Search results for: conjugate fourier series

Authors: Noraizah Abu Bakar, Norhayati Alais, Nurdiana Azizan, Fatimah Alwi, Muhammad Zaky Razaly

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This is a concise research module with the Islamic values concept proposed to a group of researches, potential researchers, PhD and Master Scholars to prepare themselves for their studies. The intention of designing this module is to help and guide Malaysian citizens to undergone their postgraduate’s studies. This is aligned with the 10th Malaysian plan- MyBrain 15. MyBrain 15 is a financial aid to Malaysian citizens to pursue PhD and Master programs. The program becomes one of Ministry of Education Strategic Plan to ensure by year 2013, there will be 60,000 PhD scholars in Malaysia. This module is suitable for the social science researchers; however it can be useful tool for science technology researchers such as Engineering and Information Technology disciplines too. The module consists of eight (8) series that provides a proper flow of information in doing research with the Islamic Value Application provided in each of the series. This module is designed to produce future researchers with a comprehensive knowledge of humankind and the hereafter. The uniqueness about this research module is designed based on Islamic values concept. Researchers were able to understand the proper research process and simultaneously be able to open their minds to understand Islam more closely. Application of Islamic values in each series could trigger a broader idea for researchers to examine in greater depth of knowledge related to humanities.

Keywords: Eight Series Research Module, Islamic Values concept, Teaching Methodology, Flow of Information, Epistemology of research

Procedia PDF Downloads 398

Authors: Moataz Ammar, Ahdab Elmorshedy

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The distributed generation hosting capacity of a distribution network is typically limited at a given connection point by the upper voltage limit that can be violated due to the injection of active power into the distribution network. The upper voltage limit violation concern becomes more important as the network equivalent resistance increases with respect to its equivalent reactance. This paper investigates the impact of modifying the distribution network equivalent reactance at the point of connection such that the upper voltage limit is violated at a higher distributed generation penetration, than it would without the addition of series reactive compensation. The results show that series reactive compensation proves efficient in certain situations (based on the ratio of equivalent network reactance to equivalent network resistance at the point of connection). As opposed to the conventional case of capacitive compensation of a distribution network to reduce voltage drop, inductive compensation is seen to be more appropriate for alleviation of distributed-generation-induced voltage rise.

Keywords: distributed generation, distribution networks, series compensation, voltage rise

Procedia PDF Downloads 395

Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: local nonlinear estimation, LWPR algorithm, online training method, locally weighted projection regression method

Procedia PDF Downloads 502

Authors: Tanish Mittal, Preyansh Agrawal, Esha Pahwa, Aarya Makwana

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Multi-Scale and U-shaped Networks are widely used in various image restoration problems, including deblurring. Keeping in mind the wide range of applications, we present a comparison of these architectures and their effects on image deblurring. We also introduce a new block called as NFResblock. It consists of a Fast Fourier Transformation layer and a series of modified Non-Linear Activation Free Blocks. Based on these architectures and additions, we introduce NFResnet and NFResnet+, which are modified multi-scale and U-Net architectures, respectively. We also use three differ-ent loss functions to train these architectures: Charbonnier Loss, Edge Loss, and Frequency Reconstruction Loss. Extensive experiments on the Deep Video Deblurring dataset, along with ablation studies for each component, have been presented in this paper. The proposed architectures achieve a considerable increase in Peak Signal to Noise (PSNR) ratio and Structural Similarity Index (SSIM) value.

Keywords: multi-scale, Unet, deblurring, FFT, resblock, NAF-block, nfresnet, charbonnier, edge, frequency reconstruction

Procedia PDF Downloads 136

Authors: N. Ravikumar, S. Krishnan, B. Yokeshkumar

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In present days, the power quality issues are increases due to non-linear loads like fridge, AC, washing machines, induction motor, etc. This power quality issues will affects the output voltages, output current, and output power of the total performance of the generator. This paper explains how to test the generator using the Fluke 435 II series power quality analyser. This Fluke 435 II series power quality analyser is used to measure the voltage, current, power, energy, total harmonic distortion (THD), current harmonics, voltage harmonics, power factor, and frequency. The Fluke 435 II series power quality analyser have several advantages. They are i) it will records output in analog and digital format. ii) the fluke analyzer will records at every 0.25 sec. iii) it will also measure all the electrical parameter at a time.

