Search results for: Taylor series expansion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3873

Search results for: Taylor series expansion

3633 Three Dimensional Vibration Analysis of Carbon Nanotubes Embedded in Elastic Medium

Authors: M. Shaban, A. Alibeigloo

Abstract:

This paper studies free vibration behavior of single-walled carbon nanotubes (SWCNTs) embedded on elastic medium based on three-dimensional theory of elasticity. To accounting the size effect of carbon nanotubes, nonlocal theory is adopted to shell model. The nonlocal parameter is incorporated into all constitutive equations in three dimensions. The surrounding medium is modeled as two-parameter elastic foundation. By using Fourier series expansion in axial and circumferential direction, the set of coupled governing equations are reduced to the ordinary differential equations in thickness direction. Then, the state-space method as an efficient and accurate method is used to solve the resulting equations analytically. Comprehensive parametric studies are carried out to show the influences of the nonlocal parameter, radial and shear elastic stiffness, thickness-to-radius ratio and radius-to-length ratio.

Keywords: carbon nanotubes, embedded, nonlocal, free vibration

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3632 Behavior of the Foundation of Bridge Reinforced by Rigid and Flexible Inclusions

Authors: T. Karech A. Noui, T. Bouzid

Abstract:

This article presents a comparative study by numerical analysis of the behavior of reinforcements of clayey soils by flexible columns (stone columns) and rigid columns (piles). The numerical simulation was carried out in 3D for an assembly of foundation, columns and a pile of a bridge. Particular attention has been paid to take into account the installation of the columns. Indeed, in practice, due to the compaction of the column, the soil around it sustains a lateral expansion and the horizontal stresses are increased. This lateral expansion of the column can be simulated numerically. This work represents a comparative study of the interaction between the soil on one side, and the two types of reinforcement on the other side, and their influence on the behavior of the soil and of the pile of a bridge.

Keywords: piles, stone columns, interaction, foundation, settlement, consolidation

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3631 Asymptotic Expansion of Double Oscillatory Integrals: Contribution of Non Stationary Critical Points of the Second Kind

Authors: Abdallah Benaissa

Abstract:

In this paper, we consider the problem of asymptotics of double oscillatory integrals in the case of critical points of the second kind, the order of contact between the boundary and a level curve of the phase being even, the situation when the order of contact is odd will be studied in other occasions. Complete asymptotic expansions will be derived and the coefficient of the leading term will be computed in terms of the original data of the problem. A multitude of people have studied this problem using a variety of methods, but only in a special case when the order of contact is minimal: the more cited papers are a paper of Jones and Kline and an other one of Chako. These integrals are encountered in many areas of science, especially in problems of diffraction of optics.

Keywords: asymptotic expansion, double oscillatory integral, critical point of the second kind, optics diffraction

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3630 Gender Based Variability Time Series Complexity Analysis

Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Nonlinear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy Normal Sinus Rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy

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3629 Exploring Time-Series Phosphoproteomic Datasets in the Context of Network Models

Authors: Sandeep Kaur, Jenny Vuong, Marcel Julliard, Sean O'Donoghue

Abstract:

Time-series data are useful for modelling as they can enable model-evaluation. However, when reconstructing models from phosphoproteomic data, often non-exact methods are utilised, as the knowledge regarding the network structure, such as, which kinases and phosphatases lead to the observed phosphorylation state, is incomplete. Thus, such reactions are often hypothesised, which gives rise to uncertainty. Here, we propose a framework, implemented via a web-based tool (as an extension to Minardo), which given time-series phosphoproteomic datasets, can generate κ models. The incompleteness and uncertainty in the generated model and reactions are clearly presented to the user via the visual method. Furthermore, we demonstrate, via a toy EGF signalling model, the use of algorithmic verification to verify κ models. Manually formulated requirements were evaluated with regards to the model, leading to the highlighting of the nodes causing unsatisfiability (i.e. error causing nodes). We aim to integrate such methods into our web-based tool and demonstrate how the identified erroneous nodes can be presented to the user via the visual method. Thus, in this research we present a framework, to enable a user to explore phosphorylation proteomic time-series data in the context of models. The observer can visualise which reactions in the model are highly uncertain, and which nodes cause incorrect simulation outputs. A tool such as this enables an end-user to determine the empirical analysis to perform, to reduce uncertainty in the presented model - thus enabling a better understanding of the underlying system.

