Search results for: GTC algorithm
1239 High Performance Direct Torque Control for Induction Motor Drive Fed from Photovoltaic System
Authors: E. E. EL-Kholy, Ahamed Kalas, Mahmoud Fauzy, M. El-Shahat Dessouki, Abdou M. El-refay, Mohammed El-Zefery
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Direct Torque Control (DTC) is an AC drive control method especially designed to provide fast and robust responses. In this paper a progressive algorithm for direct torque control of three-phase induction drive system supplied by photovoltaic arrays using voltage source inverter to control motor torque and flux with maximum power point tracking at different level of insolation is presented. Experimental results of the new DTC method obtained by an experimental rapid prototype system for drives are presented. Simulation and experimental results confirm that the proposed system gives quick, robust torque and speed responses at constant switching frequencies.Keywords: photovoltaic (PV) array, direct torque control (DTC), constant switching frequency, induction motor, maximum power point tracking (MPPT)
Procedia PDF Downloads 4771238 A Chinese Nested Named Entity Recognition Model Based on Lexical Features
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In the field of named entity recognition, most of the research has been conducted around simple entities. However, for nested named entities, which still contain entities within entities, it has been difficult to identify them accurately due to their boundary ambiguity. In this paper, a hierarchical recognition model is constructed based on the grammatical structure and semantic features of Chinese text for boundary calculation based on lexical features. The analysis is carried out at different levels in terms of granularity, semantics, and lexicality, respectively, avoiding repetitive work to reduce computational effort and using the semantic features of words to calculate the boundaries of entities to improve the accuracy of the recognition work. The results of the experiments carried out on web-based microblogging data show that the model achieves an accuracy of 86.33% and an F1 value of 89.27% in recognizing nested named entities, making up for the shortcomings of some previous recognition models and improving the efficiency of recognition of nested named entities.Keywords: coarse-grained, nested named entity, Chinese natural language processing, word embedding, T-SNE dimensionality reduction algorithm
Procedia PDF Downloads 1201237 Open-Source YOLO CV For Detection of Dust on Solar PV Surface
Authors: Jeewan Rai, Kinzang, Yeshi Jigme Choden
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Accumulation of dust on solar panels impacts the overall efficiency and the amount of energy they produce. While various techniques exist for detecting dust to schedule cleaning, many of these methods use MATLAB image processing tools and other licensed software, which can be financially burdensome. This study will investigate the efficiency of a free open-source computer vision library using the YOLO algorithm. The proposed approach has been tested on images of solar panels with varying dust levels through an experiment setup. The experimental findings illustrated the effectiveness of using the YOLO-based image classification method and the overall dust detection approach with an accuracy of 90% in distinguishing between clean and dusty panels. This open-source solution provides a cost effective and accessible alternative to commercial image processing tools, offering solutions for optimizing solar panel maintenance and enhancing energy production.Keywords: YOLO, openCV, dust detection, solar panels, computer vision, image processing
Procedia PDF Downloads 31236 Genetic Algorithms for Feature Generation in the Context of Audio Classification
Authors: José A. Menezes, Giordano Cabral, Bruno T. Gomes
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Choosing good features is an essential part of machine learning. Recent techniques aim to automate this process. For instance, feature learning intends to learn the transformation of raw data into a useful representation to machine learning tasks. In automatic audio classification tasks, this is interesting since the audio, usually complex information, needs to be transformed into a computationally convenient input to process. Another technique tries to generate features by searching a feature space. Genetic algorithms, for instance, have being used to generate audio features by combining or modifying them. We find this approach particularly interesting and, despite the undeniable advances of feature learning approaches, we wanted to take a step forward in the use of genetic algorithms to find audio features, combining them with more conventional methods, like PCA, and inserting search control mechanisms, such as constraints over a confusion matrix. This work presents the results obtained on particular audio classification problems.Keywords: feature generation, feature learning, genetic algorithm, music information retrieval
