Search results for: endogenous switching regression model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18881

Search results for: endogenous switching regression model

16901 Computational Model of Human Cardiopulmonary System

Authors: Julian Thrash, Douglas Folk, Michael Ciracy, Audrey C. Tseng, Kristen M. Stromsodt, Amber Younggren, Christopher Maciolek

Abstract:

The cardiopulmonary system is comprised of the heart, lungs, and many dynamic feedback mechanisms that control its function based on a multitude of variables. The next generation of cardiopulmonary medical devices will involve adaptive control and smart pacing techniques. However, testing these smart devices on living systems may be unethical and exceedingly expensive. As a solution, a comprehensive computational model of the cardiopulmonary system was implemented in Simulink. The model contains over 240 state variables and over 100 equations previously described in a series of published articles. Simulink was chosen because of its ease of introducing machine learning elements. Initial results indicate that physiologically correct waveforms of pressures and volumes were obtained in the simulation. With the development of a comprehensive computational model, we hope to pioneer the future of predictive medicine by applying our research towards the initial stages of smart devices. After validation, we will introduce and train reinforcement learning agents using the cardiopulmonary model to assist in adaptive control system design. With our cardiopulmonary model, we will accelerate the design and testing of smart and adaptive medical devices to better serve those with cardiovascular disease.

Keywords: adaptive control, cardiopulmonary, computational model, machine learning, predictive medicine

Procedia PDF Downloads 161
16900 Functional Instruction Set Simulator (ISS) of a Neural Network (NN) IP with Native BF-16 Generator

Authors: Debajyoti Mukherjee, Arathy B. S., Arpita Sahu, Saranga P. Pogula

Abstract:

A Functional Model to mimic the functional correctness of a Neural Network Compute Accelerator IP is very crucial for design validation. Neural network workloads are based on a Brain Floating Point (BF-16) data type. The major challenge we were facing was the incompatibility of gcc compilers to BF-16 datatype, which we addressed with a native BF-16 generator integrated to our functional model. Moreover, working with big GEMM (General Matrix Multiplication) or SpMM (Sparse Matrix Multiplication) Work Loads (Dense or Sparse) and debugging the failures related to data integrity is highly painstaking. In this paper, we are addressing the quality challenge of such a complex Neural Network Accelerator design by proposing a Functional Model-based scoreboard or Software model using SystemC. The proposed Functional Model executes the assembly code based on the ISA of the processor IP, decodes all instructions, and executes as expected to be done by the DUT. The said model would give a lot of visibility and debug capability in the DUT bringing up micro-steps of execution.

Keywords: ISA (instruction set architecture), NN (neural network), TLM (transaction-level modeling), GEMM (general matrix multiplication)

Procedia PDF Downloads 72
16899 Genetic and Environmental Variation in Reproductive and Lactational Performance of Holstein Cattle

Authors: Ashraf Ward

Abstract:

Effect of calving interval on 305 day milk yield for first three lactations was studied in order to increase efficiency of selection schemes and to more efficiently manage Holstein cows that have been raised on small farms in Libya. Results obtained by processing data of 1476 cows, managed in 935 small scale farms, pointed out that current calving interval significantly affects on milk production for first three lactations (p<0.05). Preceding calving interval affected 305 day milk yield (p<0.05) in second lactation only. Linear regression model accounted for 20-25 % of the total variance of 305 day milk yield. Extension of calving interval over 420, 430, 450 days for first, second and third lactations respectively, did not increase milk production when converted to 305 day lactation. Stochastic relations between calving interval and calving age and month are moderated. Values of Pierson’s correlation coefficients ranged 0.38 to 0.69. Adjustment of milk production in order to reduce effect of calving interval on total phenotypic variance of milk yield is valid for first lactation only. Adjustment of 305 day milk yield for second and third lactations in order to reduce effects of factors “calving age and month” brings about, at the same time, elimination of calving interval effect.

Keywords: milk yield, Holstien, non genetic, calving

Procedia PDF Downloads 408
16898 Prediction of Bubbly Plume Characteristics Using the Self-Similarity Model

Authors: Li Chen, Alex Skvortsov, Chris Norwood

Abstract:

Gas releasing into water can be found in for many industrial situations. This process results in the formation of bubbles and acoustic emission which depends upon the bubble characteristics. If the bubble creation rates (bubble volume flow rate) are of interest, an inverse method has to be used based on the measurement of acoustic emission. However, there will be sound attenuation through the bubbly plume which will influence the measurement and should be taken into consideration in the model. The sound transmission through the bubbly plume depends on the characteristics of the bubbly plume, such as the shape and the bubble distributions. In this study, the bubbly plume shape is modelled using a self-similarity model, which has been normally applied for a single phase buoyant plume. The prediction is compared with the experimental data. It has been found the model can be applied to a buoyant plume of gas-liquid mixture. The influence of the gas flow rate and discharge nozzle size is studied.

