Search results for: linear congruential algorithm

Authors: Gong Zhilin, Jing Yang, Jian Yin

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The purpose of this paper is to develop a novel system for credit card fraud detection based on sequential modeling of data using hybrid deep learning models. The projected model encapsulates five major phases are pre-processing, imbalance-data handling, feature extraction, optimal feature selection, and fraud detection with an ensemble classifier. The collected raw data (input) is pre-processed to enhance the quality of the data through alleviation of the missing data, noisy data as well as null values. The pre-processed data are class imbalanced in nature, and therefore they are handled effectively with the K-means clustering-based SMOTE model. From the balanced class data, the most relevant features like improved Principal Component Analysis (PCA), statistical features (mean, median, standard deviation) and higher-order statistical features (skewness and kurtosis). Among the extracted features, the most optimal features are selected with the Self-improved Arithmetic Optimization Algorithm (SI-AOA). This SI-AOA model is the conceptual improvement of the standard Arithmetic Optimization Algorithm. The deep learning models like Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and optimized Quantum Deep Neural Network (QDNN). The LSTM and CNN are trained with the extracted optimal features. The outcomes from LSTM and CNN will enter as input to optimized QDNN that provides the final detection outcome. Since the QDNN is the ultimate detector, its weight function is fine-tuned with the Self-improved Arithmetic Optimization Algorithm (SI-AOA).

Keywords: credit card, data mining, fraud detection, money transactions

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Authors: Rodrigo S. Fonseca, Antônio C. P. Veiga

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Aiming at helping people with some movement limitation that makes typing and communication difficult, there is a need to customize an assistive tool with a learning environment that helps the user in order to optimize text input, identifying the error and providing the correction and possibilities of choice in the Portuguese language. The work presents an Orthographic and Grammatical System that can be incorporated into writing environments, improving and facilitating the use of an alphanumeric keyboard, using a prototype built using a genetic algorithm in addition to carrying out the prediction, which can occur based on the quantity and position of the inserted letters and even placement in the sentence, ensuring the sequence of ideas using a Long Short Term Memory (LSTM) neural network. The prototype optimizes data entry, being a component of assistive technology for the textual formulation, detecting errors, seeking solutions and informing the user of accurate predictions quickly and effectively through machine learning.

Keywords: genetic algorithm, neural networks, word prediction, machine learning

Procedia PDF Downloads 183

Authors: Mahdi Daghmhehci Firoozjaei, Minchang Kim, Dima Alhadidi

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In this paper, we present a power profiling model for smart grid consumers based on real time load data acquired smart meters. It profiles consumers’ power consumption behaviour using the dynamic time warping (DTW) clustering algorithm. Due to the invariability of signal warping of this algorithm, time-disordered load data can be profiled and consumption features be extracted. Two load types are defined and the related load patterns are extracted for classifying consumption behaviour by DTW. The classification methodology is discussed in detail. To evaluate the performance of the method, we analyze the time-series load data measured by a smart meter in a real case. The results verify the effectiveness of the proposed profiling method with 90.91% true positive rate for load type clustering in the best case.

Keywords: power profiling, user privacy, dynamic time warping, smart grid

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Authors: Sofiane Grira, Hichem Eleuch

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We explore the analytical soliton-pair solutions for unbalanced coupling between the two coherent lights and the atomic transitions in a dissipative three-level system in lambda configuration. The two allowed atomic transitions are interacting resonantly with two laser fields. For unbalanced coupling, it is possible to derive an explicit solution for non-linear differential equations describing the soliton-pair propagation in this three-level system with the same velocity. We suppose that the spontaneous emission rates from the excited state to both ground states are the same. In this work, we focus on such case where we consider the coupling between the transitions and the optical fields are unbalanced. The existence conditions for the soliton-pair propagations are determined. We will show that there are four possible configurations of the soliton-pair pulses. Two of them can be interpreted as a couple of solitons with same directions of polarization and the other two as soliton-pair with opposite directions of polarization. Due to the fact that solitons have stable shapes while propagating in the considered media, they are insensitive to noise and dispersion. Our results have potential applications in data transfer with the soliton-pair pulses, where a dissipative three-level medium could be a realistic model for the optical communication media.

