Search results for: double nonlinear predictive controller
3914 H-Infinity and RST Position Controllers of Rotary Traveling Wave Ultrasonic Motor
Authors: M. Brahim, I. Bahri, Y. Bernard
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Traveling Wave Ultrasonic Motor (TWUM) is a compact, precise, and silent actuator generating high torque at low speed without gears. Moreover, the TWUM has a high holding torque without supply, which makes this motor as an attractive solution for holding position of robotic arms. However, their nonlinear dynamics, and the presence of load-dependent dead zones often limit their use. Those issues can be overcome in closed loop with effective and precise controllers. In this paper, robust H-infinity (H∞) and discrete time RST position controllers are presented. The H∞ controller is designed in continuous time with additional weighting filters to ensure the robustness in the case of uncertain motor model and external disturbances. Robust RST controller based on the pole placement method is also designed and compared to the H∞. Simulink model of TWUM is used to validate the stability and the robustness of the two proposed controllers.Keywords: piezoelectric motors, position control, H∞, RST, stability criteria, robustness
Procedia PDF Downloads 2453913 Simulation of Propagation of Cos-Gaussian Beam in Strongly Nonlocal Nonlinear Media Using Paraxial Group Transformation
Authors: A. Keshavarz, Z. Roosta
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In this paper, propagation of cos-Gaussian beam in strongly nonlocal nonlinear media has been stimulated by using paraxial group transformation. At first, cos-Gaussian beam, nonlocal nonlinear media, critical power, transfer matrix, and paraxial group transformation are introduced. Then, the propagation of the cos-Gaussian beam in strongly nonlocal nonlinear media is simulated. Results show that beam propagation has periodic structure during self-focusing effect in this case. However, this simple method can be used for investigation of propagation of kinds of beams in ABCD optical media.Keywords: paraxial group transformation, nonlocal nonlinear media, cos-Gaussian beam, ABCD law
Procedia PDF Downloads 3433912 Redefining the Croatian Economic Sentiment Indicator
Authors: Ivana Lolic, Petar Soric, Mirjana Cizmesija
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Based on Business and Consumer Survey (BCS) data, the European Commission (EC) regularly publishes the monthly Economic Sentiment Indicator (ESI) for each EU member state. ESI is conceptualized as a leading indicator, aimed ad tracking the overall economic activity. In calculating ESI, the EC employs arbitrarily chosen weights on 15 BCS response balances. This paper raises the predictive quality of ESI by applying nonlinear programming to find such weights that maximize the correlation coefficient of ESI and year-on-year GDP growth. The obtained results show that the highest weights are assigned to the response balances of industrial sector questions, followed by questions from the retail trade sector. This comes as no surprise since the existing literature shows that the industrial production is a plausible proxy for the overall Croatian economic activity and since Croatian GDP is largely influenced by the aggregate personal consumption.Keywords: business and consumer survey, economic sentiment indicator, leading indicator, nonlinear optimization with constraints
Procedia PDF Downloads 4623911 Vibration Control of a Flexible Structure Using MFC Actuator
Authors: Jinsiang Shaw, Jeng-Jie Huang
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Active vibration control is good for low frequency excitation, with advantages of light weight and adaptability. This paper employs a macro-fiber composite (MFC) actuator for vibration suppression in a cantilevered beam due to its higher output force to reject the disturbance. A notch filter with an adaptive tuning algorithm, the leaky filtered-X least mean square algorithm (leaky FXLMS algorithm), is developed and applied to the system. Experimental results show that the controller and MFC actuator was very effective in attenuating the structural vibration. Furthermore, this notch filter controller was compared with the traditional skyhook controller. It was found that its performance was better, with over 88% vibration suppression near the first resonant frequency of the structure.Keywords: macro-fiber composite, notch filter, skyhook controller, vibration suppression
Procedia PDF Downloads 4633910 A Stochastic Model to Predict Earthquake Ground Motion Duration Recorded in Soft Soils Based on Nonlinear Regression
Authors: Issam Aouari, Abdelmalek Abdelhamid
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For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.Keywords: duration, earthquake, prediction, regression, soft soil
Procedia PDF Downloads 1533909 On the Strong Solutions of the Nonlinear Viscous Rotating Stratified Fluid
Authors: A. Giniatoulline
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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid
Procedia PDF Downloads 3103908 The Role of Predictive Modeling and Optimization in Enhancing Smart Factory Efficiency
Authors: Slawomir Lasota, Tomasz Kajdanowicz