Keywords: bubbly plume, buoyant plume, bubble acoustics, self-similarity model

Procedia PDF Downloads 276
16897 Investigation of Pollution and the Physical and Chemical Condition of Polour River, East of Tehran, Iran

Authors: Azita Behbahaninia

Abstract:

This research has been carried out to determine the water quality and physico-chemical properties Polour River, one of the most branch of Haraz River. Polour River was studied for a period of one year Samples were taken from different stations along the main branch of River polour. In water samples determined pH, DO, SO4, Cl, PO4, NO3, EC, BOD, COD, Temprature, color and number of Caliform per liter. ArcGIS was used for the zoning of phosphate concentration in the polour River basin. The results indicated that the river is polluted in polour village station, because of discharge domestic wastewater and also river is polluted in Ziar village station, because of agricultural wastewater and water is contaminated in aquaculture station, because of fish ponds wastewater. Statistical analysis shows that between independent traits and coliform regression relationship is significant at the 1% level. Coefficient explanation index indicated independent traits control 80% coliform and 20 % is for unknown parameters. The causality analysis showed Temperature (0.6) has the most positive and direct effect on coliform and sulfate has direct and negative effect on coliform. The results of causality analysis and the results of the regression analysis are matched and other forms direct and indirect effects were negligible and ignorable. Kruskal-Wallis test showed, there is different between sampling stations and studied characters. Between stations for temperature, DO, COD, EC, sulfate and coliform is at 1 % and for phosphate 5 % level of significance.

Keywords: coliform, GIS, pollution, phosphate, river

Procedia PDF Downloads 455
16896 End-to-End Spanish-English Sequence Learning Translation Model

Authors: Vidhu Mitha Goutham, Ruma Mukherjee

Abstract:

The low availability of well-trained, unlimited, dynamic-access models for specific languages makes it hard for corporate users to adopt quick translation techniques and incorporate them into product solutions. As translation tasks increasingly require a dynamic sequence learning curve; stable, cost-free opensource models are scarce. We survey and compare current translation techniques and propose a modified sequence to sequence model repurposed with attention techniques. Sequence learning using an encoder-decoder model is now paving the path for higher precision levels in translation. Using a Convolutional Neural Network (CNN) encoder and a Recurrent Neural Network (RNN) decoder background, we use Fairseq tools to produce an end-to-end bilingually trained Spanish-English machine translation model including source language detection. We acquire competitive results using a duo-lingo-corpus trained model to provide for prospective, ready-made plug-in use for compound sentences and document translations. Our model serves a decent system for large, organizational data translation needs. While acknowledging its shortcomings and future scope, it also identifies itself as a well-optimized deep neural network model and solution.

Keywords: attention, encoder-decoder, Fairseq, Seq2Seq, Spanish, translation

Procedia PDF Downloads 164
16895 Higher Education Benefits and Undocumented Students: An Explanatory Model of Policy Adoption

Authors: Jeremy Ritchey

Abstract:

Undocumented immigrants in the U.S. face many challenges when looking to progress in society, especially when pursuing post-secondary education. The majority of research done on state-level policy adoption pertaining to undocumented higher-education pursuits, specifically in-state resident tuition and financial aid eligibility policies, have framed the discussion on the potential and actual impacts which implementation can and has achieved. What is missing is a model to view the social, political and demographic landscapes upon which such policies (in their various forms) find a route to legislative enactment. This research looks to address this gap in the field by investigating the correlations and significant state-level variables which can be operationalized to construct a framework for adoption of these specific policies. In the process, analysis will show that past unexamined conceptualizations of how such policies come to fruition may be limited or contradictory when compared to available data. Circling on the principles of Policy Innovation and Policy Diffusion theory, this study looks to use variables collected via Michigan State University’s Correlates of State Policy Project, a collectively and ongoing compiled database project centered around annual variables (1900-2016) collected from all 50 states relevant to policy research. Using established variable groupings (demographic, political, social capital measurements, and educational system measurements) from the time period of 2000 to 2014 (2001 being when such policies began), one can see how this data correlates with the adoption of policies related to undocumented students and in-state college tuition. After regression analysis, the results will illuminate which variables appears significant and to what effect, as to help formulate a model upon which to explain when adoption appears to occur and when it does not. Early results have shown that traditionally held conceptions on conservative and liberal identities of the state, as they relate to the likelihood of such policies being adopted, did not fall in line with the collected data. Democratic and liberally identified states were, overall, less likely to adopt pro-undocumented higher education policies than Republican and conservatively identified states and vis versa. While further analysis is needed as to improve the model’s explanatory power, preliminary findings are showing promise in widening our understanding of policy adoption factors in this realm of policies compared to the gap of such knowledge in the publications of the field as it currently exists. The model also looks to serve as an important tool for policymakers in framing such potential policies in a way that is congruent with the relevant state-level determining factors while being sensitive to the most apparent sources of potential friction. While additional variable groups and individual variables will ultimately need to be added and controlled for, this research has already begun to demonstrate how shallow or unexamined reasoning behind policy adoption in the realm of this topic needs to be addressed or else the risk is erroneous conceptions leaking into the foundation of this growing and ever important field.

