Search results for: e2e reliability prediction

Authors: Said Boukais, Ali Kezmane, Kahil Amar, Mohand Hamizi, Hannachi Neceur Eddine

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This paper presents an analytical study on the behavior of rectangular reinforced concrete walls with an aspect ratio between one and tow. Several experiments on such walls have been selected to be studied. Database from various experiments were collected and nominal wall strengths have been calculated using formulas, such as those of the ACI (American), NZS (New Zealand), Mexican (NTCC), and Wood equation for shear and strain compatibility analysis for flexure. Subsequently, nominal ultimate wall strengths from the formulas were compared with the ultimate wall strengths from the database. These formulas vary substantially in functional form and do not account for all variables that affect the response of walls. There is substantial scatter in the predicted values of ultimate strength. New semi empirical equation are developed using data from tests of 46 walls with the objective of improving the prediction of ultimate strength of walls with the most possible accuracy and for all failure modes.

Keywords: prediction, ultimate strength, reinforced concrete walls, walls, rectangular walls

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Authors: Mona Hejazi, Ali Motie Nasrabadi

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Epilepsy is a persistent neurological disorder that affects more than 50 million people worldwide. Hence, there is a necessity to introduce an efficient prediction model for making a correct diagnosis of the epileptic seizure and accurate prediction of its type. In this study we consider how the Effective Connectivity (EC) patterns obtained from intracranial Electroencephalographic (EEG) recordings reveal information about the dynamics of the epileptic brain and can be used to predict imminent seizures, as this will enable the patients (and caregivers) to take appropriate precautions. We use this definition because we believe that effective connectivity near seizures begin to change, so we can predict seizures according to this feature. Results are reported on the standard Freiburg EEG dataset which contains data from 21 patients suffering from medically intractable focal epilepsy. Six channels of EEG from each patients are considered and effective connectivity using Directed Transfer Function (DTF) and Granger Causality (GC) methods is estimated. We concentrate on effective connectivity standard deviation over time and feature changes in five brain frequency sub-bands (Alpha, Beta, Theta, Delta, and Gamma) are compared. The performance obtained for the proposed scheme in predicting seizures is: average prediction time is 50 minutes before seizure onset, the maximum sensitivity is approximate ~80% and the false positive rate is 0.33 FP/h. DTF method is more acceptable to predict epileptic seizures and generally we can observe that the greater results are in gamma and beta sub-bands. The research of this paper is significantly helpful for clinical applications, especially for the exploitation of online portable devices.

Keywords: effective connectivity, Granger causality, directed transfer function, epilepsy seizure prediction, EEG

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Authors: Xi Yang, Bulent Chavdar, Alan Vonseggern, Taylan Altan

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Fracture in hot precision forging of engine valves was investigated in this paper. The entire valve forging procedure was described and the possible cause of the fracture was proposed. Finite Element simulation was conducted for the forging process, with commercial Finite Element code DEFORMTM. The effects of material properties, the effect of strain rate and temperature were considered in the FE simulation. Two fracture criteria were discussed and compared, based on the accuracy and reliability of the FE simulation results. The selected criterion predicted the fracture location and shows the trend of damage increasing with good accuracy, which matches the experimental observation. Additional modification of the punch shapes was proposed to further reduce the tendency of fracture in forging. Finite Element comparison shows a great potential of such application in the mass production.

Keywords: hotforging, engine valve, fracture, tooling

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Authors: Jaechoul Shin, Juhwan Hwang

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In case of applying the BIM method to the civil engineering in the area of free formed structure, we can expect comparatively high rate of construction productivity as it is in the building engineering area. In this research, we developed quantity calculation error applying it to earthwork and bridge construction (e.g. PSC-I type segmental girder bridge amd integrated bridge of steel I-girders and inverted-Tee bent cap), NATM (New Austrian Tunneling Method) tunnel construction, retaining wall construction, culvert construction and implemented BIM based 3D modeling quantity survey. we confirmed high reliability of the BIM-based method in structure work in which errors occurred in range between -6% ~ +5%. Especially, understanding of the problem and improvement of the existing 2D-CAD based of quantity calculation through rock type quantity calculation error in range of -14% ~ +13% of earthwork quantity calculation. It is benefit and applicability of BIM method in civil engineering. In addition, routine method for quantity of earthwork has the same error tolerance negligible for that of structure work. But, rock type's quantity calculated as the error appears significantly to the reliability of 2D-based volume calculation shows that the problem could be. Through the estimating quantity of earthwork based 3D-BIM, proposed method has better reliability than routine method. BIM, as well as the design, construction, maintenance levels of information when you consider the benefits of integration, the introduction of BIM design in civil engineering and the possibility of applying for the effectiveness was confirmed.

