Search results for: T models

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

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Authors: A. Chowdhury, P. Egodawatta, J. M. McGree, A. Goonetilleke

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Hydrologic models are increasingly used as tools to predict stormwater quantity and quality from urban catchments. However, due to a range of practical issues, most models produce gross errors in simulating complex hydraulic and hydrologic systems. Difficulty in finding a robust approach for model calibration is one of the main issues. Though automatic calibration techniques are available, they are rarely used in common commercial hydraulic and hydrologic modelling software e.g. MIKE URBAN. This is partly due to the need for a large number of parameters and large datasets in the calibration process. To overcome this practical issue, a framework for automatic calibration of a hydrologic model was developed in R platform and presented in this paper. The model was developed based on the time-area conceptualization. Four calibration parameters, including initial loss, reduction factor, time of concentration and time-lag were considered as the primary set of parameters. Using these parameters, automatic calibration was performed using Approximate Bayesian Computation (ABC). ABC is a simulation-based technique for performing Bayesian inference when the likelihood is intractable or computationally expensive to compute. To test the performance and usefulness, the technique was used to simulate three small catchments in Gold Coast. For comparison, simulation outcomes from the same three catchments using commercial modelling software, MIKE URBAN were used. The graphical comparison shows strong agreement of MIKE URBAN result within the upper and lower 95% credible intervals of posterior predictions as obtained via ABC. Statistical validation for posterior predictions of runoff result using coefficient of determination (CD), root mean square error (RMSE) and maximum error (ME) was found reasonable for three study catchments. The main benefit of using ABC over MIKE URBAN is that ABC provides a posterior distribution for runoff flow prediction, and therefore associated uncertainty in predictions can be obtained. In contrast, MIKE URBAN just provides a point estimate. Based on the results of the analysis, it appears as though ABC the developed framework performs well for automatic calibration.

Keywords: automatic calibration framework, approximate bayesian computation, hydrologic and hydraulic modelling, MIKE URBAN software, R platform

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Authors: David F. Nettleton, Elodie Bugnicourt, Christian Wasiak, Alejandro Rosales

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In this presentation, preliminary results are given for the modeling and calibration of two different industrial winding MIMO (Multiple Input Multiple Output) processes using machine learning techniques. In contrast to previous approaches which have typically used ‘black-box’ linear statistical methods together with a definition of the mechanical behavior of the process, we use non-linear machine learning algorithms together with a ‘white-box’ rule induction technique to create a supervised model of the fitting error between the expected and real force measures. The final objective is to build a precise model of the winding process in order to control de-tension of the material being wound in the first case, and the friction of the material passing through the die, in the second case. Case 1, Tension Control of a Winding Process. A plastic web is unwound from a first reel, goes over a traction reel and is rewound on a third reel. The objectives are: (i) to train a model to predict the web tension and (ii) calibration to find the input values which result in a given tension. Case 2, Friction Force Control of a Micro-Pullwinding Process. A core+resin passes through a first die, then two winding units wind an outer layer around the core, and a final pass through a second die. The objectives are: (i) to train a model to predict the friction on die2; (ii) calibration to find the input values which result in a given friction on die2. Different machine learning approaches are tested to build models, Kernel Ridge Regression, Support Vector Regression (with a Radial Basis Function Kernel) and MPART (Rule Induction with continuous value as output). As a previous step, the MPART rule induction algorithm was used to build an explicative model of the error (the difference between expected and real friction on die2). The modeling of the error behavior using explicative rules is used to help improve the overall process model. Once the models are built, the inputs are calibrated by generating Gaussian random numbers for each input (taking into account its mean and standard deviation) and comparing the output to a target (desired) output until a closest fit is found. The results of empirical testing show that a high precision is obtained for the trained models and for the calibration process. The learning step is the slowest part of the process (max. 5 minutes for this data), but this can be done offline just once. The calibration step is much faster and in under one minute obtained a precision error of less than 1x10-3 for both outputs. To summarize, in the present work two processes have been modeled and calibrated. A fast processing time and high precision has been achieved, which can be further improved by using heuristics to guide the Gaussian calibration. Error behavior has been modeled to help improve the overall process understanding. This has relevance for the quick optimal set up of many different industrial processes which use a pull-winding type process to manufacture fibre reinforced plastic parts. Acknowledgements to the Openmind project which is funded by Horizon 2020 European Union funding for Research & Innovation, Grant Agreement number 680820

Keywords: data model, machine learning, industrial winding, calibration

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Authors: Inigo Sanz-Pena, Shanika Arachchi, Dilani Dhammika, Sanjaya Mallikarachchi, Jeewantha S. Bandula, Alison H. McGregor, Nicolas Newell