Keywords: non-linear differential equations, solitons, wave propagations, optical fiber

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Authors: Thanh Nguyen, Andrei Doncescu, Pierre Siegel

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Classification is an important data mining technique and could be used as data filtering in artificial intelligence. The broad application of classification for all kind of data leads to be used in nearly every field of our modern life. Classification helps us to put together different items according to the feature items decided as interesting and useful. In this paper, we compare two classification methods Naïve Bayes and ADTree use to detect spam e-mail. This choice is motivated by the fact that Naive Bayes algorithm is based on probability calculus while ADTree algorithm is based on decision tree. The parameter settings of the above classifiers use the maximization of true positive rate and minimization of false positive rate. The experiment results present classification accuracy and cost analysis in view of optimal classifier choice for Spam Detection. It is point out the number of attributes to obtain a tradeoff between number of them and the classification accuracy.

Keywords: classification, data mining, spam filtering, naive bayes, decision tree

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Authors: Leili Esmaeilani, Jafar Ghaisari, Mohsen Ahmadian

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Hammerstein–Wiener model is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output and could be used to model various processes. This paper contains an optimization approach method for analysing the problem of Hammerstein–Wiener systems identification. The method relies on reformulate the identification problem; solve it as constraint quadratic problem and analysing its solutions. During the formulation of the problem, effects of adding noise to both input and output signals of nonlinear blocks and disturbance to linear block, in the emerged equations are discussed. Additionally, the possible parametric form of matrix operations to reduce the equation size is presented. To analyse the possible solutions to the mentioned system of equations, a method to reduce the difference between the number of equations and number of unknown variables by formulate and importing existing knowledge about nonlinear functions is presented. Obtained equations are applied to an instance H–W system to validate the results and illustrate the proposed method.

Keywords: identification, Hammerstein-Wiener, optimization, quantization

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Authors: Sara Rejeb, Catherine Duveau, Tabea Rebafka

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To monitor the production process of turbofan aircraft engines, multiple measurements of various geometrical parameters are systematically recorded on manufactured parts. Engine parts are subject to extremely high standards as they can impact the performance of the engine. Therefore, it is essential to analyze these databases to better understand the influence of the different parameters on the engine's performance. Self-organizing maps are unsupervised neural networks which achieve two tasks simultaneously: they visualize high-dimensional data by projection onto a 2-dimensional map and provide clustering of the data. This technique has become very popular for data exploration since it provides easily interpretable results and a meaningful global view of the data. As such, self-organizing maps are usually applied to aircraft engine condition monitoring. As databases in this field are huge and complex, they naturally contain multiple missing entries for various reasons. The classical Kohonen algorithm to compute self-organizing maps is conceived for complete data only. A naive approach to deal with partially observed data consists in deleting items or variables with missing entries. However, this requires a sufficient number of complete individuals to be fairly representative of the population; otherwise, deletion leads to a considerable loss of information. Moreover, deletion can also induce bias in the analysis results. Alternatively, one can first apply a common imputation method to create a complete dataset and then apply the Kohonen algorithm. However, the choice of the imputation method may have a strong impact on the resulting self-organizing map. Our approach is to address simultaneously the two problems of computing a self-organizing map and imputing missing values, as these tasks are not independent. In this work, we propose an extension of self-organizing maps for partially observed data, referred to as missSOM. First, we introduce a criterion to be optimized, that aims at defining simultaneously the best self-organizing map and the best imputations for the missing entries. As such, missSOM is also an imputation method for missing values. To minimize the criterion, we propose an iterative algorithm that alternates the learning of a self-organizing map and the imputation of missing values. Moreover, we develop an accelerated version of the algorithm by entwining the iterations of the Kohonen algorithm with the updates of the imputed values. This method is efficiently implemented in R and will soon be released on CRAN. Compared to the standard Kohonen algorithm, it does not come with any additional cost in terms of computing time. Numerical experiments illustrate that missSOM performs well in terms of both clustering and imputation compared to the state of the art. In particular, it turns out that missSOM is robust to the missingness mechanism, which is in contrast to many imputation methods that are appropriate for only a single mechanism. This is an important property of missSOM as, in practice, the missingness mechanism is often unknown. An application to measurements on one type of part is also provided and shows the practical interest of missSOM.