Keywords: BIM, 3D modeling, 3D-BIM, quantity of earthwork

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Authors: Omran M. Kenshel, Alan J. O'Connor

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Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

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Authors: Xiangtuo Chen, Paul-Henry Cournéde

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Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Keywords: crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest

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Authors: Volkmar Nolting

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Fatigue crack growth prediction has become an important topic in both engineering and non-destructive evaluation. Crack propagation is influenced by the mechanical properties of the material and is conveniently modelled by the Paris-Erdogan equation. The critical crack size and the total number of load cycles are calculated. From a Larson-Miller plot the maximum operational temperature can for a given stress level be determined so that failure does not occur within a given time interval t. The study is used to determine a reasonable inspection cycle and thus enhances operational safety and reduces costs.

Keywords: fracturemechanics, crack growth prediction, lifetime of a component, structural health monitoring

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Authors: S. Adjiri-Bailiche, S. M. Boudia, H. Daaou, S. Hadouche, A. Benzaoui

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In this work the study of changes in the wind speed depending on the altitude is calculated and described by the model of the neural networks, the use of measured data, the speed and direction of wind, temperature and the humidity at 10 m are used as input data and as data targets at 50m above sea level. Comparing predict wind speeds and extrapolated at 50 m above sea level is performed. The results show that the prediction by the method of artificial neural networks is very accurate.

Keywords: MATLAB, neural network, power low, vertical extrapolation, wind energy, wind speed

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Authors: Sijing Xiong, Ran Su, Lit-Hsin Loo, Daniele Zink

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The kidney is a major target for toxic effects of drugs, industrial and environmental chemicals and other compounds. Typically, nephrotoxicity is detected late during drug development, and regulatory animal models could not solve this problem. Validated or accepted in silico or in vitro methods for the prediction of nephrotoxicity are not available. We have established the first and currently only pre-validated in vitro models for the accurate prediction of nephrotoxicity in humans and the first predictive platforms based on renal cells derived from human pluripotent stem cells. In order to further improve the efficiency of our predictive models, we recently developed a high content screening (HCS) platform. This platform employed automated imaging in combination with automated quantitative phenotypic profiling and machine learning methods. 129 image-based phenotypic features were analyzed with respect to their predictive performance in combination with 44 compounds with different chemical structures that included drugs, environmental and industrial chemicals and herbal and fungal compounds. The nephrotoxicity of these compounds in humans is well characterized. A combination of chromatin and cytoskeletal features resulted in high predictivity with respect to nephrotoxicity in humans. Test balanced accuracies of 82% or 89% were obtained with human primary or immortalized renal proximal tubular cells, respectively. Furthermore, our results revealed that a DNA damage response is commonly induced by different PTC-toxicants with diverse chemical structures and injury mechanisms. Together, the results show that the automated HCS platform allows efficient and accurate nephrotoxicity prediction for compounds with diverse chemical structures.

Keywords: high content screening, in vitro models, nephrotoxicity, toxicity prediction

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Authors: Ichihan Tai, Bill Olson, Paul Blessner

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Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: early warning system, knowledge management, market prediction, topic modeling.

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

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

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

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Authors: Jinyong Yao, Hongzhi Li, Chao Du, Jiao Li

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Reliability of long-term storage products is related to the availability of the whole system, and the evaluation of storage life is of great necessity. These products are usually highly reliable and little failure information can be collected. In this paper, an analytical method based on data from accelerated storage life test is proposed to evaluate the reliability index of the long-term storage products. Firstly, singularities are eliminated by data normalization and residual analysis. Secondly, with the pre-processed data, the degradation path model is built to obtain the pseudo life values. Then by life distribution hypothesis, we can get the estimator of parameters in high stress levels and verify failure mechanisms consistency. Finally, the life distribution under the normal stress level is extrapolated via the acceleration model and evaluation of the true average life available. An application example with the camera stabilization device is provided to illustrate the methodology we proposed.