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The use of orthotic braces for adolescent idiopathic scoliosis (AIS) patients is the most common non-surgical treatment to prevent deformity progression. The traditional method to create an orthotic brace involves casting the patient’s torso to obtain a representative geometry, which is then rectified by an orthotist to the desired geometry of the brace. Recent improvements in 3D scanning technologies, rectification software, CNC, and additive manufacturing processes have given the possibility to compliment, or in some cases, replace manual methods with digital approaches. However, the rectification process remains dependent on the orthotist’s skills. Therefore, the rectification process needs to be carefully characterized to ensure that braces designed through a digital workflow are as efficient as those created using a manual process. The aim of this study is to compare 3D scans of patients with AIS against 3D scans of both pre- and post-rectified casts that have been manually shaped by an orthotist. Six AIS patients were recruited from the Ragama Rehabilitation Clinic, Colombo, Sri Lanka. All patients were between 10 and 15 years old, were skeletally immature (Risser grade 0-3), and had Cobb angles between 20-45°. Seven spherical markers were placed at key anatomical locations on each patient’s torso and on the pre- and post-rectified molds so that distances could be reliably measured. 3D scans were obtained of 1) the patient’s torso and pelvis, 2) the patient’s pre-rectification plaster mold, and 3) the patient’s post-rectification plaster mold using a Structure Sensor Mark II 3D scanner (Occipital Inc., USA). 3D stick body models were created for each scan to represent the distances between anatomical landmarks. The 3D stick models were used to analyze the changes in position and orientation of the anatomical landmarks between scans using Blender open-source software. 3D Surface deviation maps represented volume differences between the scans using CloudCompare open-source software. The 3D stick body models showed changes in the position and orientation of thorax anatomical landmarks between the patient and the post-rectification scans for all patients. Anatomical landmark position and volume differences were seen between 3D scans of the patient’s torsos and the pre-rectified molds. Between the pre- and post-rectified molds, material removal was consistently seen on the anterior side of the thorax and the lateral areas below the ribcage. Volume differences were seen in areas where the orthotist planned to place pressure pads (usually at the trochanter on the side to which the lumbar curve was tilted (trochanter pad), at the lumbar apical vertebra (lumbar pad), on the rib connected to the apical vertebrae at the mid-axillary line (thoracic pad), and on the ribs corresponding to the upper thoracic vertebra (axillary extension pad)). The rectification process requires the skill and experience of an orthotist; however, this study demonstrates that the brace shape, location, and volume of material removed from the pre-rectification mold can be characterized and quantified. Results from this study can be fed into software that can accelerate the brace design process and make steps towards the automated digital rectification process.

Keywords: additive manufacturing, orthotics, scoliosis brace design, sculpting software, spinal deformity

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Authors: Ahmad Alwosheel, Ahmed Alqaraawi

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This work proposes a new speaker segmentation approach for two speakers. It is an online approach that does not require a prior information about speaker models. It has two phases, a conventional approach such as unsupervised BIC-based is utilized in the first phase to detect speaker changes and train a Neural Network, while in the second phase, the output trained parameters from the Neural Network are used to predict next incoming audio stream. Using this approach, a comparable accuracy to similar BIC-based approaches is achieved with a significant improvement in terms of computation time.

Keywords: artificial neural network, diarization, speaker indexing, speaker segmentation

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Authors: Ahmed I. Raheem

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In this thesis, stratified and stratified wavy flow regimes have been investigated numerically for the oil (1.57 mPa s viscosity and 780 kg/m3 density) and water twophase flow in small and large horizontal steel pipes with a diameter between 0.0254 to 0.508 m by ANSYS Fluent software. Volume of fluid (VOF) with two phases flows using two equations family models (Realizable k-

Keywords: CFD, two-phase flow, pressure gradient, volume of fluid, large diameter, horizontal pipe, oil-water stratified and stratified wavy flow

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Authors: Esther Cabezas-Rivas