Keywords: κ-models, model verification, time-series phosphoproteomic datasets, uncertainty and error visualisation

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3628 Density Determination of Liquid Niobium by Means of Ohmic Pulse-Heating for Critical Point Estimation

Authors: Matthias Leitner, Gernot Pottlacher

Abstract:

Experimental determination of critical point data like critical temperature, critical pressure, critical volume and critical compressibility of high-melting metals such as niobium is very rare due to the outstanding experimental difficulties in reaching the necessary extreme temperature and pressure regimes. Experimental techniques to achieve such extreme conditions could be diamond anvil devices, two stage gas guns or metal samples hit by explosively accelerated flyers. Electrical pulse-heating under increased pressures would be another choice. This technique heats thin wire samples of 0.5 mm diameter and 40 mm length from room temperature to melting and then further to the end of the stable phase, the spinodal line, within several microseconds. When crossing the spinodal line, the sample explodes and reaches the gaseous phase. In our laboratory, pulse-heating experiments can be performed under variation of the ambient pressure from 1 to 5000 bar and allow a direct determination of critical point data for low-melting, but not for high-melting metals. However, the critical point also can be estimated by extrapolating the liquid phase density according to theoretical models. A reasonable prerequisite for the extrapolation is the existence of data that cover as much as possible of the liquid phase and at the same time exhibit small uncertainties. Ohmic pulse-heating was therefore applied to determine thermal volume expansion, and from that density of niobium over the entire liquid phase. As a first step, experiments under ambient pressure were performed. The second step will be to perform experiments under high-pressure conditions. During the heating process, shadow images of the expanding sample wire were captured at a frame rate of 4 × 105 fps to monitor the radial expansion as a function of time. Simultaneously, the sample radiance was measured with a pyrometer operating at a mean effective wavelength of 652 nm. To increase the accuracy of temperature deduction, spectral emittance in the liquid phase is also taken into account. Due to the high heating rates of about 2 × 108 K/s, longitudinal expansion of the wire is inhibited which implies an increased radial expansion. As a consequence, measuring the temperature dependent radial expansion is sufficient to deduce density as a function of temperature. This is accomplished by evaluating the full widths at half maximum of the cup-shaped intensity profiles that are calculated from each shadow image of the expanding wire. Relating these diameters to the diameter obtained before the pulse-heating start, the temperature dependent volume expansion is calculated. With the help of the known room-temperature density, volume expansion is then converted into density data. The so-obtained liquid density behavior is compared to existing literature data and provides another independent source of experimental data. In this work, the newly determined off-critical liquid phase density was in a second step utilized as input data for the estimation of niobium’s critical point. The approach used, heuristically takes into account the crossover from mean field to Ising behavior, as well as the non-linearity of the phase diagram’s diameter.

Keywords: critical point data, density, liquid metals, niobium, ohmic pulse-heating, volume expansion

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3627 Investigation of the Effect of Teaching Thinking and Research Lesson by Cooperative and Traditional Methods on Creativity of Sixth Grade Students

Authors: Faroogh Khakzad, Marzieh Dehghani, Elahe Hejazi

Abstract:

The present study investigates the effect of teaching a Thinking and Research lesson by cooperative and traditional methods on the creativity of sixth-grade students in Piranshahr province. The statistical society includes all the sixth-grade students of Piranshahr province. The sample of this studytable was selected by available sampling from among male elementary schools of Piranshahr. They were randomly assigned into two groups of cooperative teaching method and traditional teaching method. The design of the study is quasi-experimental with a control group. In this study, to assess students’ creativity, Abedi’s creativity questionnaire was used. Based on Cronbach’s alpha coefficient, the reliability of the factor flow was 0.74, innovation was 0.61, flexibility was 0.63, and expansion was 0.68. To analyze the data, t-test, univariate and multivariate covariance analysis were used for evaluation of the difference of means and the pretest and posttest scores. The findings of the research showed that cooperative teaching method does not significantly increase creativity (p > 0.05). Moreover, cooperative teaching method was found to have significant effect on flow factor (p < 0.05), but in innovation and expansion factors no significant effect was observed (p < 0.05).

