Search results for: convex subgraph

Authors: Graziano Chesi

Abstract:

The topological entropy plays a key role in linear dynamical systems, allowing one to establish the existence of stabilizing feedback controllers for linear systems in the presence of communications constraints. This paper addresses the determination of a robust value of the topological entropy in nonlinear dynamical systems, specifically the largest value of the topological entropy over all linearized models in a region of interest of the state space. It is shown that a sufficient condition for establishing upper bounds of the sought robust value of the topological entropy can be given in terms of a semidefinite program (SDP), which belongs to the class of convex optimization problems.

Keywords: non-linear system, communication constraint, topological entropy

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Authors: Maja Andrić, Josip Pečarić

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Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.

Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality

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Authors: Ali Essam El Shazly

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The Haussmannization plan of Cairo in 1867 formed a regular network of roundabout spaces, though deteriorated at present. The method of identifying the spatial structure of roundabout Cairo for conservation matches the voronoi diagram with the space syntax through their geometrical property of spatial convexity. In this initiative, the primary convex hull of first-order voronoi adopts the integral and control measurements of space syntax on Cairo’s roundabout generators. The functional essence of royal palaces optimizes the roundabout structure in terms of spatial measurements and the symbolic voronoi projection of 'Tahrir Roundabout' over the Giza Nile and Pyramids. Some roundabouts of major public and commercial landmarks surround the pole of 'Ezbekia Garden' with a higher control than integral measurements, which filter the new spatial structure from the adjacent traditional town. Nevertheless, the least integral and control measures correspond to the voronoi contents of pollutant workshops and the plateau of old Cairo Citadel with the visual compensation of new royal landmarks on top. Meanwhile, the extended suburbs of infinite voronoi polygons arrange high control generators of chateaux housing in 'garden city' environs. The point pattern of roundabouts determines the geometrical characteristics of voronoi polygons. The measured lengths of voronoi edges alternate between the zoned short range at the new poles of Cairo and the distributed structure of longer range. Nevertheless, the shortest range of generator-vertex geometry concentrates at 'Ezbekia Garden' where the crossways of vast Cairo intersect, which maximizes the variety of choice at different spatial resolutions. However, the symbolic 'Hippodrome' which is the largest public landmark forms exclusive geometrical measurements, while structuring a most integrative roundabout to parallel the royal syntax. Overview of the symbolic convex hull of voronoi with space syntax interconnects Parisian Cairo with the spatial chronology of scattered monuments to conceive one universal Cairo structure. Accordingly, the approached methodology of 'voronoi-syntax' prospects the future conservation of roundabout Cairo at the inferred city-level concept.

Keywords: roundabout Cairo, first-order Voronoi, space syntax, spatial structure

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Authors: Kourosh Modarresi

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The Netflix problem has brought the topic of “Recommendation Systems” into the mainstream of computer science, mathematics, and statistics. Though much progress has been made, the available algorithms do not obtain satisfactory results. The success of these algorithms is rarely above 5%. This work is based on the belief that the main challenge is to come up with “scalable personalization” models. This paper uses an adaptive regularization of inverse singular value decomposition (SVD) that applies adaptive penalization on the singular vectors. The results show far better matching for recommender systems when compared to the ones from the state of the art models in the industry.

Keywords: convex optimization, LASSO, regression, recommender systems, singular value decomposition, low rank approximation

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Authors: Harsha Gopalakrishnan, Srijanani Anurag Prasad

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Quadrilateral labyrinth fractals are a new type of fractals that are introduced in this paper. They belong to a unique class of fractals on any plane quadrilateral. The previously researched labyrinth fractals on the unit square and triangle inspire this form of fractal. This work describes how to construct a quadrilateral labyrinth fractal and looks at the circumstances in which it can be understood as the attractor of an iterated function system. Furthermore, some of its topological properties and the Hausdorff and box-counting dimensions of the quadrilateral labyrinth fractals are studied.