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Ordinary differential equations (ODE) are a fundamental part of the curriculum for most engineering degrees, and students typically have difficulties in the subsequent abstract mathematical calculations. To enhance their motivation and profit that they are digital natives, we propose a teamwork project that includes the creation of a video. It should explain how to model mathematically a real-world problem transforming it into an ODE, which should then be solved using the tools learned in the lectures. This idea was indeed implemented with first-year students of a BSc in Engineering and Management during the period of online learning caused by the outbreak of COVID-19 in Spain. Each group of 4 students was assigned a different topic: model a hot water heater, search for the shortest path, design the quickest route for delivery, cooling a computer chip, the shape of the hanging cables of the Golden Gate, detecting land mines, rocket trajectories, etc. These topics should be worked out through two complementary channels: a written report describing the problem and a 10-15 min video on the subject. The report includes the following items: description of the problem to be modeled, detailed obtention of the ODE that models the problem, its complete solution, and interpretation in the context of the original problem. We report the outcomes of this teaching in context and active learning experience, including the feedback received by the students. They highlighted the encouragement of creativity and originality, which are skills that they do not typically relate to mathematics. Additionally, the video format (unlike a common presentation) has the advantage of allowing them to critically review and self-assess the recording, repeating some parts until the result is satisfactory. As a side effect, they felt more confident about their oral abilities. In short, students agreed that they had fun preparing the video. They recognized that it was tricky to combine deep mathematical contents with entertainment since, without the latter, it is impossible to engage people to view the video till the end. Despite this difficulty, after the activity, they claimed to understand better the material, and they enjoyed showing the videos to family and friends during and after the project.

Keywords: active learning, contextual teaching, models in differential equations, student-produced videos

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Authors: S. Delgado, C. Cerrada, R. S. Gómez

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This research introduces an approach to voxelizing the surfaces of triangular meshes with efficiency and accuracy. Our method leverages parallel equidistant scan-lines and introduces a Gap Detection technique to address the limitations of existing approaches. We present a comprehensive study showcasing the method's effectiveness, scalability, and versatility in different scenarios. Voxelization is a fundamental process in computer graphics and simulations, playing a pivotal role in applications ranging from scientific visualization to virtual reality. Our algorithm focuses on enhancing the voxelization process, especially for complex models and high resolutions. One of the major challenges in voxelization in the Graphics Processing Unit (GPU) is the high cost of discovering the same voxels multiple times. These repeated voxels incur in costly memory operations with no useful information. Our scan-line-based method ensures that each voxel is detected exactly once when processing the triangle, enhancing performance without compromising the quality of the voxelization. The heart of our approach lies in the use of parallel, equidistant scan-lines to traverse the interiors of triangles. This minimizes redundant memory operations and avoids revisiting the same voxels, resulting in a significant performance boost. Moreover, our method's computational efficiency is complemented by its simplicity and portability. Written as a single compute shader in Graphics Library Shader Language (GLSL), it is highly adaptable to various rendering pipelines and hardware configurations. To validate our method, we conducted extensive experiments on a diverse set of models from the Stanford repository. Our results demonstrate not only the algorithm's efficiency, but also its ability to produce 26 tunnel free accurate voxelizations. The Gap Detection technique successfully identifies and addresses gaps, ensuring consistent and visually pleasing voxelized surfaces. Furthermore, we introduce the Slope Consistency Value metric, quantifying the alignment of each triangle with its primary axis. This metric provides insights into the impact of triangle orientation on scan-line based voxelization methods. It also aids in understanding how the Gap Detection technique effectively improves results by targeting specific areas where simple scan-line-based methods might fail. Our research contributes to the field of voxelization by offering a robust and efficient approach that overcomes the limitations of existing methods. The Gap Detection technique fills a critical gap in the voxelization process. By addressing these gaps, our algorithm enhances the visual quality and accuracy of voxelized models, making it valuable for a wide range of applications. In conclusion, "Closing the Gap: Efficient Voxelization with Equidistant Scan-lines and Gap Detection" presents an effective solution to the challenges of voxelization. Our research combines computational efficiency, accuracy, and innovative techniques to elevate the quality of voxelized surfaces. With its adaptable nature and valuable innovations, this technique could have a positive influence on computer graphics and visualization.

Keywords: voxelization, GPU acceleration, computer graphics, compute shaders

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Authors: Juan F. P. Ramírez, Jésica A. L. Isaza, Benjamín A. Rojano

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This study proposes a novel use of a method to determine the mechanical properties of fruits by the use of the indentation tests. The method combines experimental results with a numerical finite elements model. The results presented correspond to a simplified numerical modeling of banana. The banana was assumed as one-layer material with an isotropic linear elastic mechanical behavior, the Young’s modulus found is 0.3Mpa. The method will be extended to multilayer models in further studies.

