they are usually faced with a problem understanding inferences that have to do with social, religious, and political events that are addressed in the series. Using discourse analysis of the sematic, semantic, pragmatic, cultural, and linguistic characteristics of the target language, some major deductions were highlighted and repeated, showing a pattern in both. The research paper concludes that there are many sets of lingual and para-lingual phrases, idioms, and proverbs to be acquired and used effectively by teaching these series. The strategies adopted in the study can be applied to different types of media, like movies, TV shows, and even cartoons, to enhance student proficiency.

Keywords: Egyptian series, culture, linguistic competence, pragmatics, semantics, social

Procedia PDF Downloads 143
3446 Numerical Investigation of 3D Printed Pin Fin Heat Sinks for Automotive Inverter Cooling Application

Authors: Alexander Kospach, Fabian Benezeder, Jürgen Abraham

Abstract:

E-mobility poses new challenges for inverters (e.g., higher switching frequencies) in terms of thermal behavior and thermal management. Due to even higher switching frequencies, thermal losses become greater, and the cooling of critical components (like insulated gate bipolar transistor and diodes) comes into focus. New manufacturing methods, such as 3D printing, enable completely new pin-fin structures that can handle higher waste heat to meet the new thermal requirements. Based on the geometrical specifications of the industrial partner regarding the manufacturing possibilities for 3D printing, different and completely new pin-fin structures were numerically investigated for their hydraulic and thermal behavior in fundamental studies assuming an indirect liquid cooling. For the 3D computational fluid dynamics (CFD) thermal simulations OpenFOAM was used, which has as numerical method the finite volume method for solving the conjugate heat transfer problem. A steady-state solver for turbulent fluid flow and solid heat conduction with conjugate heat transfer between solid and fluid regions was used for the simulations. In total, up to fifty pinfin structures and arrangements, some of them completely new, were numerically investigated. On the basis of the results of the principal investigations, the best two pin-fin structures and arrangements for the complete module cooling of an automotive inverter were numerically investigated and compared. There are clear differences in the maximum temperatures for the critical components, such as IGTBs and diodes. In summary, it was shown that 3D pin fin structures can significantly contribute to the improvement of heat transfer and cooling of an automotive inverter. This enables in the future smaller cooling designs and a better lifetime of automotive inverter modules. The new pin fin structures and arrangements can also be applied to other cooling applications where 3D printing can be used.

Keywords: pin fin heat sink optimization, 3D printed pin fins, CFD simulation, power electronic cooling, thermal management

Procedia PDF Downloads 102
3445 Representation of Agamben's Concept of 'Homo Sacer': Interpretative Analysis in Turkish TV Series Based on Turkey's 1980 Military Coup

Authors: Oyku Yenen

Abstract:

The notion of biopolitics, as studied by such intellectuals as Foucault, Agamben, and Negri, is an important guide for comprehending the current understanding of politics. While Foucault evaluates biopolitics as a survival policy, Giorgio Agamben, German legist, identifies the theory with death. Agamben claims the fact we can all considered to be homo sacer who are abandoned by the law, left in the field of exception, and whose killing does not require punishment. Agamben defines the person who is tried by the public for committing a crime but is not allowed to be sacrificed and whose killing is not considered a crime, as 'homo sacer'. This study analyzes how the concept of 'homo sacer' is made visible in TV series such as Çemberimde Gül Oya (Cagan Irmak, 2005-2005), Hatırla Sevgili (Ummu Burhan, 2006-2008), Bu Kalp Seni Unutur Mu? (Aydin Bulut, 2009-1010) all of which portray the period Turkey's 1980 military coup, within the framework of Agamben's thoughts and notions about biopolitics. When the main plots of these abovementioned TV series, which constitute the universe of this study, are scrutinized closely, they lay out the understanding of politics that has existed throughout history and prevails today. Although there is a large number of TV series on the coup of 1980, these three series are the only main productions that specifically focused on the event itself. Our final analysis will reveal that the concepts of homo sacer, bare life, exception, camp have been embodied in different ways in these three series. In these three series, which all deal with similar subjects using differing perspectives, the dominant understanding of politics is clearly conveyed to the audience. In all three series, the reigning power always decides on the exceptions, those who will live, those who will die, and those who will be ignored by law. Such characters as Mehmet, Sinan, Yıldız, Deniz, Defne, all of which we come across in these series, are on trial as a criminals of thought and are subjected to various forms of torture while isolated in an area where they are virtually deprived of law. Their citizenship rights are revoked. All of them are left alone with their bare lives (zoe).

