Search results for: conjugate gradient
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 844

Search results for: conjugate gradient

604 Ensemble Methods in Machine Learning: An Algorithmic Approach to Derive Distinctive Behaviors of Criminal Activity Applied to the Poaching Domain

Authors: Zachary Blanks, Solomon Sonya

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Poaching presents a serious threat to endangered animal species, environment conservations, and human life. Additionally, some poaching activity has even been linked to supplying funds to support terrorist networks elsewhere around the world. Consequently, agencies dedicated to protecting wildlife habitats have a near intractable task of adequately patrolling an entire area (spanning several thousand kilometers) given limited resources, funds, and personnel at their disposal. Thus, agencies need predictive tools that are both high-performing and easily implementable by the user to help in learning how the significant features (e.g. animal population densities, topography, behavior patterns of the criminals within the area, etc) interact with each other in hopes of abating poaching. This research develops a classification model using machine learning algorithms to aid in forecasting future attacks that is both easy to train and performs well when compared to other models. In this research, we demonstrate how data imputation methods (specifically predictive mean matching, gradient boosting, and random forest multiple imputation) can be applied to analyze data and create significant predictions across a varied data set. Specifically, we apply these methods to improve the accuracy of adopted prediction models (Logistic Regression, Support Vector Machine, etc). Finally, we assess the performance of the model and the accuracy of our data imputation methods by learning on a real-world data set constituting four years of imputed data and testing on one year of non-imputed data. This paper provides three main contributions. First, we extend work done by the Teamcore and CREATE (Center for Risk and Economic Analysis of Terrorism Events) research group at the University of Southern California (USC) working in conjunction with the Department of Homeland Security to apply game theory and machine learning algorithms to develop more efficient ways of reducing poaching. This research introduces ensemble methods (Random Forests and Stochastic Gradient Boosting) and applies it to real-world poaching data gathered from the Ugandan rain forest park rangers. Next, we consider the effect of data imputation on both the performance of various algorithms and the general accuracy of the method itself when applied to a dependent variable where a large number of observations are missing. Third, we provide an alternate approach to predict the probability of observing poaching both by season and by month. The results from this research are very promising. We conclude that by using Stochastic Gradient Boosting to predict observations for non-commercial poaching by season, we are able to produce statistically equivalent results while being orders of magnitude faster in computation time and complexity. Additionally, when predicting potential poaching incidents by individual month vice entire seasons, boosting techniques produce a mean area under the curve increase of approximately 3% relative to previous prediction schedules by entire seasons.

Keywords: ensemble methods, imputation, machine learning, random forests, statistical analysis, stochastic gradient boosting, wildlife protection

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603 Stochastic Matrices and Lp Norms for Ill-Conditioned Linear Systems

Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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602 Critical Conditions for the Initiation of Dynamic Recrystallization Prediction: Analytical and Finite Element Modeling

Authors: Pierre Tize Mha, Mohammad Jahazi, Amèvi Togne, Olivier Pantalé

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Large-size forged blocks made of medium carbon high-strength steels are extensively used in the automotive industry as dies for the production of bumpers and dashboards through the plastic injection process. The manufacturing process of the large blocks starts with ingot casting, followed by open die forging and a quench and temper heat treatment process to achieve the desired mechanical properties and numerical simulation is widely used nowadays to predict these properties before the experiment. But the temperature gradient inside the specimen remains challenging in the sense that the temperature before loading inside the material is not the same, but during the simulation, constant temperature is used to simulate the experiment because it is assumed that temperature is homogenized after some holding time. Therefore to be close to the experiment, real distribution of the temperature through the specimen is needed before the mechanical loading. Thus, We present here a robust algorithm that allows the calculation of the temperature gradient within the specimen, thus representing a real temperature distribution within the specimen before deformation. Indeed, most numerical simulations consider a uniform temperature gradient which is not really the case because the surface and core temperatures of the specimen are not identical. Another feature that influences the mechanical properties of the specimen is recrystallization which strongly depends on the deformation conditions and the type of deformation like Upsetting, Cogging...etc. Indeed, Upsetting and Cogging are the stages where the greatest deformations are observed, and a lot of microstructural phenomena can be observed, like recrystallization, which requires in-depth characterization. Complete dynamic recrystallization plays an important role in the final grain size during the process and therefore helps to increase the mechanical properties of the final product. Thus, the identification of the conditions for the initiation of dynamic recrystallization is still relevant. Also, the temperature distribution within the sample and strain rate influence the recrystallization initiation. So the development of a technique allowing to predict the initiation of this recrystallization remains challenging. In this perspective, we propose here, in addition to the algorithm allowing to get the temperature distribution before the loading stage, an analytical model leading to determine the initiation of this recrystallization. These two techniques are implemented into the Abaqus finite element software via the UAMP and VUHARD subroutines for comparison with a simulation where an isothermal temperature is imposed. The Artificial Neural Network (ANN) model to describe the plastic behavior of the material is also implemented via the VUHARD subroutine. From the simulation, the temperature distribution inside the material and recrystallization initiation is properly predicted and compared to the literature models.