Keywords: finite element method, fruits, inverse analysis, mechanical properties

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Authors: Richa Dhingra, Monika, Manav Malhotra, Tilak Raj Bhardwaj, Neelima Dhingra

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5-Alpha-reductases (5AR), a membrane bound, NADPH dependent enzyme and convert male hormone testosterone (T) into more potent androgen dihydrotestosterone (DHT). DHT is the required for the development and function of male sex organs, but its overproduction has been found to be associated with physiological conditions like Benign Prostatic Hyperplasia (BPH). Thus the inhibition of 5ARs could be a key target for the treatment of BPH. In present study, 2D and 3D Quantitative Structure Activity Relationship (QSAR) pharmacophore models have been generated for 5AR based on known inhibitory concentration (IC₅₀) values with extensive validations. The four featured 2D pharmacophore based PLS model correlated the topological interactions (–OH group connected with one single bond) (SsOHE-index); semi-empirical (Quadrupole2) and physicochemical descriptors (Mol. wt, Bromines Count, Chlorines Count) with 5AR inhibitory activity, and has the highest correlation coefficient (r² = 0.98, q² =0.84; F = 57.87, pred r² = 0.88). Internal and external validation was carried out using test and proposed set of compounds. The contribution plot of electrostatic field effects and steric interactions generated by 3D-QSAR showed interesting results in terms of internal and external predictability. The well validated 2D Partial Least Squares (PLS) and 3D k-nearest neighbour (kNN) models were used to search novel 5AR inhibitors with different chemical scaffold. To gain more insights into the molecular mechanism of action of these steroidal derivatives, molecular docking and in silico absorption, distribution, metabolism, and excretion (ADME) studies were also performed. Studies have revealed the hydrophobic and hydrogen bonding of the ligand with residues Alanine (ALA) 63A, Threonine (THR) 60A, and Arginine (ARG) 456A of 4AT0 protein at the hinge region. The results of QSAR, molecular docking, in silico ADME studies provide guideline and mechanistic scope for the identification of more potent 5-Alpha-reductase inhibitors (5ARI).

Keywords: 5α-reductase inhibitor, benign prostatic hyperplasia, ligands, molecular docking, QSAR

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Authors: Paul V. Thomas, Mostafa S. A. Elsayed, Denis Walch

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Airframe structural optimization at different design stages results in new mass and stiffness distributions which modify the critical design loads envelop. Determination of aircraft critical loads is an extensive analysis procedure which involves simulating the aircraft at thousands of load cases as defined in the certification requirements. It is computationally prohibitive to use a Global Finite Element Model (GFEM) for the load analysis, hence reduced order structural models are required which closely represent the dynamic characteristics of the GFEM. This paper presents the implementation of Component Mode Synthesis (CMS) method for the generation of high fidelity Reduced Order Model (ROM) of complex airframes. Here, sub-structuring technique is used to divide the complex higher order airframe dynamical system into a set of subsystems. Each subsystem is reduced to fewer degrees of freedom using matrix projection onto a carefully chosen reduced order basis subspace. The reduced structural matrices are assembled for all the subsystems through interface coupling and the dynamic response of the total system is solved. The CMS method is employed to develop the ROM of a Bombardier Aerospace business jet which is coupled with an aerodynamic model for dynamic aeroelasticity loads analysis under gust turbulence. Another set of dynamic aeroelastic loads is also generated employing a stick model of the same aircraft. Stick model is the reduced order modelling methodology commonly used in the aerospace industry based on stiffness generation by unitary loading application. The extracted aeroelastic loads from both models are compared against those generated employing the GFEM. Critical loads Modal participation factors and modal characteristics of the different ROMs are investigated and compared against those of the GFEM. Results obtained show that the ROM generated using Craig Bampton CMS reduction process has a superior dynamic characteristics compared to the stick model.

Keywords: component mode synthesis, craig bampton reduction method, dynamic aeroelasticity analysis, model order reduction

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Authors: Essam Gooda, Chadi Abdallah, Hamdi Seif, Safaa Baydoun, Rouya Hdeib, Hilal Obeid