Keywords: bare life, biopolitics, homo sacer, sovereign power, state of exception

Procedia PDF Downloads 131
3444 Application of Groundwater Level Data Mining in Aquifer Identification

Authors: Liang Cheng Chang, Wei Ju Huang, You Cheng Chen

Abstract:

Investigation and research are keys for conjunctive use of surface and groundwater resources. The hydrogeological structure is an important base for groundwater analysis and simulation. Traditionally, the hydrogeological structure is artificially determined based on geological drill logs, the structure of wells, groundwater levels, and so on. In Taiwan, groundwater observation network has been built and a large amount of groundwater-level observation data are available. The groundwater level is the state variable of the groundwater system, which reflects the system response combining hydrogeological structure, groundwater injection, and extraction. This study applies analytical tools to the observation database to develop a methodology for the identification of confined and unconfined aquifers. These tools include frequency analysis, cross-correlation analysis between rainfall and groundwater level, groundwater regression curve analysis, and decision tree. The developed methodology is then applied to groundwater layer identification of two groundwater systems: Zhuoshui River alluvial fan and Pingtung Plain. The abovementioned frequency analysis uses Fourier Transform processing time-series groundwater level observation data and analyzing daily frequency amplitude of groundwater level caused by artificial groundwater extraction. The cross-correlation analysis between rainfall and groundwater level is used to obtain the groundwater replenishment time between infiltration and the peak groundwater level during wet seasons. The groundwater regression curve, the average rate of groundwater regression, is used to analyze the internal flux in the groundwater system and the flux caused by artificial behaviors. The decision tree uses the information obtained from the above mentioned analytical tools and optimizes the best estimation of the hydrogeological structure. The developed method reaches training accuracy of 92.31% and verification accuracy 93.75% on Zhuoshui River alluvial fan and training accuracy 95.55%, and verification accuracy 100% on Pingtung Plain. This extraordinary accuracy indicates that the developed methodology is a great tool for identifying hydrogeological structures.

Keywords: aquifer identification, decision tree, groundwater, Fourier transform

Procedia PDF Downloads 157
3443 Three Dimensional Vibration Analysis of Carbon Nanotubes Embedded in Elastic Medium

Authors: M. Shaban, A. Alibeigloo

Abstract:

This paper studies free vibration behavior of single-walled carbon nanotubes (SWCNTs) embedded on elastic medium based on three-dimensional theory of elasticity. To accounting the size effect of carbon nanotubes, nonlocal theory is adopted to shell model. The nonlocal parameter is incorporated into all constitutive equations in three dimensions. The surrounding medium is modeled as two-parameter elastic foundation. By using Fourier series expansion in axial and circumferential direction, the set of coupled governing equations are reduced to the ordinary differential equations in thickness direction. Then, the state-space method as an efficient and accurate method is used to solve the resulting equations analytically. Comprehensive parametric studies are carried out to show the influences of the nonlocal parameter, radial and shear elastic stiffness, thickness-to-radius ratio and radius-to-length ratio.