Keywords: THD, harmonics, power quality, TNEB, Fluke 435

Procedia PDF Downloads 177

Authors: Narges Hamidipour

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VOD, which stands for "video on demand", is one kind of watching movies and series on web platforms that, by using them, individuals can access lots of video content by paying abonnement. The first platform in Iran was funded in 2014, and in the last 10 years, it has become the main part of the movie and series industry. There are 374 VOD platforms in Iran, but just three of them are in the mainstream. However, in these years, they have been developed and famed in different ways. This article focuses on the reasons for this development in the past years. For the framework, "digital economy", "media industries," and "political economy" have been used with the interview method. In this research, some experts in SATRA (regulatory organization of inclusive audio and video media in Iran), owners or managers of VODs and some others who directly have been in the system conveyed their opinions. By the way, some documents and analysis statistics are invoked to reach complete results.

Keywords: digital economy, political economy, VOD, interview, iran

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Authors: Ali Ben Abbes, Imed Riadh Farah

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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.

Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban

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Authors: Gebreegziabher Hailu

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This paper presents the development of residual power series methods aimed at efficiently solving stiff differential equations, which pose significant challenges in numerical analysis due to their rapid changes in solution behavior. The RPSM is a numerical approach that generates polynomial-based approximate solutions without the need for linearization, discretization, or perturbation techniques, making it straightforward to implement and less prone to computational errors. We introduce an approach that utilizes power series expansions combined with residual minimization techniques to enhance convergence and stability. By analyzing the theoretical foundations of stiffness, we delve into the formulation of the residual power series method, detailing how it effectively captures the dynamics of stiff systems while maintaining computational efficiency. Numerical experiments demonstrate the method's superiority in terms of accuracy and computational cost when compared to traditional methods like implicit Runge-Kutta or multistep techniques. We also explore adaptive strategies within our framework to automatically adjust parameters based on the stiffness characteristics of the problem at hand. Ultimately, our findings contribute to the broader toolkit for tackling stiff differential equations, offering a robust alternative that promises to streamline computational workflows in various applied mathematics and engineering contexts.

Keywords: residual power series methods, stiff differential equoations, numerical approach, Runge Kutta methods

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Authors: K. Subbaiah, C. V. Jayakumar

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Friction stir welding is a solid state welding process. Friction stir welding process eliminates the defects found in fusion welding processes. It is environmentally friend process. 5000 and 6000 series aluminum alloys are widely used in the transportation industries. The Al-Mg-Mn (5000) and Al-Mg-Si (6000) alloys are preferably offer best combination of use in Marine construction. The medium strength and high corrosion resistant 5000 series alloys are the aluminum alloys, which are found maximum utility in the world. In this review, the tool pin profile, process parameters such as hardness, yield strength and tensile strength, and microstructural evolution of friction stir welding of Al-Mg-Mn alloys (5000 Series) have been discussed.

Keywords: Al-Mg-Mn alloys, friction stir welding, tool pin profile, microstructure and mechanical properties

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Authors: Sonali Banrjee, Swarup Kumar Mitra, Aritra Acharyya

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A piano note recognition method has been proposed by the authors in this paper. The authors have used a comprehensive method for onset detection of each note present in a piano piece followed by segmented short-time Fourier transform (STFT) for the identification of piano notes. The performance evaluation of the proposed method has been carried out in different harsh noisy environments by adding different levels of additive white Gaussian noise (AWGN) having different signal-to-noise ratio (SNR) in the original signal and evaluating the note detection error rate (NDER) of different piano pieces consisting of different number of notes at different SNR levels. The NDER is found to be remained within 15% for all piano pieces under consideration when the SNR is kept above 8 dB.

Keywords: AWGN, onset detection, piano note, STFT

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Authors: Tamas Madl

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Sudden cardiac death (SCD) constitutes a large proportion of cardiovascular mortalities, provides little advance warning, and the risk is difficult to recognize based on ubiquitous, low cost medical equipment such as the standard, 12-lead, ten second ECG. Autonomic abnormalities have been shown to be strongly predictive of SCD risk; yet current methods are not trivially applicable to the brevity and low temporal and electrical resolution of standard ECGs. Here, we build horizontal visibility graph representations of very short inter-beat interval time series, and perform unsuper- vised representation learning in order to convert these variable size objects into fixed-length vectors preserving similarity rela- tions. We show that such representations facilitate classification into healthy vs. at-risk patients on two different datasets, the Mul- tiparameter Intelligent Monitoring in Intensive Care II and the PhysioNet Sudden Cardiac Death Holter Database. Our results suggest that graph representation learning of heartbeat interval time series facilitates robust classification even in sequences as short as ten seconds.

