Search results for: generic algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3833

Search results for: generic algorithm

1793 Throughput of Point Coordination Function (PCF)

Authors: Faisel Eltuhami Alzaalik, Omar Imhemed Alramli, Ahmed Mohamed Elaieb

Abstract:

The IEEE 802.11 defines two modes of MAC, distributed coordination function (DCF) and point coordination function (PCF) mode. The first sub-layer of the MAC is the distributed coordination function (DCF). A contention algorithm is used via DCF to provide access to all traffic. The point coordination function (PCF) is the second sub-layer used to provide contention-free service. PCF is upper DCF and it uses features of DCF to establish guarantee access of its users. Some papers and researches that have been published in this technology were reviewed in this paper, as well as talking briefly about the distributed coordination function (DCF) technology. The simulation of the PCF function have been applied by using a simulation program called network simulator (NS2) and have been found out the throughput of a transmitter system by using this function.

Keywords: DCF, PCF, throughput, NS2

Procedia PDF Downloads 567
1792 Modelling and Control of Electrohydraulic System Using Fuzzy Logic Algorithm

Authors: Hajara Abdulkarim Aliyu, Abdulbasid Ismail Isa

Abstract:

This research paper studies electrohydraulic system for its role in position and motion control system and develops as mathematical model describing the behaviour of the system. The research further proposes Fuzzy logic and conventional PID controllers in order to achieve both accurate positioning of the payload and overall improvement of the system performance. The simulation result shows Fuzzy logic controller has a superior tracking performance and high disturbance rejection efficiency for its shorter settling time, less overshoot, smaller values of integral of absolute and deviation errors over the conventional PID controller at all the testing conditions.

Keywords: electrohydraulic, fuzzy logic, modelling, NZ-PID

Procedia PDF Downloads 453
1791 RFID and Intelligence: A Smart Authentication Method for Blind People​

Authors: V. Vishu, R. Manimegalai

Abstract:

A combination of Intelligence and Radio frequency identification to bring an enhanced authentication method for the improvement of visually challenged people. The main goal is to provide an improved authentication by combining Advanced Encryption Standard algorithm and Intelligence. Here the encryption key will be generated as a combination of intelligent information from sensors and tag values. The main challenges are security, privacy and cost. Besides, the method was created to evaluate the amount of interaction between sensors and significant influence on the level of visually challenged people’s mental and physical states. The proposal is to apply various ideas on independent living or to assist them for a good life.

Keywords: AES, encryption, intelligence, smart key

Procedia PDF Downloads 233
1790 Ant Colony Optimization Control for Multilevel STATCOM

Authors: H. Tédjini, Y. Meslem, B. Guesbaoui, A. Safa

Abstract:

Flexible AC Transmission Systems (FACTS) are potentially becoming more flexible and more economical local controllers in the power system; and because of the high MVA ratings, it would be expensive to provide independent, equal, regulated DC voltage sources to power the multilevel converters which are presently proposed for STATCOMs. DC voltage sources can be derived from the DC link capacitances which are charged by the rectified ac power. In this paper a new stronger control combined of nonlinear control based Lyapunov’s theorem and Ant Colony Algorithm (ACA) to maintain stability of multilevel STATCOM and the utility.

Keywords: Static Compensator (STATCOM), ant colony optimization (ACO), lyapunov control theory, Decoupled power control, neutral point clamped (NPC)

Procedia PDF Downloads 545
1789 A Comparative Study of Optimization Techniques and Models to Forecasting Dengue Fever

Authors: Sudha T., Naveen C.