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This research examines the application of predictive modelling and optimization algorithms to improve production efficiency in smart factories. Utilizing gradient boosting and neural networks, the study builds robust KPI estimators to predict production outcomes based on real-time data. Optimization methods, including Bayesian optimization and gradient-based algorithms, identify optimal process configurations that maximize availability, efficiency, and quality KPIs. The paper highlights the modular architecture of a recommender system that integrates predictive models, data visualization, and adaptive automation. Comparative analysis across multiple production processes reveals significant improvements in operational performance, laying the foundation for scalable, self-regulating manufacturing systems.Keywords: predictive modeling, optimization, smart factory, efficiency
Procedia PDF Downloads 63907 Identification of Nonlinear Systems Using Radial Basis Function Neural Network
Authors: C. Pislaru, A. Shebani
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This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the K-Means clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.Keywords: system identification, nonlinear systems, neural networks, radial basis function, K-means clustering algorithm
Procedia PDF Downloads 4713906 Implementation of a Paraconsistent-Fuzzy Digital PID Controller in a Level Control Process
Authors: H. M. Côrtes, J. I. Da Silva Filho, M. F. Blos, B. S. Zanon
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In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.Keywords: fuzzy logic, paraconsistent annotated logic, level control, digital PID
Procedia PDF Downloads 2853905 Design of a Fuzzy Luenberger Observer for Fault Nonlinear System
Authors: Mounir Bekaik, Messaoud Ramdani
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We present in this work a new technique of stabilization for fault nonlinear systems. The approach we adopt focus on a fuzzy Luenverger observer. The T-S approximation of the nonlinear observer is based on fuzzy C-Means clustering algorithm to find local linear subsystems. The MOESP identification approach was applied to design an empirical model describing the subsystems state variables. The gain of the observer is given by the minimization of the estimation error through Lyapunov-krasovskii functional and LMI approach. We consider a three tank hydraulic system for an illustrative example.Keywords: nonlinear system, fuzzy, faults, TS, Lyapunov-Krasovskii, observer
Procedia PDF Downloads 3393904 Study on Multi-Point Stretch Forming Process for Double Curved Surface
Authors: Jiwoo Park, Junseok Yoon, Jeong Kim, Beomsoo Kang
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Multi-Point Stretch Forming (MPSF) process is suitable for flexible manufacturing, and it has several advantages including that it could be applied to various forming such as sheet metal forming, single curved surface forming and double curved one. In this study, a systematic numerical simulation was carried out for atypical double curved surface forming using the multiple die stretch forming process. In this simulation, urethane pads were defined based on hyper-elastic material model as a cushion for the smooth forming surface. The deformation behaviour on elastic recovery was also investigated to consider the exact result after the last forming process, and then the experiment was also carried out to confirm the formability of this forming process. By comparing the simulation and experiment results, the suitability of the multiple die stretch forming process for the atypical double curved surface was verified. Consequently, it is confirmed that the multi-point stretch forming process has the capability and feasibility of being used to manufacture the double curved surfaces of sheet metal.Keywords: multi-point stretch forming, double curved surface, numerical simulation, manufacturing
Procedia PDF Downloads 4833903 Influence of Power Flow Controller on Energy Transaction Charges in Restructured Power System
Authors: Manisha Dubey, Gaurav Gupta, Anoop Arya
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The demand for power supply increases day by day in developing countries like India henceforth demand of reactive power support in the form of ancillary services provider also has been increased. The multi-line and multi-type Flexible alternating current transmission system (FACTS) controllers are playing a vital role to regulate power flow through the transmission line. Unified power flow controller and interline power flow controller can be utilized to control reactive power flow through the transmission line. In a restructured power system, the demand of such controller is being popular due to their inherent capability. The transmission pricing by using reactive power cost allocation through modified matrix methodology has been proposed. The FACTS technologies have quite costly assembly, so it is very useful to apportion the expenses throughout the restructured electricity industry. Therefore, in this work, after embedding the FACTS devices into load flow, the impact on the costs allocated to users in fraction to the transmission framework utilization has been analyzed. From the obtained results, it is clear that the total cost recovery is enhanced towards the Reactive Power flow through the different transmission line for 5 bus test system. The fair pricing policy towards reactive power can be achieved by the proposed method incorporating FACTS controller towards cost recovery of the transmission network.Keywords: interline power flow controller, transmission pricing, unified power flow controller, cost allocation
Procedia PDF Downloads 1493902 Systematic and Simple Guidance for Feed Forward Design in Model Predictive Control
Authors: Shukri Dughman, Anthony Rossiter