Keywords: sudden cardiac death, heart rate variability, ECG analysis, time series classification

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Authors: Ilaria Lucrezia Amerise

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Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: interval forecasts, time series, electricity prices, reg-SARIMA methods

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Authors: Zhong-Dan Tu, Wang-Xi Fan, Yi-Chen Huang, Jen-Taut Yeh

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Novel ultrahigh molecular weight polyethylene (UHMWPE)/cellulose nanofiber (CNF) (F100CNFy) and UHMWPE/modified cellulose nanofiber (MCNF) (F100MCNFxy) as-prepared nanocomposite fibers were prepared by spinning F100CNFy and F100MCNFxy gel solutions, respectively. Cellulose nanofibers were successfully prepared by proper acid treatment of cotton fibers using sulfuric acid solutions. The best prepared CNF is with specific surface areas around 120 m2/g and a nanofiber diameter of 20 nm. Modified cellulose nanofiber was prepared by grafting maleic anhydride grafted polyethylene (PE-g-MAH) onto cellulose nanofibers. The achievable draw ratio (Dra) values of each F100MCNFxy as-prepared fiber series specimens approached a maximal value as their MCNF contents reached the optimal value at 0.05 phr. In which, the maximum Dra value obtained for F100MCNFx0.05 as-prepared fiber specimen prepared at the optimal MCNF content reached another maximum value as the weight ratio of PE-g-MAH to CNF approach an optimal value at 6. Similar to those found for the achievable drawing properties of the as-prepared fibers, the orientation factor, tensile strength (σ f) and initial modulus (E) values of drawn F100MCNF6y fiber series specimens with a fixed draw ratio reach a maximal value as their MCNF contents approach the optimal value, wherein the σ f and E values of the drawn F100MCNFxy fiber specimens are significantly higher than those of the drawn F100 fiber specimens and corresponding drawn F100CNFy fiber specimens prepared at the same draw ratios and CNF contents but without modification. To understand the interesting ultradrawing, thermal, orientation and tensile properties of F100CNFy and F100MCNFxy fiber specimens, Fourier transform infra-red, specific surface areas, and transmission electron microcopic analyses of the original and modified CNF nanofillers were performed in this study.

Keywords: ultradrawing, cellulose nanofibers, ultrahigh molecular weight polyethylene, nanocomposite fibers

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Authors: Bang Young Kim, Sang Hoon Park, Chul Gyu Song

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A conventional optical coherence tomography (OCT) system has limited imaging depth, which is 1-2 mm, and suffers unwanted noise such as speckle noise. The motorized-stage-based OCT system, using a common-path Fourier-domain optical coherence tomography (CP-FD-OCT) configuration, provides enhanced imaging depth and less noise so that we can overcome these limitations. Using this OCT systems, OCT images were obtained from an onion, and their subsurface structure was observed. As a result, the images obtained using the developed motorized-stage-based system showed enhanced imaging depth than the conventional system, since it is real-time accurate depth tracking. Consequently, the developed CP-FD-OCT systems and algorithms have good potential for the further development of endoscopic OCT for microsurgery.

Keywords: common-path OCT, FD-OCT, OCT, tracking algorithm

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Authors: Abdul Rehman, Bo Liu