Keywords: imputation method of missing data, partially observed data, robustness to missingness mechanism, self-organizing maps

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Authors: Adji Achmad Rinaldo Fernandes

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SEM analysis is a complex multivariate analysis because it involves a number of exogenous and endogenous variables that are interconnected to form a model. The measurement model is divided into two, namely, the reflective model (reflecting) and the formative model (forming). Before carrying out further tests on SEM, there are assumptions that must be met, namely the linearity assumption, to determine the form of the relationship. There are three modeling approaches to path analysis, including parametric, nonparametric and semiparametric approaches. The aim of this research is to develop semiparametric SEM and obtain the best model. The data used in the research is secondary data as the basis for the process of obtaining simulation data. Simulation data was generated with various sample sizes of 100, 300, and 500. In the semiparametric SEM analysis, the form of the relationship studied was determined, namely linear and quadratic and determined one and two knot points with various levels of error variance (EV=0.5; 1; 5). There are three levels of closeness of relationship for the analysis process in the measurement model consisting of low (0.1-0.3), medium (0.4-0.6) and high (0.7-0.9) levels of closeness. The best model lies in the form of the relationship X1Y1 linear, and. In the measurement model, a characteristic of the reflective model is obtained, namely that the higher the closeness of the relationship, the better the model obtained. The originality of this research is the development of semiparametric SEM, which has not been widely studied by researchers.

Keywords: semiparametric SEM, measurement model, structural model, reflective model, formative model

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Authors: Rung-Shiang Cheng, Wei-Jun Hong, Jheng-Syun Wang, Kawuu W. Lin

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Users rely increasingly on Location-Based Services (LBS) and automated navigation/guidance systems nowadays. However, while such services are easily implemented in outdoor environments using Global Positioning System (GPS) technology, a requirement still exists for accurate localization and guidance schemes in indoor settings. Accordingly, the present study presents a methodology based on GPS, Bluetooth Low Energy (BLE) beacons, and Near Field Communication (NFC) technology. Through establishing graphic information and the design of algorithm, this study develops a guidance system for indoor and outdoor on smartphones, with aim to provide users a smart life through this system. The presented system is implemented on a smartphone and evaluated on a student campus environment. The experimental results confirm the ability of the presented app to switch automatically from an outdoor mode to an indoor mode and to guide the user to the requested target destination via the shortest possible route.

Keywords: beacon, indoor, BLE, Dijkstra algorithm

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Authors: Yue-Tzu Yang, Shu-Ching Liao

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This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm2 ≦ ≦ 40W/cm2. The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: microchannel heat sinks, conjugate heat transfer, optimization, genetic algorithm method

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Authors: Hamza A. Al-Sewadi, Akram N. A. Aldakari

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Copyright protection and ownership proof of digital multimedia are achieved nowadays by digital watermarking techniques. A text watermarking algorithm for protecting the property rights and ownership judgment of color images is proposed in this paper. Embedding is achieved by inserting texts elements randomly into the color image as noise. The YIQ image processing model is found to be faster than other image processing methods, and hence, it is adopted for the embedding process. An optional choice of encrypting the text watermark before embedding is also suggested (in case required by some applications), where, the text can is encrypted using any enciphering technique adding more difficulty to hackers. Experiments resulted in embedding speed improvement of more than double the speed of other considered systems (such as least significant bit method, and separate color code methods), and a fairly acceptable level of peak signal to noise ratio (PSNR) with low mean square error values for watermarking purposes.

Keywords: steganography, watermarking, time complexity measurements, private keys

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Authors: Mehdi Fuladipanah

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Sensitivity analysis as a technique is applied to determine influential input factors on model output. Variance-based sensitivity analysis method has more application compared to other methods because of including linear and non-linear models. In this paper, van Rijn’s movable bed roughness formula was selected to evaluate because of its reasonable results in sandy rivers. This equation contains four variables as: flow depth, sediment size,bBed form height and bed form length. These variable’s importance was determined using the first order of Fourier Amplitude Sensitivity Test. Sensitivity index was applied to evaluate importance of factors. The first order FAST based sensitivity indices test, explain 90% of the total variance that is indicating acceptance criteria of FAST application. More value of this index is indicating more important variable. Results show that bed form height, bed form length, sediment size and flow depth are more influential factors with sensitivity index: 32%, 24%, 19% and 15% respectively.