Keywords: cooperative teaching method, traditional teaching method, creativity, flow, innovation, flexibility, expansion, thinking and research lesson

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3626 Formulation and in Vitro Evaluation of Cubosomes Containing CeO₂ Nanoparticles Loaded with Glatiramer Acetate Drug

Authors: Akbar Esmaeili, Zahra Salarieh

Abstract:

Cerium oxide nanoparticles (nano-series) are used as catalysts in industrial applications due to their free radical scavenging properties. Given that free radicals play an essential role in the pathology of many neurological diseases, we investigated the use of nanocrystals as a potential therapeutic agent for oxidative damage. This project synthesized nano-series from a new and environmentally friendly bio-pathway. Investigation of cerium nitrate in culture medium containing inoculated Lactobacillus acidophilus strain before incubation produces nano-series. Loaded with glatiramer acetate (GA) was formed by coating carboxymethylcellulose (CMC) and CeO2. FE-SEM analysis showed nano-series in the 9-11 nm range, spherical shape, and uniform particle size distribution. Cubic nanoparticles containing anti-multiple sclerosis (anti-Ms) treatment called GA were used. Glycerol monostearate (GMS) was used as a fat base, and evening primrose extract was used as an anti-inflammatory in cubosomes. Design-Expert® software was used to study the effects of different formulation factors on the properties of GAloaded cubic dispersions. Thirty GA-labeled cubic dispersions were prepared with GA-labeled carboxymethylcellulose and evaluated in vitro. The results showed an average nano-series size of 89.02 and a zeta potential of -49.9. Cubosomes containing GA-CMC/CeO2 showed a stable release profile for 180 min. The results showed that cubosomes containing GA-CMC/CeO2 could be a promising drug carrier with normal release behavior.

Keywords: ciochemistry, biotechnology, molecular, biology

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3625 Fast Short-Term Electrical Load Forecasting under High Meteorological Variability with a Multiple Equation Time Series Approach

Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

Abstract:

In 2016, Clements, Hurn, and Li proposed a multiple equation time series approach for the short-term load forecasting, reporting an average mean absolute percentage error (MAPE) of 1.36% on an 11-years dataset for the Queensland region in Australia. We present an adaptation of their model to the electrical power load consumption for the whole Quebec province in Canada. More precisely, we take into account two additional meteorological variables — cloudiness and wind speed — on top of temperature, as well as the use of multiple meteorological measurements taken at different locations on the territory. We also consider other minor improvements. Our final model shows an average MAPE score of 1:79% over an 8-years dataset.

Keywords: short-term load forecasting, special days, time series, multiple equations, parallelization, clustering

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3624 New Machine Learning Optimization Approach Based on Input Variables Disposition Applied for Time Series Prediction

Authors: Hervice Roméo Fogno Fotsoa, Germaine Djuidje Kenmoe, Claude Vidal Aloyem Kazé

Abstract:

One of the main applications of machine learning is the prediction of time series. But a more accurate prediction requires a more optimal model of machine learning. Several optimization techniques have been developed, but without considering the input variables disposition of the system. Thus, this work aims to present a new machine learning architecture optimization technique based on their optimal input variables disposition. The validations are done on the prediction of wind time series, using data collected in Cameroon. The number of possible dispositions with four input variables is determined, i.e., twenty-four. Each of the dispositions is used to perform the prediction, with the main criteria being the training and prediction performances. The results obtained from a static architecture and a dynamic architecture of neural networks have shown that these performances are a function of the input variable's disposition, and this is in a different way from the architectures. This analysis revealed that it is necessary to take into account the input variable's disposition for the development of a more optimal neural network model. Thus, a new neural network training algorithm is proposed by introducing the search for the optimal input variables disposition in the traditional back-propagation algorithm. The results of the application of this new optimization approach on the two single neural network architectures are compared with the previously obtained results step by step. Moreover, this proposed approach is validated in a collaborative optimization method with a single objective optimization technique, i.e., genetic algorithm back-propagation neural networks. From these comparisons, it is concluded that each proposed model outperforms its traditional model in terms of training and prediction performance of time series. Thus the proposed optimization approach can be useful in improving the accuracy of time series forecasts. This proves that the proposed optimization approach can be useful in improving the accuracy of time series prediction based on machine learning.