Keywords: fractals, labyrinth fractals, dendrites, iterated function system, Haus-Dorff dimension, box-counting dimension, non-self similar, non-self affine, connected, path connected

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Authors: Omer Burak Iskender, Keck Voon Ling, Vincent Dubanchet, Luca Simonini

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This paper presents Guidance and Control (G&C) strategy to approach and synchronize with potentially rotating targets. The proposed strategy generates and tracks a safe trajectory for space servicing missions, including tasks like approaching, inspecting, and capturing. The main objective of this paper is to validate the G&C laws using a Hardware-In-the-Loop (HIL) setup with realistic rendezvous and docking equipment. Throughout this work, the assumption of full relative state feedback is relaxed by onboard sensors that bring realistic errors and delays and, while the proposed closed loop approach demonstrates the robustness to the above mentioned challenge. Moreover, G&C blocks are unified via the Model Predictive Control (MPC) paradigm, and the coupling between translational motion and rotational motion is addressed via dual quaternion based kinematic description. In this work, G&C is formulated as a convex optimization problem where constraints such as thruster limits and the output constraints are explicitly handled. Furthermore, the Monte-Carlo method is used to evaluate the robustness of the proposed method to the initial condition errors, the uncertainty of the target's motion and attitude, and actuator errors. A capture scenario is tested with the robotic test bench that has onboard sensors which estimate the position and orientation of a drifting satellite through camera imagery. Finally, the approach is compared with currently used robust H-infinity controllers and guidance profile provided by the industrial partner. The HIL experiments demonstrate that the proposed strategy is a potential candidate for future space servicing missions because 1) the algorithm is real-time implementable as convex programming offers deterministic convergence properties and guarantee finite time solution, 2) critical physical and output constraints are respected, 3) robustness to sensor errors and uncertainties in the system is proven, 4) couples translational motion with rotational motion.

Keywords: dual quaternion, model predictive control, real-time experimental test, rendezvous and docking, spacecraft autonomy, space servicing

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Authors: Younghoon Kim, Seoung Bum Kim

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One-class classification plays an important role in detecting outlier and abnormality from normal observations. In the previous research, several attempts were made to extend the scope of application of the one-class classification techniques to statistical process control problems. For most previous approaches, such as support vector data description (SVDD) control chart, the design of the control limits is commonly based on the assumption that the proportion of abnormal observations is approximately equal to an expected Type I error rate in Phase I process. Because of the limitation of the one-class classification techniques based on convex optimization, we cannot make the proportion of abnormal observations exactly equal to expected Type I error rate: controlling Type I error rate requires to optimize constraints with integer decision variables, but convex optimization cannot satisfy the requirement. This limitation would be undesirable in theoretical and practical perspective to construct effective control charts. In this work, to address the limitation of previous approaches, we propose the one-class classification algorithm based on the mixed integer programming technique, which can solve problems formulated with continuous and integer decision variables. The proposed method minimizes the radius of a spherically shaped boundary subject to the number of normal data to be equal to a constant value specified by users. By modifying this constant value, users can exactly control the proportion of normal data described by the spherically shaped boundary. Thus, the proportion of abnormal observations can be made theoretically equal to an expected Type I error rate in Phase I process. Moreover, analogous to SVDD, the boundary can be made to describe complex structures by using some kernel functions. New multivariate control chart applying the effectiveness of the algorithm is proposed. This chart uses a monitoring statistic to characterize the degree of being an abnormal point as obtained through the proposed one-class classification. The control limit of the proposed chart is established by the radius of the boundary. The usefulness of the proposed method was demonstrated through experiments with simulated and real process data from a thin film transistor-liquid crystal display.

Keywords: control chart, mixed integer programming, one-class classification, support vector data description

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Authors: Chung To Kong, Siu Ming Yiu

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Rubik's cube was invented in 1974. Since then, speedcubers all over the world try their best to break the world record again and again. The newest record is 3.47 seconds. There are many factors that affect the timing, including turns per second (tps), algorithm, finger trick, hardware of the cube. In this paper, the lower bound of the cube solving time will be discussed using convex optimization. Extended analysis of the world records will be used to understand how to improve the timing. With the understanding of each part of the solving step, the paper suggests a list of speed improvement techniques. Based on the analysis of the world record, there is a high possibility that the 3 seconds mark will be broken soon.

