Search results for: multivariate optimisation technique
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7136

Search results for: multivariate optimisation technique

7106 Size Optimization of Microfluidic Polymerase Chain Reaction Devices Using COMSOL

Authors: Foteini Zagklavara, Peter Jimack, Nikil Kapur, Ozz Querin, Harvey Thompson

Abstract:

The invention and development of the Polymerase Chain Reaction (PCR) technology have revolutionised molecular biology and molecular diagnostics. There is an urgent need to optimise their performance of those devices while reducing the total construction and operation costs. The present study proposes a CFD-enabled optimisation methodology for continuous flow (CF) PCR devices with serpentine-channel structure, which enables the trade-offs between competing objectives of DNA amplification efficiency and pressure drop to be explored. This is achieved by using a surrogate-enabled optimisation approach accounting for the geometrical features of a CF μPCR device by performing a series of simulations at a relatively small number of Design of Experiments (DoE) points, with the use of COMSOL Multiphysics 5.4. The values of the objectives are extracted from the CFD solutions, and response surfaces created using the polyharmonic splines and neural networks. After creating the respective response surfaces, genetic algorithm, and a multi-level coordinate search optimisation function are used to locate the optimum design parameters. Both optimisation methods produced similar results for both the neural network and the polyharmonic spline response surfaces. The results indicate that there is the possibility of improving the DNA efficiency by ∼2% in one PCR cycle when doubling the width of the microchannel to 400 μm while maintaining the height at the value of the original design (50μm). Moreover, the increase in the width of the serpentine microchannel is combined with a decrease in its total length in order to obtain the same residence times in all the simulations, resulting in a smaller total substrate volume (32.94% decrease). A multi-objective optimisation is also performed with the use of a Pareto Front plot. Such knowledge will enable designers to maximise the amount of DNA amplified or to minimise the time taken throughout thermal cycling in such devices.

Keywords: PCR, optimisation, microfluidics, COMSOL

Procedia PDF Downloads 124
7105 A Case for Introducing Thermal-Design Optimisation Using Excel Spreadsheet

Authors: M. M. El-Awad

Abstract:

This paper deals with the introduction of thermal-design optimisation to engineering students by using Microsoft's Excel as a modelling platform. Thermal-design optimisation is an iterative process which involves the evaluation of many thermo-physical properties that vary with temperature and/or pressure. Therefore, suitable modelling software, such as Engineering Equation Solver (EES) or Interactive Thermodynamics (IT), is usually used for this purpose. However, such proprietary applications may not be available to many educational institutions in developing countries. This paper presents a simple thermal-design case that demonstrates how the principles of thermo-fluids and economics can be jointly applied so as to find an optimum solution to a thermal-design problem. The paper describes the solution steps and provides all the equations needed to solve the case with Microsoft Excel. The paper also highlights the advantage of using VBA (Visual Basic for Applications) for developing user-defined functions when repetitive or complex calculations are met. VBA makes Excel a powerful, yet affordable, the computational platform for introducing various engineering principles.

Keywords: engineering education, thermal design, Excel, VBA, user-defined functions

Procedia PDF Downloads 348
7104 The Moment of the Optimal Average Length of the Multivariate Exponentially Weighted Moving Average Control Chart for Equally Correlated Variables

Authors: Edokpa Idemudia Waziri, Salisu S. Umar

Abstract:

The Hotellng’s T^2 is a well-known statistic for detecting a shift in the mean vector of a multivariate normal distribution. Control charts based on T have been widely used in statistical process control for monitoring a multivariate process. Although it is a powerful tool, the T statistic is deficient when the shift to be detected in the mean vector of a multivariate process is small and consistent. The Multivariate Exponentially Weighted Moving Average (MEWMA) control chart is one of the control statistics used to overcome the drawback of the Hotellng’s T statistic. In this paper, the probability distribution of the Average Run Length (ARL) of the MEWMA control chart when the quality characteristics exhibit substantial cross correlation and when the process is in-control and out-of-control was derived using the Markov Chain algorithm. The derivation of the probability functions and the moments of the run length distribution were also obtained and they were consistent with some existing results for the in-control and out-of-control situation. By simulation process, the procedure identified a class of ARL for the MEWMA control when the process is in-control and out-of-control. From our study, it was observed that the MEWMA scheme is quite adequate for detecting a small shift and a good way to improve the quality of goods and services in a multivariate situation. It was also observed that as the in-control average run length ARL0¬ or the number of variables (p) increases, the optimum value of the ARL0pt increases asymptotically and as the magnitude of the shift σ increases, the optimal ARLopt decreases. Finally, we use the example from the literature to illustrate our method and demonstrate its efficiency.