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Floods are common natural disaster occurring in semi-arid regions in Lebanon. This results in damage to human life and deterioration of environment. Despite their destructive nature and their immense impact on the socio-economy of the region, flash floods have not received adequate attention from policy and decision makers. This is mainly because of poor understanding of the processes involved and measures needed to manage the problem. The current understanding of flash floods remains at the level of general concepts; most policy makers have yet to recognize that flash floods are distinctly different from normal riverine floods in term of causes, propagation, intensity, impacts, predictability, and management. Flash floods are generally not investigated as a separate class of event but are rather reported as part of the overall seasonal flood situation. As a result, Lebanon generally lacks policies, strategies, and plans relating specifically to flash floods. Main objective of this research is to improve flash flood prediction by providing new knowledge and better understanding of the hydrological processes governing flash floods in the East Catchments of El Assi River. This includes developing rainstorm time distribution curves that are unique for this type of study region; analyzing, investigating, and developing a relationship between arid watershed characteristics (including urbanization) and nearby villages flow flood frequency in Ras Baalbeck and Fekha. This paper discusses different levels of integration approach¬es between GIS and hydrological models (HEC-HMS & HEC-RAS) and presents a case study, in which all the tasks of creating model input, editing data, running the model, and displaying output results. The study area corresponds to the East Basin (Ras Baalbeck & Fakeha), comprising nearly 350 km2 and situated in the Bekaa Valley of Lebanon. The case study presented in this paper has a database which is derived from Lebanese Army topographic maps for this region. Using ArcMap to digitizing the contour lines, streams & other features from the topographic maps. The digital elevation model grid (DEM) is derived for the study area. The next steps in this research are to incorporate rainfall time series data from Arseal, Fekha and Deir El Ahmar stations to build a hydrologic data model within a GIS environment and to combine ArcGIS/ArcMap, HEC-HMS & HEC-RAS models, in order to produce a spatial-temporal model for floodplain analysis at a regional scale. In this study, HEC-HMS and SCS methods were chosen to build the hydrologic model of the watershed. The model then calibrated using flood event that occurred between 7th & 9th of May 2014 which considered exceptionally extreme because of the length of time the flows lasted (15 hours) and the fact that it covered both the watershed of Aarsal and Ras Baalbeck. The strongest reported flood in recent times lasted for only 7 hours covering only one watershed. The calibrated hydrologic model is then used to build the hydraulic model & assessing of flood hazards maps for the region. HEC-RAS Model is used in this issue & field trips were done for the catchments in order to calibrated both Hydrologic and Hydraulic models. The presented models are a kind of flexible procedures for an ungaged watershed. For some storm events it delivers good results, while for others, no parameter vectors can be found. In order to have a general methodology based on these ideas, further calibration and compromising of results on the dependence of many flood events parameters and catchment properties is required.

Keywords: flood risk management, flash flood, semi arid region, El Assi River, hazard maps

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Authors: Ben Soltane Cheima, Ittansa Yonas Kelbesa

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Speaker Identification (SI) is the task of establishing identity of an individual based on his/her voice characteristics. The SI task is typically achieved by two-stage signal processing: training and testing. The training process calculates speaker specific feature parameters from the speech and generates speaker models accordingly. In the testing phase, speech samples from unknown speakers are compared with the models and classified. Even though performance of speaker identification systems has improved due to recent advances in speech processing techniques, there is still need of improvement. In this paper, a Closed-Set Tex-Independent Speaker Identification System (CISI) based on a Multiple Classifier System (MCS) is proposed, using Mel Frequency Cepstrum Coefficient (MFCC) as feature extraction and suitable combination of vector quantization (VQ) and Gaussian Mixture Model (GMM) together with Expectation Maximization algorithm (EM) for speaker modeling. The use of Voice Activity Detector (VAD) with a hybrid approach based on Short Time Energy (STE) and Statistical Modeling of Background Noise in the pre-processing step of the feature extraction yields a better and more robust automatic speaker identification system. Also investigation of Linde-Buzo-Gray (LBG) clustering algorithm for initialization of GMM, for estimating the underlying parameters, in the EM step improved the convergence rate and systems performance. It also uses relative index as confidence measures in case of contradiction in identification process by GMM and VQ as well. Simulation results carried out on voxforge.org speech database using MATLAB highlight the efficacy of the proposed method compared to earlier work.

Keywords: feature extraction, speaker modeling, feature matching, Mel frequency cepstrum coefficient (MFCC), Gaussian mixture model (GMM), vector quantization (VQ), Linde-Buzo-Gray (LBG), expectation maximization (EM), pre-processing, voice activity detection (VAD), short time energy (STE), background noise statistical modeling, closed-set tex-independent speaker identification system (CISI)

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Authors: M. Jamil Amir, Rabia Iqbal, M. Yaseen

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In this paper, we solve some differential equations analytically by using differential transform method. For this purpose, we consider four models of Laplace equation with two Dirichlet and two Neumann boundary conditions and K(2,2) equation and obtain the corresponding exact solutions. The obtained results show the simplicity of the method and massive reduction in calculations when one compares it with other iterative methods, available in literature. It is worth mentioning that here only a few number of iterations are required to reach the closed form solutions as series expansions of some known functions.