Keywords: sdensitivity analysis, variance, movable bed roughness formula, Sandy River

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Authors: Wipassorn Vinicchayakul, Pichaya Supanakoon, Sathaporn Promwong

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A human’s hand localization is revised by using radar cross section (RCS) measurements with a minimum root mean square (RMS) error matching algorithm on a touchless keypad mock-up model. RCS and frequency transfer function measurements are carried out in an indoor environment on the frequency ranged from 3.0 to 11.0 GHz to cover federal communications commission (FCC) standards. The touchless keypad model is tested in two different distances between the hand and the keypad. The initial distance of 19.50 cm is identical to the heights of transmitting (Tx) and receiving (Rx) antennas, while the second distance is 29.50 cm from the keypad. Moreover, the effects of Rx angles relative to the hand of human factor are considered. The RCS input parameters are compared with power loss parameters at each frequency. From the results, the performance of the RCS input parameters with the second distance, 29.50 cm at 3 GHz is better than the others.

Keywords: radar cross section, fingerprint-based localization, minimum root mean square (RMS) error matching algorithm, touchless keypad model

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Authors: Srinivasacharya Darbhasayanam, Jagadeeshwar Pashikanti

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This paper analyzes the Soret and Dufour effects on mixed convection flow, heat and mass transfer from an exponentially stretching surface in a viscous fluid with Hall Effect. The governing partial differential equations are transformed into ordinary differential equations using similarity transformations. The nonlinear coupled ordinary differential equations are reduced to a system of linear differential equations using the successive linearization method and then solved the resulting linear system using the Chebyshev pseudo spectral method. The numerical results for the velocity components, temperature and concentration are presented graphically. The obtained results are compared with the previously published results, and are found to be in excellent agreement. It is observed from the present analysis that the primary and secondary velocities and concentration are found to be increasing, and temperature is decreasing with the increase in the values of the Soret parameter. An increase in the Dufour parameter increases both the primary and secondary velocities and temperature and decreases the concentration.

Keywords: Exponentially stretching sheet, Hall current, Heat and Mass transfer, Soret and Dufour Effects

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Authors: Mouataz Zreika, Maria Estela Varua

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Stock investment decisions are often made based on current events of the global economy and the analysis of historical data. Conversely, visual representation could assist investors’ gain deeper understanding and better insight on stock market trends more efficiently. The trend analysis is based on long-term data collection. The study adopts a hybrid method that combines the Clustering algorithm and Force-directed algorithm to overcome the scalability problem when visualizing large data. This method exemplifies the potential relationships between each stock, as well as determining the degree of strength and connectivity, which will provide investors another understanding of the stock relationship for reference. Information derived from visualization will also help them make an informed decision. The results of the experiments show that the proposed method is able to produced visualized data aesthetically by providing clearer views for connectivity and edge weights.

Keywords: clustering, force-directed, graph drawing, stock investment analysis

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Authors: B. Neethu, Diptesh Das

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The present study investigates the performance of a semi-active controller using magneto-rheological dampers (MR) for seismic response reduction of a multi-span bridge. The application of structural control to the structures during earthquake excitation involves numerous challenges such as proper formulation and selection of the control strategy, mathematical modeling of the system, uncertainty in system parameters and noisy measurements. These problems, however, need to be tackled in order to design and develop controllers which will efficiently perform in such complex systems. A control algorithm, which can accommodate un-certainty and imprecision compared to all the other algorithms mentioned so far, due to its inherent robustness and ability to cope with the parameter uncertainties and imprecisions, is the sliding mode algorithm. A sliding mode control algorithm is adopted in the present study due to its inherent stability and distinguished robustness to system parameter variation and external disturbances. In general a semi-active control scheme using an MR damper requires two nested controllers: (i) an overall system controller, which derives the control force required to be applied to the structure and (ii) an MR damper voltage controller which determines the voltage required to be supplied to the damper in order to generate the desired control force. In the present study a sliding mode algorithm is used to determine the desired optimal force. The function of the voltage controller is to command the damper to produce the desired force. The clipped optimal algorithm is used to find the command voltage supplied to the MR damper which is regulated by a semi active control law based on sliding mode algorithm. The main objective of the study is to propose a robust semi active control which can effectively control the responses of the bridge under real earthquake ground motions. Lumped mass model of the bridge is developed and time history analysis is carried out by solving the governing equations of motion in the state space form. The effectiveness of MR dampers is studied by analytical simulations by subjecting the bridge to real earthquake records. In this regard, it may also be noted that the performance of controllers depends, to a great extent, on the characteristics of the input ground motions. Therefore, in order to study the robustness of the controller in the present study, the performance of the controllers have been investigated for fourteen different earthquake ground motion records. The earthquakes are chosen in such a way that all possible characteristic variations can be accommodated. Out of these fourteen earthquakes, seven are near-field and seven are far-field. Also, these earthquakes are divided into different frequency contents, viz, low-frequency, medium-frequency, and high-frequency earthquakes. The responses of the controlled bridge are compared with the responses of the corresponding uncontrolled bridge (i.e., the bridge without any control devices). The results of the numerical study show that the sliding mode based semi-active control strategy can substantially reduce the seismic responses of the bridge showing a stable and robust performance for all the earthquakes.