Keywords: policy adoption, in-state tuition, higher education, undocumented immigrants

Procedia PDF Downloads 101
16894 Silence the Silence No More: A Translanguaging Analysis of Two Silent Scenes in Wong Kar-Wai’s Multi-Genre Film ‘2046’

Authors: Liu M. Hanmin

Abstract:

Wong Kar-Wai’s multi-genre film 2046, world premiered in 2004, comes with a vibrant mediascape made up of multiple named languages, code-switching, intertitles, news footage from the real world, and extra-linguistic means of communication. In film- and multilingual studies it is still a challenge to incorporate non-languages into an analytical framework with conventional languages. This paper uses translanguaging theory to read silent practices in Wong Kar-Wai’ 2046. Two scenes that feature the silence experience the most are taken as case studies. In these two scenes, we can identify two tropes of intersemiotic relationships that are co-articulated by silence: patriarchy and unfinished romance, respectively. The conclusion argues that silence in Wong Kar-Wai’s 2046 exerts multimodal agency by ‘speaking’ directly to the audience and in mutual directions to characters. Thereby, it moves beyond the passive role of merely accentuating or assisting the aural register of a film.

Keywords: translanguaging, Wong Kar-Wai, multimodality, semiotics, inter semiotics, Hong Kong media, film culture

Procedia PDF Downloads 90
16893 Interoperable Design Coordination Method for Sharing Communication Information Using Building Information Model Collaboration Format

Authors: Jin Gang Lee, Hyun-Soo Lee, Moonseo Park

Abstract:

The utilization of BIM and IFC allows project participants to collaborate across different areas by consistently sharing interoperable product information represented in a model. Comments or markups generated during the coordination process can be categorized as communication information, which can be shared in less standardized manner. It can be difficult to manage and reuse such information compared to the product information in a model. The present study proposes an interoperable coordination method using BCF (the BIM Collaboration Format) for managing and sharing the communication information during BIM based coordination process. A management function for coordination in the BIM collaboration system is developed to assess its ability to share the communication information in BIM collaboration projects. This approach systematically links communication information during the coordination process to the building model and serves as a type of storage system for retrieving knowledge created during BIM collaboration projects.

Keywords: design coordination, building information model, BIM collaboration format, industry foundation classes

Procedia PDF Downloads 414
16892 Economical Dependency Evolution and Complexity

Authors: Allé Dieng, Mamadou Bousso, Latif Dramani

Abstract:

The purpose of this work is to show the complexity behind economical interrelations in a country and provide a linear dynamic model of economical dependency evolution in a country. The model is based on National Transfer Account which is one of the most robust methodology developed in order to measure a level of demographic dividend captured in a country. It is built upon three major factors: demography, economical dependency and migration. The established mathematical model has been simulated using Netlogo software. The innovation of this study is in describing economical dependency as a complex system and simulating using mathematical equation the evolution of the two populations: the economical dependent and the non-economical dependent as defined in the National Transfer Account methodology. It also allows us to see the interactions and behaviors of both populations. The model can track individual characteristics and look at the effect of birth and death rates on the evolution of these two populations. The developed model is useful to understand how demographic and economic phenomenon are related

Keywords: ABM, demographic dividend, National Transfer Accounts (NTA), ODE

Procedia PDF Downloads 187
16891 Analysis of the Contribution of Drude and Brendel Model Terms to the Dielectric Function

Authors: Christopher Mkirema Maghanga, Maurice Mghendi Mwamburi

Abstract:

Parametric modeling provides a means to deeper understand the properties of materials. Drude, Brendel, Lorentz and OJL incorporated in SCOUT® software are some of the models used to study dielectric films. In our work, we utilized Brendel and Drude models to extract the optical constants from spectroscopic data of fabricated undoped and niobium doped titanium oxide thin films. The individual contributions by the two models were studied to establish how they influence the dielectric function. The effect of dopants on their influences was also analyzed. For the undoped films, results indicate minimal contribution from the Drude term due to the dielectric nature of the films. However as doping levels increase, the rise in the concentration of free electrons favors the use of Drude model. Brendel model was confirmed to work well with dielectric films - the undoped titanium Oxide films in our case.

