Search results for: generalized topology

Authors: Lijuan Zhou, Mengqi Wu, Changyong Niu

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Attributed graph clustering can utilize the graph topology and node attributes to uncover hidden community structures and patterns in complex networks, aiding in the understanding and analysis of complex systems. Utilizing contrastive learning for attributed graph clustering can effectively exploit meaningful implicit relationships between data. However, existing attributed graph clustering methods based on contrastive learning suffer from the following drawbacks: 1) Complex data augmentation increases computational cost, and inappropriate data augmentation may lead to semantic drift. 2) The selection of positive and negative samples neglects the intrinsic cluster structure learned from graph topology and node attributes. Therefore, this paper proposes a method called self-supervised Attributed Graph Clustering with Dual Contrastive Loss constraints (AGC-DCL). Firstly, Siamese Multilayer Perceptron (MLP) encoders are employed to generate two views separately to avoid complex data augmentation. Secondly, the neighborhood contrastive loss is introduced to constrain node representation using local topological structure while effectively embedding attribute information through attribute reconstruction. Additionally, clustering-oriented contrastive loss is applied to fully utilize clustering information in global semantics for discriminative node representations, regarding the cluster centers from two views as negative samples to fully leverage effective clustering information from different views. Comparative clustering results with existing attributed graph clustering algorithms on six datasets demonstrate the superiority of the proposed method.

Keywords: attributed graph clustering, contrastive learning, clustering-oriented, self-supervised learning

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Authors: Abdelmalek Ouannou, Adil Brouri, Laila Kadi, Tarik

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Switched reluctance motor (SRM) has a major interest in a large domain as in electric vehicle driving because of its wide range of speed operation, high performances, low cost, and robustness to run under degraded conditions. The purpose of the paper is to develop a new analytical approach for modeling SRM parameters. Then, an identification scheme is proposed to obtain the SRM parameters. Since the SRM is featured by a highly nonlinear behavior, modeling these devices is difficult. Then, it is convenient to develop an accurate model describing the SRM. Furthermore, it is always operated in the magnetically saturated mode to maximize the energy transfer. Accordingly, it is shown that the SRM can be accurately described by a generalized polynomial Hammerstein model, i.e., the parallel connection of several Hammerstein models having polynomial nonlinearity. Presently an analytical identification method is developed using a chirp excitation signal. Afterward, the parameters of the obtained model have been determined using Finite Element Method analysis. Finally, in order to show the effectiveness of the proposed method, a comparison between the true and estimate models has been performed. The obtained results show that the output responses are very close.

Keywords: switched reluctance motor, swept-sine signal, generalized Hammerstein model, nonlinear system

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Authors: A. Fettahoglu

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Theory of viscoelasticity is used by many researchers to represent behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain like pavements of bridges can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell elements and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Subsequently, a practical problem, which has an analytical solution given in literature, is used to verify the applicability of viscoelasticity tool embedded in ANSYS. Finally, amount of error in the results of ANSYS is compared with the analytical results to indicate the influence of used method and time step size.

Keywords: generalized Maxwell model, finite element method, prony series, time step size, viscoelasticity

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Authors: Giselle Maggie Fer Castañeda, Diego Iván González

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The objective of this work was to study the autoshaped choice behavior in the Donahoe, Burgos and Palmer (DBP) neural network model and analyze it under the matching law. Autoshaped choice can be viewed as a form of economic behavior defined as the preference between alternatives according to their relative outcomes. The Donahoe, Burgos and Palmer (DBP) model is a connectionist proposal that unifies operant and Pavlovian conditioning. This model has been used for more than three decades as a neurobehavioral explanation of conditioning phenomena, as well as a generator of predictions suitable for experimental testing with non-human animals and humans. The study consisted of different simulations in which, in each one, a ratio of reinforcement was established for two alternatives, and the responses (i.e., activations) in each of them were measured. Choice studies with animals have demonstrated that the data generally conform closely to the generalized matching law equation, which states that the response ratio equals proportionally to the reinforcement ratio; therefore, it was expected to find similar results with the neural networks of the Donahoe, Burgos and Palmer (DBP) model since these networks have simulated and predicted various conditioning phenomena. The results were analyzed by the generalized matching law equation, and it was observed that under some contingencies, the data from the networks adjusted approximately to what was established by the equation. Implications and limitations are discussed.