Keywords: bridge, semi active control, sliding mode control, MR damper

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Authors: Paul Shize Li, Frank Alber

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A fundamental task of clinical genomics is to unravel the functions of genes and their associations with disorders. Although experimental biology has made efforts to discover and elucidate the molecular mechanisms of individual genes in the past decades, still about 40% of human genes have unknown functions, not to mention the diseases they may be related to. For those biologists who are interested in a particular gene with unknown functions, a powerful computational method tailored for inferring the functions and disease relevance of uncharacterized genes is strongly needed. Studies have shown that genes strongly linked to each other in multiple biological networks are more likely to have similar functions. This indicates that the densely connected subgraphs in multiple biological networks are useful in the functional and phenotypic annotation of uncharacterized genes. Therefore, in this work, we have developed an integrative network approach to identify the frequent local clusters, which are defined as those densely connected subgraphs that frequently occur in multiple biological networks and consist of the query gene that has few or no disease or function annotations. This is a local clustering algorithm that models multiple biological networks sharing the same gene set as a three-dimensional matrix, the so-called tensor, and employs the tensor-based optimization method to efficiently find the frequent local clusters. Specifically, massive public gene expression data sets that comprehensively cover dynamic, physiological, and environmental conditions are used to generate hundreds of gene co-expression networks. By integrating these gene co-expression networks, for a given uncharacterized gene that is of biologist’s interest, the proposed method can be applied to identify the frequent local clusters that consist of this uncharacterized gene. Finally, those frequent local clusters are used for function and disease annotation of this uncharacterized gene. This local tensor clustering algorithm outperformed the competing tensor-based algorithm in both module discovery and running time. We also demonstrated the use of the proposed method on real data of hundreds of gene co-expression data and showed that it can comprehensively characterize the query gene. Therefore, this study provides a new tool for annotating the uncharacterized genes and has great potential to assist clinical genomic diagnostics.

Keywords: local tensor clustering, query gene, gene co-expression network, gene annotation

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Authors: Samia Sadouki Chibani, Abdelkamel Tari

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Web service composition combines available services to provide new functionality. Given the number of available services with similar functionalities and different non functional aspects (QoS), the problem of finding a QoS-optimal web service composition is considered as an optimization problem belonging to NP-hard class. Thus, an optimal solution cannot be found by exact algorithms within a reasonable time. In this paper, a meta-heuristic bio-inspired is presented to address the QoS aware web service composition; it is based on Elephant Herding Optimization (EHO) algorithm, which is inspired by the herding behavior of elephant group. EHO is characterized by a process of dividing and combining the population to sub populations (clan); this process allows the exchange of information between local searches to move toward a global optimum. However, with Applying others evolutionary algorithms the problem of early stagnancy in a local optimum cannot be avoided. Compared with PSO, the results of experimental evaluation show that our proposition significantly outperforms the existing algorithm with better performance of the fitness value and a fast convergence.