Keywords: modeling, Brendel model, optical constants, titanium oxide, Drude Model

Procedia PDF Downloads 171
16890 A Multicriteria Mathematical Programming Model for Farm Planning in Greece

Authors: Basil Manos, Parthena Chatzinikolaou, Fedra Kiomourtzi

Abstract:

This paper presents a Multicriteria Mathematical Programming model for farm planning and sustainable optimization of agricultural production. The model can be used as a tool for the analysis and simulation of agricultural production plans, as well as for the study of impacts of various measures of Common Agriculture Policy in the member states of European Union. The model can achieve the optimum production plan of a farm or an agricultural region combining in one utility function different conflicting criteria as the maximization of gross margin and the minimization of fertilizers used, under a set of constraints for land, labor, available capital, Common Agricultural Policy etc. The proposed model was applied to the region of Larisa in central Greece. The optimum production plan achieves a greater gross return, a less fertilizers use, and a less irrigated water use than the existent production plan.

Keywords: sustainable optimization, multicriteria analysis, agricultural production, farm planning

Procedia PDF Downloads 595
16889 A Comparative Analysis of E-Government Quality Models

Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

Many quality models have been used to measure e-government portals quality. However, the absence of an international consensus for e-government portals quality models results in many differences in terms of quality attributes and measures. The aim of this paper is to compare and analyze the existing e-government quality models proposed in literature (those that are based on ISO standards and those that are not) in order to propose guidelines to build a good and useful e-government portals quality model. Our findings show that, there is no e-government portal quality model based on the new international standard ISO 25010. Besides that, the quality models are not based on a best practice model to allow agencies to both; measure e-government portals quality and identify missing best practices for those portals.

Keywords: e-government, portal, best practices, quality model, ISO, standard, ISO 25010, ISO 9126

Procedia PDF Downloads 543
16888 Experimental and Numerical Analysis of Mustafa Paşa Mosque in Skopje

Authors: Ozden Saygili, Eser Cakti

Abstract:

The masonry building stock in Istanbul and in other cities of Turkey are exposed to significant earthquake hazard. Determination of the safety of masonry structures against earthquakes is a complex challenge. This study deals with experimental tests and non-linear dynamic analysis of masonry structures modeled through discrete element method. The 1:10 scale model of Mustafa Paşa Mosque was constructed and the data were obtained from the sensors on it during its testing on the shake table. The results were used in the calibration/validation of the numerical model created on the basis of the 1:10 scale model built for shake table testing. 3D distinct element model was developed that represents the linear and nonlinear behavior of the shake table model as closely as possible during experimental tests. Results of numerical analyses with those from the experimental program were compared and discussed.

Keywords: dynamic analysis, non-linear modeling, shake table tests, masonry

Procedia PDF Downloads 412
16887 Tolerating Input Faults in Asynchronous Sequential Machines

Authors: Jung-Min Yang

Abstract:

A method of tolerating input faults for input/state asynchronous sequential machines is proposed. A corrective controller is placed in front of the considered asynchronous machine to realize model matching with a reference model. The value of the external input transmitted to the closed-loop system may change by fault. We address the existence condition for the controller that can counteract adverse effects of any input fault while maintaining the objective of model matching. A design procedure for constructing the controller is outlined. The proposed reachability condition for the controller design is validated in an illustrative example.

Keywords: asynchronous sequential machines, corrective control, fault tolerance, input faults, model matching

Procedia PDF Downloads 413
16886 The Free Vibration Analysis of Honeycomb Sandwich Beam using 3D and Continuum Model

Authors: Gürkan Şakar, Fevzi Çakmak Bolat

Abstract:

In this study free vibration analysis of aluminum honeycomb sandwich structures were carried out experimentally and numerically. The natural frequencies and mode shapes of sandwich structures fabricated with different configurations for clamped-free boundary condition were determined. The effects of lower and upper face sheet thickness, the core material thickness, cell diameter, cell angle and foil thickness on the vibration characteristics were examined. The numerical studies were performed with ANSYS package. While the sandwich structures were modeled in ANSYS the continuum model was used. Later, the numerical results were compared with the experimental findings.

