Search results for: conjugate Fourier series

Authors: Ali Ben Abbes, Imed Riadh Farah

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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.

Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban

Procedia PDF Downloads 315

Authors: Tanish Mittal, Preyansh Agrawal, Esha Pahwa, Aarya Makwana

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Multi-Scale and U-shaped Networks are widely used in various image restoration problems, including deblurring. Keeping in mind the wide range of applications, we present a comparison of these architectures and their effects on image deblurring. We also introduce a new block called as NFResblock. It consists of a Fast Fourier Transformation layer and a series of modified Non-Linear Activation Free Blocks. Based on these architectures and additions, we introduce NFResnet and NFResnet+, which are modified multi-scale and U-Net architectures, respectively. We also use three differ-ent loss functions to train these architectures: Charbonnier Loss, Edge Loss, and Frequency Reconstruction Loss. Extensive experiments on the Deep Video Deblurring dataset, along with ablation studies for each component, have been presented in this paper. The proposed architectures achieve a considerable increase in Peak Signal to Noise (PSNR) ratio and Structural Similarity Index (SSIM) value.

Keywords: multi-scale, Unet, deblurring, FFT, resblock, NAF-block, nfresnet, charbonnier, edge, frequency reconstruction

Procedia PDF Downloads 86

Authors: Minas Balyan

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Nowadays X-ray nonlinear diffraction and nonlinear effects are investigated due to the presence of the third generation synchrotron sources and XFELs. X-ray third order nonlinear dynamical diffraction is considered as well. Using the nonlinear model of the usual visible light optics the third-order nonlinear Takagi’s equations for monochromatic waves and the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses are obtained by the author in previous papers. The obtained equations show, that even if the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero (forbidden reflection), the dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus, in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well-known Renninger effect takes place. In this work, the 'third order nonlinear Renninger effect' is considered theoretically.

Keywords: Bragg diffraction, nonlinear Takagi’s equations, nonlinear Renninger effect, third order nonlinearity

Procedia PDF Downloads 353

Authors: K. Subbaiah, C. V. Jayakumar

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Friction stir welding is a solid state welding process. Friction stir welding process eliminates the defects found in fusion welding processes. It is environmentally friend process. 5000 and 6000 series aluminum alloys are widely used in the transportation industries. The Al-Mg-Mn (5000) and Al-Mg-Si (6000) alloys are preferably offer best combination of use in Marine construction. The medium strength and high corrosion resistant 5000 series alloys are the aluminum alloys, which are found maximum utility in the world. In this review, the tool pin profile, process parameters such as hardness, yield strength and tensile strength, and microstructural evolution of friction stir welding of Al-Mg-Mn alloys (5000 Series) have been discussed.

Keywords: Al-Mg-Mn alloys, friction stir welding, tool pin profile, microstructure and mechanical properties

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Authors: Tamas Madl

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Sudden cardiac death (SCD) constitutes a large proportion of cardiovascular mortalities, provides little advance warning, and the risk is difficult to recognize based on ubiquitous, low cost medical equipment such as the standard, 12-lead, ten second ECG. Autonomic abnormalities have been shown to be strongly predictive of SCD risk; yet current methods are not trivially applicable to the brevity and low temporal and electrical resolution of standard ECGs. Here, we build horizontal visibility graph representations of very short inter-beat interval time series, and perform unsuper- vised representation learning in order to convert these variable size objects into fixed-length vectors preserving similarity rela- tions. We show that such representations facilitate classification into healthy vs. at-risk patients on two different datasets, the Mul- tiparameter Intelligent Monitoring in Intensive Care II and the PhysioNet Sudden Cardiac Death Holter Database. Our results suggest that graph representation learning of heartbeat interval time series facilitates robust classification even in sequences as short as ten seconds.