Keywords: matching law, neural networks, computational models, behavioral sciences

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Authors: H. D. Arora, Anjali Dhiman

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Uncertainty is found everywhere and its understanding is central to decision making. Uncertainty emerges as one has less information than the total information required describing a system and its environment. Uncertainty and information are so closely associated that the information provided by an experiment for example, is equal to the amount of uncertainty removed. It may be pertinent to point out that uncertainty manifests itself in several forms and various kinds of uncertainties may arise from random fluctuations, incomplete information, imprecise perception, vagueness etc. For instance, one encounters uncertainty due to vagueness in communication through natural language. Uncertainty in this sense is represented by fuzziness resulting from imprecision of meaning of a concept expressed by linguistic terms. Fuzzy set concept provides an appropriate mathematical framework for dealing with the vagueness. Both information theory, proposed by Shannon (1948) and fuzzy set theory given by Zadeh (1965) plays an important role in human intelligence and various practical problems such as image segmentation, medical diagnosis etc. Numerous approaches and theories dealing with inaccuracy and uncertainty have been proposed by different researcher. In the present communication, we generalize fuzzy entropy proposed by De Luca and Termini (1972) corresponding to Shannon entropy(1948). Further, some of the basic properties of the proposed measure were examined. We also applied the proposed measure to the real life decision making problem.

Keywords: entropy, fuzzy sets, fuzzy entropy, generalized fuzzy entropy, decision making

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Authors: Wu Di, Yeo Khoon Seng, Lim Tee Tai

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The typical insects employ a flapping-wing mode of flight. The numerical simulations on free flight of a model fruit fly (Re=143) including hovering and are presented in this paper. Unsteady aerodynamics around a flapping insect is studied by solving the three-dimensional Newtonian dynamics of the flyer coupled with Navier-Stokes equations. A hybrid-grid scheme (Generalized Finite Difference Method) that combines great geometry flexibility and accuracy of moving boundary definition is employed for obtaining flow dynamics. The results show good points of agreement and consistency with the outcomes and analyses of other researchers, which validate the computational model and demonstrate the feasibility of this computational approach on analyzing fluid phenomena in insect flight. The present modeling approach also offers a promising route of investigation that could complement as well as overcome some of the limitations of physical experiments in the study of free flight aerodynamics of insects. The results are potentially useful for the design of biomimetic flapping-wing flyers.

Keywords: free hovering flight, flapping wings, fruit fly, insect aerodynamics, leading edge vortex (LEV), computational fluid dynamics (CFD), Navier-Stokes equations (N-S), fluid structure interaction (FSI), generalized finite-difference method (GFD)

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: optimal control, nonlinear systems, state estimation, Kalman filter

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Authors: Ionel D. Craiu, Mihai Nedelcu

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Thin-walled cylinders are often used by the offshore industry as columns of floating installations. Based on observed strains, the inverse Finite Element Method (iFEM) may rebuild the deformation of structures. Structural Health Monitoring uses this approach extensively. However, the number of in-situ strain gauges is what determines how accurate it is, and for shell structures with complicated deformation, this number can easily become too high for practical use. Any thin-walled beam member's complicated deformation can be modeled by the Generalized Beam Theory (GBT) as a linear combination of pre-specified cross-section deformation modes. GBT uses bar finite elements as opposed to shell finite elements. This paper proposes an iFEM/GBT formulation for the shape sensing of thin-walled cylinders based on these benefits. This method significantly reduces the number of strain gauges compared to using the traditional inverse-shell finite elements. Using numerical simulations, dent damage detection is achieved by comparing the strain distributions of the undamaged and damaged members. The effect of noise on strain measurements is also investigated.

Keywords: damage detection, generalized beam theory, inverse finite element method, shape sensing

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Authors: Shahrokh Barati

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In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

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The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependence. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, laminated glass, Newton method, Williams-Landel-Ferry equation

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Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: R. Poonkuzhali, M. Y. Sanavullah, M. R. Gurupriya

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Opportunistic routing is used, where the network has the features like dynamic topology changes and intermittent network connectivity. In Delay Tolerant network or Disruption tolerant network opportunistic forwarding technique is widely used. The key idea of opportunistic routing is selecting forwarding nodes to forward data and coordination among these nodes to avoid duplicate transmissions. This paper gives the analysis of pros and cons of various opportunistic routing techniques used in MANET.