Keywords: bio-inspired algorithms, elephant herding optimization, QoS optimization, web service composition

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Authors: Vaidehi Murarka, Sneha Mehta, Dishant Upadhyay

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Our project topic is “Alphabet Recognition using pixel probability distribution”. The project uses techniques of Image Processing and Machine Learning in Computer Vision. Alphabet recognition is the mechanical or electronic translation of scanned images of handwritten, typewritten or printed text into machine-encoded text. It is widely used to convert books and documents into electronic files etc. Alphabet Recognition based OCR application is sometimes used in signature recognition which is used in bank and other high security buildings. One of the popular mobile applications includes reading a visiting card and directly storing it to the contacts. OCR's are known to be used in radar systems for reading speeders license plates and lots of other things. The implementation of our project has been done using Visual Studio and Open CV (Open Source Computer Vision). Our algorithm is based on Neural Networks (machine learning). The project was implemented in three modules: (1) Training: This module aims “Database Generation”. Database was generated using two methods: (a) Run-time generation included database generation at compilation time using inbuilt fonts of OpenCV library. Human intervention is not necessary for generating this database. (b) Contour–detection: ‘jpeg’ template containing different fonts of an alphabet is converted to the weighted matrix using specialized functions (contour detection and blob detection) of OpenCV. The main advantage of this type of database generation is that the algorithm becomes self-learning and the final database requires little memory to be stored (119kb precisely). (2) Preprocessing: Input image is pre-processed using image processing concepts such as adaptive thresholding, binarizing, dilating etc. and is made ready for segmentation. “Segmentation” includes extraction of lines, words, and letters from the processed text image. (3) Testing and prediction: The extracted letters are classified and predicted using the neural networks algorithm. The algorithm recognizes an alphabet based on certain mathematical parameters calculated using the database and weight matrix of the segmented image.

Keywords: contour-detection, neural networks, pre-processing, recognition coefficient, runtime-template generation, segmentation, weight matrix

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Authors: Dor Oppenheim, Yael Edan, Guy Shani

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This paper presents an image analysis algorithm to detect and count yellow tomato flowers in a greenhouse with uneven illumination conditions, complex growth conditions and different flower sizes. The algorithm is designed to be employed on a drone that flies in greenhouses to accomplish several tasks such as pollination and yield estimation. Detecting the flowers can provide useful information for the farmer, such as the number of flowers in a row, and the number of flowers that were pollinated since the last visit to the row. The developed algorithm is designed to handle the real world difficulties in a greenhouse which include varying lighting conditions, shadowing, and occlusion, while considering the computational limitations of the simple processor in the drone. The algorithm identifies flowers using an adaptive global threshold, segmentation over the HSV color space, and morphological cues. The adaptive threshold divides the images into darker and lighter images. Then, segmentation on the hue, saturation and volume is performed accordingly, and classification is done according to size and location of the flowers. 1069 images of greenhouse tomato flowers were acquired in a commercial greenhouse in Israel, using two different RGB Cameras – an LG G4 smartphone and a Canon PowerShot A590. The images were acquired from multiple angles and distances and were sampled manually at various periods along the day to obtain varying lighting conditions. Ground truth was created by manually tagging approximately 25,000 individual flowers in the images. Sensitivity analyses on the acquisition angle of the images, periods throughout the day, different cameras and thresholding types were performed. Precision, recall and their derived F1 score were calculated. Results indicate better performance for the view angle facing the flowers than any other angle. Acquiring images in the afternoon resulted with the best precision and recall results. Applying a global adaptive threshold improved the median F1 score by 3%. Results showed no difference between the two cameras used. Using hue values of 0.12-0.18 in the segmentation process provided the best results in precision and recall, and the best F1 score. The precision and recall average for all the images when using these values was 74% and 75% respectively with an F1 score of 0.73. Further analysis showed a 5% increase in precision and recall when analyzing images acquired in the afternoon and from the front viewpoint.

Keywords: agricultural engineering, image processing, computer vision, flower detection

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

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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

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Authors: Mohammad Parsaeimaram, Fang Congqi

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In this paper, one of the significant seismic design parameter as response modification factor in reinforced concrete (RC) buildings with base isolation system was evaluated. The seismic isolation system is a capable approach to absorbing seismic energy at the base and transfer to the substructure with lower response modification factor as compared to non-isolated structures. A response spectrum method and static nonlinear pushover analysis in according to Uniform Building Code (UBC-97), have been performed on building models involve 5, 8, 12 and 15 stories building with fixed and isolated bases consist of identical moment resisting configurations. The isolation system is composed of lead rubber bearing (LRB) was designed with help UBC-97 parameters. The force-deformation behavior of isolators was modeled as bi-linear hysteretic behavior which can be effectively used to create the isolation systems. The obtained analytical results highlight the response modification factor of considered base isolation system with higher values than recommended in the codes. The response modification factor is used in modern seismic codes to scale down the elastic response of structures.