Abstract:

Dengue is a serious public health issue that causes significant annual economic and welfare burdens on nations. However, enhanced optimization techniques and quantitative modeling approaches can predict the incidence of dengue. By advocating for a data-driven approach, public health officials can make informed decisions, thereby improving the overall effectiveness of sudden disease outbreak control efforts. The National Oceanic and Atmospheric Administration and the Centers for Disease Control and Prevention are two of the U.S. Federal Government agencies from which this study uses environmental data. Based on environmental data that describe changes in temperature, precipitation, vegetation, and other factors known to affect dengue incidence, many predictive models are constructed that use different machine learning methods to estimate weekly dengue cases. The first step involves preparing the data, which includes handling outliers and missing values to make sure the data is prepared for subsequent processing and the creation of an accurate forecasting model. In the second phase, multiple feature selection procedures are applied using various machine learning models and optimization techniques. During the third phase of the research, machine learning models like the Huber Regressor, Support Vector Machine, Gradient Boosting Regressor (GBR), and Support Vector Regressor (SVR) are compared with several optimization techniques for feature selection, such as Harmony Search and Genetic Algorithm. In the fourth stage, the model's performance is evaluated using Mean Square Error (MSE), Mean Absolute Error (MAE), and Root Mean Square Error (RMSE) as assistance. Selecting an optimization strategy with the least number of errors, lowest price, biggest productivity, or maximum potential results is the goal. In a variety of industries, including engineering, science, management, mathematics, finance, and medicine, optimization is widely employed. An effective optimization method based on harmony search and an integrated genetic algorithm is introduced for input feature selection, and it shows an important improvement in the model's predictive accuracy. The predictive models with Huber Regressor as the foundation perform the best for optimization and also prediction.

Keywords: deep learning model, dengue fever, prediction, optimization

Procedia PDF Downloads 48
1788 Edge Detection in Low Contrast Images

Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh K. Pandey

Abstract:

The edges of low contrast images are not clearly distinguishable to the human eye. It is difficult to find the edges and boundaries in it. The present work encompasses a new approach for low contrast images. The Chebyshev polynomial based fractional order filter has been used for filtering operation on an image. The preprocessing has been performed by this filter on the input image. Laplacian of Gaussian method has been applied on preprocessed image for edge detection. The algorithm has been tested on two test images.

Keywords: low contrast image, fractional order differentiator, Laplacian of Gaussian (LoG) method, chebyshev polynomial

Procedia PDF Downloads 622
1787 State of the Art on the Recommendation Techniques of Mobile Learning Activities

Authors: Nassim Dennouni, Yvan Peter, Luigi Lancieri, Zohra Slama

Abstract:

The objective of this article is to make a bibliographic study on the recommendation of mobile learning activities that are used as part of the field trip scenarios. Indeed, the recommendation systems are widely used in the context of mobility because they can be used to provide learning activities. These systems should take into account the history of visits and teacher pedagogy to provide adaptive learning according to the instantaneous position of the learner. To achieve this objective, we review the existing literature on field trip scenarios to recommend mobile learning activities.

Keywords: mobile learning, field trip, mobile learning activities, collaborative filtering, recommendation system, point of interest, ACO algorithm

Procedia PDF Downloads 436
1786 Implementation of a Predictive DTC-SVM of an Induction Motor

Authors: Chebaani Mohamed, Gplea Amar, Benchouia Mohamed Toufik

Abstract:

Direct torque control is characterized by the merits of fast response, simple structure and strong robustness to the motor parameters variations. This paper proposes the implementation of DTC-SVM of an induction motor drive using Predictive controller. The principle of the method is explained and the system mathematical description is provided. The derived control algorithm is implemented both in the simulation software MatLab/Simulink and on the real induction motor drive with dSPACE control system. Simulated and measured results in steady states and transients are presented.

Keywords: induction motor, DTC-SVM, predictive controller, implementation, dSPACE, Matlab, Simulink

Procedia PDF Downloads 505
1785 Detailed Observations on Numerically Invariant Signatures

Authors: Reza Aghayan

Abstract:

Numerically invariant signatures were introduced as a new paradigm of the invariant recognition for visual objects modulo a certain group of transformations. This paper shows that the current formulation suffers from noise and indeterminacy in the resulting joint group-signatures and applies the n-difference technique and the m-mean signature method to minimize their effects. In our experimental results of applying the proposed numerical scheme to generate joint group-invariant signatures, the sensitivity of some parameters such as regularity and mesh resolution used in the algorithm will also be examined. Finally, several interesting observations are made.