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This paper builds on earlier work which demonstrated that Model Predictive Control (MPC) may give a poor choice of default feed forward compensator. By first demonstrating the impact of future information of target changes on the performance, this paper proposes a pragmatic method for identifying the amount of future information on the target that can be utilised effectively in both finite and infinite horizon algorithms. Numerical illustrations in MATLAB give evidence of the efficacy of the proposal.Keywords: model predictive control, tracking control, advance knowledge, feed forward
Procedia PDF Downloads 5493901 Proportional and Integral Controller-Based Direct Current Servo Motor Speed Characterization
Authors: Adel Salem Bahakeem, Ahmad Jamal, Mir Md. Maruf Morshed, Elwaleed Awad Khidir
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Direct Current (DC) servo motors, or simply DC motors, play an important role in many industrial applications such as manufacturing of plastics, precise positioning of the equipment, and operating computer-controlled systems where speed of feed control, maintaining the position, and ensuring to have a constantly desired output is very critical. These parameters can be controlled with the help of control systems such as the Proportional Integral Derivative (PID) controller. The aim of the current work is to investigate the effects of Proportional (P) and Integral (I) controllers on the steady state and transient response of the DC motor. The controller gains are varied to observe their effects on the error, damping, and stability of the steady and transient motor response. The current investigation is conducted experimentally on a servo trainer CE 110 using analog PI controller CE 120 and theoretically using Simulink in MATLAB. Both experimental and theoretical work involves varying integral controller gain to obtain the response to a steady-state input, varying, individually, the proportional and integral controller gains to obtain the response to a step input function at a certain frequency, and theoretically obtaining the proportional and integral controller gains for desired values of damping ratio and response frequency. Results reveal that a proportional controller helps reduce the steady-state and transient error between the input signal and output response and makes the system more stable. In addition, it also speeds up the response of the system. On the other hand, the integral controller eliminates the error but tends to make the system unstable with induced oscillations and slow response to eliminate the error. From the current work, it is desired to achieve a stable response of the servo motor in terms of its angular velocity subjected to steady-state and transient input signals by utilizing the strengths of both P and I controllers.Keywords: DC servo motor, proportional controller, integral controller, controller gain optimization, Simulink
Procedia PDF Downloads 1103900 Scrutiny and Solving Analytically Nonlinear Differential at Engineering Field of Fluids, Heat, Mass and Wave by New Method AGM
Authors: Mohammadreza Akbari, Sara Akbari, Davood Domiri Ganji, Pooya Solimani, Reza Khalili
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As all experts know most of engineering system behavior in practical are nonlinear process (especially heat, fluid and mass, etc.) and analytical solving (no numeric) these problems are difficult, complex and sometimes impossible like (fluids and gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure a innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will be emerged after comparing the achieved solutions by Numerical method (Runge-Kutte 4th) and so compare to other methods such as HPM, ADM,… and exact solutions. Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students (engineering and basic science) in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear differential equations, with help of that there is no difficulty for solving nonlinear differential equations(ODE and PDE). In this paper, we investigate and solve 4 types of the nonlinear differential equation with AGM method : 1-Heat and fluid, 2-Unsteady state of nonlinear partial differential, 3-Coupled nonlinear partial differential in wave equation, and 4-Nonlinear integro-differential equation.Keywords: new method AGM, sets of coupled nonlinear equations at engineering field, waves equations, integro-differential, fluid and thermal
Procedia PDF Downloads 5483899 Asymptotic Spectral Theory for Nonlinear Random Fields
Authors: Karima Kimouche
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In this paper, we consider the asymptotic problems in spectral analysis of stationary causal random fields. We impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear random fields. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given.Keywords: spatial nonlinear processes, spectral estimators, GMC condition, bootstrap method
Procedia PDF Downloads 4553898 Backstepping Controller for a Variable Wind Speed Energy Conversion System Based on a DFIG
Authors: Sara Mensou, Ahmed Essadki, Issam Minka, Tamou Nasser, Badr Bououlid Idrissi
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In this paper we present a contribution for the modeling and control of wind energy conversion system based on a Doubly Fed Induction Generator (DFIG). Since the wind speed is random the system has to produce an optimal electrical power to the Network and ensures important strength and stability. In this work, the Backstepping controller is used to control the generator via two converter witch placed a DC bus capacitor and connected to the grid by a Filter R-L, in order to optimize capture wind energy. All is simulated and presented under MATLAB/Simulink Software to show performance and robustness of the proposed controller.Keywords: wind turbine, doubly fed induction generator, MPPT control, backstepping controller, power converter