Keywords: sudden cardiac death, heart rate variability, ECG analysis, time series classification

Procedia PDF Downloads 198

Authors: Ilaria Lucrezia Amerise

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Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: interval forecasts, time series, electricity prices, reg-SARIMA methods

Procedia PDF Downloads 100

Authors: Sonali Banrjee, Swarup Kumar Mitra, Aritra Acharyya

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A piano note recognition method has been proposed by the authors in this paper. The authors have used a comprehensive method for onset detection of each note present in a piano piece followed by segmented short-time Fourier transform (STFT) for the identification of piano notes. The performance evaluation of the proposed method has been carried out in different harsh noisy environments by adding different levels of additive white Gaussian noise (AWGN) having different signal-to-noise ratio (SNR) in the original signal and evaluating the note detection error rate (NDER) of different piano pieces consisting of different number of notes at different SNR levels. The NDER is found to be remained within 15% for all piano pieces under consideration when the SNR is kept above 8 dB.

Keywords: AWGN, onset detection, piano note, STFT

Procedia PDF Downloads 133

Authors: Zhong-Dan Tu, Wang-Xi Fan, Yi-Chen Huang, Jen-Taut Yeh

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Novel ultrahigh molecular weight polyethylene (UHMWPE)/cellulose nanofiber (CNF) (F100CNFy) and UHMWPE/modified cellulose nanofiber (MCNF) (F100MCNFxy) as-prepared nanocomposite fibers were prepared by spinning F100CNFy and F100MCNFxy gel solutions, respectively. Cellulose nanofibers were successfully prepared by proper acid treatment of cotton fibers using sulfuric acid solutions. The best prepared CNF is with specific surface areas around 120 m2/g and a nanofiber diameter of 20 nm. Modified cellulose nanofiber was prepared by grafting maleic anhydride grafted polyethylene (PE-g-MAH) onto cellulose nanofibers. The achievable draw ratio (Dra) values of each F100MCNFxy as-prepared fiber series specimens approached a maximal value as their MCNF contents reached the optimal value at 0.05 phr. In which, the maximum Dra value obtained for F100MCNFx0.05 as-prepared fiber specimen prepared at the optimal MCNF content reached another maximum value as the weight ratio of PE-g-MAH to CNF approach an optimal value at 6. Similar to those found for the achievable drawing properties of the as-prepared fibers, the orientation factor, tensile strength (σ f) and initial modulus (E) values of drawn F100MCNF6y fiber series specimens with a fixed draw ratio reach a maximal value as their MCNF contents approach the optimal value, wherein the σ f and E values of the drawn F100MCNFxy fiber specimens are significantly higher than those of the drawn F100 fiber specimens and corresponding drawn F100CNFy fiber specimens prepared at the same draw ratios and CNF contents but without modification. To understand the interesting ultradrawing, thermal, orientation and tensile properties of F100CNFy and F100MCNFxy fiber specimens, Fourier transform infra-red, specific surface areas, and transmission electron microcopic analyses of the original and modified CNF nanofillers were performed in this study.

Keywords: ultradrawing, cellulose nanofibers, ultrahigh molecular weight polyethylene, nanocomposite fibers

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Authors: Ramesh K. Sunkaria, Puneeta Marwaha

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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

Procedia PDF Downloads 242

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

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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

Procedia PDF Downloads 223

Authors: Bang Young Kim, Sang Hoon Park, Chul Gyu Song

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A conventional optical coherence tomography (OCT) system has limited imaging depth, which is 1-2 mm, and suffers unwanted noise such as speckle noise. The motorized-stage-based OCT system, using a common-path Fourier-domain optical coherence tomography (CP-FD-OCT) configuration, provides enhanced imaging depth and less noise so that we can overcome these limitations. Using this OCT systems, OCT images were obtained from an onion, and their subsurface structure was observed. As a result, the images obtained using the developed motorized-stage-based system showed enhanced imaging depth than the conventional system, since it is real-time accurate depth tracking. Consequently, the developed CP-FD-OCT systems and algorithms have good potential for the further development of endoscopic OCT for microsurgery.