Keywords: input variable disposition, machine learning, optimization, performance, time series prediction

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3623 Degree of Approximation of Functions by Product Means

Authors: Hare Krishna Nigam

Abstract:

In this paper, for the first time, (E,q)(C,2) product summability method is introduced and two quite new results on degree of approximation of the function f belonging to Lip (alpha,r)class and W(L(r), xi(t)) class by (E,q)(C,2) product means of Fourier series, has been obtained.

Keywords: Degree of approximation, (E, q)(C, 2) means, Fourier series, Lebesgue integral, Lip (alpha, r)class, W(L(r), xi(t))class of functions

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3622 Semantic Search Engine Based on Query Expansion with Google Ranking and Similarity Measures

Authors: Ahmad Shahin, Fadi Chakik, Walid Moudani

Abstract:

Our study is about elaborating a potential solution for a search engine that involves semantic technology to retrieve information and display it significantly. Semantic search engines are not used widely over the web as the majorities are still in Beta stage or under construction. Many problems face the current applications in semantic search, the major problem is to analyze and calculate the meaning of query in order to retrieve relevant information. Another problem is the ontology based index and its updates. Ranking results according to concept meaning and its relation with query is another challenge. In this paper, we are offering a light meta-engine (QESM) which uses Google search, and therefore Google’s index, with some adaptations to its returned results by adding multi-query expansion. The mission was to find a reliable ranking algorithm that involves semantics and uses concepts and meanings to rank results. At the beginning, the engine finds synonyms of each query term entered by the user based on a lexical database. Then, query expansion is applied to generate different semantically analogous sentences. These are generated randomly by combining the found synonyms and the original query terms. Our model suggests the use of semantic similarity measures between two sentences. Practically, we used this method to calculate semantic similarity between each query and the description of each page’s content generated by Google. The generated sentences are sent to Google engine one by one, and ranked again all together with the adapted ranking method (QESM). Finally, our system will place Google pages with higher similarities on the top of the results. We have conducted experimentations with 6 different queries. We have observed that most ranked results with QESM were altered with Google’s original generated pages. With our experimented queries, QESM generates frequently better accuracy than Google. In some worst cases, it behaves like Google.

Keywords: semantic search engine, Google indexing, query expansion, similarity measures

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3621 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models

Authors: Ramin Vafadary, Maryam Khanbaghi

Abstract:

Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.

Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series

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3620 Cooling-Rate Induced Fiber Birefringence Variation in Regenerated High Birefringent Fiber

Authors: Man-Hong Lai, Dinusha S. Gunawardena, Kok-Sing Lim, Harith Ahmad

Abstract:

In this paper, we have reported birefringence manipulation in regenerated high-birefringent fiber Bragg grating (RPMG) by using CO2 laser annealing method. The results indicate that the birefringence of RPMG remains unchanged after CO2 laser annealing followed by a slow cooling process, but reduced after the fast cooling process (~5.6×10-5). After a series of annealing procedures with different cooling rates, the obtained results show that slower the cooling rate, higher the birefringence of RPMG. The volume, thermal expansion coefficient (TEC) and glass transition temperature (Tg) change of stress applying part in RPMG during the cooling process are responsible for the birefringence change. Therefore, these findings are important to the RPMG sensor in high and dynamic temperature environment. The measuring accuracy, range and sensitivity of RPMG sensor are greatly affected by its birefringence value. This work also opens up a new application of CO2 laser for fiber annealing and birefringence modification.

Keywords: birefringence, CO2 laser annealing, regenerated gratings, thermal stress

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3619 Forecasting of COVID-19 Cases, Hospitalization Admissions, and Death Cases Based on Wastewater Sars-COV-2 Surveillance Using Copula Time Series Model

Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari

Abstract:

Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.