Keywords: Euclidean and affine geometry, differential invariant G-signature curves, numerically invariant joint G-signatures, object recognition, noise, indeterminacy

Procedia PDF Downloads 386
1784 Network Based Speed Synchronization Control for Multi-Motor via Consensus Theory

Authors: Liqin Zhang, Liang Yan

Abstract:

This paper addresses the speed synchronization control problem for a network-based multi-motor system from the perspective of cluster consensus theory. Each motor is considered as a single agent connected through fixed and undirected network. This paper presents an improved control protocol from three aspects. First, for the purpose of improving both tracking and synchronization performance, this paper presents a distributed leader-following method. The improved control protocol takes the importance of each motor’s speed into consideration, and all motors are divided into different groups according to speed weights. Specifically, by using control parameters optimization, the synchronization error and tracking error can be regulated and decoupled to some extent. The simulation results demonstrate the effectiveness and superiority of the proposed strategy. In practical engineering, the simplified models are unrealistic, such as single-integrator and double-integrator. And previous algorithms require the acceleration information of the leader available to all followers if the leader has a varying velocity, which is also difficult to realize. Therefore, the method focuses on an observer-based variable structure algorithm for consensus tracking, which gets rid of the leader acceleration. The presented scheme optimizes synchronization performance, as well as provides satisfactory robustness. What’s more, the existing algorithms can obtain a stable synchronous system; however, the obtained stable system may encounter some disturbances that may destroy the synchronization. Focus on this challenging technological problem, a state-dependent-switching approach is introduced. In the presence of unmeasured angular speed and unknown failures, this paper investigates a distributed fault-tolerant consensus tracking algorithm for a group non-identical motors. The failures are modeled by nonlinear functions, and the sliding mode observer is designed to estimate the angular speed and nonlinear failures. The convergence and stability of the given multi-motor system are proved. Simulation results have shown that all followers asymptotically converge to a consistent state when one follower fails to follow the virtual leader during a large enough disturbance, which illustrates the good performance of synchronization control accuracy.

Keywords: consensus control, distributed follow, fault-tolerant control, multi-motor system, speed synchronization

Procedia PDF Downloads 116
1783 OCR/ICR Text Recognition Using ABBYY FineReader as an Example Text

Authors: A. R. Bagirzade, A. Sh. Najafova, S. M. Yessirkepova, E. S. Albert

Abstract:

This article describes a text recognition method based on Optical Character Recognition (OCR). The features of the OCR method were examined using the ABBYY FineReader program. It describes automatic text recognition in images. OCR is necessary because optical input devices can only transmit raster graphics as a result. Text recognition describes the task of recognizing letters shown as such, to identify and assign them an assigned numerical value in accordance with the usual text encoding (ASCII, Unicode). The peculiarity of this study conducted by the authors using the example of the ABBYY FineReader, was confirmed and shown in practice, the improvement of digital text recognition platforms developed by Electronic Publication.

Keywords: ABBYY FineReader system, algorithm symbol recognition, OCR/ICR techniques, recognition technologies

Procedia PDF Downloads 159
1782 The Different Ways to Describe Regular Languages by Using Finite Automata and the Changing Algorithm Implementation

Authors: Abdulmajid Mukhtar Afat

Abstract:

This paper aims at introducing finite automata theory, the different ways to describe regular languages and create a program to implement the subset construction algorithms to convert nondeterministic finite automata (NFA) to deterministic finite automata (DFA). This program is written in c++ programming language. The program reads FA 5tuples from text file and then classifies it into either DFA or NFA. For DFA, the program will read the string w and decide whether it is acceptable or not. If accepted, the program will save the tracking path and point it out. On the other hand, when the automation is NFA, the program will change the Automation to DFA so that it is easy to track and it can decide whether the w exists in the regular language or not.