Keywords: differential transform method, laplace equation, Dirichlet boundary conditions, Neumann boundary conditions

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Authors: S. Hellam, Y. Oulahrir, F. El Mounchid, A. Sadiq, S. Mbarki

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In this paper, we propose a method for three-dimensional (3-D)-model indexing based on defining a new descriptor, which we call new descriptor using spherical harmonics. The purpose of the method is to minimize, the processing time on the database of objects models and the searching time of similar objects to request object. Firstly we start by defining the new descriptor using a new division of 3-D object in a sphere. Then we define a new distance which will be used in the search for similar objects in the database.

Keywords: 3D indexation, spherical harmonic, similarity of 3D objects, measurement similarity

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Authors: Tomohiko Utsuki

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Currently, brain resuscitation becomes increasingly important due to revising various clinical guidelines pertinent to emergency care. In brain resuscitation, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) is required for stabilizing physiological state of brain, and is described as the essential treatment points in many guidelines of disorder and/or disease such as brain injury, stroke, and encephalopathy. Thus, an integrated control system of BT, ICP, and CBF will greatly contribute to alleviating the burden on medical staff and improving treatment effect in brain resuscitation. In order to develop such a control system, models related to BT, ICP, and CBF are required for control simulation, because trial and error experiments using patients are not ethically allowed. A static model of cerebral blood circulation from intracranial arteries and vertebral artery to jugular veins has already constructed and verified. However, it is impossible to represent the pooling of blood in blood vessels, which is one cause of cerebral hypertension in this model. And, it is also impossible to represent the pulsing motion of blood vessels caused by blood pressure change which can have an affect on the change of cerebral tissue pressure. Thus, a dynamic model of cerebral blood circulation is constructed in consideration of the elasticity of the blood vessel and the inertia of the blood vessel wall. The constructed dynamic model was numerically analyzed using the normal data, in which each arterial blood flow in cerebral blood circulation, the distribution of blood pressure in the Circle of Willis, and the change of blood pressure along blood flow were calculated for verifying against physiological knowledge. As the result, because each calculated numerical value falling within the generally known normal range, this model has no problem in representing at least the normal physiological state of the brain. It is the next task to verify the accuracy of the present model in the case of disease or disorder. Currently, the construction of a migration model of extracellular fluid and a model of heat transfer in cerebral tissue are in progress for making them parts of an integrated model of brain physiological state, which is necessary for developing an future integrated control system of BT, ICP and CBF. The present model is applicable to constructing the integrated model representing at least the normal condition of brain physiological state by uniting with such models.

Keywords: dynamic model, cerebral blood circulation, brain resuscitation, automatic control

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Authors: Romulo D. C. Santos, Silvio M. A. Gama, Ramiro G. R. Camacho

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In this present paper, the thermos-fluid dynamics considering the mixed convection (natural and forced convections) and the principles of turbulence flow around complex geometries have been studied. In these applications, it was necessary to analyze the influence between the flow field and the heated immersed body with constant temperature on its surface. This paper presents a study about the Newtonian incompressible two-dimensional fluid around isothermal geometry using the immersed boundary method (IBM) with the virtual physical model (VPM). The numerical code proposed for all simulations satisfy the calculation of temperature considering Dirichlet boundary conditions. Important dimensionless numbers such as Strouhal number is calculated using the Fast Fourier Transform (FFT), Nusselt number, drag and lift coefficients, velocity and pressure. Streamlines and isothermal lines are presented for each simulation showing the flow dynamics and patterns. The Navier-Stokes and energy equations for mixed convection were discretized using the finite difference method for space and a second order Adams-Bashforth and Runge-Kuta 4th order methods for time considering the fractional step method to couple the calculation of pressure, velocity, and temperature. This work used for simulation of turbulence, the Smagorinsky, and Spalart-Allmaras models. The first model is based on the local equilibrium hypothesis for small scales and hypothesis of Boussinesq, such that the energy is injected into spectrum of the turbulence, being equal to the energy dissipated by the convective effects. The Spalart-Allmaras model, use only one transport equation for turbulent viscosity. The results were compared with numerical data, validating the effect of heat-transfer together with turbulence models. The IBM/VPM is a powerful tool to simulate flow around complex geometries. The results showed a good numerical convergence in relation the references adopted.

Keywords: immersed boundary method, mixed convection, turbulence methods, virtual physical model

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Authors: Fuad M. Alkoot

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The main component of a machine learning system is the classifier. Classifiers are mathematical models that can perform classification tasks for a specific application area. Additionally, many classifiers are combined using any of the available methods to reduce the classifier error rate. The benefits gained from the combination of multiple classifier designs has motivated the development of diverse approaches to multiple classifiers. We aim to investigate using fractal geometry to develop an improved classifier combiner. Initially we experiment with measuring the fractal dimension of data and use the results in the development of a combiner strategy.