Keywords: response modification factor, base isolation system, pushover analysis, lead rubber bearing, bi-linear hysteretic

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Authors: Khaled Ben Oualid Medani, Samir Sayah

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The Optimal Reactive Power Dispatch (ORPD) problem has been solved and analysed usually in the normal conditions. However, network collapses appear in contingency conditions. In this paper, ORPD under several contingencies is presented using the proposed method WOA. To ensure viability of the power system in contingency conditions, several critical cases are simulated in order to prevent and prepare the power system to face such situations. The results obtained are carried out in IEEE 30 bus test system for the solution of ORPD problem in which control of bus voltages, tap position of transformers and reactive power sources are involved. Moreover, another method, namely, Particle Swarm Optimization with Time Varying Acceleration Coefficient (PSO-TVAC) has been compared with the proposed technique. Simulation results indicate that the proposed WOA gives remarkable solution in terms of effectiveness in case of outages.

Keywords: optimal reactive power dispatch, power system analysis, real power loss minimization, contingency condition, metaheuristic technique, whale optimization algorithm

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Authors: Jamal Fayazi, Farhad Anoosheh, Mohammad R. Ghorbani, Ali R. Paydar

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In this study, to determine the best non-linear regression model describing the growth curve of native poultry, 9657 chicks of generations 18, 19, and 20 raised in Mazandaran breeding center were used. Fowls and roosters of this center distributed in south of Caspian Sea region. To estimate the genetic variability of none linear regression parameter of growth traits, a Gibbs sampling of Bayesian analysis was used. The average body weight traits in the first day (BW1), eighth week (BW8) and twelfth week (BW12) were respectively estimated as 36.05, 763.03, and 1194.98 grams. Based on the coefficient of determination, mean squares of error and Akaike information criteria, Gompertz model was selected as the best growth descriptive function. In Gompertz model, the estimated values for the parameters of maturity weight (A), integration constant (B) and maturity rate (K) were estimated to be 1734.4, 3.986, and 0.282, respectively. The direct heritability of BW1, BW8 and BW12 were respectively reported to be as 0.378, 0.3709, 0.316, 0.389, 0.43, 0.09 and 0.07. With regard to estimated parameters, the results of this study indicated that there is a possibility to improve some property of growth curve using appropriate selection programs.

Keywords: direct heritability, Gompertz, growth traits, maturity weight, native poultry

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Authors: Sudeepti Dayal, Neelesh Gupta

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Image abbreviation is utilized for reducing the size of a file without demeaning the quality of the image to an objectionable level. The depletion in file size permits more images to be deposited in a given number of spaces. It also minimizes the time necessary for images to be transferred. Storage of medical images is a most researched area in the current scenario. To store a medical image, there are two parameters on which the image is divided, regions of interest and non-regions of interest. The best way to store an image is to compress it in such a way that no important information is lost. Compression can be done in two ways, namely lossy, and lossless compression. Under that, several compression algorithms are applied. In the paper, two algorithms are used which are, discrete cosine transform, applied to non-region of interest (lossy), and discrete wavelet transform, applied to regions of interest (lossless). The paper introduces SPIHT (set partitioning hierarchical tree) algorithm which is applied onto the wavelet transform to obtain good compression ratio from which an image can be stored efficiently.

Keywords: Compression ratio, DWT, SPIHT, DCT

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Authors: Muhammet Dursun Kaya, Hasan Asil

Abstract:

In recent years, different methods have been proposed to optimize question processing in database. Although different methods have been proposed to optimize the query, but the problem which exists here is that most of these methods destroy the query execution plan after executing the query. This research attempts to solve the above problem by using a combination of methods of communicating with the database (the present questions in the programming code and using store procedures) and making query processing adaptive in database, and proposing a new approach for optimization of query processing by introducing the idea of dynamic store procedures. This research creates dynamic store procedures in the database according to the proposed algorithm. This method has been tested on applied software and results shows a significant improvement in reducing the query processing time and also reducing the workload of DBMS. Other advantages of this algorithm include: making the programming environment a single environment, eliminating the parametric limitations of the stored procedures in the database, making the stored procedures in the database dynamic, etc.