Keywords: ETX, opportunistic routing, PSR, throughput

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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Authors: Juan Antonio Mondragon Sanchez, Ruben Santamaria

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The DNA G-quadruplex is a four-stranded DNA structure formed by stacked planes of four base paired guanines (G-quartet). Guanine rich DNA sequences appear in many sites of genomic DNA and can potential form G-quadruplexes, such as those occurring at 3'-terminus of the human telomeric DNA. The formation and stabilization of a G-quadruplex by small ligands at the telomeric region can inhibit the telomerase activity. In turn, the ligands can be used to down regulate oncogene expression making G-quadruplex an attractive target for anticancer therapy. Many G-quadruplex ligands have been proposed with a planar core to facilitate the pi–pi stacking and electrostatic interactions with the G-quartets. However, many drug candidates are impossibilitated to discriminate a G-quadruplex from a double helix DNA structure. In this context, it is important to investigate the site topology for the interaction of a G-quadruplex with a ligand. In this work, we determine the free energy surface of a G-quadruplex-ligand to study the binding modes of the G-quadruplex (TG4T) with the daunomycin (DM) drug. The complex TG4T-DM is studied using classical molecular dynamics in combination with metadynamics simulations. The metadynamics simulations permit an enhanced sampling of the conformational space with a modest computational cost and obtain free energy surfaces in terms of the collective variables (CV). The free energy surfaces of TG4T-DM exhibit other local minima, indicating the presence of additional binding modes of daunomycin that are not observed in short MD simulations without the metadynamics approach. The results are compared with similar calculations on a different structure (the mutated mu-G4T-DM where the 5' thymines on TG4T-DM have been deleted). The results should be of help to design new G-quadruplex drugs, and understand the differences in the recognition topology sites of the duplex and quadruplex DNA structures in their interaction with ligands.

Keywords: g-quadruplex, cancer, molecular dynamics, metadynamics

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: M. Nekri, A. Khelladi

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The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: clustering coefficient, preferential attachment, small world, web community

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Authors: Ersilio Tushaj

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The efficient solution that satisfies the optimal condition is an important issue in the structural engineering design problem. The new codes of structural design consist in design methodology that looks after the exploitation of the total resources of the construction material. In recent years some non-deterministic or meta-heuristic structural optimization algorithms have been developed widely in the research community. These methods search the optimum condition starting from the simulation of a natural phenomenon, such as survival of the fittest, the immune system, swarm intelligence or the cooling process of molten metal through annealing. Among these techniques the most known are: the genetic algorithms, simulated annealing, evolution strategies, particle swarm optimization, tabu search, ant colony optimization, harmony search and big bang crunch optimization. In this study, five of these algorithms are applied for the optimum weight design of a steel truss structure with variable geometry but fixed topology. The design process selects optimum distances and size sections from a set of commercial steel profiles. In the formulation of the design problem are considered deflection limitations, buckling and allowable stress constraints. The approach is repeated starting from different initial populations. The design problem topology is taken from an existing steel structure. The optimization process helps the engineer to achieve good final solutions, avoiding the repetitive evaluation of alternative designs in a time consuming process. The algorithms used for the application, the results of the optimal solutions, the number of iterations and the minimal weight designs, will be reported in the paper. Based on these results, it would be estimated, the amount of the steel that could be saved by applying structural analysis combined with non-deterministic optimization methods.

Keywords: structural optimization, non-deterministic methods, truss structures, steel truss