Keywords: common-path OCT, FD-OCT, OCT, tracking algorithm

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Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

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

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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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Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Murada Alholy, Mengshi Lin, Omar Alhaj, Mahmoud Abugoush

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Alicyclobacillus is a causative agent of spoilage in pasteurized and heat-treated apple juice products. Differentiating between this genus and the closely related Bacillus is crucially important. In this study, Fourier transform infrared spectroscopy (FT-IR) was used to identify and discriminate between four Alicyclobacillus strains and four Bacillus isolates inoculated individually into apple juice. Loading plots over the range of 1350 and 1700 cm-1 reflected the most distinctive biochemical features of Bacillus and Alicyclobacillus. Multivariate statistical methods (e.g. principal component analysis (PCA) and soft independent modeling of class analogy (SIMCA)) were used to analyze the spectral data. Distinctive separation of spectral samples was observed. This study demonstrates that FT-IR spectroscopy in combination with multivariate analysis could serve as a rapid and effective tool for fruit juice industry to differentiate between Bacillus and Alicyclobacillus and to distinguish between species belonging to these two genera.

Keywords: alicyclobacillus, bacillus, FT-IR, spectroscopy, PCA

Procedia PDF Downloads 446

Authors: Ramin Vafadary, Maryam Khanbaghi

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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

Procedia PDF Downloads 57

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

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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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Authors: Mounir Belattar

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In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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

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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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Authors: Mohammad Younus Bhat

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The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: Abdul Rehman, Bo Liu

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Axial flow turbines are commonly designed with high loads that generate strong secondary flows and result in high secondary losses. These losses contribute to almost 30% to 50% of the total losses. Non-axisymmetric endwall profiling is one of the passive control technique to reduce the secondary flow loss. In this paper, the non-axisymmetric endwall profile construction and optimization for the stator endwalls are presented to improve the efficiency of a high pressure turbine. The commercial code NUMECA Fine/ Design3D coupled with Fine/Turbo was used for the numerical investigation, design of experiments and the optimization. All the flow simulations were conducted by using steady RANS and Spalart-Allmaras as a turbulence model. The non-axisymmetric endwalls of stator hub and shroud were created by using the perturbation law based on Bezier Curves. Each cut having multiple control points was supposed to be created along the virtual streamlines in the blade channel. For the design of experiments, each sample was arbitrarily generated based on values automatically chosen for the control points defined during parameterization. The Optimization was achieved by using two algorithms i.e. the stochastic algorithm and gradient-based algorithm. For the stochastic algorithm, a genetic algorithm based on the artificial neural network was used as an optimization method in order to achieve the global optimum. The evaluation of the successive design iterations was performed using artificial neural network prior to the flow solver. For the second case, the conjugate gradient algorithm with a three dimensional CFD flow solver was used to systematically vary a free-form parameterization of the endwall. This method is efficient and less time to consume as it requires derivative information of the objective function. The objective function was to maximize the isentropic efficiency of the turbine by keeping the mass flow rate as constant. The performance was quantified by using a multi-objective function. Other than these two classifications of the optimization methods, there were four optimizations cases i.e. the hub only, the shroud only, and the combination of hub and shroud. For the fourth case, the shroud endwall was optimized by using the optimized hub endwall geometry. The hub optimization resulted in an increase in the efficiency due to more homogenous inlet conditions for the rotor. The adverse pressure gradient was reduced but the total pressure loss in the vicinity of the hub was increased. The shroud optimization resulted in an increase in efficiency, total pressure loss and entropy were reduced. The combination of hub and shroud did not show overwhelming results which were achieved for the individual cases of the hub and the shroud. This may be caused by fact that there were too many control variables. The fourth case of optimization showed the best result because optimized hub was used as an initial geometry to optimize the shroud. The efficiency was increased more than the individual cases of optimization with a mass flow rate equal to the baseline design of the turbine. The results of artificial neural network and conjugate gradient method were compared.