Procedia PDF Downloads 4251235 Big Data Analytics and Data Security in the Cloud via Fully Homomorphic Encyption Scheme
Authors: Victor Onomza Waziri, John K. Alhassan, Idris Ismaila, Noel Dogonyara
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This paper describes the problem of building secure computational services for encrypted information in the Cloud. Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy or confidentiality, availability and integrity of the data and user’s security. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute a theoretical presentations in a high-level computational processes that are based on number theory that is derivable from abstract algebra which can easily be integrated and leveraged in the Cloud computing interface with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based on cryptographic security algorithm.Keywords: big data analytics, security, privacy, bootstrapping, Fully Homomorphic Encryption Scheme
Procedia PDF Downloads 4701234 Using Greywolf Optimized Machine Learning Algorithms to Improve Accuracy for Predicting Hospital Readmission for Diabetes
Authors: Vincent Liu
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Machine learning algorithms (ML) can achieve high accuracy in predicting outcomes compared to classical models. Metaheuristic, nature-inspired algorithms can enhance traditional ML algorithms by optimizing them such as by performing feature selection. We compare ten ML algorithms to predict 30-day hospital readmission rates for diabetes patients in the US using a dataset from UCI Machine Learning Repository with feature selection performed by Greywolf nature-inspired algorithm. The baseline accuracy for the initial random forest model was 65%. After performing feature engineering, SMOTE for class balancing, and Greywolf optimization, the machine learning algorithms showed better metrics, including F1 scores, accuracy, and confusion matrix with improvements ranging in 10%-30%, and a best model of XGBoost with an accuracy of 95%. Applying machine learning this way can improve patient outcomes as unnecessary rehospitalizations can be prevented by focusing on patients that are at a higher risk of readmission.Keywords: diabetes, machine learning, 30-day readmission, metaheuristic
Procedia PDF Downloads 471233 Topological Sensitivity Analysis for Reconstruction of the Inverse Source Problem from Boundary Measurement
Authors: Maatoug Hassine, Mourad Hrizi
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In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.Keywords: geometric inverse source problem, heat equation, topological optimization, topological sensitivity, Kohn-Vogelius formulation
Procedia PDF Downloads 2951232 Elitist Self-Adaptive Step-Size Search in Optimum Sizing of Steel Structures
Authors: Oğuzhan Hasançebi, Saeid Kazemzadeh Azad
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Keywords: structural design optimization, optimal sizing, metaheuristics, self-adaptive step-size search, steel trusses, steel frames
Procedia PDF Downloads 3621231 Constraint-Directed Techniques for Transport Scheduling with Capacity Restrictions of Automotive Manufacturing Components
Authors: Martha Ndeley, John Ikome
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In this paper, we expand the scope of constraint-directed techniques to deal with the case of transportation schedule with capacity restrictions where the scheduling problem includes alternative activities. That is, not only does the scheduling problem consist of determining when an activity is to be executed, but also determining which set of alternative activities is to be executed at all level of transportation from input to output. Such problems encompass both alternative resource problems and alternative process plan problems. We formulate a constraint-based representation of alternative activities to model problems containing such choices. We then extend existing constraint-directed scheduling heuristic commitment techniques and propagators to reason directly about the fact that an activity does not necessarily have to exist in a final transportation schedule without being completed. Tentative results show that an algorithm using a novel texture-based heuristic commitment technique propagators achieves the best overall performance of the techniques tested.Keywords: production, transportation, scheduling, integrated
Procedia PDF Downloads 3491230 Exploiting Fast Independent Component Analysis Based Algorithm for Equalization of Impaired Baseband Received Signal
Authors: Muhammad Umair, Syed Qasim Gilani