Keywords: dynamic recrystallization, finite element modeling, artificial neural network, numerical implementation

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601 Model Evaluation of Thermal Effects Created by Cell Membrane Electroporation

Authors: Jiahui Song

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The use of very high electric fields (~ 100kV/cm or higher) with pulse durations in the nanosecond range has been a recent development. The electric pulses have been used as tools to generate electroporation which has many biomedical applications. Most of the studies of electroporation have ignored possible thermal effects because of the small duration of the applied voltage pulses. However, it has been predicted membrane temperature gradients ranging from 0.2×109 to 109 K/m. This research focuses on thermal gradients that drives for electroporative enhancements, even though the actual temperature values might not have changed appreciably from their equilibrium levels. The dynamics of pore formation with the application of an externally applied electric field is studied on the basis of molecular dynamics (MD) simulations using the GROMACS package. Different temperatures are assigned to various regions to simulate the appropriate temperature gradients. The GROMACS provides the force fields for the lipid membranes, which is taken to comprise of dipalmitoyl-phosphatidyl-choline (DPPC) molecules. The water model mimicks the aqueous environment surrounding the membrane. Velocities of water and membrane molecules are generated randomly at each simulation run according to a Maxwellian distribution. For statistical significance, a total of eight MD simulations are carried out with different starting molecular velocities for each simulation. MD simulation shows no pore is formed in a 10-ns snapshot for a DPPC membrane set at a uniform temperature of 295 K after a 0.4 V/nm electric field is applied. A nano-sized pore is clearly seen in a 10-ns snapshot on the same geometry but with the top and bottom membrane surfaces kept at temperatures of 300 and 295 K, respectively. For the same applied electric field, the formation of nanopores is clearly demonstrated, but only in the presence of a temperature gradient. MD simulation results show enhanced electroporative effects arising from thermal gradients. The study suggests the temperature gradient is a secondary driver, with the electric field being the primary cause for electroporation.

Keywords: nanosecond, electroporation, thermal effects, molecular dynamics

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600 Assessing the Geothermal Parameters by Integrating Geophysical and Geospatial Techniques at Siwa Oasis, Western Desert, Egypt

Authors: Eman Ghoneim, Amr S. Fahil

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Many regions in Egypt are facing a reduction in crop productivity due to environmental degradation. One factor of crop deterioration includes the unsustainable drainage of surface water, leading to salinized soil conditions. Egypt has exerted time and effort to identify solutions to mitigate the surface water drawdown problem and its resulting effects by exploring renewable and sustainable sources of energy. Siwa Oasis represents one of the most favorable regions in Egypt for geothermal exploitation since it hosts an evident cluster of superficial thermal springs. Some of these hot springs are characterized by high surface temperatures and bottom hole temperatures (BHT) ranging between 20°C to 40 °C and 21 °C to 121.7°C, respectively. The depth to the Precambrian basement rock is commonly greater than 440 m, ranging from 440 m to 4724.4 m. It is this feature that makes the locality of Siwa Oasis sufficient for industrial processes and geothermal power production. In this study, BHT data from 27 deep oil wells were processed by applying the widely used Horner and Gulf of Mexico correction methods to obtain formation temperatures. BHT, commonly used in geothermal studies, remains the most abundant and readily available data source for subsurface temperature information. Outcomes of the present work indicated a geothermal gradient ranging from 18 to 42 °C/km, a heat flow ranging from 24.7 to 111.3 m.W.k⁻¹, and a thermal conductivity of 1.3–2.65 W.m⁻¹.k⁻¹. Remote sensing thermal infrared, topographic, geologic, and geothermal data were utilized to provide geothermal potential maps for the Siwa Oasis. Important physiographic variables (including surface elevation, lineament density, drainage density), geological and geophysical parameters (including land surface temperature, depth to basement, bottom hole temperature, magnetic, geothermal gradient, heat flow, thermal conductivity, and main rock units) were incorporated into GIS to produce a geothermal potential map (GTP) for the Siwa Oasis region. The model revealed that both the northeastern and southeastern sections of the study region are of high geothermal potential. The present work showed that combining bottom-hole temperature measurements and remote sensing data with the selected geospatial methodologies is a useful tool for geothermal prospecting in geologically and tectonically comparable settings in Egypt and East Africa. This work has implications for identifying sustainable resources needed to support food production and renewable energy resources.

Keywords: BHT, geothermal potential map, geothermal gradient, heat flow, thermal conductivity, satellite imagery, GIS

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599 Acoustic Energy Harvesting Using Polyvinylidene Fluoride (PVDF) and PVDF-ZnO Piezoelectric Polymer

Authors: S. M. Giripunje, Mohit Kumar

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Acoustic energy that exists in our everyday life and environment have been overlooked as a green energy that can be extracted, generated, and consumed without any significant negative impact to the environment. The harvested energy can be used to enable new technology like wireless sensor networks. Technological developments in the realization of truly autonomous MEMS devices and energy storage systems have made acoustic energy harvesting (AEH) an increasingly viable technology. AEH is the process of converting high and continuous acoustic waves from the environment into electrical energy by using an acoustic transducer or resonator. AEH is not popular as other types of energy harvesting methods since sound waves have lower energy density and such energy can only be harvested in very noisy environment. However, the energy requirements for certain applications are also correspondingly low and also there is a necessity to observe the noise to reduce noise pollution. So the ability to reclaim acoustic energy and store it in a usable electrical form enables a novel means of supplying power to relatively low power devices. A quarter-wavelength straight-tube acoustic resonator as an acoustic energy harvester is introduced with polyvinylidene fluoride (PVDF) and PVDF doped with ZnO nanoparticles, piezoelectric cantilever beams placed inside the resonator. When the resonator is excited by an incident acoustic wave at its first acoustic eigen frequency, an amplified acoustic resonant standing wave is developed inside the resonator. The acoustic pressure gradient of the amplified standing wave then drives the vibration motion of the PVDF piezoelectric beams, generating electricity due to the direct piezoelectric effect. In order to maximize the amount of the harvested energy, each PVDF and PVDF-ZnO piezoelectric beam has been designed to have the same structural eigen frequency as the acoustic eigen frequency of the resonator. With a single PVDF beam placed inside the resonator, the harvested voltage and power become the maximum near the resonator tube open inlet where the largest acoustic pressure gradient vibrates the PVDF beam. As the beam is moved to the resonator tube closed end, the voltage and power gradually decrease due to the decreased acoustic pressure gradient. Multiple piezoelectric beams PVDF and PVDF-ZnO have been placed inside the resonator with two different configurations: the aligned and zigzag configurations. With the zigzag configuration which has the more open path for acoustic air particle motions, the significant increases in the harvested voltage and power have been observed. Due to the interruption of acoustic air particle motion caused by the beams, it is found that placing PVDF beams near the closed tube end is not beneficial. The total output voltage of the piezoelectric beams increases linearly as the incident sound pressure increases. This study therefore reveals that the proposed technique used to harvest sound wave energy has great potential of converting free energy into useful energy.