Keywords: COVID-19, modeling, time series, copula function

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3618 Application of Stochastic Models to Annual Extreme Streamflow Data

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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3617 Influence of AAR-Induced Expansion Level on Confinement Efficiency of CFRP Wrapping Applied to Damaged Circular Concrete Columns

Authors: Thamer Kubat, Riadh Al Mahiadi, Ahmad Shayan

Abstract:

The alkali-aggregate reaction (AAR) in concrete has a negative influence on the mechanical properties and durability of concrete. Confinement by carbon fiber reinforced polymer (CFRP) is an effective method of treatment for some AAR-affected elements. Eighteen reinforced columns affected by different levels of expansion due to AAR were confined using CFRP to evaluate the effect of expansion level on confinement efficiency. Strength and strain capacities (axial and circumferential) were measured using photogrammetry under uniaxial compressive loading to evaluate the efficiency of CFRP wrapping for the rehabilitation of affected columns. In relation to uniaxial compression capacity, the results indicated that the confinement of AAR-affected columns by one layer of CFRP is sufficient to reach and exceed the load capacity of unaffected sound columns. Parallel to the experimental study, finite element (FE) modeling using ATENA software was employed to predict the behavior of CFRP-confined damaged concrete and determine the possibility of using the model in a parametric study by simulating the number of CFRP layers. A comparison of the experimental results with the results of the theoretical models showed that FE modeling could be used for the prediction of the behavior of confined AAR-damaged concrete.

Keywords: ATENA, carbon fiber reinforced polymer (CFRP), confinement efficiency, finite element (FE)

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3616 Visualization of PM₂.₅ Time Series and Correlation Analysis of Cities in Bangladesh

Authors: Asif Zaman, Moinul Islam Zaber, Amin Ahsan Ali

Abstract:

In recent years of industrialization, the South Asian countries are being affected by air pollution due to a severe increase in fine particulate matter 2.5 (PM₂.₅). Among them, Bangladesh is one of the most polluting countries. In this paper, statistical analyses were conducted on the time series of PM₂.₅ from various districts in Bangladesh, mostly around Dhaka city. Research has been conducted on the dynamic interactions and relationships between PM₂.₅ concentrations in different zones. The study is conducted toward understanding the characteristics of PM₂.₅, such as spatial-temporal characterization, correlation of other contributors behind air pollution such as human activities, driving factors and environmental casualties. Clustering on the data gave an insight on the districts groups based on their AQI frequency as representative districts. Seasonality analysis on hourly and monthly frequency found higher concentration of fine particles in nighttime and winter season, respectively. Cross correlation analysis discovered a phenomenon of correlations among cities based on time-lagged series of air particle readings and visualization framework is developed for observing interaction in PM₂.₅ concentrations between cities. Significant time-lagged correlations were discovered between the PM₂.₅ time series in different city groups throughout the country by cross correlation analysis. Additionally, seasonal heatmaps depict that the pooled series correlations are less significant in warmer months, and among cities of greater geographic distance as well as time lag magnitude and direction of the best shifted correlated particulate matter time series among districts change seasonally. The geographic map visualization demonstrates spatial behaviour of air pollution among districts around Dhaka city and the significant effect of wind direction as the vital actor on correlated shifted time series. The visualization framework has multipurpose usage from gathering insight of general and seasonal air quality of Bangladesh to determining the pathway of regional transportation of air pollution.

Keywords: air quality, particles, cross correlation, seasonality

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3615 Application of Seasonal Autoregressive Integrated Moving Average Model for Forecasting Monthly Flows in Waterval River, South Africa

Authors: Kassahun Birhanu Tadesse, Megersa Olumana Dinka

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Reliable future river flow information is basic for planning and management of any river systems. For data scarce river system having only a river flow records like the Waterval River, a univariate time series models are appropriate for river flow forecasting. In this study, a univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied for forecasting Waterval River flow using GRETL statistical software. Mean monthly river flows from 1960 to 2016 were used for modeling. Different unit root tests and Mann-Kendall trend analysis were performed to test the stationarity of the observed flow time series. The time series was differenced to remove the seasonality. Using the correlogram of seasonally differenced time series, different SARIMA models were identified, their parameters were estimated, and diagnostic check-up of model forecasts was performed using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AIc) and Hannan-Quinn (HQc) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 was selected as the best model for Waterval River flow forecasting. Therefore, this model can be used to generate future river information for water resources development and management in Waterval River system. SARIMA model can also be used for forecasting other similar univariate time series with seasonality characteristics.