Keywords: average run length, markov chain, multivariate exponentially weighted moving average, optimal smoothing parameter

Procedia PDF Downloads 387
7103 Implications of Optimisation Algorithm on the Forecast Performance of Artificial Neural Network for Streamflow Modelling

Authors: Martins Y. Otache, John J. Musa, Abayomi I. Kuti, Mustapha Mohammed

Abstract:

The performance of an artificial neural network (ANN) is contingent on a host of factors, for instance, the network optimisation scheme. In view of this, the study examined the general implications of the ANN training optimisation algorithm on its forecast performance. To this end, the Bayesian regularisation (Br), Levenberg-Marquardt (LM), and the adaptive learning gradient descent: GDM (with momentum) algorithms were employed under different ANN structural configurations: (1) single-hidden layer, and (2) double-hidden layer feedforward back propagation network. Results obtained revealed generally that the gradient descent with momentum (GDM) optimisation algorithm, with its adaptive learning capability, used a relatively shorter time in both training and validation phases as compared to the Levenberg- Marquardt (LM) and Bayesian Regularisation (Br) algorithms though learning may not be consummated; i.e., in all instances considering also the prediction of extreme flow conditions for 1-day and 5-day ahead, respectively especially using the ANN model. In specific statistical terms on the average, model performance efficiency using the coefficient of efficiency (CE) statistic were Br: 98%, 94%; LM: 98 %, 95 %, and GDM: 96 %, 96% respectively for training and validation phases. However, on the basis of relative error distribution statistics (MAE, MAPE, and MSRE), GDM performed better than the others overall. Based on the findings, it is imperative to state that the adoption of ANN for real-time forecasting should employ training algorithms that do not have computational overhead like the case of LM that requires the computation of the Hessian matrix, protracted time, and sensitivity to initial conditions; to this end, Br and other forms of the gradient descent with momentum should be adopted considering overall time expenditure and quality of the forecast as well as mitigation of network overfitting. On the whole, it is recommended that evaluation should consider implications of (i) data quality and quantity and (ii) transfer functions on the overall network forecast performance.

Keywords: streamflow, neural network, optimisation, algorithm

Procedia PDF Downloads 109
7102 A Cohort and Empirical Based Multivariate Mortality Model

Authors: Jeffrey Tzu-Hao Tsai, Yi-Shan Wong

Abstract:

This article proposes a cohort-age-period (CAP) model to characterize multi-population mortality processes using cohort, age, and period variables. Distinct from the factor-based Lee-Carter-type decomposition mortality model, this approach is empirically based and includes the age, period, and cohort variables into the equation system. The model not only provides a fruitful intuition for explaining multivariate mortality change rates but also has a better performance in forecasting future patterns. Using the US and the UK mortality data and performing ten-year out-of-sample tests, our approach shows smaller mean square errors in both countries compared to the models in the literature.

Keywords: longevity risk, stochastic mortality model, multivariate mortality rate, risk management

Procedia PDF Downloads 17
7101 Introduction of Robust Multivariate Process Capability Indices

Authors: Behrooz Khalilloo, Hamid Shahriari, Emad Roghanian

Abstract:

Process capability indices (PCIs) are important concepts of statistical quality control and measure the capability of processes and how much processes are meeting certain specifications. An important issue in statistical quality control is parameter estimation. Under the assumption of multivariate normality, the distribution parameters, mean vector and variance-covariance matrix must be estimated, when they are unknown. Classic estimation methods like method of moment estimation (MME) or maximum likelihood estimation (MLE) makes good estimation of the population parameters when data are not contaminated. But when outliers exist in the data, MME and MLE make weak estimators of the population parameters. So we need some estimators which have good estimation in the presence of outliers. In this work robust M-estimators for estimating these parameters are used and based on robust parameter estimators, robust process capability indices are introduced. The performances of these robust estimators in the presence of outliers and their effects on process capability indices are evaluated by real and simulated multivariate data. The results indicate that the proposed robust capability indices perform much better than the existing process capability indices.