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A technique using Independent Component Analysis (ICA) for blind receiver signal processing is investigated. The problem of the receiver signal processing is viewed as of signal equalization and implementation imperfections compensation. Based on this, a model similar to a general ICA problem is developed for the received signal. Then, the use of ICA technique for blind signal equalization in the time domain is presented. The equalization is regarded as a signal separation problem, since the desired signal is separated from interference terms. This problem is addressed in the paper by over-sampling of the received signal. By using ICA for equalization, besides channel equalization, other transmission imperfections such as Direct current (DC) bias offset, carrier phase and In phase Quadrature phase imbalance will also be corrected. Simulation results for a system using 16-Quadraure Amplitude Modulation(QAM) are presented to show the performance of the proposed scheme.Keywords: blind equalization, blind signal separation, equalization, independent component analysis, transmission impairments, QAM receiver
Procedia PDF Downloads 2041229 Parkinson’s Disease Hand-Eye Coordination and Dexterity Evaluation System
Authors: Wann-Yun Shieh, Chin-Man Wang, Ya-Cheng Shieh
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This study aims to develop an objective scoring system to evaluate hand-eye coordination and hand dexterity for Parkinson’s disease. This system contains three boards, and each of them is implemented with the sensors to sense a user’s finger operations. The operations include the peg test, the block test, and the blind block test. A user has to use the vision, hearing, and tactile abilities to finish these operations, and the board will record the results automatically. These results can help the physicians to evaluate a user’s reaction, coordination, dexterity function. The results will be collected to a cloud database for further analysis and statistics. A researcher can use this system to obtain systematic, graphic reports for an individual or a group of users. Particularly, a deep learning model is developed to learn the features of the data from different users. This model will help the physicians to assess the Parkinson’s disease symptoms by a more intellective algorithm.Keywords: deep learning, hand-eye coordination, reaction, hand dexterity
Procedia PDF Downloads 561228 Order Picking Problem: An Exact and Heuristic Algorithms for the Generalized Travelling Salesman Problem With Geographical Overlap Between Clusters
Authors: Farzaneh Rajabighamchi, Stan van Hoesel, Christof Defryn
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The generalized traveling salesman problem (GTSP) is an extension of the traveling salesman problem (TSP) where the set of nodes is partitioned into clusters, and the salesman must visit exactly one node per cluster. In this research, we apply the definition of the GTSP to an order picker routing problem with multiple locations per product. As such, each product represents a cluster and its corresponding nodes are the locations at which the product can be retrieved. To pick a certain product item from the warehouse, the picker needs to visit one of these locations during its pick tour. As all products are scattered throughout the warehouse, the product clusters not separated geographically. We propose an exact LP model as well as heuristic and meta-heuristic solution algorithms for the order picking problem with multiple product locations.Keywords: warehouse optimization, order picking problem, generalised travelling salesman problem, heuristic algorithm
Procedia PDF Downloads 1031227 Generalized π-Armendariz Authentication Cryptosystem
Authors: Areej M. Abduldaim, Nadia M. G. Al-Saidi
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Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.Keywords: cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol
Procedia PDF Downloads 2051226 Characteristics-Based Lq-Control of Cracking Reactor by Integral Reinforcement
Authors: Jana Abu Ahmada, Zaineb Mohamed, Ilyasse Aksikas
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The linear quadratic control system of hyperbolic first order partial differential equations (PDEs) are presented. The aim of this research is to control chemical reactions. This is achieved by converting the PDEs system to ordinary differential equations (ODEs) using the method of characteristics to reduce the system to control it by using the integral reinforcement learning. The designed controller is applied to a catalytic cracking reactor. Background—Transport-Reaction systems cover a large chemical and bio-chemical processes. They are best described by nonlinear PDEs derived from mass and energy balances. As a main application to be considered in this work is the catalytic cracking reactor. Indeed, the cracking reactor is widely used to convert high-boiling, high-molecular weight hydrocarbon fractions