Keywords: sandwich structure, free vibration, numeric analysis, 3D model, continuum model

Procedia PDF Downloads 409
16885 Evaluation of Prehabilitation Prior to Surgery for an Orthopaedic Pathway

Authors: Stephen McCarthy, Joanne Gray, Esther Carr, Gerard Danjoux, Paul Baker, Rhiannon Hackett

Abstract:

Background: The Go Well Health (GWH) platform is a web-based programme that allows patients to access personalised care plans and resources, aimed at prehabilitation prior to surgery. The online digital platform delivers essential patient education and support for patients prior to undergoing total hip replacements (THR) and total knee replacements (TKR). This study evaluated the impact of an online digital platform (ODP) in terms of functional health outcomes, health related quality of life and hospital length of stay following surgery. Methods: A retrospective cohort study comparing a cohort of patients who used the online digital platform (ODP) to deliver patient education and support (PES) prior to undergoing THR and TKR surgery relative to a cohort of patients who did not access the ODP and received usual care. Routinely collected Patient Reported Outcome Measures (PROMs) data was obtained on 2,406 patients who underwent a knee replacement (n=1,160) or a hip replacement (n=1,246) between 2018 and 2019 in a single surgical centre in the United Kingdom. The Oxford Hip and Knee Score and the European Quality of Life Five-Dimensional tool (EQ5D-5L) was obtained both pre-and post-surgery (at 6 months) along with hospital LOS. Linear regression was used to compare the estimate the impact of GWH on both health outcomes and negative binomial regressions were used to impact on LOS. All analyses adjusted for age, sex, Charlson Comorbidity Score and either pre-operative Oxford Hip/Knee scores or pre-operative EQ-5D scores. Fractional polynomials were used to represent potential non-linear relationships between the factors included in the regression model. Findings: For patients who underwent a knee replacement, GWH had a statistically significant impact on Oxford Knee Scores and EQ5D-5L utility post-surgery (p=0.039 and p=0.002 respectively). GWH did not have a statistically significant impact on the hospital length of stay. For those patients who underwent a hip replacement, GWH had a statistically significant impact on Oxford Hip Scores and EQ5D-5L utility post (p=0.000 and p=0.009 respectively). GWH also had a statistically significant reduction in the hospital length of stay (p=0.000). Conclusion: Health Outcomes were higher for patients who used the GWH platform and underwent THR and TKR relative to those who received usual care prior to surgery. Patients who underwent a hip replacement and used GWH also had a reduced hospital LOS. These findings are important for health policy and or decision makers as they suggest that prehabilitation via an ODP can maximise health outcomes for patients following surgery whilst potentially making efficiency savings with reductions in LOS.

Keywords: digital prehabilitation, online digital platform, orthopaedics, surgery

Procedia PDF Downloads 182
16884 The Beacon of Collective Hope: Mixed Method Study on the Participation of Indian Youth with Regard to Mass Demonstrations Fueled by Social Activism Media

Authors: Akanksha Lohmore, Devanshu Arya, Preeti Kapur

Abstract:

Rarely does the human mind look at the positive fallout of highly negative events. Positive psychology attempts to emphasize on the strengths and positives for human well-being. The present study examines the underpinning socio-cognitive factors of the protest movements regarding the gang rape case of December 16th, 2012 through the lens of positive psychology. A gamut of negative emotions came to the forum globally: of anger, shame, hatred, violence, death penalty for the perpetrators, amongst other equally strong. In relation to this incident, a number of questions can be raised. Can such a heinous crime have some positive inputs for contemporary society? What is it that has held people to protests for long even when they see faded lines of success in view? This paper explains the constant feeding of protests and continuation of movements by the robust model of Collective Hope by Snyder, a phenomenon unexplored by social psychologists. In this paper, mixed method approach was undertaken. Results confirmed the interaction of various socio-psychological factors that imitated the Snyders model of collective hope. Emergence of major themes was: Sense of Agency, Sense of Worthiness, Social Sharing and Common Grievances and Hope of Collective Efficacy. Statistical analysis (correlation and regression) showed significant relationship between media usage and occurrence of these themes among participants. Media-communication processes and educational theories for development of citizenship behavior can find implications from these results. Theory development as indicated by theorists working in the area of Social Psychology of Protests can be furthered by the direction of research.