Keywords: finite automata, subset construction, DFA, NFA

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1781 Reducing the Impact of Pathogenic Fungi on Barley Using Bacteria: Bacterial Biocontrol in the Barley-Malt-Beer Industry

Authors: Eusèbe Gnonlonfoun, Xavier Framboisier, Michel Fick, Emmanuel Rondags

Abstract:

Pathogenic fungi represent a generic problem for cereals, including barley, as they can produce a number of thermostable toxic metabolites such as mycotoxins that contaminate plants and food products, leading to serious health issues for humans and animals and causing significant losses in global food production. In addition, mycotoxins represent a significant technological concern for the malting and brewing industries, as they may affect the quality and safety of raw materials (barley and malt) and final products (beer). Moreover, this situation is worsening due to the highly variable climatic conditions that favor microbial development and the societal desire to reduce the use of phytosanitary products, including fungicides. In this complex environmental, regulatory and economic context for the French barley-malt-beer industry, this project aims to develop an innovative biocontrol process by using technological bacteria, isolated from infection-resistant barley cultures, that are able to reduce the development of spoilage fungi and the associated mycotoxin production. The experimental approach consists of i) coculturing bacterial and pathogenic fungal strains in solid and liquid media to access the growth kinetics of these microorganisms and to evaluate the impact of these bacteria on fungal growth and mycotoxin production; then ii) the results will be used to carry out a micro-malting process in order to develop the aforementioned process, and iii) the technological and sanitary properties of the generated barley malts will finally be evaluated in order to validate the biocontrol process developed. The process is expected to make it possible to guarantee, with controlled costs, an irreproachable hygienic and technological quality of the malt, despite the increasingly complex and variable conditions for barley production. Thus, the results will not only make it possible to maintain the dominant world position of the French barley-malt chain but will also allow it to conquer emerging markets, mainly in Africa and Asia. The use of this process will also contribute to the reduction of the use of phytosanitary products in the field for barley production while reducing the level of contamination of malting plant effluents. Its environmental impact would therefore be significant, especially considering that barley is the fourth most-produced cereal in the world.

Keywords: barley, pathogenic fungi, mycotoxins, malting, bacterial biocontrol

Procedia PDF Downloads 164
1780 A Novel Combination Method for Computing the Importance Map of Image

Authors: Ahmad Absetan, Mahdi Nooshyar

Abstract:

The importance map is an image-based measure and is a core part of the resizing algorithm. Importance measures include image gradients, saliency and entropy, as well as high level cues such as face detectors, motion detectors and more. In this work we proposed a new method to calculate the importance map, the importance map is generated automatically using a novel combination of image edge density and Harel saliency measurement. Experiments of different type images demonstrate that our method effectively detects prominent areas can be used in image resizing applications to aware important areas while preserving image quality.

Keywords: content-aware image resizing, visual saliency, edge density, image warping

Procedia PDF Downloads 572
1779 Independent Encryption Technique for Mobile Voice Calls

Authors: Nael Hirzalla

Abstract:

The legality of some countries or agencies’ acts to spy on personal phone calls of the public became a hot topic to many social groups’ talks. It is believed that this act is considered an invasion to someone’s privacy. Such act may be justified if it is singling out specific cases but to spy without limits is very unacceptable. This paper discusses the needs for not only a simple and light weight technique to secure mobile voice calls but also a technique that is independent from any encryption standard or library. It then presents and tests one encrypting algorithm that is based of frequency scrambling technique to show fair and delay-free process that can be used to protect phone calls from such spying acts.