Keywords: heteroscedasticity, stationarity test, trend analysis, validation, white noise

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3614 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series

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3613 Vector Control of Two Five Phase PMSM Connected in Series Powered by Matrix Converter Application to the Rail Traction

Authors: S. Meguenni, A. Djahbar, K. Tounsi

Abstract:

Electric railway traction systems are complex; they have electrical couplings, magnetic and solid mechanics. These couplings impose several constraints that complicate the modeling and analysis of these systems. An example of drive systems, which combine the advantages of the use of multiphase machines, power electronics and computing means, is mono convert isseur multi-machine system which can control a fully decoupled so many machines whose electric windings are connected in series. In this approach, our attention especially on modeling and independent control of two five phase synchronous machine with permanent magnet connected in series and fed by a matrix converter application to the rail traction (bogie of a locomotive BB 36000).

Keywords: synchronous machine, vector control Multi-machine/ Multi-inverter, matrix inverter, Railway traction

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3612 Comparative Analysis of the Expansion Rate and Soil Erodibility Factor (K) of Some Gullies in Nnewi and Nnobi, Anambra State Southeastern Nigeria

Authors: Nzereogu Stella Kosi, Igwe Ogbonnaya, Emeh Chukwuebuka Odinaka

Abstract:

A comparative analysis of the expansion rate and soil erodibility of some gullies in Nnewi and Nnobi both of Nanka Formation were studied. The study involved an integration of field observations, geotechnical analysis, slope stability analysis, multivariate statistical analysis, gully expansion rate analysis, and determination of the soil erodibility factor (K) from Revised Universal Soil Loss Equation (RUSLE). Fifteen representative gullies were studied extensively, and results reveal that the geotechnical properties of the soil, topography, vegetation cover, rainfall intensity, and the anthropogenic activities in the study area were major factors propagating and influencing the erodibility of the soils. The specific gravity of the soils ranged from 2.45-2.66 and 2.54-2.78 for Nnewi and Nnobi, respectively. Grain size distribution analysis revealed that the soils are composed of gravel (5.77-17.67%), sand (79.90-91.01%), and fines (2.36-4.05%) for Nnewi and gravel (7.01-13.65%), sand (82.47-88.67%), and fines (3.78-5.02%) for Nnobi. The soils are moderately permeable with values ranging from 2.92 x 10-5 - 6.80 x 10-4 m/sec and 2.35 x 10-6 - 3.84 x 10⁻⁴m/sec for Nnewi and Nnobi respectively. All have low cohesion values ranging from 1–5kPa and 2-5kPa and internal friction angle ranging from 29-38° and 30-34° for Nnewi and Nnobi, respectively, which suggests that the soils have low shear strength and are susceptible to shear failure. Furthermore, the compaction test revealed that the soils were loose and easily erodible with values of maximum dry density (MDD) and optimum moisture content (OMC) ranging from 1.82-2.11g/cm³ and 8.20-17.81% for Nnewi and 1.98-2.13g/cm³ and 6.00-17.80% respectively. The plasticity index (PI) of the fines showed that they are nonplastic to low plastic soils and highly liquefiable with values ranging from 0-10% and 0-9% for Nnewi and Nnobi, respectively. Multivariate statistical analyses were used to establish relationship among the determined parameters. Slope stability analysis gave factor of safety (FoS) values in the range of 0.50-0.76 and 0.82-0.95 for saturated condition and 0.73-0.98 and 0.87-1.04 for unsaturated condition for both Nnewi and Nnobi, respectively indicating that the slopes are generally unstable to critically stable. The erosion expansion rate analysis for a fifteen-year period (2005-2020) revealed an average longitudinal expansion rate of 36.05m/yr, 10.76m/yr, and 183m/yr for Nnewi, Nnobi, and Nanka type gullies, respectively. The soil erodibility factor (K) are 8.57x10⁻² and 1.62x10-4 for Nnewi and Nnobi, respectively, indicating that the soils in Nnewi have higher erodibility potentials than those of Nnobi. From the study, both the Nnewi and Nnobi areas are highly prone to erosion. However, based on the relatively lower fine content of the soil, relatively lower topography, steeper slope angle, and sparsely vegetated terrain in Nnewi, soil erodibility and gully intensity are more profound in Nnewi than Nnobi.