of petroleum crude oils into more valuable gasoline, olefinic gases, and others. On the other hand, control of PDEs systems is an important and rich area of research. One of the main control techniques is feedback control. This type of control utilizes information coming from the system to correct its trajectories and drive it to a desired state. Moreover, feedback control rejects disturbances and reduces the variation effects on the plant parameters. Linear-quadratic control is a feedback control since the developed optimal input is expressed as feedback on the system state to exponentially stabilize and drive a linear plant to the steady-state while minimizing a cost criterion. The integral reinforcement learning policy iteration technique is a strong method that solves the linear quadratic regulator problem for continuous-time systems online in real time, using only partial information about the system dynamics (i.e. the drift dynamics A of the system need not be known), and without requiring measurements of the state derivative. This is, in effect, a direct (i.e. no system identification procedure is employed) adaptive control scheme for partially unknown linear systems that converges to the optimal control solution. Contribution—The goal of this research is to Develop a characteristics-based optimal controller for a class of hyperbolic PDEs and apply the developed controller to a catalytic cracking reactor model. In the first part, developing an algorithm to control a class of hyperbolic PDEs system will be investigated. The method of characteristics will be employed to convert the PDEs system into a system of ODEs. Then, the control problem will be solved along the characteristic curves. The reinforcement technique is implemented to find the state-feedback matrix. In the other half, applying the developed algorithm to the important application of a catalytic cracking reactor. The main objective is to use the inlet fraction of gas oil as a manipulated variable to drive the process state towards desired trajectories. The outcome of this challenging research would yield the potential to provide a significant technological innovation for the gas industries since the catalytic cracking reactor is one of the most important conversion processes in petroleum refineries.Keywords: PDEs, reinforcement iteration, method of characteristics, riccati equation, cracking reactor
Procedia PDF Downloads 781225 Features Vector Selection for the Recognition of the Fragmented Handwritten Numeric Chains
Authors: Salim Ouchtati, Aissa Belmeguenai, Mouldi Bedda
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In this study, we propose an offline system for the recognition of the fragmented handwritten numeric chains. Firstly, we realized a recognition system of the isolated handwritten digits, in this part; the study is based mainly on the evaluation of neural network performances, trained with the gradient backpropagation algorithm. The used parameters to form the input vector of the neural network are extracted from the binary images of the isolated handwritten digit by several methods: the distribution sequence, sondes application, the Barr features, and the centered moments of the different projections and profiles. Secondly, the study is extended for the reading of the fragmented handwritten numeric chains constituted of a variable number of digits. The vertical projection was used to segment the numeric chain at isolated digits and every digit (or segment) was presented separately to the entry of the system achieved in the first part (recognition system of the isolated handwritten digits).Keywords: features extraction, handwritten numeric chains, image processing, neural networks
Procedia PDF Downloads 2601224 Detecting and Disabling Digital Cameras Using D3CIP Algorithm Based on Image Processing
Authors: S. Vignesh, K. S. Rangasamy
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The paper deals with the device capable of detecting and disabling digital cameras. The system locates the camera and then neutralizes it. Every digital camera has an image sensor known as a CCD, which is retro-reflective and sends light back directly to its original source at the same angle. The device shines infrared LED light, which is invisible to the human eye, at a distance of about 20 feet. It then collects video of these reflections with a camcorder. Then the video of the reflections is transferred to a computer connected to the device, where it is sent through image processing algorithms that pick out infrared light bouncing back. Once the camera is detected, the device would project an invisible infrared laser into the camera's lens, thereby overexposing the photo and rendering it useless. Low levels of infrared laser neutralize digital cameras but are neither a health danger to humans nor a physical damage to cameras. We also discuss the simplified design of the above device that can used in theatres to prevent piracy. The domains being covered here are optics and image processing.Keywords: CCD, optics, image processing, D3CIP