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Authors: Robert Caulk

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A generalized framework for adaptive machine learning deployments in algorithmic trading is introduced, tested, and released as open-source code. The presented software aims to test the hypothesis that recent data contains enough information to form a probabilistically favorable short-term price prediction. Further, the framework contains various adaptive machine learning techniques that are geared toward generating profit during strong trends and minimizing losses during trend changes. Results demonstrate that this adaptive machine learning approach is capable of capturing trends and generating profit. The presentation also discusses the importance of defining the parameter space associated with the dynamic training data-set and using the parameter space to identify and remove outliers from prediction data points. Meanwhile, the generalized architecture enables common users to exploit the powerful machinery while focusing on high-level feature engineering and model testing. The presentation also highlights common strengths and weaknesses associated with the presented technique and presents a broad range of well-tested starting points for feature set construction, target setting, and statistical methods for enforcing risk management and maintaining probabilistically favorable entry and exit points. The presentation also describes the end-to-end data processing tools associated with FreqAI, including automatic data fetching, data aggregation, feature engineering, safe and robust data pre-processing, outlier detection, custom machine learning and statistical tools, data post-processing, and adaptive training backtest emulation, and deployment of adaptive training in live environments. Finally, the generalized user interface is also discussed in the presentation. Feature engineering is simplified so that users can seed their feature sets with common indicator libraries (e.g. TA-lib, pandas-ta). The user also feeds data expansion parameters to fill out a large feature set for the model, which can contain as many as 10,000+ features. The presentation describes the various object-oriented programming techniques employed to make FreqAI agnostic to third-party libraries and external data sources. In other words, the back-end is constructed in such a way that users can leverage a broad range of common regression libraries (Catboost, LightGBM, Sklearn, etc) as well as common Neural Network libraries (TensorFlow, PyTorch) without worrying about the logistical complexities associated with data handling and API interactions. The presentation finishes by drawing conclusions about the most important parameters associated with a live deployment of the adaptive learning framework and provides the road map for future development in FreqAI.

Keywords: machine learning, market trend detection, open-source, adaptive learning, parameter space exploration

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Authors: Stojan Kravanja, Andrej Ivanič, Tomaž Žula

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This contribution focuses on structural optimization in civil engineering using mixed integer non-linear programming (MINLP). MINLP is characterized as a versatile method that can handle both continuous and discrete optimization variables simultaneously. Continuous variables are used to optimize parameters such as dimensions, stresses, masses, or costs, while discrete variables represent binary decisions to determine the presence or absence of structural elements within a structure while also calculating discrete materials and standard sections. The optimization process is divided into three main steps. First, a mechanical superstructure with a variety of different topology-, material- and dimensional alternatives. Next, a MINLP model is formulated to encapsulate the optimization problem. Finally, an optimal solution is searched in the direction of the defined objective function while respecting the structural constraints. The economic or mass objective function of the material and labor costs of a structure is subjected to the constraints known from structural analysis. These constraints include equations for the calculation of internal forces and deflections, as well as equations for the dimensioning of structural components (in accordance with the Eurocode standards). Given the complex, non-convex and highly non-linear nature of optimization problems in civil engineering, the Modified Outer-Approximation/Equality-Relaxation (OA/ER) algorithm is applied. This algorithm alternately solves subproblems of non-linear programming (NLP) and main problems of mixed-integer linear programming (MILP), in this way gradually refines the solution space up to the optimal solution. The NLP corresponds to the continuous optimization of parameters (with fixed topology, discrete materials and standard dimensions, all determined in the previous MILP), while the MILP involves a global approximation to the superstructure of alternatives, where a new topology, materials, standard dimensions are determined. The optimization of a convex problem is stopped when the MILP solution becomes better than the best NLP solution. Otherwise, it is terminated when the NLP solution can no longer be improved. While the OA/ER algorithm, like all other algorithms, does not guarantee global optimality due to the presence of non-convex functions, various modifications, including convexity tests, are implemented in OA/ER to mitigate these difficulties. The effectiveness of the proposed MINLP approach is demonstrated by its application to various structural optimization tasks, such as mass optimization of steel buildings, cost optimization of timber halls, composite floor systems, etc. Special optimization models have been developed for the optimization of these structures. The MINLP optimizations, facilitated by the user-friendly software package MIPSYN, provide insights into a mass or cost-optimal solutions, optimal structural topologies, optimal material and standard cross-section choices, confirming MINLP as a valuable method for the optimization of structures in civil engineering.