Keywords: Rubik's Cube, speed, finger trick, optimization

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Authors: V. Swarnalatha, A. V. Narasimha Rao, P. Pal

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The present research reports the investigation of fast etching of silicon for the fabrication of microelectromechanical systems (MEMS) structures using silicon wet bulk micromachining. Low concentration tetramethyl-ammonium hydroxide (TMAH) and hydroxylamine (NH₂OH) are used as main etchant and additive, respectively. The concentration of NH₂OH is varied to optimize the composition to achieve best etching characteristics such as high etch rate, significantly high undercutting at convex corner for the fast release of the microstructures from the substrate, and improved etched surface morphology. These etching characteristics are studied on Si{100} and Si{110} wafers as they are most widely used in the fabrication of MEMS structures as wells diode, transistors and integrated circuits.

Keywords: KOH, MEMS, micromachining, silicon, TMAH, wet anisotropic etching

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Authors: Artion Kashuri, Rozana Liko

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In this paper, some generalization integral inequalities of Hermite–Hadamard type for functions whose derivatives are s–convex in modulus are given by using k–fractional integrals. Some applications to special means are obtained as well. Some known versions are recovered as special cases from our results. We note that our inequalities can be viewed as new refinements of the previous results. Finally, our results have a deep connection with various fractional integral operators and interested readers can find new interesting results using our idea and technique as well.

Keywords: Hermite-Hadamard's inequalities, Hölder's inequality, k-Riemann-Liouville fractional integral, special means

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Authors: O. B. Iskender, K. V. Ling, V. Dubanchet, L. Simonini

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This paper discusses the recent advances and future prospects of spacecraft position and attitude control using Model Predictive Control (MPC). First, the challenges of the space missions are summarized, in particular, taking into account the errors, uncertainties, and constraints imposed by the mission, spacecraft and, onboard processing capabilities. The summary of space mission errors and uncertainties provided in categories; initial condition errors, unmodeled disturbances, sensor, and actuator errors. These previous constraints are classified into two categories: physical and geometric constraints. Last, real-time implementation capability is discussed regarding the required computation time and the impact of sensor and actuator errors based on the Hardware-In-The-Loop (HIL) experiments. The rationales behind the scenarios’ are also presented in the scope of space applications as formation flying, attitude control, rendezvous and docking, rover steering, and precision landing. The objectives of these missions are explained, and the generic constrained MPC problem formulations are summarized. Three key design elements used in MPC design: the prediction model, the constraints formulation and the objective cost function are discussed. The prediction models can be linear time invariant or time varying depending on the geometry of the orbit, whether it is circular or elliptic. The constraints can be given as linear inequalities for input or output constraints, which can be written in the same form. Moreover, the recent convexification techniques for the non-convex geometrical constraints (i.e., plume impingement, Field-of-View (FOV)) are presented in detail. Next, different objectives are provided in a mathematical framework and explained accordingly. Thirdly, because MPC implementation relies on finding in real-time the solution to constrained optimization problems, computational aspects are also examined. In particular, high-speed implementation capabilities and HIL challenges are presented towards representative space avionics. This covers an analysis of future space processors as well as the requirements of sensors and actuators on the HIL experiments outputs. The HIL tests are investigated for kinematic and dynamic tests where robotic arms and floating robots are used respectively. Eventually, the proposed algorithms and experimental setups are introduced and compared with the authors' previous work and future plans. The paper concludes with a conjecture that MPC paradigm is a promising framework at the crossroads of space applications while could be further advanced based on the challenges mentioned throughout the paper and the unaddressed gap.

Keywords: convex optimization, model predictive control, rendezvous and docking, spacecraft autonomy

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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Authors: H. Y. Jung, Ju H. Park, S. M. Lee

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A sampled-data controller is presented for solid oxide fuel cell systems which is expressed by a sector bounded nonlinear model. The sector bounded nonlinear systems, which have a feedback connection with a linear dynamical system and nonlinearity satisfying certain sector type constraints. Also, the sampled-data control scheme is very useful since it is possible to handle digital controller and increasing research efforts have been devoted to sampled-data control systems with the development of modern high-speed computers. The proposed control law is obtained by solving a convex problem satisfying several linear matrix inequalities. Simulation results are given to show the effectiveness of the proposed design method.