Keywords: carbon nanotubes, embedded, nonlocal, free vibration

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3442 Quantitative and Fourier Transform Infrared Analysis of Saponins from Three Kenyan Ruellia Species: Ruellia prostrata, Ruellia lineari-bracteolata and Ruellia bignoniiflora

Authors: Christine O. Wangia, Jennifer A. Orwa, Francis W. Muregi, Patrick G. Kareru, Kipyegon Cheruiyot, Eric Guantai

Abstract:

Ruellia (syn. Dipteracanthus) species are wild perennial creepers belonging to the Acanthaceae family. These species are reported to possess anti-inflammatory, analgesic, antioxidant, gastroprotective, anticancer, and immuno-stimulant properties. Phytochemical screening of both aqueous and methanolic extracts of Ruellia species revealed the presence of saponins. Saponins have been reported to possess anti-inflammatory, antioxidant, immuno-stimulant, antihepatotoxic, antibacterial, anticarcinogenic, and antiulcerogenic activities. The objective of this study was to quantify and analyze the Fourier transform infrared (FTIR) spectra of saponins in crude extracts of three Kenyan Ruellia species namely Ruellia prostrata (RPM), Ruellia lineari-bracteolata (RLB) and Ruellia bignoniiflora (RBK). Sequential organic extraction of the ground whole plant material was done using petroleum ether (PE), chloroform, ethyl acetate (EtOAc), and absolute methanol by cold maceration, while aqueous extraction was by hot maceration. The plant powders and extracts were mixed with spectroscopic grade KBr and compressed into a pellet. The infrared spectra were recorded using a Shimadzu FTIR spectrophotometer of 8000 series in the range of 3500 cm-1 - 500 cm-1. Quantitative determination of the saponins was done using standard procedures. Quantitative analysis of saponins showed that RPM had the highest quantity of crude saponins (2.05% ± 0.03), followed by RLB (1.4% ± 0.15) and RBK (1.25% ± 0.11), respectively. FTIR spectra revealed the spectral peaks characteristic for saponins in RPM, RLB, and RBK plant powders, aqueous and methanol extracts; O-H absorption (3265 - 3393 cm-1), C-H absorption ranging from 2851 to 2924 cm-1, C=C absorbance (1628 - 1655 cm-1), oligosaccharide linkage (C-O-C) absorption due to sapogenins (1036 - 1042 cm-1). The crude saponins from RPM, RLB and RBK showed similar peaks to their respective extracts. The presence of the saponins in extracts of RPM, RLB and RBK may be responsible for some of the biological activities reported in the Ruellia species.1

Keywords: Ruellia bignoniiflora, Ruellia linearibracteolata, Ruellia prostrata, Saponins

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3441 Elucidation of the Sequential Transcriptional Activity in Escherichia coli Using Time-Series RNA-Seq Data

Authors: Pui Shan Wong, Kosuke Tashiro, Satoru Kuhara, Sachiyo Aburatani

Abstract:

Functional genomics and gene regulation inference has readily expanded our knowledge and understanding of gene interactions with regards to expression regulation. With the advancement of transcriptome sequencing in time-series comes the ability to study the sequential changes of the transcriptome. This method presented here works to augment existing regulation networks accumulated in literature with transcriptome data gathered from time-series experiments to construct a sequential representation of transcription factor activity. This method is applied on a time-series RNA-Seq data set from Escherichia coli as it transitions from growth to stationary phase over five hours. Investigations are conducted on the various metabolic activities in gene regulation processes by taking advantage of the correlation between regulatory gene pairs to examine their activity on a dynamic network. Especially, the changes in metabolic activity during phase transition are analyzed with focus on the pagP gene as well as other associated transcription factors. The visualization of the sequential transcriptional activity is used to describe the change in metabolic pathway activity originating from the pagP transcription factor, phoP. The results show a shift from amino acid and nucleic acid metabolism, to energy metabolism during the transition to stationary phase in E. coli.

Keywords: Escherichia coli, gene regulation, network, time-series

Procedia PDF Downloads 372
3440 Classification of Generative Adversarial Network Generated Multivariate Time Series Data Featuring Transformer-Based Deep Learning Architecture

Authors: Thrivikraman Aswathi, S. Advaith

Abstract:

As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

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3439 Series-Parallel Systems Reliability Optimization Using Genetic Algorithm and Statistical Analysis

Authors: Essa Abrahim Abdulgader Saleem, Thien-My Dao

Abstract:

The main objective of this paper is to optimize series-parallel system reliability using Genetic Algorithm (GA) and statistical analysis; considering system reliability constraints which involve the redundant numbers of selected components, total cost, and total weight. To perform this work, firstly the mathematical model which maximizes system reliability subject to maximum system cost and maximum system weight constraints is presented; secondly, a statistical analysis is used to optimize GA parameters, and thirdly GA is used to optimize series-parallel systems reliability. The objective is to determine the strategy choosing the redundancy level for each subsystem to maximize the overall system reliability subject to total cost and total weight constraints. Finally, the series-parallel system case study reliability optimization results are showed, and comparisons with the other previous results are presented to demonstrate the performance of our GA.