Procedia PDF Downloads 3461223 Second Order MIMO Sliding Mode Controller for Nonlinear Modeled Wind Turbine
Authors: Alireza Toloei, Ahmad R. Saffary, Reza Ghasemi
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Due to the growing need for energy and limited fossil resources, the use of renewable energy, particularly wind is strongly favored. We all wind energy can’t be saved. Betz law, 59% of the total kinetic energy of the wind turbine is extracting. Therefore turbine control to achieve maximum performance and maintain stable conditions seem necessary. In this article, we plan for a horizontal axis wind turbine variable-speed variable-pitch nonlinear controller to obtain maximum output power. The model presented in this article, including a wide range of wind turbines are horizontal axis. However, the parameters used in this model is from Vestas V29 225 kW wind turbine. We designed second order sliding mode controller, which was robust in the face of changes in wind speed and it eliminated chattering by using of super twisting algorithm. Finally, using MATLAB software to simulate the results we considered the accuracy of the simulation results.Keywords: non linear controller, robust, sliding mode, kinetic energy
Procedia PDF Downloads 4881222 VTOL-Fw Mode-Transitioning UAV Design and Analysis
Authors: Feri̇t Çakici, M. Kemal Leblebi̇ci̇oğlu
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In this study, an unmanned aerial vehicle (UAV) with level flight, vertical take-off and landing (VTOL) and mode-transitioning capability is designed and analyzed. The platform design combines both multirotor and fixed-wing (FW) conventional airplane structures and control surfaces; therefore named as VTOL-FW. The aircraft is modeled using aerodynamical principles and linear models are constructed utilizing small perturbation theory for trim conditions. The proposed method of control includes implementation of multirotor and airplane mode controllers and design of an algorithm to transition between modes in achieving smooth switching maneuvers between VTOL and FW flight. Thus, VTOL-FW UAV’s flight characteristics are expected to be improved by enlarging operational flight envelope through enabling mode-transitioning, agile maneuvers and increasing survivability. Experiments conducted in simulation and real world environments shows that VTOL-FW UAV has both multirotor and airplane characteristics with extra benefits in an enlarged flight envelope.Keywords: aircraft design, linear analysis, mode transitioning control, UAV
Procedia PDF Downloads 3831221 Investigation on Mesh Sensitivity of a Transient Model for Nozzle Clogging
Authors: H. Barati, M. Wu, A. Kharicha, A. Ludwig
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A transient model for nozzle clogging has been developed and successfully validated against a laboratory experiment. Key steps of clogging are considered: transport of particles by turbulent flow towards the nozzle wall; interactions between fluid flow and nozzle wall, and the adhesion of the particle on the wall; the growth of the clog layer and its interaction with the flow. The current paper is to investigate the mesh (size and type) sensitivity of the model in both two and three dimensions. It is found that the algorithm for clog growth alone excluding the flow effect is insensitive to the mesh type and size, but the calculation including flow becomes sensitive to the mesh quality. The use of 2D meshes leads to overestimation of the clog growth because the 3D nature of flow in the boundary layer cannot be properly solved by 2D calculation. 3D simulation with tetrahedron mesh can also lead to an error estimation of the clog growth. A mesh-independent result can be achieved with hexahedral mesh, or at least with triangular prism (inflation layer) for near-wall regions.Keywords: clogging, continuous casting, inclusion, simulation, submerged entry nozzle
Procedia PDF Downloads 2751220 Suitable Die Shaping for a Rectangular Shape Bottle by Application of FEM and AI Technique
Authors: N. Ploysook, R. Rugsaj, C. Suvanjumrat
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The characteristic requirement for producing rectangular shape bottles was a uniform thickness of the plastic bottle wall. Die shaping was a good technique which controlled the wall thickness of bottles. An advance technology which was the finite element method (FEM) for blowing parison to be a rectangular shape bottle was conducted to reduce waste plastic from a trial and error method of a die shaping and parison control method. The artificial intelligent (AI) comprised of artificial neural network and genetic algorithm was selected to optimize the die gap shape from the FEM results. The application of AI technique could optimize the suitable die gap shape for the parison blow molding which did not depend on the parison control method to produce rectangular bottles with the uniform wall. Particularly, this application can be used with cheap blow molding machines without a parison controller therefore it will reduce cost of production in the bottle blow molding process.Keywords: AI, bottle, die shaping, FEM