Keywords: accelerated storage life test, failure mechanisms consistency, life distribution, reliability

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Authors: A. Senthil Kumar, V. Murali Bhaskaran

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In the information technology ground, people are using various tools and software for their official use and personal reasons. Nowadays, people are worrying to choose data accessing and extraction tools at the time of buying and selling their products. In addition, worry about various quality factors such as price, durability, color, size, and availability of the product. The main purpose of the research study is to find solutions to these unsolved existing problems. The proposed algorithm is a Multidirectional Rank Prediction (MDRP) decision making algorithm in order to take an effective strategic decision at all the levels of data extraction, uses a real time textile dataset and analyzes the results. Finally, the results are obtained and compared with the existing measurement methods such as PCC, SLCF, and VSS. The result accuracy is higher than the existing rank prediction methods.

Keywords: Knowledge Discovery in Database (KDD), Multidirectional Rank Prediction (MDRP), Pearson’s Correlation Coefficient (PCC), VSS (Vector Space Similarity)

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Authors: Henok Hailemariam, Frank Wuttke

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Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: collapsible soil, dielectric permittivity, moisture content, relative subsidence

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

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Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks

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Authors: Aasheesh Raturi, Vimal Kothiyal, P. D. Semalty

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We studied mechanical properties of Eucalyptus tereticornis using FT-NIR spectroscopy. Firstly, spectra were pre-processed to eliminate useless information. Then, prediction model was constructed by partial least squares regression. To study the influence of pre-processing on prediction of mechanical properties for NIR analysis of wood samples, we applied various pretreatment methods like straight line subtraction, constant offset elimination, vector-normalization, min-max normalization, multiple scattering. Correction, first derivative, second derivatives and their combination with other treatment such as First derivative + straight line subtraction, First derivative+ vector normalization and First derivative+ multiplicative scattering correction. The data processing methods in combination of preprocessing with different NIR regions, RMSECV, RMSEP and optimum factors/rank were obtained by optimization process of model development. More than 350 combinations were obtained during optimization process. More than one pre-processing method gave good calibration/cross-validation and prediction/test models, but only the best calibration/cross-validation and prediction/test models are reported here. The results show that one can safely use NIR region between 4000 to 7500 cm-1 with straight line subtraction, constant offset elimination, first derivative and second derivative preprocessing method which were found to be most appropriate for models development.

Keywords: FT-NIR, mechanical properties, pre-processing, PLS

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Authors: Kefaya Qaddoum

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Most of greenhouse growers desire a determined amount of yields in order to accurately meet market requirements. The purpose of this paper is to model a simple but often satisfactory supervised classification method. The original naive Bayes have a serious weakness, which is producing redundant predictors. In this paper, utilized regularization technique was used to obtain a computationally efficient classifier based on naive Bayes. The suggested construction, utilized L1-penalty, is capable of clearing redundant predictors, where a modification of the LARS algorithm is devised to solve this problem, making this method applicable to a wide range of data. In the experimental section, a study conducted to examine the effect of redundant and irrelevant predictors, and test the method on WSG data set for tomato yields, where there are many more predictors than data, and the urge need to predict weekly yield is the goal of this approach. Finally, the modified approach is compared with several naive Bayes variants and other classification algorithms (SVM and kNN), and is shown to be fairly good.