Keywords: sampled-data control, fuel cell, linear matrix inequalities, nonlinear control

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Authors: Caihong Sun, Xizi Zhang

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Rating prediction is an important problem for recommender systems. The task is to predict the rating for an item that a user would give. Most of the existing algorithms for the task ignore the effect of negative ratings rated by users on items, but the negative ratings have a significant impact on users’ purchasing decisions in practice. In this paper, we present a rating prediction algorithm based on factorization machines that consider the effect of negative ratings inspired by Loss Aversion theory. The aim of this paper is to develop a concave and a convex negative disgust function to evaluate the negative ratings respectively. Experiments are conducted on MovieLens dataset. The experimental results demonstrate the effectiveness of the proposed methods by comparing with other four the state-of-the-art approaches. The negative ratings showed much importance in the accuracy of ratings predictions.

Keywords: factorization machines, feature engineering, negative ratings, recommendation systems

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Authors: M. Pappa, C. Efstathiou, G. Livanos, P. Xidas, D. Vakondios, E. Maravelakis, M. Zervakis, A. Antoniadis

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The choice of cutting tools in manufacturing processes is an essential parameter on which the required manufacturing time, the consumed energy and the cost effort all depend. If the number of tool changing times could be minimized or even eliminated by using a single convex tool providing multiple profiles, then a significant benefit of time and energy saving, as well as tool cost, would be achieved. A typical machine contains a variety of tools in order to deal with different curvatures and material removal rates. In order to minimize the required cutting tool changes, Actively Deformable micro-Cutters (ADmC) will be developed. The design of the Actively Deformable micro-Cutters will be based on the same cutting technique and mounting method as that in typical cutters.

Keywords: deformable cutters, cutting tool, milling, turning, manufacturing

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Authors: Kainat Affrin, P. Reshma, G. Narendra Kumar

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Optimization of timetable is the need of the day for the rescheduling and routing of trains in real time. Trains are scheduled in parallel with the road transport vehicles to the same destination. As the number of trains is restricted due to single track, customers usually opt for road transport to use frequently. The air pollution increases as the density of vehicles on road transport is increased. Use of an alternate mode of transport like train helps in reducing air-pollution. This paper mainly aims at attracting the passengers to Train transport by proper rescheduling of trains using hybrid of stop-skip algorithm and iterative convex programming algorithm. Rescheduling of train bi-directionally is achieved on a single track with dynamic dual time and varying stops. Introduction of more trains attract customers to use rail transport frequently, thereby decreasing the pollution. The results are simulated using Network Simulator (NS-2).

Keywords: air pollution, AODV, re-scheduling, WSNs

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Authors: Mohammed Mahmoud Osman Ahmed, Akram Mohammad

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Flame dynamics in heated quartz glass channels of various aspect ratios (2,5,10,15) were experimentally investigated. A premixed Propane-air mixture was used for the reported experiments. Regarding micro-combustion, flame quenching is considered to be the most crucial problem to overcome first. Experiments were carried out on four channels with different aspect ratios. The results show that at a very low equivalence ratio ϕ=0.4, there is no flame inside the channels. The FREI condition (Flame with repetitive extinction and ignition) was overcome by increasing velocity and by making the channels more in contact with the external heater. The flame tested inside the channels at different locations for V=0.3 m/s or higher below V=0.65 m/s. The effects of equivalence ratio and flow velocity on the characteristics of combustion in the channels were examined. Different ways of flame propagation were observed in the current investigations based on how they appear as planar, concave and convex flames.

Keywords: flame stabilization, combustion, flame dynamics, small-scale channels, external heater

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Authors: A. A. Behroozpoor, M. M. Mazarei

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In this paper, a fuzzy recurrent neural network is proposed for solving the classical quadratic control problem subject to linear equality and bound constraints. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed.