Procedia PDF Downloads 1903897 Optimal Tuning of a Fuzzy Immune PID Parameters to Control a Delayed System
Authors: S. Gherbi, F. Bouchareb
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This paper deals with the novel intelligent bio-inspired control strategies, it presents a novel approach based on an optimal fuzzy immune PID parameters tuning, it is a combination of a PID controller, inspired by the human immune mechanism with fuzzy logic. Such controller offers more possibilities to deal with the delayed systems control difficulties due to the delay term. Indeed, we use an optimization approach to tune the four parameters of the controller in addition to the fuzzy function; the obtained controller is implemented in a modified Smith predictor structure, which is well known that it is the most efficient to the control of delayed systems. The application of the presented approach to control a three tank delay system shows good performances and proves the efficiency of the method.Keywords: delayed systems, fuzzy immune PID, optimization, Smith predictor
Procedia PDF Downloads 4353896 A Deep Learning Approach for the Predictive Quality of Directional Valves in the Hydraulic Final Test
Authors: Christian Neunzig, Simon Fahle, Jürgen Schulz, Matthias Möller, Bernd Kuhlenkötter
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The increasing use of deep learning applications in production is becoming a competitive advantage. Predictive quality enables the assurance of product quality by using data-driven forecasts via machine learning models as a basis for decisions on test results. The use of real Bosch production data along the value chain of hydraulic valves is a promising approach to classifying the leakage of directional valves.Keywords: artificial neural networks, classification, hydraulics, predictive quality, deep learning
Procedia PDF Downloads 2483895 Design Manufacture and Testing of a Combined Alpha-Beta Double Piston Stirling Engine
Authors: A. Calvin Antony, Sakthi Kumar Arul Prakash, V. R. Sanal Kumar
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In this paper a unique alpha-beta double piston 'stirling engine' is designed, manufactured and conducted laboratory test to ameliorate the efficiency of the stirling engine. The paper focuses on alpha and beta type engines, capturing their benefits and eradicating their short comings; along with the output observed from the flywheel. In this model alpha engine is kinematically with a piston cylinder arrangement which works quite like a beta engine. The piston of the new cylinder is so designed that it replicates a glued displacer and power piston as similar to that of beta engine. The bigger part of the piston is the power piston, which has a gap around it, while the smaller part of the piston is tightly fit in the cylinder and acts like the displacer piston. We observed that the alpha-beta double piston stirling engine produces 25% increase in power compare to a conventional alpha stirling engine. This working model is a pointer towards for the design and development of an alpha-beta double piston Stirling engine for industrial applications for producing electricity from the heat producing exhaust gases.Keywords: alpha-beta double piston stirling engine , alpha stirling engine , beta double piston stirling engine , electricity from stirling engine
Procedia PDF Downloads 5343894 Analytical Solving of Nonlinear Differential Equations in the Nonlinear Phenomena for Viscos Fluids
Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin
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In the paper, our purpose is to enhance the ability to solve a nonlinear differential equation which is about the motion of an incompressible fluid flow going down of an inclined plane without thermal effect with a simple and innovative approach which we have named it new method. Comparisons are made amongst the Numerical, new method, and HPM methods, and the results reveal that this method is very effective and simple and can be applied to other nonlinear problems. It is noteworthy that there are some valuable advantages in this way of solving differential equations, and also most of the sets of differential equations can be answered in this manner which in the other methods they do not have acceptable solutions up to now. A summary of the excellence of this method in comparison to the other manners is as follows: 1) Differential equations are directly solvable by this method. 2) Without any dimensionless procedure, we can solve equation(s). 3) It is not necessary to convert variables into new ones. According to the afore-mentioned assertions which will be proved in this case study, the process of solving nonlinear equation(s) will be very easy and convenient in comparison to the other methods.Keywords: viscos fluid, incompressible fluid flow, inclined plane, nonlinear phenomena
Procedia PDF Downloads 2843893 Characterizing the Diffused Double Layer Properties of Clay Minerals
Authors: N. Saranya