Keywords: MINLP, mixed-integer non-linear programming, optimization, structures

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Authors: Ho-Ting Wu, Kai-Wei Ke, Bo-Yu Huang, Liang-Lin Yan, Chun-Ting Lin

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With the advances in advanced technology, wireless sensor network (WSN) has become one of the most promising candidates to implement the wireless industrial internet of things (IIOT) architecture. However, the legacy IEEE 802.15.4 based WSN technology such as Zigbee system cannot meet the stringent QoS requirement of low powered, real-time, and highly reliable transmission imposed by the IIOT environment. Recently, the IEEE society developed IEEE 802.15.4e Time Slotted Channel Hopping (TSCH) access mode to serve this purpose. Furthermore, the IETF 6TiSCH working group has proposed standards to integrate IEEE 802.15.4e with IPv6 protocol smoothly to form a complete protocol stack for IIOT. In this work, we develop key network technologies for IEEE 802.15.4e based wireless IIoT architecture, focusing on practical design and system implementation. We realize the OpenWSN-based wireless IIOT system. The system architecture is divided into three main parts: web server, network manager, and sensor nodes. The web server provides user interface, allowing the user to view the status of sensor nodes and instruct sensor nodes to follow commands via user-friendly browser. The network manager is responsible for the establishment, maintenance, and management of scheduling and topology information. It executes centralized scheduling algorithm, sends the scheduling table to each node, as well as manages the sensing tasks of each device. Sensor nodes complete the assigned tasks and sends the sensed data. Furthermore, to prevent scheduling error due to packet loss, a schedule inspection mechanism is implemented to verify the correctness of the schedule table. In addition, when network topology changes, the system will act to generate a new schedule table based on the changed topology for ensuring the proper operation of the system. To enhance the system performance of such system, we further propose dynamic bandwidth allocation and distributed scheduling mechanisms. The developed distributed scheduling mechanism enables each individual sensor node to build, maintain and manage the dedicated link bandwidth with its parent and children nodes based on locally observed information by exchanging the Add/Delete commands via two processes. The first process, termed as the schedule initialization process, allows each sensor node pair to identify the available idle slots to allocate the basic dedicated transmission bandwidth. The second process, termed as the schedule adjustment process, enables each sensor node pair to adjust their allocated bandwidth dynamically according to the measured traffic loading. Such technology can sufficiently satisfy the dynamic bandwidth requirement in the frequently changing environments. Last but not least, we propose a packet retransmission scheme to enhance the system performance of the centralized scheduling algorithm when the packet delivery rate (PDR) is low. We propose a multi-frame retransmission mechanism to allow every single network node to resend each packet for at least the predefined number of times. The multi frame architecture is built according to the number of layers of the network topology. Performance results via simulation reveal that such retransmission scheme is able to provide sufficient high transmission reliability while maintaining low packet transmission latency. Therefore, the QoS requirement of IIoT can be achieved.

Keywords: IEEE 802.15.4e, industrial internet of things (IIOT), scheduling mechanisms, wireless sensor networks (WSN)

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Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

Abstract:

In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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Authors: Doroteya K. Staykova, Dirk J. Lefeber, Sabine A. Fuchs, Judith J. M. Jans

Abstract:

Cholestasis is characterized by the accumulation of toxic bile salts and lipids in the organism. The variety in causes (genetic, immunologic, environmental) and nature (benign, transient, chronic, progressive) combined with the need for early diagnosis and rapid clinical decisions emphasizes the need for good diagnostic strategies to improve patient outcomes. In a current diagnostic analysis of cholestasis, mass-spectrometry metabolomics is a widely adopted tool to enhance clinical decisions at point-of-care, thanks to a short turnaround in measurement times while performing comprehensive molecular profiling of patient material. However, this comes at the cost of difficult-to-identify yet actionable knowledge, often buried within large and heterogenous omics data. Here, we demonstrate how topological data analysis can overcome this challenge in large metabolomics datasets of patients with twenty categories of Metabolic Disorders and overlapping clinical manifestations. To elucidate the complexity of disease progression in three cholestasis patients, we applied topological data analysis to direct-infusion mass spectrometry data collected from 190 plasma samples, including 67 controls, at the University Medical Center in Utrecht, Netherlands. Using the Mapper algorithm and filter function defined as a two-component projection based on Principal Component Analysis, we constructed a topological graph of connected patients, termed a Patient Connectivity Network (PCN). With incorporated clinical and molecular information, PCN revealed the topological shape of causes and severity of cholestasis and transitions in patients’ conditions. In conclusion, topology based PCN provides a holistic view of cholestasis state dynamics that has the potential to support and expedite clinical decisions.