Keywords: frequency scrambling, mobile applications, real-time voice encryption, spying on calls

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1778 Artificial Intelligence Ethics: What Business Leaders Need to Consider for the Future

Authors: Kylie Leonard

Abstract:

Investment in artificial intelligence (AI) can be an attractive opportunity for business leaders as there are many easy-to-see benefits. These benefits include task completion rates, overall cost, and better forecasting. Business leaders are often unaware of the challenges that can accompany AI, such as data center costs, access to data, employee acceptance, and privacy concerns. In addition to the benefits and challenges of AI, it is important to practice AI ethics to ensure the safe creation of AI. AI ethics include aspects of algorithm bias, limits in transparency, and surveillance. To be a good business leader, it is critical to address all the considerations involving the challenges of AI and AI ethics.

Keywords: artificial intelligence, artificial intelligence ethics, business leaders, business concerns

Procedia PDF Downloads 134
1777 Grid Pattern Recognition and Suppression in Computed Radiographic Images

Authors: Igor Belykh

Abstract:

Anti-scatter grids used in radiographic imaging for the contrast enhancement leave specific artifacts. Those artifacts may be visible or may cause Moiré effect when a digital image is resized on a diagnostic monitor. In this paper, we propose an automated grid artifacts detection and suppression algorithm which is still an actual problem. Grid artifacts detection is based on statistical approach in spatial domain. Grid artifacts suppression is based on Kaiser bandstop filter transfer function design and application avoiding ringing artifacts. Experimental results are discussed and concluded with description of advantages over existing approaches.

Keywords: grid, computed radiography, pattern recognition, image processing, filtering

Procedia PDF Downloads 269
1776 Similarity Based Retrieval in Case Based Reasoning for Analysis of Medical Images

Authors: M. Dasgupta, S. Banerjee

Abstract:

Content Based Image Retrieval (CBIR) coupled with Case Based Reasoning (CBR) is a paradigm that is becoming increasingly popular in the diagnosis and therapy planning of medical ailments utilizing the digital content of medical images. This paper presents a survey of some of the promising approaches used in the detection of abnormalities in retina images as well in mammographic screening and detection of regions of interest in MRI scans of the brain. We also describe our proposed algorithm to detect hard exudates in fundus images of the retina of Diabetic Retinopathy patients.

Keywords: case based reasoning, exudates, retina image, similarity based retrieval

Procedia PDF Downloads 336
1775 An Online 3D Modeling Method Based on a Lossless Compression Algorithm

Authors: Jiankang Wang, Hongyang Yu

Abstract:

This paper proposes a portable online 3D modeling method. The method first utilizes a depth camera to collect data and compresses the depth data using a frame-by-frame lossless data compression method. The color image is encoded using the H.264 encoding format. After the cloud obtains the color image and depth image, a 3D modeling method based on bundlefusion is used to complete the 3D modeling. The results of this study indicate that this method has the characteristics of portability, online, and high efficiency and has a wide range of application prospects.

Keywords: 3D reconstruction, bundlefusion, lossless compression, depth image

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1774 Descent Algorithms for Optimization Algorithms Using q-Derivative

Authors: Geetanjali Panda, Suvrakanti Chakraborty

Abstract:

In this paper, Newton-like descent methods are proposed for unconstrained optimization problems, which use q-derivatives of the gradient of an objective function. First, a local scheme is developed with alternative sufficient optimality condition, and then the method is extended to a global scheme. Moreover, a variant of practical Newton scheme is also developed introducing a real sequence. Global convergence of these schemes is proved under some mild conditions. Numerical experiments and graphical illustrations are provided. Finally, the performance profiles on a test set show that the proposed schemes are competitive to the existing first-order schemes for optimization problems.