Keywords: acoustic energy, acoustic resonator, energy harvester, eigenfrequency, polyvinylidene fluoride (PVDF)

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598 Investigation the Effect of Velocity Inlet and Carrying Fluid on the Flow inside Coronary Artery

Authors: Mohammadreza Nezamirad, Nasim Sabetpour, Azadeh Yazdi, Amirmasoud Hamedi

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In this study OpenFOAM 4.4.2 was used to investigate flow inside the coronary artery of the heart. This step is the first step of our future project, which is to include conjugate heat transfer of the heart with three main coronary arteries. Three different velocities were used as inlet boundary conditions to see the effect of velocity increase on velocity, pressure, and wall shear of the coronary artery. Also, three different fluids, namely the University of Wisconsin solution, gelatin, and blood was used to investigate the effect of different fluids on flow inside the coronary artery. A code based on Reynolds Stress Navier Stokes (RANS) equations was written and implemented with the real boundary condition that was calculated based on MRI images. In order to improve the accuracy of the current numerical scheme, hex dominant mesh is utilized. When the inlet velocity increases to 0.5 m/s, velocity, wall shear stress, and pressure increase at the narrower parts.

Keywords: CFD, simulation, OpenFOAM, heart

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597 A Generalized Sparse Bayesian Learning Algorithm for Near-Field Synthetic Aperture Radar Imaging: By Exploiting Impropriety and Noncircularity

Authors: Pan Long, Bi Dongjie, Li Xifeng, Xie Yongle

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The near-field synthetic aperture radar (SAR) imaging is an advanced nondestructive testing and evaluation (NDT&E) technique. This paper investigates the complex-valued signal processing related to the near-field SAR imaging system, where the measurement data turns out to be noncircular and improper, meaning that the complex-valued data is correlated to its complex conjugate. Furthermore, we discover that the degree of impropriety of the measurement data and that of the target image can be highly correlated in near-field SAR imaging. Based on these observations, A modified generalized sparse Bayesian learning algorithm is proposed, taking impropriety and noncircularity into account. Numerical results show that the proposed algorithm provides performance gain, with the help of noncircular assumption on the signals.

Keywords: complex-valued signal processing, synthetic aperture radar, 2-D radar imaging, compressive sensing, sparse Bayesian learning

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596 Absorbed Dose Estimation of 177Lu-DOTATOC in Adenocarcinoma Breast Cancer Bearing Mice

Authors: S. Zolghadri, M. Mousavi-Daramoroudi, H. Yousefnia, F. Abbasi-Davani

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In this study, the absorbed dose of human organs after injection of 177Lu-DOTATOC was studied based on the biodistribution of the complex in adenocarcinoma breast cancer bearing mice. For this purpose, the biodistribution of the radiolabelled complex was studied and compartmental modeling was applied to calculate the absorbed dose with high precision. As expected, 177Lu-DOTATOC illustrated a notable specific uptake in tumor and pancreas, organs with high level of somatostatin receptor on their surface and the effectiveness of the radio-conjugate for targeting of the breast adenocarcinoma tumors was indicated. The elicited results of modeling were the exponential equations, and those are utilized for obtaining the cumulated activity data by taking their integral. The results also exemplified that non-target absorbed-doses such as the liver, spleen and pancreas were approximately 0.008, 0.004, and 0.039, respectively. While these values were so much lower than target (tumor) absorbed-dose, it seems due to this low toxicity, this complex is a good agent for therapy.

Keywords: ¹⁷⁷Lu, breast cancer, compartmental modeling, dosimetry

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595 Alcohol Septal Ablation in a 19-Year-Old with Hypertrophic Obstructive Cardiomyopathy Patient: A Case Report

Authors: Christine Ysabelle G. Roman, Pauline Torres

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Background: Hypertrophic cardiomyopathy is a disease of marked heterogeneity. It is a genetically determined heart disease characterized by significant myocardium hypertrophy that results in diastolic dysfunction, left ventricular outflow tract obstruction, and an increased risk of arrhythmias. The primary treatment in patients with such conditions is negative inotropic drugs, such as beta-blockers, calcium channel antagonists, and disopyramide. However, for those who remain symptomatic and need septal reduction therapy, surgical septal myectomy or alcohol septal ablation are options. Case Summary: A 19 – year old female presented in the authors’ institution with easy fatigability. The consult was done a year prior, and 2D echocardiography was requested which showed concentric left ventricular hypertrophy, asymmetrically hypertrophied interventricular septum (IVS) with the largest diameter of 3.3cm & subaortic dynamic obstruction with a maximum gradient of 47 mmHg. A repeat echo a year later showed asymmetric septal hypertrophy (IVS measuring at 3cm) with the systolic anterior motion of anterior mitral valve leaflet and left ventricular outflow tract obstruction (peak gradient of 50mmHg). The patient then underwent alcohol septal ablation and was discharged stable after four days of admission. Conclusion: Hypertrophic obstructive cardiomyopathy, a cardiovascular genetic disease, results in various patterns of left ventricular hypertrophy and abnormality of mitral valve apparatus. The patient is managed medically initially. However, despite optimal drug therapy and significant left ventricular outflow tract obstruction, significant heart failure symptoms or syncope require invasive treatment.