Keywords: fractal geometry, machine learning, classifier, fractal dimension

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Authors: David Lindström

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We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

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Authors: Samia Moulebhar, Chahrazed Bendenia, Souhila Bendenia, Hanaa Merad-dib, Sarra Merabet, Sid Ahmed Khantar, Baghdad Hadri

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The photovoltaic solar field is today experiencing exponential advancement with the exploitation of new technological sectors of nanoparticles, namely the field of solar cells based on organic polymer materials. These cells are flexible, easy to process and low cost. This work includes a presentation of the conjugated polymer materials used in the design of photovoltaic technology devices while determining their properties and then the models used for the modeling of thin film photovoltaic cells heterojunction.

Keywords: photovoltaic, cells, nanoparticles, organic

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Authors: Min Shi

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State of the art research with Artificial Neural Networks for the downscaling of General Circulation Models (GCMs) mainly uses back-propagation algorithm as a training approach. This paper introduces another training approach of ANNs, Evolutionary Algorithm. The combined algorithm names neuroevolutionary (NE) algorithm. We investigate and evaluate the use of the NE algorithms in statistical downscaling by generating temperature estimates at interior points given information from a lattice of surrounding locations. The results of our experiments indicate that NE algorithms can be efficient alternative downscaling methods for daily temperatures.

Keywords: temperature, downscaling, artificial neural networks, evolutionary algorithms

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Authors: Babak Forouraghi

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A genetic circuit is a collection of interacting genes and proteins that enable individual cells to implement and perform vital biological functions such as cell division, growth, death, and signaling. In cell engineering, synthetic gene circuits are engineered networks of genes specifically designed to implement functionalities that are not evolved by nature. These engineered networks enable scientists to tackle complex problems such as engineering cells to produce therapeutics within the patient's body, altering T cells to target cancer-related antigens for treatment, improving antibody production using engineered cells, tissue engineering, and production of genetically modified plants and livestock. Construction of computational models to realize genetic circuits is an especially challenging task since it requires the discovery of flow of genetic information in complex biological systems. Building synthetic biological models is also a time-consuming process with relatively low prediction accuracy for highly complex genetic circuits. The primary goal of this study was to investigate the utility of a pre-trained bidirectional encoder transformer that can accurately predict gene expressions in genetic circuit designs. The main reason behind using transformers is their innate ability (attention mechanism) to take account of the semantic context present in long DNA chains that are heavily dependent on spatial representation of their constituent genes. Previous approaches to gene circuit design, such as CNN and RNN architectures, are unable to capture semantic dependencies in long contexts as required in most real-world applications of synthetic biology. For instance, RNN models (LSTM, GRU), although able to learn long-term dependencies, greatly suffer from vanishing gradient and low-efficiency problem when they sequentially process past states and compresses contextual information into a bottleneck with long input sequences. In other words, these architectures are not equipped with the necessary attention mechanisms to follow a long chain of genes with thousands of tokens. To address the above-mentioned limitations of previous approaches, a transformer model was built in this work as a variation to the existing DNA Bidirectional Encoder Representations from Transformers (DNABERT) model. It is shown that the proposed transformer is capable of capturing contextual information from long input sequences with attention mechanism. In a previous work on genetic circuit design, the traditional approaches to classification and regression, such as Random Forrest, Support Vector Machine, and Artificial Neural Networks, were able to achieve reasonably high R2 accuracy levels of 0.95 to 0.97. However, the transformer model utilized in this work with its attention-based mechanism, was able to achieve a perfect accuracy level of 100%. Further, it is demonstrated that the efficiency of the transformer-based gene expression classifier is not dependent on presence of large amounts of training examples, which may be difficult to compile in many real-world gene circuit designs.

Keywords: transformers, generative ai, gene expression design, classification

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Authors: Mohsen Solimani Babarsad, Payam Taheri

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Numerical results of vertical slot fishways with and without cylinders study are presented. The simulated results and the measured data in the fishways are compared to validate the application of the model. This investigation is made using FLUENT V.6.3, a Computational Fluid Dynamics solver. Advantages of using these types of numerical tools are the possibility of avoiding the St.-Venant equations’ limitations, and turbulence can be modeled by means of different models such as the k-ε model. In general, the present study has demonstrated that the CFD model could be useful for analysis and design of vertical slot fishways with cylinders.