Procedia PDF Downloads 2321219 Analysis of Q-Learning on Artificial Neural Networks for Robot Control Using Live Video Feed
Authors: Nihal Murali, Kunal Gupta, Surekha Bhanot
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Training of artificial neural networks (ANNs) using reinforcement learning (RL) techniques is being widely discussed in the robot learning literature. The high model complexity of ANNs along with the model-free nature of RL algorithms provides a desirable combination for many robotics applications. There is a huge need for algorithms that generalize using raw sensory inputs, such as vision, without any hand-engineered features or domain heuristics. In this paper, the standard control problem of line following robot was used as a test-bed, and an ANN controller for the robot was trained on images from a live video feed using Q-learning. A virtual agent was first trained in simulation environment and then deployed onto a robot’s hardware. The robot successfully learns to traverse a wide range of curves and displays excellent generalization ability. Qualitative analysis of the evolution of policies, performance and weights of the network provide insights into the nature and convergence of the learning algorithm.Keywords: artificial neural networks, q-learning, reinforcement learning, robot learning
Procedia PDF Downloads 3611218 Predicting Suicidal Behavior by an Accurate Monitoring of RNA Editing Biomarkers in Blood Samples
Authors: Berengere Vire, Nicolas Salvetat, Yoann Lannay, Guillaume Marcellin, Siem Van Der Laan, Franck Molina, Dinah Weissmann
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Predicting suicidal behaviors is one of the most complex challenges of daily psychiatric practices. Today, suicide risk prediction using biological tools is not validated and is only based on subjective clinical reports of the at-risk individual. Therefore, there is a great need to identify biomarkers that would allow early identification of individuals at risk of suicide. Alterations of adenosine-to-inosine (A-to-I) RNA editing of neurotransmitter receptors and other proteins have been shown to be involved in etiology of different psychiatric disorders and linked to suicidal behavior. RNA editing is a co- or post-transcriptional process leading to a site-specific alteration in RNA sequences. It plays an important role in the epi transcriptomic regulation of RNA metabolism. On postmortem human brain tissue (prefrontal cortex) of depressed suicide victims, Alcediag found specific alterations of RNA editing activity on the mRNA coding for the serotonin 2C receptor (5-HT2cR). Additionally, an increase in expression levels of ADARs, the RNA editing enzymes, and modifications of RNA editing profiles of prime targets, such as phosphodiesterase 8A (PDE8A) mRNA, have also been observed. Interestingly, the PDE8A gene is located on chromosome 15q25.3, a genomic region that has recurrently been associated with the early-onset major depressive disorder (MDD). In the current study, we examined whether modifications in RNA editing profile of prime targets allow identifying disease-relevant blood biomarkers and evaluating suicide risk in patients. To address this question, we performed a clinical study to identify an RNA editing signature in blood of depressed patients with and without the history of suicide attempts. Patient’s samples were drawn in PAXgene tubes and analyzed on Alcediag’s proprietary RNA editing platform using next generation sequencing technology. In addition, gene expression analysis by quantitative PCR was performed. We generated a multivariate algorithm comprising various selected biomarkers to detect patients with a high risk to attempt suicide. We evaluated the diagnostic performance using the relative proportion of PDE8A mRNA editing at different sites and/or isoforms as well as the expression of PDE8A and the ADARs. The significance of these biomarkers for suicidality was evaluated using the area under the receiver-operating characteristic curve (AUC). The generated algorithm comprising the biomarkers was found to have strong diagnostic performances with high specificity and sensitivity. In conclusion, we developed tools to measure disease-specific biomarkers in blood samples of patients for identifying individuals at the greatest risk for future suicide attempts. This technology not only fosters patient management but is also suitable to predict the risk of drug-induced psychiatric side effects such as iatrogenic increase of suicidal ideas/behaviors.Keywords: blood biomarker, next-generation-sequencing, RNA editing, suicide