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The difference in characteristic behavior of clay minerals for different electrolyte solution is dictated by the corresponding variation occurring at its diffused double layer thickness (DDL). The diffused double layer of clay mineral has two distinct regions; the inner region is termed as ‘Stern layer’ where ions are strongly attached to the clay surface. In the outer region, the ions are not strongly bonded with the clay surface, and this region is termed as ‘diffuse layer’. Within the diffuse layer, there is a plane that forms a boundary between the moving ions and the ions attached to the clay surface, which is termed as slipping or shear plane, and the potential of this plane is defined as zeta potential (ζ). Therefore, the variation in diffused double layer properties of clay mineral for different electrolyte solutions can be modeled if the corresponding variation in surface charge, surface potential, and zeta potential are computed. In view of this, the present study has attempted to characterize the diffused double layer properties of three different clay minerals interacting with different pore fluids by measuring the corresponding variation in surface charge, surface potential, and zeta potential. Further, the obtained variation in the diffused double layer property is compared with the Gouy-Chapman model, which is the widely accepted theoretical model to characterize the diffused double layer properties of clay minerals.Keywords: DDL, surface charge, surface potential, zeta potential
Procedia PDF Downloads 1673892 Existence Theory for First Order Functional Random Differential Equations
Authors: Rajkumar N. Ingle
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In this paper, the existence of a solution of nonlinear functional random differential equations of the first order is proved under caratheodory condition. The study of the functional random differential equation has got importance in the random analysis of the dynamical systems of universal phenomena. Objectives: Nonlinear functional random differential equation is useful to the scientists, engineers, and mathematicians, who are engaged in N.F.R.D.E. analyzing a universal random phenomenon, govern by nonlinear random initial value problems of D.E. Applications of this in the theory of diffusion or heat conduction. Methodology: Using the concepts of probability theory, functional analysis, generally the existence theorems for the nonlinear F.R.D.E. are prove by using some tools such as fixed point theorem. The significance of the study: Our contribution will be the generalization of some well-known results in the theory of Nonlinear F.R.D.E.s. Further, it seems that our study will be useful to scientist, engineers, economists and mathematicians in their endeavors to analyses the nonlinear random problems of the universe in a better way.Keywords: Random Fixed Point Theorem, functional random differential equation, N.F.R.D.E., universal random phenomenon
Procedia PDF Downloads 5033891 RBF Neural Network Based Adaptive Robust Control for Bounded Position/Force Control of Bilateral Teleoperation Arms
Authors: Henni Mansour Abdelwaheb
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This study discusses the design of a bounded position/force feedback controller developed to ensure position and force tracking for bilateral teleoperation arms operating with variable delay, and actuator saturation. Also, an adaptive robust Radial Basis Function (RBF) neural network is used to estimate the environment torque. The parameters of the environment torque are then sent from the slave site to the master site as a non-power signal to avoid passivity problems. Moreover, a nonlinear function is applied to each controller term as a smooth saturation function, providing a bounded control signal and preserving the system’s actuators. Lastly, the Lyapunov approach demonstrates the global stability of the controlled system, and numerical experiment results further confirm the validity of the presented strategy.Keywords: teleoperation manipulators system, time-varying delay, actuator saturation, adaptive robust rbf neural network approximation, uncertainties
Procedia PDF Downloads 773890 An Algorithm Based on the Nonlinear Filter Generator for Speech Encryption
Authors: A. Belmeguenai, K. Mansouri, R. Djemili
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This work present a new algorithm based on the nonlinear filter generator for speech encryption and decryption. The proposed algorithm consists on the use a linear feedback shift register (LFSR) whose polynomial is primitive and nonlinear Boolean function. The purpose of this system is to construct Keystream with good statistical properties, but also easily computable on a machine with limited capacity calculated. This proposed speech encryption scheme is very simple, highly efficient, and fast to implement the speech encryption and decryption. We conclude the paper by showing that this system can resist certain known attacks.Keywords: nonlinear filter generator, stream ciphers, speech encryption, security analysis
Procedia PDF Downloads 2973889 Forecasting for Financial Stock Returns Using a Quantile Function Model
Authors: Yuzhi Cai
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In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.Keywords: DJIA, financial returns, predictive distribution, quantile function model
Procedia PDF Downloads 3673888 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model
Authors: Nicolò Vaiana, Giorgio Serino
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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.Keywords: base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis
Procedia PDF Downloads 3853887 Predictor Factors in Predictive Model of Soccer Talent Identification among Male Players Aged 14 to 17 Years
Authors: Muhamad Hafiz Ismail, Ahmad H., Nelfianty M. R.