Keywords: hypertrophic obstructive cardiomyopathy, left ventricular outflow tract obstruction, alcohol septal ablation, alcohol

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594 Gradient Length Anomaly Analysis for Landslide Vulnerability Analysis of Upper Alaknanda River Basin, Uttarakhand Himalayas, India

Authors: Hasmithaa Neha, Atul Kumar Patidar, Girish Ch Kothyari

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The northward convergence of the Indian plate has a dominating influence over the structural and geomorphic development of the Himalayan region. The highly deformed and complex stratigraphy in the area arises from a confluence of exogenic and endogenetic geological processes. This region frequently experiences natural hazards such as debris flows, flash floods, avalanches, landslides, and earthquakes due to its harsh and steep topography and fragile rock formations. Therefore, remote sensing technique-based examination and real-time monitoring of tectonically sensitive regions may provide crucial early warnings and invaluable data for effective hazard mitigation strategies. In order to identify unusual changes in the river gradients, the current study demonstrates a spatial quantitative geomorphic analysis of the upper Alaknanda River basin, Uttarakhand Himalaya, India, using gradient length anomaly analysis (GLAA). This basin is highly vulnerable to ground creeping and landslides due to the presence of active faults/thrusts, toe-cutting of slopes for road widening, development of heavy engineering projects on the highly sheared bedrock, and periodic earthquakes. The intersecting joint sets developed in the bedrocks have formed wedges that have facilitated the recurrence of several landslides. The main objective of current research is to identify abnormal gradient lengths, indicating potential landslide-prone zones. High-resolution digital elevation data and geospatial techniques are used to perform this analysis. The results of GLAA are corroborated with the historical landslide events and ultimately used for the generation of landslide susceptibility maps of the current study area. The preliminary results indicate that approximately 3.97% of the basin is stable, while about 8.54% is classified as moderately stable and suitable for human habitation. However, roughly 19.89% fall within the zone of moderate vulnerability, 38.06% are classified as vulnerable, and 29% fall within the highly vulnerable zones, posing risks for geohazards, including landslides, glacial avalanches, and earthquakes. This research provides valuable insights into the spatial distribution of landslide-prone areas. It offers a basis for implementing proactive measures for landslide risk reduction, including land-use planning, early warning systems, and infrastructure development techniques.

Keywords: landslide vulnerability, geohazard, GLA, upper Alaknanda Basin, Uttarakhand Himalaya

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593 The Optical Properties of CdS and Conjugated Cadmium Sulphide-Cowpea Chlorotic Mottle Virus

Authors: Afiqah Shafify Amran, Siti Aisyah Shamsudin, Nurul Yuziana Mohd Yusof

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Cadmium Sulphide (CdS) from group II-IV quantum dots with good optical properties was successfully synthesized by using the simple colloidal method. Capping them with ligand Polyethylinamine (PEI) alters the surface defect of CdS while, thioglycolic acid (TGA) was added to the reaction as a stabilizer. Due to their cytotoxicity, we decided to conjugate them with the protein cage nanoparticles. In this research, we used capsid of Cowpea Chlorotic Mottle Virus (CCMV) to package the CdS because they have the potential to serve in drug delivery, cell targeting and imaging. Adding Sodium Hydroxide (NaOH) changes the pH of the systems hence the isoelectric charge is adjusted. We have characterized and studied the morphology and the optical properties of CdS and CdS-CCMV by transmitted electron microscopic (TEM), UV-Vis spectroscopy, photoluminescence spectroscopy, UV lamp and Fourier transform infrared spectroscopy (FTIR), respectively. The results obtained suggest that the protein cage nanoparticles do not affect the optical properties of CdS.

Keywords: cadmium sulphide, cowpea chlorotic mottle virus, protein cage nanoparticles, quantum dots

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592 Characteristics of the Wake behind a Heated Cylinder in Relatively High Reynolds Number

Authors: Morteza Khashehchi, Kamel Hooman

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Thermal effects on the dynamics and stability of the flow past a circular cylinder operating in the mixed convection regime is studied experimentally for Reynolds number (ReD) between 1000 and 4000, and different cylinder wall temperatures (Tw) between 25 and 75°C by means of Particle Image Velocimetry (PIV). The experiments were conducted in a horizontal wind tunnel with the heated cylinder placed horizontally. With such assumptions, the direction of the thermally induced buoyancy force acting on the fluid surrounding the heated cylinder would be perpendicular to the flow direction. In each experiment, to acquire 3000 PIV image pairs, the temperature and Reynolds number of the approach flow were held constant. By adjusting different temperatures in different Reynolds numbers, the corresponding Richardson number (RiD = Gr/Re^2) was varied between 0:0 (unheated) and 10, resulting in a change in the heat transfer process from forced convection to mixed convection. With increasing temperature of the wall cylinder, significant modifications of the wake flow pattern and wake vortex shedding process were clearly revealed. For cylinder at low wall temperature, the size of the wake and the vortex shedding process are found to be quite similar to those of an unheated cylinder. With high wall temperature, however, the high temperature gradient in the wake shear layer creates a type of vorticity with opposite sign to that of the shear layer vorticity. This temperature gradient vorticity weakens the strength of the shear layer vorticity, causing delay in reaching the recreation point. In addition to the wake characteristics, the shedding frequency for the heated cylinder is determined for all aforementioned cases. It is found that, as the cylinder wall is heated, the organization of the vortex shedding is altered and the relative position of the first detached vortices with respect to the second one is changed. This movement of the first detached vortex toward the second one increases the frequency of the shedding process. It is also found that the wake closure length decreases with increasing the Richardson number.