Keywords: reliability, optimization, meta-heuristic, genetic algorithm, redundancy

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3438 Vibration Imaging Method for Vibrating Objects with Translation

Authors: Kohei Shimasaki, Tomoaki Okamura, Idaku Ishii

Abstract:

We propose a vibration imaging method for high frame rate (HFR)-video-based localization of vibrating objects with large translations. When the ratio of the translation speed of a target to its vibration frequency is large, obtaining its frequency response in image intensities becomes difficult because one or no waves are observable at the same pixel. Our method can precisely localize moving objects with vibration by virtually translating multiple image sequences for pixel-level short-time Fourier transform to observe multiple waves at the same pixel. The effectiveness of the proposed method is demonstrated by analyzing several HFR videos of flying insects in real scenarios.

Keywords: HFR video analysis, pixel-level vibration source localization, short-time Fourier transform, virtual translation

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3437 An IM-COH Algorithm Neural Network Optimization with Cuckoo Search Algorithm for Time Series Samples

Authors: Wullapa Wongsinlatam

Abstract:

Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization

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3436 Effect of Loop Diameter, Height and Insulation on a High Temperature CO2 Based Natural Circulation Loop

Authors: S. Sadhu, M. Ramgopal, S. Bhattacharyya

Abstract:

Natural circulation loops (NCLs) are buoyancy driven flow systems without any moving components. NCLs have vast applications in geothermal, solar and nuclear power industry where reliability and safety are of foremost concern. Due to certain favorable thermophysical properties, especially near supercritical regions, carbon dioxide can be considered as an ideal loop fluid in many applications. In the present work, a high temperature NCL that uses supercritical carbon dioxide as loop fluid is analysed. The effects of relevant design and operating variables on loop performance are studied. The system operating under steady state is modelled taking into account the axial conduction through loop fluid and loop wall, and heat transfer with surroundings. The heat source is considered to be a heater with controlled heat flux and heat sink is modelled as an end heat exchanger with water as the external cold fluid. The governing equations for mass, momentum and energy conservation are normalized and are solved numerically using finite volume method. Results are obtained for a loop pressure of 90 bar with the power input varying from 0.5 kW to 6.0 kW. The numerical results are validated against the experimental results reported in the literature in terms of the modified Grashof number (Grm) and Reynolds number (Re). Based on the results, buoyancy and friction dominated regions are identified for a given loop. Parametric analysis has been done to show the effect of loop diameter, loop height, ambient temperature and insulation. The results show that for the high temperature loop, heat loss to surroundings affects the loop performance significantly. Hence this conjugate heat transfer between the loop and surroundings has to be considered in the analysis of high temperature NCLs.

Keywords: conjugate heat transfer, heat loss, natural circulation loop, supercritical carbon dioxide

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3435 Study of Heat Transfer in the Absorber Plates of a Flat-Plate Solar Collector Using Dual-Phase-Lag Model

Authors: Yu-Ching Yang, Haw-Long Lee, Win-Jin Chang

Abstract:

The present work numerically analyzes the transient heat transfer in the absorber plates of a flat-plate solar collector based on the dual-phase-lag (DPL) heat conduction model. An efficient numerical scheme involving the hybrid application of the Laplace transform and control volume methods is used to solve the linear hyperbolic heat conduction equation. This work also examines the effect of different medium parameters on the behavior of heat transfer. Results show that, while the heat-flux phase lag induces thermal waves in the medium, the temperature-gradient phase lag smoothens the thermal waves by promoting non-Fourier diffusion-like conduction into the medium.