Keywords: agency, collective, hope, positive psychology, protest, social media

Procedia PDF Downloads 342
16883 Changes in Plasma Prolactin in the Algerian Saharan Goat During Kidding and Early Lactation

Authors: K. Henna, F. Toumi, Z. Amirat, F. Khammar, S. Charallah

Abstract:

Saharan goat is a traditional goat breed widely distributed in the South West of Algeria. This breed is famous for its fertility, prolificacy, meat, and fibers and is well adapted to the harsh environmental conditions of its biotope. In fact, it is characterized by resistance to long photoperiods, a low water turnover and reduced metabolic needs allowing the survival of its offspring by maintaining the lactation. Several studies have claimed that parturition and lactation are critical periods that require the involvement of galactopoietic's hormones. Among them, Prolactin (PRL). The purpose of this study was to determine the changes in plasma PRL levels of healthy female Saharan goats on the day of parturition and post-partum (PP). The study was conducted on 14 females kept at the research station of Béni-Abbès: 30°07' N, 2°10' W; 495m elevation). Blood samples were taken from the jugular vein on the day of parturition (D0) and then weekly of PP (W1 to W12). Results were statistically analyzed using Kruskal Wallis and Dunn's tests in GraphPad Prism. Plasma PRL increases gradually (P>0.05) with slight fluctuations from D0 to W2 and reaches two peaks at W3 and W9 (258.2 ± 36.4 and 229.4 ± 35.1 ng/mL, respectively); this increase remains stable until W12 of lactation. The results show important modifications in plasma PRL levels in the Saharan goats on the day of parturition and in early lactation, which is needed for milk synthesis to ensure the maintenance of lactation and the growth of kids. Moreover, this study deserves to be supplemented by the dosage of thyroid hormones and estrogens to better clarify the endogenous determinism of these variations.

Keywords: prolactin, parturition, lactation, Saharan goat

Procedia PDF Downloads 79
16882 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model

Authors: N. Jinesh, K. Shankar

Abstract:

This article presents a method of using the one dimensional piezo-electric patch on beam model for structural identification. A hybrid element constituted of one dimensional beam element and a PZT sensor is used with reduced material properties. This model is convenient and simple for identification of beams. Accuracy of this element is first verified against a corresponding 3D finite element model (FEM). The structural identification is carried out as an inverse problem whereby parameters are identified by minimizing the deviation between the predicted and measured voltage response of the patch, when subjected to excitation. A non-classical optimization algorithm Particle Swarm Optimization is used to minimize this objective function. The signals are polluted with 5% Gaussian noise to simulate experimental noise. The proposed method is applied on beam structure and identified parameters are stiffness and damping. The model is also validated experimentally.

Keywords: inverse problem, particle swarm optimization, PZT patches, structural identification

Procedia PDF Downloads 298
16881 A Long Short-Term Memory Based Deep Learning Model for Corporate Bond Price Predictions

Authors: Vikrant Gupta, Amrit Goswami

Abstract:

The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

Procedia PDF Downloads 126
16880 Cascaded Neural Network for Internal Temperature Forecasting in Induction Motor

Authors: Hidir S. Nogay

Abstract:

In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.

Keywords: cascaded neural network, internal temperature, inverter, three-phase induction motor

Procedia PDF Downloads 335
16879 Coefficient of Performance (COP) Optimization of an R134a Cross Vane Expander Compressor Refrigeration System

Authors: Y. D. Lim, K. S. Yap, K. T. Ooi

Abstract:

Cross Vane Expander Compressor (CVEC) is a newly invented expander-compressor combined unit, where it is introduced to replace the compressor and the expansion valve in traditional refrigeration system. The mathematical model of CVEC has been developed to examine its performance, and it was found that the energy consumption of a conventional refrigeration system was reduced by as much as 18%. It is believed that energy consumption can be further reduced by optimizing the device. In this study, the coefficient of performance (COP) of CVEC has been optimized under predetermined operational parameters and constrained main design parameters. Several main design parameters of CVEC were selected to be the variables, and the optimization was done with theoretical model in a simulation program. The theoretical model consists of geometrical model, dynamic model, heat transfer model and valve dynamics model. Complex optimization method, which is a constrained, direct search and multi-variables method was used in the study. As a result, the optimization study suggested that with an appropriate combination of design parameters, a 58% COP improvement in CVEC R134a refrigeration system is possible.

Keywords: COP, cross vane expander-compressor, CVEC, design, simulation, refrigeration system, air-conditioning, R134a, multi variables

Procedia PDF Downloads 322
16878 Rainfall–Runoff Simulation Using WetSpa Model in Golestan Dam Basin, Iran

Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi

Abstract:

Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km2, and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.