Procedia PDF Downloads 2491217 Optimal Hedging of a Portfolio of European Options in an Extended Binomial Model under Proportional Transaction Costs
Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya
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Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs
Procedia PDF Downloads 2481216 SNR Classification Using Multiple CNNs
Authors: Thinh Ngo, Paul Rad, Brian Kelley
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Noise estimation is essential in today wireless systems for power control, adaptive modulation, interference suppression and quality of service. Deep learning (DL) has already been applied in the physical layer for modulation and signal classifications. Unacceptably low accuracy of less than 50% is found to undermine traditional application of DL classification for SNR prediction. In this paper, we use divide-and-conquer algorithm and classifier fusion method to simplify SNR classification and therefore enhances DL learning and prediction. Specifically, multiple CNNs are used for classification rather than a single CNN. Each CNN performs a binary classification of a single SNR with two labels: less than, greater than or equal. Together, multiple CNNs are combined to effectively classify over a range of SNR values from −20 ≤ SNR ≤ 32 dB.We use pre-trained CNNs to predict SNR over a wide range of joint channel parameters including multiple Doppler shifts (0, 60, 120 Hz), power-delay profiles, and signal-modulation types (QPSK,16QAM,64-QAM). The approach achieves individual SNR prediction accuracy of 92%, composite accuracy of 70% and prediction convergence one order of magnitude faster than that of traditional estimation.Keywords: classification, CNN, deep learning, prediction, SNR
Procedia PDF Downloads 1271215 On an Approach for Rule Generation in Association Rule Mining
Authors: B. Chandra
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In Association Rule Mining, much attention has been paid for developing algorithms for large (frequent/closed/maximal) itemsets but very little attention has been paid to improve the performance of rule generation algorithms. Rule generation is an important part of Association Rule Mining. In this paper, a novel approach named NARG (Association Rule using Antecedent Support) has been proposed for rule generation that uses memory resident data structure named FCET (Frequent Closed Enumeration Tree) to find frequent/closed itemsets. In addition, the computational speed of NARG is enhanced by giving importance to the rules that have lower antecedent support. Comparative performance evaluation of NARG with fast association rule mining algorithm for rule generation has been done on synthetic datasets and real life datasets (taken from UCI Machine Learning Repository). Performance analysis shows that NARG is computationally faster in comparison to the existing algorithms for rule generation.Keywords: knowledge discovery, association rule mining, antecedent support, rule generation
Procedia PDF Downloads 3141214 Power Management Strategy for Solar-Wind-Diesel Stand-Alone Hybrid Energy System
Authors: Md. Aminul Islam, Adel Merabet, Rachid Beguenane, Hussein Ibrahim
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This paper presents a simulation and mathematical model of stand-alone solar-wind-diesel based hybrid energy system (HES). A power management system is designed for multiple energy resources in a stand-alone hybrid energy system. Both Solar photovoltaic and wind energy conversion system consists of maximum power point tracking (MPPT), voltage regulation, and basic power electronic interfaces. An additional diesel generator is included to support and improve the reliability of stand-alone system when renewable energy sources are not available. A power management strategy is introduced to distribute the generated power among resistive load banks. The frequency regulation is developed with conventional phase locked loop (PLL) system. The power management algorithm was applied in Matlab®/Simulink® to simulate the results.Keywords: solar photovoltaic, wind energy, diesel engine, hybrid energy system, power management, frequency and voltage regulation
Procedia PDF Downloads 4441213 Intelligent Software Architecture and Automatic Re-Architecting Based on Machine Learning
Authors: Gebremeskel Hagos Gebremedhin, Feng Chong, Heyan Huang