Keywords: soil erodibility, gully expansion, nnewi-nnobi, slope stability, factor of safety

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3611 Times Series Analysis of Depositing in Industrial Design in Brazil between 1996 and 2013

Authors: Jonas Pedro Fabris, Alberth Almeida Amorim Souza, Maria Emilia Camargo, Suzana Leitão Russo

Abstract:

With the law Nº. 9279, of May 14, 1996, the Brazilian government regulates rights and obligations relating to industrial property considering the economic development of the country as granting patents, trademark registration, registration of industrial designs and other forms of protection copyright. In this study, we show the application of the methodology of Box and Jenkins in the series of deposits of industrial design at the National Institute of Industrial Property for the period from May 1996 to April 2013. First, a graphical analysis of the data was done by observing the behavior of the data and the autocorrelation function. The best model found, based on the analysis of charts and statistical tests suggested by Box and Jenkins methodology, it was possible to determine the model number for the deposit of industrial design, SARIMA (2,1,0)(2,0,0), with an equal to 9.88% MAPE.

Keywords: ARIMA models, autocorrelation, Box and Jenkins Models, industrial design, MAPE, time series

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3610 In vitro Biological Activity of Some Synthesized Monoazo Heterocycles Based On Thiophene and Thiazolyl-Thiophene Analogue

Authors: Mohamed E. Khalifa, Adil A. Gobouri

Abstract:

Potential synthesis of a series of 3-amino-4-arylazothiophene derivatives from reaction of 2-cyano-2-phenylthiocarbamoyl acetamide and the appropriate α-halogenated reagents, followed by coupling with different aryl diazonium salts (Japp-Klingemann reaction), and another series of 5-arylazo-thiazol-2-ylcarbamoyl-thiophene derivatives from base-catalyzed intramolecular condensation of 5-arylazo-2-(N-chloroacetyl)amino-thiazole with selected B-keto compounds (Thorpe-Ziegler reaction) was performed. The biological activity of the two series was studied in vitro. Their versatility for pharmaceutical purposes was reported, where they displayed remarkable activities against selected pathogenic microorganisms; Bacillus subtilize, Staphylococcus aureus (Gram positive bacteria), Escherichia coli, Pseudomonas aeruginosa (Gram negative bacteria) and Aspergillus flavus, Candida albicans (fungi) with various degrees related to their chemical structures.

Keywords: thiophene, 2-aminothiazole, compounds, antioxidant, antitumor, antimicrobial

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3609 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data

Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

Abstract:

The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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3608 Functional Profiling of a Circular RNA from the Huntingtin (HTT) Gene

Authors: Laura Gantley, Vanessa M. Conn, Stuart Webb, Kirsty Kirk, Marta Gabryelska, Duncan Holds, Brett W. Stringer, Simon J. Conn

Abstract:

Trinucleotide repeat disorders comprise ~20 severe, inherited human neuromuscular and neurodegenerative disorders, which are a result of an abnormal expansion of repetitive sequences in the DNA. The most common of these, Huntington’s disease, results from the expansion of the CAG repeat region in exon 1 of the HTT gene via an unknown mechanism. Non-coding RNAs have been implicated in the initiation and progression of many diseases; thus, we focus on one circular RNA (circRNA) molecule arising from non-canonical splicing (back splicing) of HTT pre-mRNA. This circRNA and its mouse orthologue were transgenically overexpressed in human cells (SHSY-5Y and HEK293T) and mouse cells (Mb1), respectively. High-content imaging and flow cytometry demonstrated the overexpression of this circRNA reduces cell proliferation, reduces nuclear size independent of cellular size, and alters cell cycle progression. Analysis of protein by western blot and immunofluorescence demonstrated no change to HTT protein levels but altered nuclear-cytoplasmic distribution without impacting the expansion of the HTT repeat region. As these phenotypic and genotypic changes are found in Huntington’s disease patients, these results may suggest that this circRNA may play a functional role in the progression of Huntington’s disease.