Keywords: watershed simulation, WetSpa, stream flow, flood prediction

Procedia PDF Downloads 236
16877 Reinforcement Learning for Self Driving Racing Car Games

Authors: Adam Beaunoyer, Cory Beaunoyer, Mohammed Elmorsy, Hanan Saleh

Abstract:

This research aims to create a reinforcement learning agent capable of racing in challenging simulated environments with a low collision count. We present a reinforcement learning agent that can navigate challenging tracks using both a Deep Q-Network (DQN) and a Soft Actor-Critic (SAC) method. A challenging track includes curves, jumps, and varying road widths throughout. Using open-source code on Github, the environment used in this research is based on the 1995 racing game WipeOut. The proposed reinforcement learning agent can navigate challenging tracks rapidly while maintaining low racing completion time and collision count. The results show that the SAC model outperforms the DQN model by a large margin. We also propose an alternative multiple-car model that can navigate the track without colliding with other vehicles on the track. The SAC model is the basis for the multiple-car model, where it can complete the laps quicker than the single-car model but has a higher collision rate with the track wall.

Keywords: reinforcement learning, soft actor-critic, deep q-network, self-driving cars, artificial intelligence, gaming

Procedia PDF Downloads 31
16876 Effect of Serum Electrolytes on a QTc Interval and Mortality in Patients admitted to Coronary Care Unit

Authors: Thoetchai Peeraphatdit, Peter A. Brady, Suraj Kapa, Samuel J. Asirvatham, Niyada Naksuk

Abstract:

Background: Serum electrolyte abnormalities are a common cause of an acquired prolonged QT syndrome, especially, in the coronary care unit (CCU) setting. Optimal electrolyte ranges among the CCU patients have not been sufficiently investigated. Methods: We identified 8,498 consecutive CCU patients who were admitted to the CCU at Mayo Clinic, Rochester, the USA, from 2004 through 2013. Association between first serum electrolytes and baseline corrected QT intervals (QTc), as well as in-hospital mortality, was tested using multivariate linear regression and logistic regression, respectively. Serum potassium 4.0- < 4.5 mEq/L, ionized calcium (iCa) 4.6-4.8 mg/dL, and magnesium 2.0- < 2.2 mg/dL were used as the reference levels. Results: There was a modest level-dependent relationship between hypokalemia ( < 4.0 mEq/L), hypocalcemia ( < 4.4 mg/dL), and a prolonged QTc interval; serum magnesium did not affect the QTc interval. Association between the serum electrolytes and in-hospital mortality included a U-shaped relationship for serum potassium (adjusted odds ratio (OR) 1.53 and OR 1.91for serum potassium 4.5- < 5.0 and ≥ 5.0 mEq/L, respectively) and an inverted J-shaped relationship for iCa (adjusted OR 2.79 and OR 2.03 for calcium < 4.4 and 4.4- < 4.6 mg/dL, respectively). For serum magnesium, the mortality was greater only among patients with levels ≥ 2.4 mg/dL (adjusted OR 1.40), compared to the reference level. Findings were similar in sensitivity analyses examining the association between mean serum electrolytes and mean QTc intervals, as well as in-hospital mortality. Conclusions: Serum potassium 4.0- < 4.5 mEq/L, iCa ≥ 4.6 mg/dL, and magnesium < 2.4 mg/dL had a neutral effect on QTc intervals and were associated with the lowest in-hospital mortality among the CCU patients.

Keywords: calcium, electrocardiography, long-QT syndrome, magnesium, mortality, potassium

Procedia PDF Downloads 382
16875 Developing a Sustainable Business Model for Platform-Based Applications in Small and Medium-Sized Enterprise Sawmills: A Systematic Approach

Authors: Franziska Mais, Till Gramberg

Abstract:

The paper presents the development of a sustainable business model for a platform-based application tailored for sawing companies in small and medium-sized enterprises (SMEs). The focus is on the integration of sustainability principles into the design of the business model to ensure a technologically advanced, legally sound, and economically efficient solution. Easy2IoT is a research project that aims to enable companies in the prefabrication sheet metal and sheet metal processing industry to enter the Industrial Internet of Things (IIoT) with a low-threshold and cost-effective approach. The methodological approach of Easy2IoT includes an in-depth requirements analysis and customer interviews with stakeholders along the value chain. Based on these insights, actions, requirements, and potential solutions for smart services are derived. The structuring of the business ecosystem within the application plays a central role, whereby the roles of the partners, the management of the IT infrastructure and services, as well as the design of a sustainable operator model are considered. The business model is developed using the value proposition canvas, whereby a detailed analysis of the requirements for the business model is carried out, taking sustainability into account. This includes coordination with the business model patterns, according to Gassmann, and integration into a business model canvas for the Easy2IoT product. Potential obstacles and problems are identified and evaluated in order to formulate a comprehensive and sustainable business model. In addition, sustainable payment models and distribution channels are developed. In summary, the article offers a well-founded insight into the systematic development of a sustainable business model for platform-based applications in SME sawmills, with a particular focus on the synergy of ecological responsibility and economic efficiency.