Keywords: slot Fish-way, CFD, k-ε model, St.-Venant equations’

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Authors: Mariia Khramova, Sergio Martinez, Duc Nguyen

Abstract:

Modern electronic devices, particularly smartphones, are characterised by extremely high environmental footprint and short product lifecycle. Every year manufacturers release new models with even more superior performance, which pushes the customers towards new purchases. As a result, millions of devices are being accumulated in the urban mine. To tackle these challenges the concept of circular economy has been introduced to promote repair, reuse and recycle of electronics. In this case, electronic devices, that previously ended up in landfills or households, are getting the second life, therefore, reducing the demand for new raw materials. Smartphone reuse is gradually gaining wider adoption partly due to the price increase of flagship models, consequently, boosting circular economy implementation. However, along with reuse of communication device, circular economy approach needs to ensure the data of the previous user have not been 'reused' together with a device. This is especially important since modern smartphones are comparable with computers in terms of performance and amount of data stored. These data vary from pictures, videos, call logs to social security numbers, passport and credit card details, from personal information to corporate confidential data. To assess how well the data privacy requirements are followed on smartphones second-hand market, a sample of 100 Android smartphones has been purchased from IT Asset Disposition (ITAD) facilities responsible for data erasure and resell. Although devices should not have stored any user data by the time they leave ITAD, it has been possible to retrieve the data from 19% of the sample. Applied techniques varied from manual device inspection to sophisticated equipment and tools. These findings indicate significant barrier in implementation of circular economy and a limitation of smartphone reuse. Therefore, in order to motivate the users to donate or sell their old devices and make electronic use more sustainable, data privacy on second-hand smartphone market should be significantly improved. Presented research has been carried out in the framework of sustainablySMART project, which is part of Horizon 2020 EU Framework Programme for Research and Innovation.

Keywords: android, circular economy, data privacy, second-hand phones

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Authors: B. Selma

Abstract:

The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.

Keywords: SIPINA algorithm, seism, focal depth, peak ground acceleration, displacement

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Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. Finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: bootstrap, Instrumental Variable, Edgeworth expansions, Saddlepoint expansions

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Authors: Arcady Ponosov

Abstract:

A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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Authors: Jožef Ritonja

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The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.

Keywords: biochemical reactor, fermentation process, modelling, adaptive control

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Authors: Shan Zhang, Peter Suechting

Abstract:

Predicting trade patterns is critical to decision-making in public and private domains, especially in the current context of trade disputes among major economies. In the past, U.S. recycling has relied heavily on strong demand for recyclable materials overseas. However, starting in 2017, a series of new recycling policies (bans and higher inspection standards) was enacted by multiple countries that were the primary importers of recyclables from the U.S. prior to that point. As the global trade flow of recycling shifts, some new importers, mostly developing countries in South and Southeast Asia, have been overwhelmed by the sheer quantities of scrap materials they have received. As the leading exporter of recyclable materials, the U.S. now has a pressing need to build its recycling industry domestically. With respect to the global trade in scrap materials used for recycling, the interest in this paper is (1) predicting how the export of recyclable materials from the U.S. might vary over time, and (2) predicting how international trade flows for recyclables might change in the future. Focusing on three major recyclable materials with a history of trade, this study uses data-driven and machine learning (ML) algorithms---supervised (shrinkage and tree methods) and unsupervised (neural network method)---to decipher the international trade pattern of recycling. Forecasting the potential trade values of recyclables in the future could help importing countries, to which those materials will shift next, to prepare related trade policies. Such policies can assist policymakers in minimizing negative environmental externalities and in finding the optimal amount of recyclables needed by each country. Such forecasts can also help exporting countries, like the U.S understand the importance of healthy domestic recycling industry. The preliminary result suggests that gravity models---in addition to particular selection macroeconomic predictor variables--are appropriate predictors of the total export value of recyclables. With the inclusion of variables measuring aspects of the political conditions (trade tariffs and bans), predictions show that recyclable materials are shifting from more policy-restricted countries to less policy-restricted countries in international recycling trade. Those countries also tend to have high manufacturing activities as a percentage of their GDP.

Keywords: environmental economics, machine learning, recycling, international trade

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Authors: Marcos Valdez Alexander Junior, Igor Aguilar-Alonso

Abstract:

Malnutrition is the root of different diseases that universally affect everyone, diseases such as obesity and malnutrition. The objective of this research is to predict the calories of the food to be eaten, developing a smart mobile application to show the user if a meal is balanced. Due to the large percentage of obesity and malnutrition in Peru, the present work is carried out. The development of the intelligent application is proposed with a three-layer architecture, and for the prediction of the nutritional value of the food, the use of pre-trained models based on convolutional neural networks is proposed.

Keywords: volume estimation, calorie estimation, artificial vision, food nutrition

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