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Axial flow turbines are commonly designed with high loads that generate strong secondary flows and result in high secondary losses. These losses contribute to almost 30% to 50% of the total losses. Non-axisymmetric endwall profiling is one of the passive control technique to reduce the secondary flow loss. In this paper, the non-axisymmetric endwall profile construction and optimization for the stator endwalls are presented to improve the efficiency of a high pressure turbine. The commercial code NUMECA Fine/ Design3D coupled with Fine/Turbo was used for the numerical investigation, design of experiments and the optimization. All the flow simulations were conducted by using steady RANS and Spalart-Allmaras as a turbulence model. The non-axisymmetric endwalls of stator hub and shroud were created by using the perturbation law based on Bezier Curves. Each cut having multiple control points was supposed to be created along the virtual streamlines in the blade channel. For the design of experiments, each sample was arbitrarily generated based on values automatically chosen for the control points defined during parameterization. The Optimization was achieved by using two algorithms i.e. the stochastic algorithm and gradient-based algorithm. For the stochastic algorithm, a genetic algorithm based on the artificial neural network was used as an optimization method in order to achieve the global optimum. The evaluation of the successive design iterations was performed using artificial neural network prior to the flow solver. For the second case, the conjugate gradient algorithm with a three dimensional CFD flow solver was used to systematically vary a free-form parameterization of the endwall. This method is efficient and less time to consume as it requires derivative information of the objective function. The objective function was to maximize the isentropic efficiency of the turbine by keeping the mass flow rate as constant. The performance was quantified by using a multi-objective function. Other than these two classifications of the optimization methods, there were four optimizations cases i.e. the hub only, the shroud only, and the combination of hub and shroud. For the fourth case, the shroud endwall was optimized by using the optimized hub endwall geometry. The hub optimization resulted in an increase in the efficiency due to more homogenous inlet conditions for the rotor. The adverse pressure gradient was reduced but the total pressure loss in the vicinity of the hub was increased. The shroud optimization resulted in an increase in efficiency, total pressure loss and entropy were reduced. The combination of hub and shroud did not show overwhelming results which were achieved for the individual cases of the hub and the shroud. This may be caused by fact that there were too many control variables. The fourth case of optimization showed the best result because optimized hub was used as an initial geometry to optimize the shroud. The efficiency was increased more than the individual cases of optimization with a mass flow rate equal to the baseline design of the turbine. The results of artificial neural network and conjugate gradient method were compared.

Keywords: artificial neural network, axial turbine, conjugate gradient method, non-axisymmetric endwall, optimization

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Authors: Murada Alholy, Mengshi Lin, Omar Alhaj, Mahmoud Abugoush

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Alicyclobacillus is a causative agent of spoilage in pasteurized and heat-treated apple juice products. Differentiating between this genus and the closely related Bacillus is crucially important. In this study, Fourier transform infrared spectroscopy (FT-IR) was used to identify and discriminate between four Alicyclobacillus strains and four Bacillus isolates inoculated individually into apple juice. Loading plots over the range of 1350 and 1700 cm-1 reflected the most distinctive biochemical features of Bacillus and Alicyclobacillus. Multivariate statistical methods (e.g. principal component analysis (PCA) and soft independent modeling of class analogy (SIMCA)) were used to analyze the spectral data. Distinctive separation of spectral samples was observed. This study demonstrates that FT-IR spectroscopy in combination with multivariate analysis could serve as a rapid and effective tool for fruit juice industry to differentiate between Bacillus and Alicyclobacillus and to distinguish between species belonging to these two genera.

Keywords: alicyclobacillus, bacillus, FT-IR, spectroscopy, PCA

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Authors: Ramesh K. Sunkaria, Puneeta Marwaha

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Nonlinear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy Normal Sinus Rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy

Procedia PDF Downloads 282

Authors: Hamza I. Isa, Gezina C. H. Ferreira, Jan E. Crafford, Christoffel J. Botha

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Moraea pallida Bak. (yellow tulip) poisoning is the most important plant-induced cardiac glycoside toxicosis in South Africa. Cardiac glycoside poisonings collectively account for about 33 and 10 % mortalities due to plants, in large and small stock respectively, in South Africa. The toxic principle is 1α, 2α-epoxyscillirosidine, a bufadienolide. The aim of the study was to investigate the potential to develop a vaccine against epoxyscillirosidine. Epoxyscillirosidine and the related bufadienolides proscillaridin and bufalin, which are commercially available, were conjugated to the carrier proteins [Hen ovalbumin (OVA), bovine serum albumin (BSA) and keyhole limpet haemocyanin (KLH)], rendering them immunogenic. Adult male New Zealand White rabbits were immunized. In Trials 1 and 2, rabbits (n=6) were, each assigned to two groups. Experimental animals (n=3; n=4) were vaccinated with epoxyscillirosidine-OVA conjugate, while the control (n=3; n=2) were vaccinated with OVA, using Freund’s complete and incomplete and Montanide adjuvants, for Trials 1 and 2, respectively. In Trial 3, rabbits (n=15), randomly allocated to 5 equal groups (I, II, III, IV and V), were vaccinated with proscillaridin-BSA, bufalin-BSA, epoxyscillirosidine-KLH, epoxyscillirosidine-BSA conjugates, and BSA respectively, using Montanide as adjuvant. Vaccination was on Days 0, 21 and 42. Additional vaccinations were done on Day 56 and 63 for Trial 1. Vaccination was by intradermal injection of 0.4 ml of the immunogen (4 mg/ml [Trial 1] and 8 mg/ml for Trials 2 and Trial 3, respectively). Blood was collected pre-vaccination and at 3 week intervals following each vaccination. Antibody response was determined using an indirect ELISA. There was poor immune response associated with the dose (0.4 mg per rabbit) and adjuvant used in Trial 1. Antibodies were synthesized against the conjugate administered in Trial 2. For Trail 3, antibodies against the immunogens were successfully raised in rabbits with epoxyscillirosidine-KLH inducing the highest immune response. The antibodies raised against proscillaridin and bufalin cross-reacted with epoxyscillirosidine when used as antigen in the ELISA. The study successfully demonstrated the synthesis of antibodies against the bufadienolide conjugates administered. The cross-reactivity of proscillaridin and bufalin with epoxyscillirosidine could potentially be utilized as alternative to epoxyscillirosidine in future studies to prevent yellow tulp poisoning by vaccination.