Keywords: business model, sustainable business model, IIoT, IIoT-platform, industrie 4.0, big data

Procedia PDF Downloads 61
16874 Mother-Child Conversations about Emotions and Socio-Emotional Education in Children with Autism Spectrum Disorder

Authors: Beaudoin Marie-Joelle, Poirier Nathalie

Abstract:

Introduction: Children with autism spectrum disorder (ASD) tend to lack socio-emotional skills (e.g., emotional regulation and theory of mind). Eisenberg’s theoretical model on emotion-related socialization behaviors suggests that mothers of children with ASD could play a central role in fostering the acquisition of socio-emotional skills by engaging in frequent educational conversations about emotions. Although, mothers’ perceptions of their own emotional skills and their child’s personality traits and social deficits could mitigate the benefit of their educative role. Objective: Our study aims to explore the association between mother-child conversations about emotions and the socio-emotional skills of their children when accounting for the moderating role of the mothers’ perceptions. Forty-nine mothers completed five questionnaires about emotionally related conversations, self-openness to emotions, and perceptions of personality and socio-emotional skills of their children with ASD. Results: Regression analyses showed that frequent mother-child conversations about emotions predicted better emotional regulation and theory of mind skills in children with ASD (p < 0.01). The children’s theory of mind was moderated by mothers’ perceptions of their own emotional openness (p < 0.05) and their perceptions of their children’s openness to experience (p < 0.01) and conscientiousness (p < 0.05). Conclusion: Mothers likely play an important role in the socio-emotional education of children with ASD. Further, mothers may be most helpful when they perceive that their interventions improve their child’s behaviors. Our findings corroborate those of the Eisenberg model, which claims that mother-child conversations about emotions predict socio-emotional development skills in children with ASD. Our results also help clarify the moderating role of mothers’ perceptions, which could mitigate their willingness to engage in educational conversations about emotions with their children. Therefore, in special needs' children education, school professionals could collaborate with mothers to increase the frequency of emotion-related conversations in ASD's students with emotion dysregulation or theory of mind problems.

Keywords: autism, parental socialization of emotion, emotional regulation, theory of mind

Procedia PDF Downloads 74
16873 Two-Warehouse Inventory Model for Deteriorating Items with Inventory-Level-Dependent Demand under Two Dispatching Policies

Authors: Lei Zhao, Zhe Yuan, Wenyue Kuang

Abstract:

This paper studies two-warehouse inventory models for a deteriorating item considering that the demand is influenced by inventory levels. The problem mainly focuses on the optimal order policy and the optimal order cycle with inventory-level-dependent demand in two-warehouse system for retailers. It considers the different deterioration rates and the inventory holding costs in owned warehouse (OW) and rented warehouse (RW), and the conditions of transportation cost, allowed shortage and partial backlogging. Two inventory models are formulated: last-in first-out (LIFO) model and first-in-first-out (FIFO) model based on the policy choices of LIFO and FIFO, and a comparative analysis of LIFO model and FIFO model is made. The study finds that the FIFO policy is more in line with realistic operating conditions. Especially when the inventory holding cost of OW is high, and there is no difference or big difference between deterioration rates of OW and RW, the FIFO policy has better applicability. Meanwhile, this paper considers the differences between the effects of warehouse and shelf inventory levels on demand, and then builds retailers’ inventory decision model and studies the factors of the optimal order quantity, the optimal order cycle and the average inventory cost per unit time. To minimize the average total cost, the optimal dispatching policies are provided for retailers’ decisions.

Keywords: FIFO model, inventory-level-dependent, LIFO model, two-warehouse inventory

Procedia PDF Downloads 271
16872 Thermomechanical Damage Modeling of F114 Carbon Steel

Authors: A. El Amri, M. El Yakhloufi Haddou, A. Khamlichi

Abstract:

The numerical simulation based on the Finite Element Method (FEM) is widely used in academic institutes and in the industry. It is a useful tool to predict many phenomena present in the classical manufacturing forming processes such as fracture. But, the results of such numerical model depend strongly on the parameters of the constitutive behavior model. The influences of thermal and mechanical loads cause damage. The temperature and strain rate dependent materials’ properties and their modelling are discussed. A Johnson-Cook Model of damage has been selected for the numerical simulations. Virtual software called the ABAQUS 6.11 is used for finite element analysis. This model was introduced in order to give information concerning crack initiation during thermal and mechanical loads.

Keywords: thermo-mechanical fatigue, failure, numerical simulation, fracture, damage

Procedia PDF Downloads 380