Keywords: cell biology, circular RNAs, Huntington’s disease, molecular biology, neurodegenerative disorders

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3607 A Novel Computer-Generated Hologram (CGH) Achieved Scheme Generated from Point Cloud by Using a Lens Array

Authors: Wei-Na Li, Mei-Lan Piao, Nam Kim

Abstract:

We proposed a novel computer-generated hologram (CGH) achieved scheme, wherein the CGH is generated from a point cloud which is transformed by a mapping relationship of a series of elemental images captured from a real three-dimensional (3D) object by using a lens array. This scheme is composed of three procedures: mapping from elemental images to point cloud, hologram generation, and hologram display. A mapping method is figured out to achieve a virtual volume date (point cloud) from a series of elemental images. This mapping method consists of two steps. Firstly, the coordinate (x, y) pairs and its appearing number are calculated from the series of sub-images, which are generated from the elemental images. Secondly, a series of corresponding coordinates (x, y, z) are calculated from the elemental images. Then a hologram is generated from the volume data that is calculated by the previous two steps. Eventually, a spatial light modulator (SLM) and a green laser beam are utilized to display this hologram and reconstruct the original 3D object. In this paper, in order to show a more auto stereoscopic display of a real 3D object, we successfully obtained the actual depth data of every discrete point of the real 3D object, and overcame the inherent drawbacks of the depth camera by obtaining point cloud from the elemental images.

Keywords: elemental image, point cloud, computer-generated hologram (CGH), autostereoscopic display

Procedia PDF Downloads 556
3606 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey

Authors: Ibrahim Can, Fatih Tosunoğlu

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95 % of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey

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3605 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: time series modelling, ARIMA model, river runoff, Karkheh River, CLS method

Procedia PDF Downloads 314
3604 Biomolecules Based Microarray for Screening Human Endothelial Cells Behavior

Authors: Adel Dalilottojari, Bahman Delalat, Frances J. Harding, Michaelia P. Cockshell, Claudine S. Bonder, Nicolas H. Voelcker

Abstract:

Endothelial Progenitor Cell (EPC) based therapies continue to be of interest to treat ischemic events based on their proven role to promote blood vessel formation and thus tissue re-vascularisation. Current strategies for the production of clinical-grade EPCs requires the in vitro isolation of EPCs from peripheral blood followed by cell expansion to provide sufficient quantities EPCs for cell therapy. This study aims to examine the use of different biomolecules to significantly improve the current strategy of EPC capture and expansion on collagen type I (Col I). In this study, four different biomolecules were immobilised on a surface and then investigated for their capacity to support EPC capture and proliferation. First, a cell microarray platform was fabricated by coating a glass surface with epoxy functional allyl glycidyl ether plasma polymer (AGEpp) to mediate biomolecule binding. The four candidate biomolecules tested were Col I, collagen type II (Col II), collagen type IV (Col IV) and vascular endothelial growth factor A (VEGF-A), which were arrayed on the epoxy-functionalised surface using a non-contact printer. The surrounding area between the printed biomolecules was passivated with polyethylene glycol-bisamine (A-PEG) to prevent non-specific cell attachment. EPCs were seeded onto the microarray platform and cell numbers quantified after 1 h (to determine capture) and 72 h (to determine proliferation). All of the extracellular matrix (ECM) biomolecules printed demonstrated an ability to capture EPCs within 1 h of cell seeding with Col II exhibiting the highest level of attachment when compared to the other biomolecules. Interestingly, Col IV exhibited the highest increase in EPC expansion after 72 h when compared to Col I, Col II and VEGF-A. These results provide information for significant improvement in the capture and expansion of human EPC for further application.

Keywords: biomolecules, cell microarray platform, cell therapy, endothelial progenitor cells, high throughput screening

Procedia PDF Downloads 267