Keywords: heated cylinder, PIV, wake, Reynolds number

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591 Decomposition of Solidification Carbides during Cyclic Thermal Treatments in a Co-Based Alloy Deposit Applied to Stainless Steel

Authors: Sellidj Abdelaziz, Lebaili Soltane

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A cobalt-based alloy type Co-Cr-Ni-WC was deposited by plasma transferred arc projection (PTA) on a stainless steel valve. The alloy is characterized at the equilibrium by a solid solution Co (γ) mainly dendritic, and eutectic carbides M₇C₃ and ηM₆C. At the deposit/substrate interface, this microstructure is modified by the fast cooling mode of the alloy when applied in the liquid state on the relatively cold steel substrate. The structure formed in this case is heterogeneous and metastable phases can occur and evolve over temperature service. Coating properties and reliability are directly related to microstructures formed during deposition. We were interested more particularly in this microstructure formed during the solidification of the deposit in the region of the interface joining the soldered couple and its evolution during cyclic heat treatments at temperatures similar to those of the thermal environment of the valve. The characterization was carried out by SEM-EDS microprobe CAMECA, XRD, and micro hardness profiles. The deposit obtained has a linear and regular appearance that is free of cracks and with little porosity. The morphology of the microstructure represents solidification stages that are relatively fast with a temperature gradient high at the beginning of the interface by forming a plane front solid solution Co (γ). It gradually changes with the decreasing temperature gradient by getting farther from the junction towards the outer limit of the deposit. The matrix takes the forms: cellular, mixed (cells and dendrites) and dendritic. Dendritic growth is done according to primary ramifications in the direction of the heat removal which takes place in the direction perpendicular to the interface, towards the external surface of the deposit, following secondary and tertiary undeveloped arms. The eutectic carbides M₇C₃ and ηM₆C formed are very thin and are located in the intercellular and interdendritic spaces of the solid solution Co (γ).

Keywords: Co-Ni-Cr-W-C alloy, solid deposit, microstructure, carbides, cyclic heat treatment

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590 A Hybrid-Evolutionary Optimizer for Modeling the Process of Obtaining Bricks

Authors: Marius Gavrilescu, Sabina-Adriana Floria, Florin Leon, Silvia Curteanu, Costel Anton

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Natural sciences provide a wide range of experimental data whose related problems require study and modeling beyond the capabilities of conventional methodologies. Such problems have solution spaces whose complexity and high dimensionality require correspondingly complex regression methods for proper characterization. In this context, we propose an optimization method which consists in a hybrid dual optimizer setup: a global optimizer based on a modified variant of the popular Imperialist Competitive Algorithm (ICA), and a local optimizer based on a gradient descent approach. The ICA is modified such that intermediate solution populations are more quickly and efficiently pruned of low-fitness individuals by appropriately altering the assimilation, revolution and competition phases, which, combined with an initialization strategy based on low-discrepancy sampling, allows for a more effective exploration of the corresponding solution space. Subsequently, gradient-based optimization is used locally to seek the optimal solution in the neighborhoods of the solutions found through the modified ICA. We use this combined approach to find the optimal configuration and weights of a fully-connected neural network, resulting in regression models used to characterize the process of obtained bricks using silicon-based materials. Installations in the raw ceramics industry, i.e., bricks, are characterized by significant energy consumption and large quantities of emissions. Thus, the purpose of our approach is to determine by simulation the working conditions, including the manufacturing mix recipe with the addition of different materials, to minimize the emissions represented by CO and CH4. Our approach determines regression models which perform significantly better than those found using the traditional ICA for the aforementioned problem, resulting in better convergence and a substantially lower error.

Keywords: optimization, biologically inspired algorithm, regression models, bricks, emissions

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589 Remote Radiation Mapping Based on UAV Formation