Keywords: antibodies , bufadienolides, cross-reactivity, epoxyscillirosidine, Moraea pallida, poisoning

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Authors: Sandeep Kaur, Jenny Vuong, Marcel Julliard, Sean O'Donoghue

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Time-series data are useful for modelling as they can enable model-evaluation. However, when reconstructing models from phosphoproteomic data, often non-exact methods are utilised, as the knowledge regarding the network structure, such as, which kinases and phosphatases lead to the observed phosphorylation state, is incomplete. Thus, such reactions are often hypothesised, which gives rise to uncertainty. Here, we propose a framework, implemented via a web-based tool (as an extension to Minardo), which given time-series phosphoproteomic datasets, can generate κ models. The incompleteness and uncertainty in the generated model and reactions are clearly presented to the user via the visual method. Furthermore, we demonstrate, via a toy EGF signalling model, the use of algorithmic verification to verify κ models. Manually formulated requirements were evaluated with regards to the model, leading to the highlighting of the nodes causing unsatisfiability (i.e. error causing nodes). We aim to integrate such methods into our web-based tool and demonstrate how the identified erroneous nodes can be presented to the user via the visual method. Thus, in this research we present a framework, to enable a user to explore phosphorylation proteomic time-series data in the context of models. The observer can visualise which reactions in the model are highly uncertain, and which nodes cause incorrect simulation outputs. A tool such as this enables an end-user to determine the empirical analysis to perform, to reduce uncertainty in the presented model - thus enabling a better understanding of the underlying system.

Keywords: κ-models, model verification, time-series phosphoproteomic datasets, uncertainty and error visualisation

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Authors: Akbar Esmaeili, Zahra Salarieh

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Cerium oxide nanoparticles (nano-series) are used as catalysts in industrial applications due to their free radical scavenging properties. Given that free radicals play an essential role in the pathology of many neurological diseases, we investigated the use of nanocrystals as a potential therapeutic agent for oxidative damage. This project synthesized nano-series from a new and environmentally friendly bio-pathway. Investigation of cerium nitrate in culture medium containing inoculated Lactobacillus acidophilus strain before incubation produces nano-series. Loaded with glatiramer acetate (GA) was formed by coating carboxymethylcellulose (CMC) and CeO2. FE-SEM analysis showed nano-series in the 9-11 nm range, spherical shape, and uniform particle size distribution. Cubic nanoparticles containing anti-multiple sclerosis (anti-Ms) treatment called GA were used. Glycerol monostearate (GMS) was used as a fat base, and evening primrose extract was used as an anti-inflammatory in cubosomes. Design-Expert® software was used to study the effects of different formulation factors on the properties of GAloaded cubic dispersions. Thirty GA-labeled cubic dispersions were prepared with GA-labeled carboxymethylcellulose and evaluated in vitro. The results showed an average nano-series size of 89.02 and a zeta potential of -49.9. Cubosomes containing GA-CMC/CeO2 showed a stable release profile for 180 min. The results showed that cubosomes containing GA-CMC/CeO2 could be a promising drug carrier with normal release behavior.