Keywords: absorber plates, dual-phase-lag, non-Fourier, solar collector

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3434 Quantum Statistical Machine Learning and Quantum Time Series

Authors: Omar Alzeley, Sergey Utev

Abstract:

Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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3433 Synthesis and Antiproliferative Activity of 5-Phenyl-N3-(4-fluorophenyl)-4H-1,2,4-triazole-3,4-diamine Derivatives

Authors: L. Mallesha, P. Mallu, B. Veeresh

Abstract:

In the present study, 2, 6-diflurobenzohydrazide and 4-fluorophenylisothiocyanate were used as the starting materials to synthesize 5-phenyl-N3-(4-fluorophenyl)-4H-1, 2, 4-triazole-3, 4-diamine. Further, compound 5-phenyl-N3-(4-fluorophenyl)-4H-1, 2, 4-triazole-3,4-diamine reacted with fluoro substituted benzaldehydes to yield a series of Schiff bases. All the final compounds were characterized using IR, 1H NMR, 13C NMR, MS and elemental analyses. New compounds were evaluated for their antiproliferative effect using the MTT assay method against four human cancer cell lines (K562, COLO-205, MDA-MB231, and IMR-32) for the time period of 24 h. Among the series, few compounds showed good activity on all cell lines, whereas the other compounds in the series exhibited moderate activity.

Keywords: Schiff bases, MTT assay, antiproliferative activity, human cancer cell lines, 1, 2, 4-triazoles

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3432 Time Series Analysis the Case of China and USA Trade Examining during Covid-19 Trade Enormity of Abnormal Pricing with the Exchange rate

Authors: Md. Mahadi Hasan Sany, Mumenunnessa Keya, Sharun Khushbu, Sheikh Abujar

Abstract:

Since the beginning of China's economic reform, trade between the U.S. and China has grown rapidly, and has increased since China's accession to the World Trade Organization in 2001. The US imports more than it exports from China, reducing the trade war between China and the U.S. for the 2019 trade deficit, but in 2020, the opposite happens. In international and U.S. trade, Washington launched a full-scale trade war against China in March 2016, which occurred a catastrophic epidemic. The main goal of our study is to measure and predict trade relations between China and the U.S., before and after the arrival of the COVID epidemic. The ML model uses different data as input but has no time dimension that is present in the time series models and is only able to predict the future from previously observed data. The LSTM (a well-known Recurrent Neural Network) model is applied as the best time series model for trading forecasting. We have been able to create a sustainable forecasting system in trade between China and the US by closely monitoring a dataset published by the State Website NZ Tatauranga Aotearoa from January 1, 2015, to April 30, 2021. Throughout the survey, we provided a 180-day forecast that outlined what would happen to trade between China and the US during COVID-19. In addition, we have illustrated that the LSTM model provides outstanding outcome in time series data analysis rather than RFR and SVR (e.g., both ML models). The study looks at how the current Covid outbreak affects China-US trade. As a comparative study, RMSE transmission rate is calculated for LSTM, RFR and SVR. From our time series analysis, it can be said that the LSTM model has given very favorable thoughts in terms of China-US trade on the future export situation.

Keywords: RFR, China-U.S. trade war, SVR, LSTM, deep learning, Covid-19, export value, forecasting, time series analysis

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3431 Characterization of Inkjet-Printed Carbon Nanotube Electrode Patterns on Cotton Fabric

Authors: N. Najafi, Laleh Maleknia , M. E. Olya

Abstract:

An aqueous conductive ink of single-walled carbon nanotubes for inkjet printing was formulated. To prepare the homogeneous SWCNT ink in a size small enough not to block a commercial inkjet printer nozzle, we used a kinetic ball-milling process to disperse the SWCNTs in an aqueous suspension. When a patterned electrode was overlaid by repeated inkjet printings of the ink on various types of fabric, the fabric resistance decreased rapidly following a power law, reaching approximately 760 X/sq, which is the lowest value ever for a dozen printings. The Raman and Fourier transform infrared spectra revealed that the oxidation of the SWCNTs was the source of the doped impurities. This study proved also that the droplet ejection velocity can have an impact on the CNT distribution and consequently on the electrical performances of the ink.