Authors: Martin Arguelles Perez, Woosoon Yim, Alexander Barzilov

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High-fidelity radiation monitoring is an essential component in the enhancement of the situational awareness capabilities of the Department of Energy’s Office of Environmental Management (DOE-EM) personnel. In this paper, multiple units of unmanned aerial vehicles (UAVs) each equipped with a cadmium zinc telluride (CZT) gamma-ray sensor are used for radiation source localization, which can provide vital real-time data for the EM tasks. To achieve this goal, a fully autonomous system of multicopter-based UAV swarm in 3D tetrahedron formation is used for surveying the area of interest and performing radiation source localization. The CZT sensor used in this study is suitable for small-size multicopter UAVs due to its small size and ease of interfacing with the UAV’s onboard electronics for high-resolution gamma spectroscopy enabling the characterization of radiation hazards. The multicopter platform with a fully autonomous flight feature is suitable for low-altitude applications such as radiation contamination sites. The conventional approach uses a single UAV mapping in a predefined waypoint path to predict the relative location and strength of the source, which can be time-consuming for radiation localization tasks. The proposed UAV swarm-based approach can significantly improve its ability to search for and track radiation sources. In this paper, two approaches are developed using (a) 2D planar circular (3 UAVs) and (b) 3D tetrahedron formation (4 UAVs). In both approaches, accurate estimation of the gradient vector is crucial for heading angle calculation. Each UAV carries the CZT sensor; the real-time radiation data are used for the calculation of a bulk heading vector for the swarm to achieve a UAV swarm’s source-seeking behavior. Also, a spinning formation is studied for both cases to improve gradient estimation near a radiation source. In the 3D tetrahedron formation, a UAV located closest to the source is designated as a lead unit to maintain the tetrahedron formation in space. Such a formation demonstrated a collective and coordinated movement for estimating a gradient vector for the radiation source and determining an optimal heading direction of the swarm. The proposed radiation localization technique is studied by computer simulation and validated experimentally in the indoor flight testbed using gamma sources. The technology presented in this paper provides the capability to readily add/replace radiation sensors to the UAV platforms in the field conditions enabling extensive condition measurement and greatly improving situational awareness and event management. Furthermore, the proposed radiation localization approach allows long-term measurements to be efficiently performed at wide areas of interest to prevent disasters and reduce dose risks to people and infrastructure.

Keywords: radiation, unmanned aerial system(UAV), source localization, UAV swarm, tetrahedron formation

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588 Complex Cooling Approach in Microchannel Heat Exchangers Using Solid and Hollow Fins

Authors: Nahum Yustus Godi

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A three-dimensional numerical optimisation of combined microchannels with constructal solid, half hollow, and hollow circular fins is documented in this paper. The technique seeks to minimize peak temperature in the entire volume of the microchannel heat sink. The volume and axial length were all fixed, while the width of the microchannel could morph. High-density heat flux was applied at the bottom wall of the microchannel. The coolant employed to remove the heat deposited at the bottom surface of the microchannel was a single-phase fluid (water) in a forced convection laminar condition, and heat transfer was a conjugate problem. The unit cell symmetrical computation domain was discretised, and governing equations were solved using computational fluid dynamic (CFD) code. The results reveal that the combined microchannel with hollow circular fins and solid fins performed better at different Reynolds numbers. The numerical study was validated for the single microchannel without fins and found to be in good agreement with previous studies.

Keywords: constructal fins, complex heat exchangers, cooling technique, numerical optimisation

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587 Experimental Study on Friction Factor of Oscillating Flow Through a Regenerator

Authors: Mohamed Saïd Kahaleras, François Lanzetta, Mohamed Khan, Guillaume Layes, Philippe Nika

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This paper presents an experimental work to characterize the dynamic operation of a metal regenerator crossed by dry compressible air alternating flow. Unsteady dynamic measurements concern the pressure, velocity and temperature of the gas at the ends and inside the channels of the regenerator. The regenerators are tested under isothermal conditions and thermal axial temperature gradient.

Keywords: friction factor, oscillating flow, regenerator, stirling machine

Procedia PDF Downloads 487
586 Ensemble Sampler For Infinite-Dimensional Inverse Problems

Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

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585 Effect of Radiation on MHD Mixed Convection Stagnation Point Flow towards a Vertical Plate in a Porous Medium with Convective Boundary Condition

Authors: H. Niranjan, S. Sivasankaran, Zailan Siri

Abstract:

This study investigates mixed convection heat transfer about a thin vertical plate in the presence of magnetohydrodynamic (MHD) and heat transfer effects in the porous medium. The fluid is assumed to be steady, laminar, incompressible and in two-dimensional flow. The nonlinear coupled parabolic partial differential equations governing the flow are transformed into the non-similar boundary layer equations, which are then solved numerically using the shooting method. The effects of the conjugate heat transfer parameter, the porous medium parameter, the permeability parameter, the mixed convection parameter, the magnetic parameter, and the thermal radiation on the velocity and temperature profiles as well as on the local skin friction and local heat transfer are presented and analyzed. The validity of the methodology and analysis is checked by comparing the results obtained for some specific cases with those available in the literature. The various parameters on local skin friction, heat and mass transfer rates are presented in tabular form.

Keywords: MHD, porous medium, soret/dufour, stagnation-point

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584 Study of Half-Metallic Ferromagnetism in CeFeO3

Authors: A. Abbad, W. Benstaali

Abstract:

Using first-principles calculations based on the density functional theory and generalize gradient approximation, we predict electronic and magnetic properties of CeFeO3 orthorhombic perovskite. The calculated densities of states presented in this study identify the metallic behavior CeFeO3 when we use the GGA scheme, whereas when we use the GGA+U, we see that its exhibits half-metallic character with an integer magnetic moment of 24μB per formula unit at its equilibrium volume which makes this compound promising candidate for applications in spintronics.