Keywords: REFERENCES [1] Xia, Y, A new neural network for solving linear and quadratic programming problems. IEEE Transactions on Neural Networks, 7(6), 1996, pp.1544–1548. [2] Xia, Y., & Wang, J, A recurrent neural network for solving nonlinear convex programs subject to linear constraints. IEEE Transactions on Neural Networks, 16(2), 2005, pp. 379–386. [3] Xia, Y., H, Leung, & J, Wang, A projection neural network and its application to constrained optimization problems. IEEE Transactions Circuits and Systems-I, 49(4), 2002, pp.447–458.B. [4] Q. Liu, Z. Guo, J. Wang, A one-layer recurrent neural network for constrained seudoconvex optimization and its application for dynamic portfolio optimization. Neural Networks, 26, 2012, pp. 99-109.

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Authors: Obaid Algahtani

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An interval may be defined as a convex combination as follows: I=[a,b]={x_α=(1-α)a+αb: α∈[0,1]}. Consequently, we may adopt interval operations by applying the scalar operation point-wise to the corresponding interval points: I ∙J={x_α∙y_α ∶ αϵ[0,1],x_α ϵI ,y_α ϵJ}, With the usual restriction 0∉J if ∙ = ÷. These operations are associative: I+( J+K)=(I+J)+ K, I*( J*K)=( I*J )* K. These two properties, which are missing in the usual interval operations, will enable the extension of the usual linear system concepts to the interval setting in a seamless manner. The arithmetic introduced here avoids such vague terms as ”interval extension”, ”inclusion function”, determinants which we encounter in the engineering literature that deal with interval linear systems. On the other hand, these definitions were motivated by our attempt to arrive at a definition of interval random variables and investigate the corresponding statistical properties. We feel that they are the natural ones to handle interval systems. We will enable the extension of many results from usual state space models to interval state space models. The interval state space model we will consider here is one of the form X_((t+1) )=AX_t+ W_t, Y_t=HX_t+ V_t, t≥0, where A∈ 〖IR〗^(k×k), H ∈ 〖IR〗^(p×k) are interval matrices and 〖W 〗_t ∈ 〖IR〗^k,V_t ∈〖IR〗^p are zero – mean Gaussian white-noise interval processes. This feeling is reassured by the numerical results we obtained in a simulation examples.

Keywords: interval analysis, interval matrices, state space model, Kalman Filter

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Authors: Khaled Abou-El-Hossein

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The presentation will address the features of two IR convex lenses that have been manufactured using an ultra-high precision machining centre based on single-point diamond turning. The lenses are made from silicon and germanium with a radius of curvature of 500 mm. Because of the brittle nature of silicon and germanium, machining parameters were selected in such a way that ductile regime was achieved. The cutting speed was 800 rpm while the feed rate and depth cut were 20 mm/min and 20 um, respectively. Although both materials comprise a mono-crystalline microstructure and are quite similar in terms of optical properties, machining of silicon was accompanied with more difficulties in terms of form accuracy compared to germanium machining. The P-V error of the silicon profile was 0.222 um while it was only 0.055 um for the germanium lens. This could be attributed to the accelerated wear that takes place on the tool edge when turning mono-crystalline silicon. Currently, we are using other ranges of the machining parameters in order to determine their optimal range that could yield satisfactory performance in terms of form accuracy when fabricating silicon lenses.

Keywords: diamond turning, optical surfaces, precision machining, surface roughness

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Authors: Shao-Yuan Huang

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We study the shape of the bifurcation curve of positive solutions for the semipositone problem with the Minkowski-curvature operator. The Minkowski-curvature problem plays an important role in certain fundamental issues in differential geometry and in the special theory of relativity. In addition, it is well known that studying the multiplicity of positive solutions is equivalent to studying the shape of the bifurcation curve. By the shape of the bifurcation curve, we can understand the change in the multiplicity of positive solutions with varying parameters. In this paper, our main technique is a time-map method used in Corsato's PhD Thesis. By this method, studying the shape of the bifurcation curve is equivalent to studying the shape of a certain function T with improper integral. Generally speaking, it is difficult to study the shape of T. So, in this paper, we consider two cases that the nonlinearity is convex or concave. Thus we obtain the following results: (i) If f''(u) < 0 for u > 0, then the bifurcation curve is C-shaped. (ii) If f''(u) > 0 for u > 0, then there exists η>β such that the bifurcation curve does not exist for 0 η. Furthermore, we prove that the bifurcation is C-shaped for L > η under a certain condition.