Keywords: mass spectrometry-based metabolomics, patient connectivity network, topological data analysis, unmet clinical needs in Cholestasis

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Authors: Maryam Ghoreishi, Christian Larsen

Abstract:

In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: Yang Xiong, Hua Cheng

Abstract:

In this paper, for the basic problem of wireless sensor network topology control and deployment, the Roesser model in rectangular grid sensor networks is presented. In addition, a general constructive realization procedure will be proposed. The procedure enables a distributed implementation of linear systems on a sensor network. A non-trivial example is illustrated.

Keywords: grid sensor networks, Roesser model, state-space realization, multidimensional systems

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Authors: Kahlil Fredrick Cui, Marissa Pastor

Abstract:

Earthquakes are complex phenomena, exhibiting complex correlations in space, time, and magnitude. Recently, the concept of complex networks has been used to shed light on the statistical and dynamical characteristics of regional seismicity. In this work, we study the relationships and interactions of seismic regions in Chile, Japan, and the Philippines through weighted and directed complex network analysis. Geographical areas are digitized into cells of fixed dimensions which in turn become the nodes of the network when an earthquake has occurred therein. Nodes are linked if a correlation exists between them as determined and measured by a correlation metric. The networks are found to be scale-free, exhibiting power-law behavior in the distributions of their different centrality measures: the in- and out-degree and the in- and out-strength. The evidence is also found of preferential interaction between seismically active regions through their degree-degree correlations suggesting that seismicity is dictated by the activity of a few active regions. The importance of a seismic region to the overall seismicity is measured using a generalized centrality metric taken to be an indicator of its activity or passivity. The spatial distribution of earthquake activity indicates the areas where strong earthquakes have occurred in the past while the passivity distribution points toward the likely locations an earthquake would occur whenever another one happens elsewhere. Finally, we propose a method that would project the location of the next possible earthquake using the generalized centralities coupled with correlations calculated between the latest earthquakes and a geographical point in the future.

Keywords: complex networks, correlations, earthquake, hazard assessment

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Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani

Abstract:

In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.

Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method

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Authors: Alex Fedoseyev

Abstract:

This study investigates a generalized hydrodynamic equation (GHE) simplified model for the simulation of turbulent flow over a two-dimensional backward-facing step (BFS) at Reynolds number Re=132000. The GHE were derived from the generalized Boltzmann equation (GBE). GBE was obtained by first principles from the chain of Bogolubov kinetic equations and considers particles of finite dimensions. The GHE has additional terms, temporal and spatial fluctuations, compared to the Navier-Stokes equations (NSE). These terms have a timescale multiplier τ, and the GHE becomes the NSE when $\tau$ is zero. The nondimensional τ is a product of the Reynolds number and the squared length scale ratio, τ=Re*(l/L)², where l is the apparent Kolmogorov length scale, and L is a hydrodynamic length scale. The BFS flow modeling results obtained by 2D calculations cannot match the experimental data for Re>450. One or two additional equations are required for the turbulence model to be added to the NSE, which typically has two to five parameters to be tuned for specific problems. It is shown that the GHE does not require an additional turbulence model, whereas the turbulent velocity results are in good agreement with the experimental results. A review of several studies on the simulation of flow over the BFS from 1980 to 2023 is provided. Most of these studies used different turbulence models when Re>1000. In this study, the 2D turbulent flow over a BFS with height H=L/3 (where L is the channel height) at Reynolds number Re=132000 was investigated using numerical solutions of the GHE (by a finite-element method) and compared to the solutions from the Navier-Stokes equations, k–ε turbulence model, and experimental results. The comparison included the velocity profiles at X/L=5.33 (near the end of the recirculation zone, available from the experiment), recirculation zone length, and velocity flow field. The mean velocity of NSE was obtained by averaging the solution over the number of time steps. The solution with a standard k −ε model shows a velocity profile at X/L=5.33, which has no backward flow. A standard k−ε model underpredicts the experimental recirculation zone length X/L=7.0∓0.5 by a substantial amount of 20-25%, and a more sophisticated turbulence model is needed for this problem. The obtained data confirm that the GHE results are in good agreement with the experimental results for turbulent flow over two-dimensional BFS. A turbulence model was not required in this case. The computations were stable. The solution time for the GHE is the same or less than that for the NSE and significantly less than that for the NSE with the turbulence model. The proposed approach was limited to 2D and only one Reynolds number. Further work will extend this approach to 3D flow and a higher Re.

Keywords: backward-facing step, comparison with experimental data, generalized hydrodynamic equations, separation, reattachment, turbulent flow

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