Keywords: CeFeO3, magnetic moment, half-metallic, electronic properties

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583 Assessment of Rangeland Condition in a Dryland System Using UAV-Based Multispectral Imagery

Authors: Vistorina Amputu, Katja Tielboerger, Nichola Knox

Abstract:

Primary productivity in dry savannahs is constraint by moisture availability and under increasing anthropogenic pressure. Thus, considering climate change and the unprecedented pace and scale of rangeland deterioration, methods for assessing the status of such rangelands should be easy to apply, yield reliable and repeatable results that can be applied over large spatial scales. Global and local scale monitoring of rangelands through satellite data and labor-intensive field measurements respectively, are limited in accurately assessing the spatiotemporal heterogeneity of vegetation dynamics to provide crucial information that detects degradation in its early stages. Fortunately, newly emerging techniques such as unmanned aerial vehicles (UAVs), associated miniaturized sensors and improving digital photogrammetric software provide an opportunity to transcend these limitations. Yet, they have not been extensively calibrated in natural systems to encompass their complexities if they are to be integrated for long-term monitoring. Limited research using drone technology has been conducted in arid savannas, for example to assess the health status of this dynamic two-layer vegetation ecosystem. In our study, we fill this gap by testing the relationship between UAV-estimated cover of rangeland functional attributes and field data collected in discrete sample plots in a Namibian dryland savannah along a degradation gradient. The first results are based on a supervised classification performed on the ultra-high resolution multispectral imagery to distinguish between rangeland functional attributes (bare, non-woody, and woody), with a relatively good match to the field observations. Integrating UAV-based observations to improve rangeland monitoring could greatly assist in climate-adapted rangeland management.

Keywords: arid savannah, degradation gradient, field observations, narrow-band sensor, supervised classification

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582 Evidence of Half-Metallicity in Cubic PrMnO3 Perovskite

Authors: B. Bouadjemi, S. Bentata, W. Benstaali, A. Abbad

Abstract:

The electronic and magnetic properties of the cubic praseodymium oxides perovskites PrMnO3 were calculated using the density functional theory (DFT) with both generalized gradient approximation (GGA) and GGA+U approaches, where U is on-site Coulomb interaction correction. The results show a half-metallic ferromagnetic ground state for PrMnO3 in GGA+U approached, while semi-metallic ferromagnetic character is observed in GGA. The results obtained, make the cubic PrMnO3 a promising candidate for application in spintronics.

Keywords: first-principles, electronic properties, transition metal, materials science

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581 Optimum Dimensions of Hydraulic Structures Foundation and Protections Using Coupled Genetic Algorithm with Artificial Neural Network Model

Authors: Dheyaa W. Abbood, Rafa H. AL-Suhaili, May S. Saleh

Abstract:

A model using the artificial neural networks and genetic algorithm technique is developed for obtaining optimum dimensions of the foundation length and protections of small hydraulic structures. The procedure involves optimizing an objective function comprising a weighted summation of the state variables. The decision variables considered in the optimization are the upstream and downstream cutoffs length sand their angles of inclination, the foundation length, and the length of the downstream soil protection. These were obtained for a given maximum difference in head, depth of impervious layer and degree of anisotropy.The optimization carried out subjected to constraints that ensure a safe structure against the uplift pressure force and sufficient protection length at the downstream side of the structure to overcome an excessive exit gradient. The Geo-studios oft ware, was used to analyze 1200 different cases. For each case the length of protection and volume of structure required to satisfy the safety factors mentioned previously were estimated. An ANN model was developed and verified using these cases input-output sets as its data base. A MatLAB code was written to perform a genetic algorithm optimization modeling coupled with this ANN model using a formulated optimization model. A sensitivity analysis was done for selecting the cross-over probability, the mutation probability and level ,the number of population, the position of the crossover and the weights distribution for all the terms of the objective function. Results indicate that the most factor that affects the optimum solution is the number of population required. The minimum value that gives stable global optimum solution of this parameters is (30000) while other variables have little effect on the optimum solution.

Keywords: inclined cutoff, optimization, genetic algorithm, artificial neural networks, geo-studio, uplift pressure, exit gradient, factor of safety

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580 Wall Shear Stress Under an Impinging Planar Jet Using the Razor Blade Technique

Authors: A. Ritcey, J. R. Mcdermid, S. Ziada

Abstract:

Wall shear stress was experimentally measured under a planar impinging air jet as a function of jet Reynolds number (Rejet = 5000, 8000, 11000) and different normalized impingement distances (H/D = 4, 6, 8, 10, 12) using the razor blade technique to complete a parametric study. The wall pressure, wall pressure gradient, and wall shear stress information were obtained.

Keywords: experimental fluid mechanics, impinging planar jets, skin friction factor, wall shear stress

Procedia PDF Downloads 309
579 Modelling Ibuprofen with Human Albumin

Authors: U. L. Fulco, E. L. Albuquerque, José X. Lima Neto, L. R. Da Silva

Abstract:

The binding of the nonsteroidal anti-inflammatory drug ibuprofen (IBU) to human serum albumin (HSA) is investigated using density functional theory (DFT) calculations within a fragmentation strategy. Crystallographic data for the IBU–HSA supramolecular complex shows that the ligand is confined to a large cavity at the subdomain IIIA and at the interface between the subdomains IIA and IIB, whose binding sites are FA3/FA4 and FA6, respectively. The interaction energy between the IBU molecule and each amino acid residue of these HSA binding pockets was calculated using the Molecular Fractionation with Conjugate Caps (MFCC) approach employing a dispersion corrected exchange–correlation functional. Our investigation shows that the total interaction energy of IBU bound to HSA at binding sites of the fatty acids FA3/FA4 (FA6) converges only for a pocket radius of at least 8.5 °A, mainly due to the action of residues Arg410, Lys414 and Ser489 (Lys351, Ser480 and Leu481) and residues in nonhydrophobic domains, namely Ile388, Phe395, Phe403, Leu407, Leu430, Val433, and Leu453 (Phe206, Ala210, Ala213, and Leu327), which is unusual. Our simulations are valuable for a better understanding of the binding mechanism of IBU to albumin and can lead to the rational design and the development of novel IBU-derived drugs with improved potency.