Keywords: bifurcation curve, Minkowski-curvature problem, positive solution, time-map method

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Authors: H. J. Wattimanela, U. S. Passaribu, A. N. T. Puspito, S. W. Indratno

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Molluca Collision Zone is located at the junction of the Eurasian plate, Australian, Pacific, and the Philippines. Between the Sangihe arc, west of the collision zone, and to the east of Halmahera arc is active collision and convex toward the Molluca Sea. This research will analyze the behavior of earthquake occurrence in Molluca Collision Zone related to the distributions of an earthquake in each partition regions, determining the type of distribution of a occurrence earthquake of partition regions, and the mean occurrence of earthquakes each partition regions, and the correlation between the partitions region. We calculate number of earthquakes using partition method and its behavioral using conventional statistical methods. The data used is the data type of shallow earthquakes with magnitudes ≥ 4 SR for the period 1964-2013 in the Molluca Collision Zone. From the results, we can classify partitioned regions based on the correlation into two classes: strong and very strong. This classification can be used for early warning system in disaster management.

Keywords: molluca collision zone, partition regions, conventional statistical methods, earthquakes, classifications, disaster management

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Authors: Androniki-Anna Doulgeroglou, Panagiotis Kotronis, Giulio Sciarra, Catherine Bouillon

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The interaction diagrams are functions that define ultimate states expressed in terms of generalized forces (axial force, bending moment and shear force). Two characteristic states for reinforced concrete (RC) sections are proposed: the first characteristic state corresponds to the yield of the reinforcement bars and the second to the peak values of the generalized forces generalized displacements curves. 3D numerical simulations are then conducted for RC columns and the global responses are compared to experimental results. Interaction diagrams for combined flexion, shear and axial force loading conditions are numerically produced for symmetrically RC square sections for different reinforcement ratios. Analytical expressions of the interaction diagrams are also proposed, satisfying the condition of convexity. Comparison with interaction diagrams from the Eurocode is finally presented for the study cases.

Keywords: analytical convex expressions, finite element method, interaction diagrams, reinforced concrete

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Authors: Marjan Heidarian Dehkordi, Hossein Allahyari, Bruce Parker, Reza Talaee-Hassanlouei

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The Western flower thrips, Frankliniella occidentalis Priesner (Thysanoptera: Thripidae), is a significant pest of many economically important crops. This study evaluated the functional responses, prey-stage preferences and mutual interference of Amblyseius swirskii Anthias-Henriot (Acari: Phytoseiidae) with F. occidentalis as the host under laboratory conditions. The predator species showed no prey stage preference for either prey 1st or 2nd instar. Logistic regression analysis suggested Type II (convex) functional response for the predator species. Consequently, the per capita searching efficiency decreased significantly from 1.2425 to -7.4987 as predator densities increased from 2 to 8. The findings from this study could help select better biological control agents for effective control of F. occidentalis and other pests in vegetable production.

Keywords: biological control, functional responses, mutual interference, prey-stage preferences

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Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke

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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.

Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing

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Authors: Aishik Deb, Rituparna Sinha

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We have developed an algorithm to detect the abnormal segment/"structural variation in the genome across a number of samples. We have worked on simulated as well as real data from the BAM Files and have designed a segmentation algorithm where abnormal segments are detected. This algorithm aims to improve the accuracy and performance of the existing CNV-CH algorithm. The next-generation sequencing (NGS) approach is very fast and can generate large sequences in a reasonable time. So the huge volume of sequence information gives rise to the need for Big Data and parallel approaches of segmentation. Therefore, we have designed a map-reduce approach for the existing CNV-CH algorithm where a large amount of sequence data can be segmented and structural variations in the human genome can be detected. We have compared the efficiency of the traditional and map-reduce algorithms with respect to precision, sensitivity, and F-Score. The advantages of using our algorithm are that it is fast and has better accuracy. This algorithm can be applied to detect structural variations within a genome, which in turn can be used to detect various genetic disorders such as cancer, etc. The defects may be caused by new mutations or changes to the DNA and generally result in abnormally high or low base coverage and quantification values.