Keywords: tomato yield prediction, naive Bayes, redundancy, WSG

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Authors: Riznaldi Akbar

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In this study, we compared the performance of the Artificial Neural Network (ANN) model with back-propagation algorithm in correctly predicting in-sample and out-of-sample external debt crisis in Indonesia. We found that exchange rate, foreign reserves, and exports are the major determinants to experiencing external debt crisis. The ANN in-sample performance provides relatively superior results. The ANN model is able to classify correctly crisis of 89.12 per cent with reasonably low false alarms of 7.01 per cent. In out-of-sample, the prediction performance fairly deteriorates compared to their in-sample performances. It could be explained as the ANN model tends to over-fit the data in the in-sample, but it could not fit the out-of-sample very well. The 10-fold cross-validation has been used to improve the out-of-sample prediction accuracy. The results also offer policy implications. The out-of-sample performance could be very sensitive to the size of the samples, as it could yield a higher total misclassification error and lower prediction accuracy. The ANN model could be used to identify past crisis episodes with some accuracy, but predicting crisis outside the estimation sample is much more challenging because of the presence of uncertainty.

Keywords: debt crisis, external debt, artificial neural network, ANN

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Authors: S. M. Gupta, Vanita Aggarwal, Som Nath Sachdeva

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The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% at 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes have been designed, three as conventional concretes for three grades under discussion and fifteen as HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines i.e. IS: 10262. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave One Out Validation (LOOV) methods.

Keywords: high performance concrete, fly ash, concrete mixes, compressive strength, strength prediction models, linear regression, ANN

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Authors: A. Hakimiyan, H. Namazi

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Human behavior is defined as a range of behaviors exhibited by humans who are influenced by different internal or external sources. Human behavior is the subject of much research in different areas of psychology and neuroscience. Despite some advances in studies related to forecasting of human behavior, there are not many researches which consider the effect of the time delay between the presence of stimulus and the related human response. Analysis of EEG signal as a fractal time series is one of the major tools for studying the human behavior. In the other words, the human brain activity is reflected in his EEG signal. Artificial Neural Network has been proved useful in forecasting of different systems’ behavior especially in engineering areas. In this research, a time delay neural network is trained and tested in order to forecast the human EEG signal and subsequently human behavior. This neural network, by introducing a time delay, takes care of the lagging time between the occurrence of the stimulus and the rise of the subsequent action potential. The results of this study are useful not only for the fundamental understanding of human behavior forecasting, but shall be very useful in different areas of brain research such as seizure prediction.

Keywords: human behavior, EEG signal, time delay neural network, prediction, lagging time

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Authors: Deba Kumar Sarma, Sanjib Kr. Rajbongshi

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Surface finish is an important product quality in machining. At first, experiments were carried out to investigate the effect of the cutting tool nose radius (considering 1mm and 0.65mm) in prediction of surface finish with process parameters of cutting speed, feed and depth of cut. For all possible cutting conditions, full factorial design was considered as two levels four parameters. Commercial Mild Steel bar and High Speed Steel (HSS) material were considered as work-piece and cutting tool material respectively. In order to obtain functional relationship between process parameters and surface roughness, neural network was used which was found to be capable for the prediction of surface roughness within a reasonable degree of accuracy. It was observed that tool nose radius of 1mm provides better surface finish in comparison to 0.65 mm. Also, it was observed that feed rate has a significant influence on surface finish.

Keywords: full factorial design, neural network, nose radius, surface finish

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Authors: Qiming Zhang, Youda Ye, Qinxue Jiang

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Accurate prediction of external flowfield and aero-heating at the wall of hypersonic vehicle is very crucial for the design of aircrafts. Unstructured/hybrid meshes have more powerful advantages than structured meshes in terms of pre-processing, parallel computing and mesh adaptation, so it is imperative to develop high-resolution numerical methods for the calculation of aerothermal environment on unstructured/hybrid meshes. The inviscid flux scheme is one of the most important factors affecting the accuracy of unstructured/ hybrid mesh heat flux calculation. Here, a new hybrid flux scheme is developed and the approach of interface type selection is proposed: i.e. 1) using the exact Riemann scheme solution to calculate the flux on the faces parallel to the wall; 2) employing Sterger-Warming (S-W) scheme to improve the stability of the numerical scheme in other interfaces. The results of the heat flux fit the one observed experimentally and have little dependence on grids, which show great application prospect in unstructured/ hybrid mesh.