Keywords: Descent algorithm, line search method, q calculus, Quasi Newton method

Procedia PDF Downloads 387
1773 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement

Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: anisotropic diffusion, finite differences, image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation schemes

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1772 Algorithm for Modelling Land Surface Temperature and Land Cover Classification and Their Interaction

Authors: Jigg Pelayo, Ricardo Villar, Einstine Opiso

Abstract:

The rampant and unintended spread of urban areas resulted in increasing artificial component features in the land cover types of the countryside and bringing forth the urban heat island (UHI). This paved the way to wide range of negative influences on the human health and environment which commonly relates to air pollution, drought, higher energy demand, and water shortage. Land cover type also plays a relevant role in the process of understanding the interaction between ground surfaces with the local temperature. At the moment, the depiction of the land surface temperature (LST) at city/municipality scale particularly in certain areas of Misamis Oriental, Philippines is inadequate as support to efficient mitigations and adaptations of the surface urban heat island (SUHI). Thus, this study purposely attempts to provide application on the Landsat 8 satellite data and low density Light Detection and Ranging (LiDAR) products in mapping out quality automated LST model and crop-level land cover classification in a local scale, through theoretical and algorithm based approach utilizing the principle of data analysis subjected to multi-dimensional image object model. The paper also aims to explore the relationship between the derived LST and land cover classification. The results of the presented model showed the ability of comprehensive data analysis and GIS functionalities with the integration of object-based image analysis (OBIA) approach on automating complex maps production processes with considerable efficiency and high accuracy. The findings may potentially lead to expanded investigation of temporal dynamics of land surface UHI. It is worthwhile to note that the environmental significance of these interactions through combined application of remote sensing, geographic information tools, mathematical morphology and data analysis can provide microclimate perception, awareness and improved decision-making for land use planning and characterization at local and neighborhood scale. As a result, it can aid in facilitating problem identification, support mitigations and adaptations more efficiently.

Keywords: LiDAR, OBIA, remote sensing, local scale

Procedia PDF Downloads 275
1771 A Double Ended AC Series Arc Fault Location Algorithm Based on Currents Estimation and a Fault Map Trace Generation

Authors: Edwin Calderon-Mendoza, Patrick Schweitzer, Serge Weber

Abstract:

Series arc faults appear frequently and unpredictably in low voltage distribution systems. Many methods have been developed to detect this type of faults and commercial protection systems such AFCI (arc fault circuit interrupter) have been used successfully in electrical networks to prevent damage and catastrophic incidents like fires. However, these devices do not allow series arc faults to be located on the line in operating mode. This paper presents a location algorithm for series arc fault in a low-voltage indoor power line in an AC 230 V-50Hz home network. The method is validated through simulations using the MATLAB software. The fault location method uses electrical parameters (resistance, inductance, capacitance, and conductance) of a 49 m indoor power line. The mathematical model of a series arc fault is based on the analysis of the V-I characteristics of the arc and consists basically of two antiparallel diodes and DC voltage sources. In a first step, the arc fault model is inserted at some different positions across the line which is modeled using lumped parameters. At both ends of the line, currents and voltages are recorded for each arc fault generation at different distances. In the second step, a fault map trace is created by using signature coefficients obtained from Kirchhoff equations which allow a virtual decoupling of the line’s mutual capacitance. Each signature coefficient obtained from the subtraction of estimated currents is calculated taking into account the Discrete Fast Fourier Transform of currents and voltages and also the fault distance value. These parameters are then substituted into Kirchhoff equations. In a third step, the same procedure described previously to calculate signature coefficients is employed but this time by considering hypothetical fault distances where the fault can appear. In this step the fault distance is unknown. The iterative calculus from Kirchhoff equations considering stepped variations of the fault distance entails the obtaining of a curve with a linear trend. Finally, the fault distance location is estimated at the intersection of two curves obtained in steps 2 and 3. The series arc fault model is validated by comparing current registered from simulation with real recorded currents. The model of the complete circuit is obtained for a 49m line with a resistive load. Also, 11 different arc fault positions are considered for the map trace generation. By carrying out the complete simulation, the performance of the method and the perspectives of the work will be presented.