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The longitudinal study is conducted to identify predictive factors of soccer talent among male players aged 14 to 17 years. Convenience sampling involving elite respondents (n=20) and sub-elite respondents (n=20) male soccer players. Descriptive statistics were reported as frequencies and percentages. The inferential statistical analysis is used to report the status of reliability, independent samples t-test, paired samples t-test, and multiple regression analysis. Generally, there are differences in mean of height, muscular strength, muscular endurance, cardiovascular endurance, task orientation, cognitive anxiety, self-confidence, juggling skills, short pass skills, long pass skills, dribbling skills, and shooting skills for 20 elite players and sub-elite players. Accordingly, there was a significant difference between pre and post-test for thirteen variables of height, weight, fat percentage, muscle strength, muscle endurance, cardiovascular endurance, flexibility, BMI, task orientation, juggling skills, short pass skills, a long pass skills, and dribbling skills. Based on the first predictive factors (physical), second predictive factors (fitness), third predictive factors (psychological), and fourth predictive factors (skills in playing football) pledged to the soccer talent; four multiple regression models were produced. The first predictive factor (physical) contributed 53.5 percent, supported by height and percentage of fat in soccer talents. The second predictive factor (fitness) contributed 63.2 percent and the third predictive factors (psychology) contributed 66.4 percent of soccer talent. The fourth predictive factors (skills) contributed 59.0 percent of soccer talent. The four multiple regression models could be used as a guide for talent scouting for soccer players of the future.Keywords: soccer talent identification, fitness and physical test, soccer skills test, psychological test
Procedia PDF Downloads 1573886 Feature Analysis of Predictive Maintenance Models
Authors: Zhaoan Wang
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Research in predictive maintenance modeling has improved in the recent years to predict failures and needed maintenance with high accuracy, saving cost and improving manufacturing efficiency. However, classic prediction models provide little valuable insight towards the most important features contributing to the failure. By analyzing and quantifying feature importance in predictive maintenance models, cost saving can be optimized based on business goals. First, multiple classifiers are evaluated with cross-validation to predict the multi-class of failures. Second, predictive performance with features provided by different feature selection algorithms are further analyzed. Third, features selected by different algorithms are ranked and combined based on their predictive power. Finally, linear explainer SHAP (SHapley Additive exPlanations) is applied to interpret classifier behavior and provide further insight towards the specific roles of features in both local predictions and global model behavior. The results of the experiments suggest that certain features play dominant roles in predictive models while others have significantly less impact on the overall performance. Moreover, for multi-class prediction of machine failures, the most important features vary with type of machine failures. The results may lead to improved productivity and cost saving by prioritizing sensor deployment, data collection, and data processing of more important features over less importance features.Keywords: automated supply chain, intelligent manufacturing, predictive maintenance machine learning, feature engineering, model interpretation
Procedia PDF Downloads 1333885 Development and Characterization of Double Liposomes Based Dual Drug Delivery System for H. Pylori Targeting
Authors: Ashish Kumar Jain, Deepak Mishra
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The objective of the present investigation was to prepare and evaluate a vesicular dual drug delivery system for effective management of mucosal ulcer. Inner encapsulating and Double liposomes were prepared by glass bead and reverse phase evaporation method respectively. The formulation consisted of inner liposomes bearing Ranitidine Bismuth Citrate (RBC) and outer liposomes encapsulating Amoxicillin trihydrate (AMOX). The optimized inner liposomes and double liposomes were extensively characterized for vesicle size, morphology, zeta potential, vesicles count, entrapment efficiency and in vitro drug release. In vitro, the double liposomes demonstrated a sustained release of AMOX and RBC viz 91.4±1.8% and 77.2±2.1% respectively at the end of 72 hr. Furthermore binding specificity and targeting propensity toward H. pylori (SKP-56) was confirmed by agglutination and in situ adherence assay. Reduction of the absolute alcohol induced ulcerogenic index from 3.01 ± 0.25 to 0.31 ± 0.09 and 100% H. pylori clearance rate was observed. These results suggested that double liposomes are potential vector for the development of dual drug delivery for effective treatment of H. pylori-associated peptic ulcer.Keywords: double liposomes, H. pylori targeting, PE liposomes, glass-beads method, peptic ulcers
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