Keywords: aero-heating prediction, computational fluid dynamics, hybrid meshes, hybrid schemes

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Authors: Je-Seok Shin, Wook-Won Kim, Jin-O Kim

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The offshore wind farm needs to be designed carefully considering economics and reliability aspects. There are many decision-making problems for designing entire offshore wind farm, this paper focuses on an inner grid layout which means the connection between wind turbines as well as between wind turbines and an offshore substation. A methodology proposed in this paper determines the connections and the cable type for each connection section using K-clustering, minimum spanning tree and cable selection algorithms. And then, a cost evaluation is performed in terms of investment, power loss and reliability. Through the cost evaluation, an optimal layout of inner grid is determined so as to have the lowest total cost. In order to demonstrate the validity of the methodology, the case study is conducted on 240MW offshore wind farm, and the results show that it is helpful to design optimally offshore wind farm.

Keywords: offshore wind farm, optimal layout, k-clustering algorithm, minimum spanning algorithm, cable type selection, power loss cost, reliability cost

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Authors: Rehan Waheed, Abdul Shakoor

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Distortion produced during welding of thin metal plates is a problem in many industries. The purpose of this research was to study distortion produced during welding in 2mm Mild Steel plate by simulating the welding process using Finite Element Analysis. Simulation of welding process requires a couple field transient analyses. At first a transient thermal analysis is performed and the temperature obtained from thermal analysis is used as input in structural analysis to find distortion. An actual weld sample is prepared and the weld distortion produced is measured. The simulated and actual results were in quite agreement with each other and it has been found that there is profound deflection at center of plate. Temperature dependent material properties play significant role in prediction of weld distortion. The results of this research can be used for prediction and control of weld distortion in large steel structures by changing different weld parameters.

Keywords: welding simulation, FEA, welding distortion, temperature dependent mechanical properties

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Authors: Hyunchul Ahn, William X. S. Wong

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Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: corporate credit rating prediction, Feature selection, genetic algorithms, instance selection, multiclass support vector machines

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Authors: Federico Valenzuela-Beltran, Sonia E. Ruiz, Alfredo Reyes-Salazar, Juan Bojorquez

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A reliability-based methodology which uses structural demand hazard curves to consider the increment of the ductility demands of structures with tilting is proposed. The approach considers the effect of two orthogonal components of the ground motions as well as the influence of soil-structure interaction. The approach involves the calculation of ductility demand hazard curves for symmetric systems and, alternatively, for systems with different degrees of asymmetry. To get this objective, demand hazard curves corresponding to different global ductility demands of the systems are calculated. Next, Uniform Exceedance Rate Spectra (UERS) are developed for a specific mean annual rate of exceedance value. Ratios between UERS corresponding to asymmetric and to symmetric systems located in soft soil of the valley of Mexico are obtained. Results indicate that the ductility demands corresponding to tilted structures may be several times higher than those corresponding to symmetric structures, depending on several factors such as tilting angle and vibration period of structure and soil.

Keywords: asymmetric yielding, seismic performance, structural reliability, tilted structures

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Authors: A. R. Alesaadi

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Flexible AC transmission system (FACTS) devices have an important rule on expended electrical transmission networks. These devices can provide control of one or more AC transmission system parameters to enhance controllability and increase power transfer capability. In this paper the effect of these devices on reliability of electrical networks is studied and it is shown that using of FACTS devices can improve the reliability of power networks and power quality in electrical networks, significantly.

Keywords: FACTS devices, power networks, power quality, STATCOM

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Rajesh Singh, Kailash Kale

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In this paper, the Binomial process type occurrence of software failures is considered and failure intensity has been characterized by one parameter Rayleigh class Software Reliability Growth Model (SRGM). The proposed SRGM is mathematical function of parameters namely; total number of failures i.e. η-0 and scale parameter i.e. η-1. It is assumed that very little or no information is available about both these parameters and then considering non-informative priors for both these parameters, the Bayes estimators for the parameters η-0 and η-1 have been obtained under square error loss function. The proposed Bayes estimators are compared with their corresponding maximum likelihood estimators on the basis of risk efficiencies obtained by Monte Carlo simulation technique. It is concluded that both the proposed Bayes estimators of total number of failures and scale parameter perform well for proper choice of execution time.

Keywords: binomial process, non-informative prior, maximum likelihood estimator (MLE), rayleigh class, software reliability growth model (SRGM)

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

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