Keywords: cancer detection, convex hull segmentation, map reduce, next generation sequencing

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Authors: Marian Sorin Ionescu, Olivia Negoita, Cosmin Dobrin

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This scientific communication reports and discusses learning models adaptable to modern business problems and models specific to digital concepts and paradigms. In the PAC (probably approximately correct) learning model approach, in which the learning process begins by receiving a batch of learning examples, the set of learning processes is used to acquire a hypothesis, and when the learning process is fully used, this hypothesis is used in the prediction of new operational examples. For complex business models, a lot of models should be introduced and evaluated to estimate the induced results so that the totality of the results are used to develop a predictive rule, which anticipates the choice of new models. In opposition, for online learning-type processes, there is no separation between the learning (training) and predictive phase. Every time a business model is approached, a test example is considered from the beginning until the prediction of the appearance of a model considered correct from the point of view of the business decision. After choosing choice a part of the business model, the label with the logical value "true" is known. Some of the business models are used as examples of learning (training), which helps to improve the prediction mechanisms for future business models.

Keywords: machine learning, business models, convex analysis, online learning

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Authors: A. Pesin, D. Pustovoytov, A. Kolesnik, M. Sverdlik

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Rolling disturbances often arise which might lead to defects such as nonflatness, warpage, corrugation, etc. Numerous methods of compensation for such disturbances are well known. However, most of them preserve the initial form of transverse flow of the strip, such as convex, concave or asymmetric (for example, sphenoid). Sometimes, the form inherited (especially asymmetric) is undesirable. Technical solutions have been developed which include providing conditions for transverse metal flow in deformation zone. It should be noted that greater reduction is followed by transverse flow increase, while less reduction causes a corresponding decrease in metal flow for differently deformed metal lengths to remain approximately the same and in order to avoid the defects mentioned above. One of the solutions suggests sequential strip deforming from rectangular cross-section profile with periodical rectangular grooves back into rectangular profile again. The work was carried out in DEFORM 3D program complex. Experimental rolling was performed on laboratory mill 150. Comparison of experimental and theoretical results demonstrated good correlation.

Keywords: FEM, cross-section deformation, mechanical engineering, applied mechanics

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Authors: Duygu Dere, Mert Ergeneci, Kaan Gokcesu

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Google Trends data has gained increasing popularity in the applications of behavioral finance, decision science and risk management. Because of Google’s wide range of use, the Trends statistics provide significant information about the investor sentiment and intention, which can be used as decisive factors for corporate and risk management fields. However, an anomaly, a significant increase or decrease, in a certain query cannot be detected by the state of the art applications of computation due to the random baseline noise of the Trends data, which is modelled as an Additive white Gaussian noise (AWGN). Since through time, the baseline noise power shows a gradual change an adaptive thresholding method is required to track and learn the baseline noise for a correct classification. To this end, we introduce an online method to classify meaningful deviations in Google Trends data. Through extensive experiments, we demonstrate that our method can successfully classify various anomalies for plenty of different data.

Keywords: adaptive data processing, behavioral finance , convex optimization, online learning, soft minimum thresholding

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Authors: Fekadu L. Bayisa, Elvan Ceyhan, Todd D. Steury

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Interaction between individuals within the same species is an important component of population dynamics. An interaction can be either static (based on spatial overlap) or dynamic (based on movement interactions). Using GPS collar data, we can quantify both static and dynamic interactions between black bears. The goal of this work is to determine the level of black bear interactions using the 95% and 50% home ranges, as well as to model black bear spatial interactions, which could be attraction, avoidance/repulsion, or a lack of interaction at all, to gain new insights and improve our understanding of ecological processes. Recent methodological developments in home range estimation, inhomogeneous multitype/cross-type summary statistics, and envelope testing methods are explored to study the nature of black bear interactions. Our findings, in general, indicate that the black bears of one type in our data set tend to cluster around another type.

Keywords: autocorrelated kernel density estimator, cross-type summary function, inhomogeneous multitype Poisson process, kernel density estimator, minimum convex polygon, pointwise and global envelope tests

Procedia PDF Downloads 49