Keywords: indoor power line, fault location, fault map trace, series arc fault

Procedia PDF Downloads 129
1770 Capacity Optimization in Cooperative Cognitive Radio Networks

Authors: Mahdi Pirmoradian, Olayinka Adigun, Christos Politis

Abstract:

Cooperative spectrum sensing is a crucial challenge in cognitive radio networks. Cooperative sensing can increase the reliability of spectrum hole detection, optimize sensing time and reduce delay in cooperative networks. In this paper, an efficient central capacity optimization algorithm is proposed to minimize cooperative sensing time in a homogenous sensor network using OR decision rule subject to the detection and false alarm probabilities constraints. The evaluation results reveal significant improvement in the sensing time and normalized capacity of the cognitive sensors.

Keywords: cooperative networks, normalized capacity, sensing time

Procedia PDF Downloads 621
1769 On Improving Breast Cancer Prediction Using GRNN-CP

Authors: Kefaya Qaddoum

Abstract:

The aim of this study is to predict breast cancer and to construct a supportive model that will stimulate a more reliable prediction as a factor that is fundamental for public health. In this study, we utilize general regression neural networks (GRNN) to replace the normal predictions with prediction periods to achieve a reasonable percentage of confidence. The mechanism employed here utilises a machine learning system called conformal prediction (CP), in order to assign consistent confidence measures to predictions, which are combined with GRNN. We apply the resulting algorithm to the problem of breast cancer diagnosis. The results show that the prediction constructed by this method is reasonable and could be useful in practice.

Keywords: neural network, conformal prediction, cancer classification, regression

Procedia PDF Downloads 274
1768 Market Solvency Capital Requirement Minimization: How Non-linear Solvers Provide Portfolios Complying with Solvency II Regulation

Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

Abstract:

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

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

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1767 Machine Learning Model to Predict TB Bacteria-Resistant Drugs from TB Isolates

Authors: Rosa Tsegaye Aga, Xuan Jiang, Pavel Vazquez Faci, Siqing Liu, Simon Rayner, Endalkachew Alemu, Markos Abebe

Abstract:

Tuberculosis (TB) is a major cause of disease globally. In most cases, TB is treatable and curable, but only with the proper treatment. There is a time when drug-resistant TB occurs when bacteria become resistant to the drugs that are used to treat TB. Current strategies to identify drug-resistant TB bacteria are laboratory-based, and it takes a longer time to identify the drug-resistant bacteria and treat the patient accordingly. But machine learning (ML) and data science approaches can offer new approaches to the problem. In this study, we propose to develop an ML-based model to predict the antibiotic resistance phenotypes of TB isolates in minutes and give the right treatment to the patient immediately. The study has been using the whole genome sequence (WGS) of TB isolates as training data that have been extracted from the NCBI repository and contain different countries’ samples to build the ML models. The reason that different countries’ samples have been included is to generalize the large group of TB isolates from different regions in the world. This supports the model to train different behaviors of the TB bacteria and makes the model robust. The model training has been considering three pieces of information that have been extracted from the WGS data to train the model. These are all variants that have been found within the candidate genes (F1), predetermined resistance-associated variants (F2), and only resistance-associated gene information for the particular drug. Two major datasets have been constructed using these three information. F1 and F2 information have been considered as two independent datasets, and the third information is used as a class to label the two datasets. Five machine learning algorithms have been considered to train the model. These are Support Vector Machine (SVM), Random forest (RF), Logistic regression (LR), Gradient Boosting, and Ada boost algorithms. The models have been trained on the datasets F1, F2, and F1F2 that is the F1 and the F2 dataset merged. Additionally, an ensemble approach has been used to train the model. The ensemble approach has been considered to run F1 and F2 datasets on gradient boosting algorithm and use the output as one dataset that is called F1F2 ensemble dataset and train a model using this dataset on the five algorithms. As the experiment shows, the ensemble approach model that has been trained on the Gradient Boosting algorithm outperformed the rest of the models. In conclusion, this study suggests the ensemble approach, that is, the RF + Gradient boosting model, to predict the antibiotic resistance phenotypes of TB isolates by outperforming the rest of the models.