Keywords: relational database, agent, query processing, adaptable, communication with the database

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Authors: Subhajit Das, Nirjhar Dhang

Abstract:

Structural damage detection is a challenging work in the field of structural health monitoring (SHM). The damage detection methods mainly focused on the determination of the location and severity of the damage. Model updating is a well known method to locate and quantify the damage. In this method, an error function is defined in terms of difference between the signal measured from ‘experiment’ and signal obtained from undamaged finite element model. This error function is minimised with a proper algorithm, and the finite element model is updated accordingly to match the measured response. Thus, the damage location and severity can be identified from the updated model. In this paper, an error function is defined in terms of modal data viz. frequencies and modal assurance criteria (MAC). MAC is derived from Eigen vectors. This error function is minimized by teaching-learning-based optimization (TLBO) algorithm, and the finite element model is updated accordingly to locate and quantify the damage. Damage is introduced in the model by reduction of stiffness of the structural member. The ‘experimental’ data is simulated by the finite element modelling. The error due to experimental measurement is introduced in the synthetic ‘experimental’ data by adding random noise, which follows Gaussian distribution. The efficiency and robustness of this method are explained through three examples e.g., one truss, one beam and one frame problem. The result shows that TLBO algorithm is efficient to detect the damage location as well as the severity of damage using modal data.

Keywords: damage detection, finite element model updating, modal assurance criteria, structural health monitoring, teaching learning based optimization

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Authors: Sarah Beaver, Renee Bryce

Abstract:

Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125Hz to 8000Hz. The data contains patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R\textsuperscript{2} values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R\textsuperscript{2} values for the best models for KNN ranges from .89 to .95. The best imputation models received R\textsuperscript{2} between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our best imputation models versus constant imputations by a two percent increase.

Keywords: machine learning, audiograms, data imputations, single imputations

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Authors: Georges Ghazi, Marc-Henry Devillers, Ruxandra M. Botez

Abstract:

Aircraft flight trajectory optimization has been identified to be a promising solution for reducing both airline costs and the aviation net carbon footprint. Nowadays, this role has been mainly attributed to the flight management system. This system is an onboard multi-purpose computer responsible for providing the crew members with the optimized flight plan from a destination to the next. To accomplish this function, the flight management system uses a variety of look-up tables to compute the optimal speed and altitude for each flight regime instantly. Because the cruise is the longest segment of a typical flight, the proposed algorithm is focused on minimizing fuel consumption for this flight phase. In this paper, a complete methodology to estimate the aircraft performance and subsequently compute the optimal speed in cruise is presented. Results showed that the obtained performance database was accurate enough to predict the flight costs associated with the cruise phase.

Keywords: Cessna Citation X, cruise speed optimization, flight cost, cost index, and golden section search

Procedia PDF Downloads 281

Authors: Luiz G. Véras, Felipe L. Medeiros, Lamartine F. Guimarães

Abstract:

This work approaches the automatic planning of paths for Unmanned Aerial Vehicles (UAVs) through the application of the Rapidly Exploring Random Tree Star-Smart (RRT*-Smart) algorithm. RRT*-Smart is a sampling process of positions of a navigation environment through a tree-type graph. The algorithm consists of randomly expanding a tree from an initial position (root node) until one of its branches reaches the final position of the path to be planned. The algorithm ensures the planning of the shortest path, considering the number of iterations tending to infinity. When a new node is inserted into the tree, each neighbor node of the new node is connected to it, if and only if the extension of the path between the root node and that neighbor node, with this new connection, is less than the current extension of the path between those two nodes. RRT*-smart uses an intelligent sampling strategy to plan less extensive routes by spending a smaller number of iterations. This strategy is based on the creation of samples/nodes near to the convex vertices of the navigation environment obstacles. The planned paths are smoothed through the application of the method called quintic pythagorean hodograph curves. The smoothing process converts a route into a dynamically-viable one based on the kinematic constraints of the vehicle. This smoothing method models the hodograph components of a curve with polynomials that obey the Pythagorean Theorem. Its advantage is that the obtained structure allows computation of the curve length in an exact way, without the need for quadratural techniques for the resolution of integrals.

Keywords: path planning, path smoothing, Pythagorean hodograph curve, RRT*-Smart

Procedia PDF Downloads 163