Keywords: ciochemistry, biotechnology, molecular, biology

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Authors: Mohammad Younus Bhat

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The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

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In 2016, Clements, Hurn, and Li proposed a multiple equation time series approach for the short-term load forecasting, reporting an average mean absolute percentage error (MAPE) of 1.36% on an 11-years dataset for the Queensland region in Australia. We present an adaptation of their model to the electrical power load consumption for the whole Quebec province in Canada. More precisely, we take into account two additional meteorological variables — cloudiness and wind speed — on top of temperature, as well as the use of multiple meteorological measurements taken at different locations on the territory. We also consider other minor improvements. Our final model shows an average MAPE score of 1:79% over an 8-years dataset.

Keywords: short-term load forecasting, special days, time series, multiple equations, parallelization, clustering

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Authors: Hervice Roméo Fogno Fotsoa, Germaine Djuidje Kenmoe, Claude Vidal Aloyem Kazé

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One of the main applications of machine learning is the prediction of time series. But a more accurate prediction requires a more optimal model of machine learning. Several optimization techniques have been developed, but without considering the input variables disposition of the system. Thus, this work aims to present a new machine learning architecture optimization technique based on their optimal input variables disposition. The validations are done on the prediction of wind time series, using data collected in Cameroon. The number of possible dispositions with four input variables is determined, i.e., twenty-four. Each of the dispositions is used to perform the prediction, with the main criteria being the training and prediction performances. The results obtained from a static architecture and a dynamic architecture of neural networks have shown that these performances are a function of the input variable's disposition, and this is in a different way from the architectures. This analysis revealed that it is necessary to take into account the input variable's disposition for the development of a more optimal neural network model. Thus, a new neural network training algorithm is proposed by introducing the search for the optimal input variables disposition in the traditional back-propagation algorithm. The results of the application of this new optimization approach on the two single neural network architectures are compared with the previously obtained results step by step. Moreover, this proposed approach is validated in a collaborative optimization method with a single objective optimization technique, i.e., genetic algorithm back-propagation neural networks. From these comparisons, it is concluded that each proposed model outperforms its traditional model in terms of training and prediction performance of time series. Thus the proposed optimization approach can be useful in improving the accuracy of time series forecasts. This proves that the proposed optimization approach can be useful in improving the accuracy of time series prediction based on machine learning.

Keywords: input variable disposition, machine learning, optimization, performance, time series prediction

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Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Ramin Vafadary, Maryam Khanbaghi

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Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.

Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari

Abstract:

Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.

Keywords: COVID-19, modeling, time series, copula function

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Authors: Mounir Belattar

Abstract:

In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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Authors: Asif Zaman, Moinul Islam Zaber, Amin Ahsan Ali

Abstract:

In recent years of industrialization, the South Asian countries are being affected by air pollution due to a severe increase in fine particulate matter 2.5 (PM₂.₅). Among them, Bangladesh is one of the most polluting countries. In this paper, statistical analyses were conducted on the time series of PM₂.₅ from various districts in Bangladesh, mostly around Dhaka city. Research has been conducted on the dynamic interactions and relationships between PM₂.₅ concentrations in different zones. The study is conducted toward understanding the characteristics of PM₂.₅, such as spatial-temporal characterization, correlation of other contributors behind air pollution such as human activities, driving factors and environmental casualties. Clustering on the data gave an insight on the districts groups based on their AQI frequency as representative districts. Seasonality analysis on hourly and monthly frequency found higher concentration of fine particles in nighttime and winter season, respectively. Cross correlation analysis discovered a phenomenon of correlations among cities based on time-lagged series of air particle readings and visualization framework is developed for observing interaction in PM₂.₅ concentrations between cities. Significant time-lagged correlations were discovered between the PM₂.₅ time series in different city groups throughout the country by cross correlation analysis. Additionally, seasonal heatmaps depict that the pooled series correlations are less significant in warmer months, and among cities of greater geographic distance as well as time lag magnitude and direction of the best shifted correlated particulate matter time series among districts change seasonally. The geographic map visualization demonstrates spatial behaviour of air pollution among districts around Dhaka city and the significant effect of wind direction as the vital actor on correlated shifted time series. The visualization framework has multipurpose usage from gathering insight of general and seasonal air quality of Bangladesh to determining the pathway of regional transportation of air pollution.

Keywords: air quality, particles, cross correlation, seasonality

Procedia PDF Downloads 105