Keywords: ibuprofen, human serum albumin, density functional theory, binding energies

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578 Delineating Floodplain along the Nasia River in Northern Ghana Using HAND Contour

Authors: Benjamin K. Ghansah, Richard K. Appoh, Iliya Nababa, Eric K. Forkuo

Abstract:

The Nasia River is an important source of water for domestic and agricultural purposes to the inhabitants of its catchment. Major farming activities takes place within the floodplain of the river and its network of tributaries. The actual inundation extent of the river system is; however, unknown. Reasons for this lack of information include financial constraints and inadequate human resources as flood modelling is becoming increasingly complex by the day. Knowledge of the inundation extent will help in the assessment of risk posed by the annual flooding of the river, and help in the planning of flood recession agricultural activities. This study used a simple terrain based algorithm, Height Above Nearest Drainage (HAND), to delineate the floodplain of the Nasia River and its tributaries. The HAND model is a drainage normalized digital elevation model, which has its height reference based on the local drainage systems rather than the average mean sea level (AMSL). The underlying principle guiding the development of the HAND model is that hillslope flow paths behave differently when the reference gradient is to the local drainage network as compared to the seaward gradient. The new terrain model of the catchment was created using the NASA’s SRTM Digital Elevation Model (DEM) 30m as the only data input. Contours (HAND Contour) were then generated from the normalized DEM. Based on field flood inundation survey, historical information of flooding of the area as well as satellite images, a HAND Contour of 2m was found to best correlates with the flood inundation extent of the river and its tributaries. A percentage accuracy of 75% was obtained when the surface area created by the 2m contour was compared with surface area of the floodplain computed from a satellite image captured during the peak flooding season in September 2016. It was estimated that the flooding of the Nasia River and its tributaries created a floodplain area of 1011 km².

Keywords: digital elevation model, floodplain, HAND contour, inundation extent, Nasia River

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577 On the Cyclic Property of Groups of Prime Order

Authors: Ying Yi Wu

Abstract:

The study of finite groups is a central topic in algebraic structures, and one of the most fundamental questions in this field is the classification of finite groups up to isomorphism. In this paper, we investigate the cyclic property of groups of prime order, which is a crucial result in the classification of finite abelian groups. We prove the following statement: If p is a prime, then every group G of order p is cyclic. Our proof utilizes the properties of group actions and the class equation, which provide a powerful tool for studying the structure of finite groups. In particular, we first show that any non-identity element of G generates a cyclic subgroup of G. Then, we establish the existence of an element of order p, which implies that G is generated by a single element. Finally, we demonstrate that any two generators of G are conjugate, which shows that G is a cyclic group. Our result has significant implications in the classification of finite groups, as it implies that any group of prime order is isomorphic to the cyclic group of the same order. Moreover, it provides a useful tool for understanding the structure of more complicated finite groups, as any finite abelian group can be decomposed into a direct product of cyclic groups. Our proof technique can also be extended to other areas of group theory, such as the classification of finite p-groups, where p is a prime. Therefore, our work has implications beyond the specific result we prove and can contribute to further research in algebraic structures.

Keywords: group theory, finite groups, cyclic groups, prime order, classification.

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576 Investigating the Atmospheric Phase Distribution of Inorganic Reactive Nitrogen Species along the Urban Transect of Indo Gangetic Plains

Authors: Reema Tiwari, U. C. Kulshrestha

Abstract:

As a key regulator of atmospheric oxidative capacity and secondary aerosol formations, the signatures of reactive nitrogen (Nr) emissions are becoming increasingly evident in the cascade of air pollution, acidification, and eutrophication of the ecosystem. However, their accurate estimates in N budget remains limited by the photochemical conversion processes where occurrence of differential atmospheric residence time of gaseous (NOₓ, HNO₃, NH₃) and particulate (NO₃⁻, NH₄⁺) Nr species becomes imperative to their spatio temporal evolution on a synoptic scale. The present study attempts to quantify such interactions under tropical conditions when low anticyclonic winds become favorable to the advections from west during winters. For this purpose, a diurnal sampling was conducted using low volume sampler assembly where ambient concentrations of Nr trace gases along with their ionic fractions in the aerosol samples were determined with UV-spectrophotometer and ion chromatography respectively. The results showed a spatial gradient of the gaseous precursors with a much pronounced inter site variability (p < 0.05) than their particulate fractions. Such observations were confirmed for their limited photochemical conversions where less than 1 ratios of day and night measurements (D/N) for the different Nr fractions suggested an influence of boundary layer dynamics at the background site. These phase conversion processes were further corroborated with the molar ratios of NOₓ/NOᵧ and NH₃/NHₓ where incomplete titrations of NOₓ and NH₃ emissions were observed irrespective of their diurnal phases along the sampling transect. Their calculations with equilibrium based approaches for an NH₃-HNO₃-NH₄NO₃ system, on the other hand, were characterized by delays in equilibrium attainment where plots of their below deliquescence Kₘ and Kₚ values with 1000/T confirmed the role of lower temperature ranges in NH₄NO₃ aerosol formation. These results would help us in not only resolving the changing atmospheric inputs of reduced (NH₃, NH₄⁺) and oxidized (NOₓ, HNO₃, NO₃⁻) Nr estimates but also in understanding the dependence of Nr mixing ratios on their local meteorological conditions.

Keywords: diurnal ratios, gas-aerosol interactions, spatial gradient, thermodynamic equilibrium

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575 Stock Prediction and Portfolio Optimization Thesis

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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