Keywords: artificial neural network, axial turbine, conjugate gradient method, non-axisymmetric endwall, optimization

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

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

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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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Authors: Humayun R. H. Kabir

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An analytical solution before used for static and free-vibration response has been extended for thermal buckling response on cylindrical panel with anti-symmetric laminations. The partial differential equations that govern kinematic behavior of shells produce five coupled differential equations. The basic displacement and rotational unknowns are similar to first order shear deformation theory---three displacement in spatial space, and two rotations about in-plane axes. No drilling degree of freedom is considered. Boundary conditions are considered as complete hinge in all edges so that the panel respond on thermal inductions. Two sets of double Fourier series are considered in the analytical solution process. The sets are selected that satisfy mixed type of natural boundary conditions. Numerical results are presented for the first 10 eigenvalues, and first 10 mode shapes for Ux, Uy, and Uz components. The numerical results are compared with a finite element based solution.

Keywords: higher order shear deformation, composite, thermal buckling, angle-ply laminations

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 115

Authors: Hamza I. Isa, Gezina C. H. Ferreira, Jan E. Crafford, Christoffel J. Botha

Abstract:

Moraea pallida Bak. (yellow tulip) poisoning is the most important plant-induced cardiac glycoside toxicosis in South Africa. Cardiac glycoside poisonings collectively account for about 33 and 10 % mortalities due to plants, in large and small stock respectively, in South Africa. The toxic principle is 1α, 2α-epoxyscillirosidine, a bufadienolide. The aim of the study was to investigate the potential to develop a vaccine against epoxyscillirosidine. Epoxyscillirosidine and the related bufadienolides proscillaridin and bufalin, which are commercially available, were conjugated to the carrier proteins [Hen ovalbumin (OVA), bovine serum albumin (BSA) and keyhole limpet haemocyanin (KLH)], rendering them immunogenic. Adult male New Zealand White rabbits were immunized. In Trials 1 and 2, rabbits (n=6) were, each assigned to two groups. Experimental animals (n=3; n=4) were vaccinated with epoxyscillirosidine-OVA conjugate, while the control (n=3; n=2) were vaccinated with OVA, using Freund’s complete and incomplete and Montanide adjuvants, for Trials 1 and 2, respectively. In Trial 3, rabbits (n=15), randomly allocated to 5 equal groups (I, II, III, IV and V), were vaccinated with proscillaridin-BSA, bufalin-BSA, epoxyscillirosidine-KLH, epoxyscillirosidine-BSA conjugates, and BSA respectively, using Montanide as adjuvant. Vaccination was on Days 0, 21 and 42. Additional vaccinations were done on Day 56 and 63 for Trial 1. Vaccination was by intradermal injection of 0.4 ml of the immunogen (4 mg/ml [Trial 1] and 8 mg/ml for Trials 2 and Trial 3, respectively). Blood was collected pre-vaccination and at 3 week intervals following each vaccination. Antibody response was determined using an indirect ELISA. There was poor immune response associated with the dose (0.4 mg per rabbit) and adjuvant used in Trial 1. Antibodies were synthesized against the conjugate administered in Trial 2. For Trail 3, antibodies against the immunogens were successfully raised in rabbits with epoxyscillirosidine-KLH inducing the highest immune response. The antibodies raised against proscillaridin and bufalin cross-reacted with epoxyscillirosidine when used as antigen in the ELISA. The study successfully demonstrated the synthesis of antibodies against the bufadienolide conjugates administered. The cross-reactivity of proscillaridin and bufalin with epoxyscillirosidine could potentially be utilized as alternative to epoxyscillirosidine in future studies to prevent yellow tulp poisoning by vaccination.

Keywords: antibodies , bufadienolides, cross-reactivity, epoxyscillirosidine, Moraea pallida, poisoning

Procedia PDF Downloads 124

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

Procedia PDF Downloads 511

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

Procedia PDF Downloads 311