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Software system is the combination of architecture and organized components to accomplish a specific function or set of functions. A good software architecture facilitates application system development, promotes achievement of functional requirements, and supports system reconfiguration. We describe three studies demonstrating the utility of our architecture in the subdomain of mobile office robots and identify software engineering principles embodied in the architecture. The main aim of this paper is to analyze prove architecture design and automatic re-architecting using machine learning. Intelligence software architecture and automatic re-architecting process is reorganizing in to more suitable one of the software organizational structure system using the user access dataset for creating relationship among the components of the system. The 3-step approach of data mining was used to analyze effective recovery, transformation and implantation with the use of clustering algorithm. Therefore, automatic re-architecting without changing the source code is possible to solve the software complexity problem and system software reuse.Keywords: intelligence, software architecture, re-architecting, software reuse, High level design
Procedia PDF Downloads 1101212 Using the Timepix Detector at CERN Accelerator Facilities
Authors: Andrii Natochii
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The UA9 collaboration in the last two years has installed two different types of detectors to investigate the channeling effect in the bent silicon crystals with high-energy particles beam on the CERN accelerator facilities: Cherenkov detector CpFM and silicon pixel detector Timepix. In the current work, we describe the main performances of the Timepix detector operation at the SPS and H8 extracted beamline at CERN. We are presenting some detector calibration results and tuning. Our research topics also cover a cluster analysis algorithm for the particle hits reconstruction. We describe the optimal acquisition setup for the Timepix device and the edges of its functionality for the high energy and flux beam monitoring. The measurements of the crystal parameters are very important for the future bent crystal applications and needs a track reconstruction apparatus. Thus, it was decided to construct a short range (1.2 m long) particle telescope based on the Timepix sensors and test it at H8 SPS extraction beamline. The obtained results will be shown as well.Keywords: beam monitoring, channeling, particle tracking, Timepix detector
Procedia PDF Downloads 1741211 Literature Review: Adversarial Machine Learning Defense in Malware Detection
Authors: Leidy M. Aldana, Jorge E. Camargo
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Adversarial Machine Learning has gained importance in recent years as Cybersecurity has gained too, especially malware, it has affected different entities and people in recent years. This paper shows a literature review about defense methods created to prevent adversarial machine learning attacks, firstable it shows an introduction about the context and the description of some terms, in the results section some of the attacks are described, focusing on detecting adversarial examples before coming to the machine learning algorithm and showing other categories that exist in defense. A method with five steps is proposed in the method section in order to define a way to make the literature review; in addition, this paper summarizes the contributions in this research field in the last seven years to identify research directions in this area. About the findings, the category with least quantity of challenges in defense is the Detection of adversarial examples being this one a viable research route with the adaptive approach in attack and defense.Keywords: Malware, adversarial, machine learning, defense, attack
Procedia PDF Downloads 541210 Personalized Email Marketing Strategy: A Reinforcement Learning Approach
Authors: Lei Zhang, Tingting Xu, Jun He, Zhenyu Yan
Abstract:
Email marketing is one of the most important segments of online marketing. It has been proved to be the most effective way to acquire and retain customers. The email content is vital to customers. Different customers may have different familiarity with a product, so a successful marketing strategy must personalize email content based on individual customers’ product affinity. In this study, we build our personalized email marketing strategy with three types of emails: nurture, promotion, and conversion. Each type of email has a different influence on customers. We investigate this difference by analyzing customers’ open rates, click rates and opt-out rates. Feature importance from response models is also analyzed. The goal of the marketing strategy is to improve the click rate on conversion-type emails. To build the personalized strategy, we formulate the problem as a reinforcement learning problem and adopt a Q-learning algorithm with variations. The simulation results show that our model-based strategy outperforms the current marketer’s strategy.Keywords: email marketing, email content, reinforcement learning, machine learning, Q-learning
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