Keywords: machine learning, MTB, WGS, drug resistant TB

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1766 Survey on Big Data Stream Classification by Decision Tree

Authors: Mansoureh Ghiasabadi Farahani, Samira Kalantary, Sara Taghi-Pour, Mahboubeh Shamsi

Abstract:

Nowadays, the development of computers technology and its recent applications provide access to new types of data, which have not been considered by the traditional data analysts. Two particularly interesting characteristics of such data sets include their huge size and streaming nature .Incremental learning techniques have been used extensively to address the data stream classification problem. This paper presents a concise survey on the obstacles and the requirements issues classifying data streams with using decision tree. The most important issue is to maintain a balance between accuracy and efficiency, the algorithm should provide good classification performance with a reasonable time response.

Keywords: big data, data streams, classification, decision tree

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1765 Localized and Time-Resolved Velocity Measurements of Pulsatile Flow in a Rectangular Channel

Authors: R. Blythman, N. Jeffers, T. Persoons, D. B. Murray

Abstract:

The exploitation of flow pulsation in micro- and mini-channels is a potentially useful technique for enhancing cooling of high-end photonics and electronics systems. It is thought that pulsation alters the thickness of the hydrodynamic and thermal boundary layers, and hence affects the overall thermal resistance of the heat sink. Although the fluid mechanics and heat transfer are inextricably linked, it can be useful to decouple the parameters to better understand the mechanisms underlying any heat transfer enhancement. Using two-dimensional, two-component particle image velocimetry, the current work intends to characterize the heat transfer mechanisms in pulsating flow with a mean Reynolds number of 48 by experimentally quantifying the hydrodynamics of a generic liquid-cooled channel geometry. Flows circulated through the test section by a gear pump are modulated using a controller to achieve sinusoidal flow pulsations with Womersley numbers of 7.45 and 2.36 and an amplitude ratio of 0.75. It is found that the transient characteristics of the measured velocity profiles are dependent on the speed of oscillation, in accordance with the analytical solution for flow in a rectangular channel. A large velocity overshoot is observed close to the wall at high frequencies, resulting from the interaction of near-wall viscous stresses and inertial effects of the main fluid body. The steep velocity gradients at the wall are indicative of augmented heat transfer, although the local flow reversal may reduce the upstream temperature difference in heat transfer applications. While unsteady effects remain evident at the lower frequency, the annular effect subsides and retreats from the wall. The shear rate at the wall is increased during the accelerating half-cycle and decreased during deceleration compared to steady flow, suggesting that the flow may experience both enhanced and diminished heat transfer during a single period. Hence, the thickness of the hydrodynamic boundary layer is reduced for positively moving flow during one half of the pulsation cycle at the investigated frequencies. It is expected that the size of the thermal boundary layer is similarly reduced during the cycle, leading to intervals of heat transfer enhancement.

Keywords: Heat transfer enhancement, particle image velocimetry, localized and time-resolved velocity, photonics and electronics cooling, pulsating flow, Richardson’s annular effect

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1764 Model Predictive Control of Turbocharged Diesel Engine with Exhaust Gas Recirculation

Authors: U. Yavas, M. Gokasan

Abstract:

Control of diesel engine’s air path has drawn a lot of attention due to its multi input-multi output, closed coupled, non-linear relation. Today, precise control of amount of air to be combusted is a must in order to meet with tight emission limits and performance targets. In this study, passenger car size diesel engine is modeled by AVL Boost RT, and then simulated with standard, industry level PID controllers. Finally, linear model predictive control is designed and simulated. This study shows the importance of modeling and control of diesel engines with flexible algorithm development in computer based systems.

Keywords: predictive control, engine control, engine modeling, PID control, feedforward compensation

Procedia PDF Downloads 626