Keywords: ink-jet printing, carbon nanotube, fabric ink, cotton fabric, raman spectroscopy, fourier transform infrared spectroscopy, dozen printings

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3430 Multi-scale Spatial and Unified Temporal Feature-fusion Network for Multivariate Time Series Anomaly Detection

Authors: Hang Yang, Jichao Li, Kewei Yang, Tianyang Lei

Abstract:

Multivariate time series anomaly detection is a significant research topic in the field of data mining, encompassing a wide range of applications across various industrial sectors such as traffic roads, financial logistics, and corporate production. The inherent spatial dependencies and temporal characteristics present in multivariate time series introduce challenges to the anomaly detection task. Previous studies have typically been based on the assumption that all variables belong to the same spatial hierarchy, neglecting the multi-level spatial relationships. To address this challenge, this paper proposes a multi-scale spatial and unified temporal feature fusion network, denoted as MSUT-Net, for multivariate time series anomaly detection. The proposed model employs a multi-level modeling approach, incorporating both temporal and spatial modules. The spatial module is designed to capture the spatial characteristics of multivariate time series data, utilizing an adaptive graph structure learning model to identify the multi-level spatial relationships between data variables and their attributes. The temporal module consists of a unified temporal processing module, which is tasked with capturing the temporal features of multivariate time series. This module is capable of simultaneously identifying temporal dependencies among different variables. Extensive testing on multiple publicly available datasets confirms that MSUT-Net achieves superior performance on the majority of datasets. Our method is able to model and accurately detect systems data with multi-level spatial relationships from a spatial-temporal perspective, providing a novel perspective for anomaly detection analysis.

Keywords: data mining, industrial system, multivariate time series, anomaly detection

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3429 Copula Autoregressive Methodology for Simulation of Solar Irradiance and Air Temperature Time Series for Solar Energy Forecasting

Authors: Andres F. Ramirez, Carlos F. Valencia

Abstract:

The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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3428 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process

Authors: Mary Chriselda A

Abstract:

This paper deals with the fact that the Hubble's parameter is not constant and tends to vary stochastically with time. This premise has been proven by converting it to a stochastic differential equation using the Ornstein-Uhlenbeck process. The formulated stochastic differential equation is further solved analytically using the Euler and the Kolmogorov Forward equations, thereby obtaining the probability density function using the Fourier transformation, thereby proving that the Hubble's parameter varies stochastically. This is further corroborated by simulating the observations using Python and R-software for validation of the premise postulated. We can further draw conclusion that the randomness in forces affecting the white noise can eventually affect the Hubble’s Parameter leading to scale invariance and thereby causing stochastic fluctuations in the density and the rate of expansion of the Universe.

Keywords: Chapman Kolmogorov forward differential equations, fourier transformation, hubble's parameter, ornstein-uhlenbeck process , stochastic differential equations

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3427 Fractal-Wavelet Based Techniques for Improving the Artificial Neural Network Models

Authors: Reza Bazargan lari, Mohammad H. Fattahi

Abstract:

Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for pre-processing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based pre-processing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN

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3426 X-Ray Dynamical Diffraction 'Third Order Nonlinear Renninger Effect'

Authors: Minas Balyan

Abstract:

Nowadays X-ray nonlinear diffraction and nonlinear effects are investigated due to the presence of the third generation synchrotron sources and XFELs. X-ray third order nonlinear dynamical diffraction is considered as well. Using the nonlinear model of the usual visible light optics the third-order nonlinear Takagi’s equations for monochromatic waves and the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses are obtained by the author in previous papers. The obtained equations show, that even if the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero (forbidden reflection), the dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus, in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well-known Renninger effect takes place. In this work, the 'third order nonlinear Renninger effect' is considered theoretically.

Keywords: Bragg diffraction, nonlinear Takagi’s equations, nonlinear Renninger effect, third order nonlinearity

Procedia PDF Downloads 385