Keywords: multivariate process capability indices, robust M-estimator, outlier, multivariate quality control, statistical quality control

Procedia PDF Downloads 248
7100 Optimal Design of Wind Turbine Blades Equipped with Flaps

Authors: I. Kade Wiratama

Abstract:

As a result of the significant growth of wind turbines in size, blade load control has become the main challenge for large wind turbines. Many advanced techniques have been investigated aiming at developing control devices to ease blade loading. Amongst them, trailing edge flaps have been proven as effective devices for load alleviation. The present study aims at investigating the potential benefits of flaps in enhancing the energy capture capabilities rather than blade load alleviation. A software tool is especially developed for the aerodynamic simulation of wind turbines utilising blades equipped with flaps. As part of the aerodynamic simulation of these wind turbines, the control system must be also simulated. The simulation of the control system is carried out via solving an optimisation problem which gives the best value for the controlling parameter at each wind turbine run condition. Developing a genetic algorithm optimisation tool which is especially designed for wind turbine blades and integrating it with the aerodynamic performance evaluator, a design optimisation tool for blades equipped with flaps is constructed. The design optimisation tool is employed to carry out design case studies. The results of design case studies on wind turbine AWT 27 reveal that, as expected, the location of flap is a key parameter influencing the amount of improvement in the power extraction. The best location for placing a flap is at about 70% of the blade span from the root of the blade. The size of the flap has also significant effect on the amount of enhancement in the average power. This effect, however, reduces dramatically as the size increases. For constant speed rotors, adding flaps without re-designing the topology of the blade can improve the power extraction capability as high as of about 5%. However, with re-designing the blade pretwist the overall improvement can be reached as high as 12%.

Keywords: flaps, design blade, optimisation, simulation, genetic algorithm, WTAero

Procedia PDF Downloads 306
7099 A Non-parametric Clustering Approach for Multivariate Geostatistical Data

Authors: Francky Fouedjio

Abstract:

Multivariate geostatistical data have become omnipresent in the geosciences and pose substantial analysis challenges. One of them is the grouping of data locations into spatially contiguous clusters so that data locations within the same cluster are more similar while clusters are different from each other, in some sense. Spatially contiguous clusters can significantly improve the interpretation that turns the resulting clusters into meaningful geographical subregions. In this paper, we develop an agglomerative hierarchical clustering approach that takes into account the spatial dependency between observations. It relies on a dissimilarity matrix built from a non-parametric kernel estimator of the spatial dependence structure of data. It integrates existing methods to find the optimal cluster number and to evaluate the contribution of variables to the clustering. The capability of the proposed approach to provide spatially compact, connected and meaningful clusters is assessed using bivariate synthetic dataset and multivariate geochemical dataset. The proposed clustering method gives satisfactory results compared to other similar geostatistical clustering methods.

Keywords: clustering, geostatistics, multivariate data, non-parametric

Procedia PDF Downloads 447
7098 On the Bootstrap P-Value Method in Identifying out of Control Signals in Multivariate Control Chart

Authors: O. Ikpotokin

Abstract:

In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.

Keywords: bootstrap control limit, p-value method, out-of-control signals, p-value, quality characteristics

Procedia PDF Downloads 316
7097 The Use of Boosted Multivariate Trees in Medical Decision-Making for Repeated Measurements

Authors: Ebru Turgal, Beyza Doganay Erdogan

Abstract:

Machine learning aims to model the relationship between the response and features. Medical decision-making researchers would like to make decisions about patients’ course and treatment, by examining the repeated measurements over time. Boosting approach is now being used in machine learning area for these aims as an influential tool. The aim of this study is to show the usage of multivariate tree boosting in this field. The main reason for utilizing this approach in the field of decision-making is the ease solutions of complex relationships. To show how multivariate tree boosting method can be used to identify important features and feature-time interaction, we used the data, which was collected retrospectively from Ankara University Chest Diseases Department records. Dataset includes repeated PF ratio measurements. The follow-up time is planned for 120 hours. A set of different models is tested. In conclusion, main idea of classification with weighed combination of classifiers is a reliable method which was shown with simulations several times. Furthermore, time varying variables will be taken into consideration within this concept and it could be possible to make accurate decisions about regression and survival problems.

Keywords: boosted multivariate trees, longitudinal data, multivariate regression tree, panel data

Procedia PDF Downloads 168
7096 Supply Chain Optimisation through Geographical Network Modeling

Authors: Cyrillus Prabandana

Abstract:

Supply chain optimisation requires multiple factors as consideration or constraints. These factors are including but not limited to demand forecasting, raw material fulfilment, production capacity, inventory level, facilities locations, transportation means, and manpower availability. By knowing all manageable factors involved and assuming the uncertainty with pre-defined percentage factors, an integrated supply chain model could be developed to manage various business scenarios. This paper analyse the utilisation of geographical point of view to develop an integrated supply chain network model to optimise the distribution of finished product appropriately according to forecasted demand and available supply. The supply chain optimisation model shows that small change in one supply chain constraint is possible to largely impact other constraints, and the new information from the model should be able to support the decision making process. The model was focused on three areas, i.e. raw material fulfilment, production capacity and finished products transportation. To validate the model suitability, it was implemented in a project aimed to optimise the concrete supply chain in a mining location. The high level of operations complexity and involvement of multiple stakeholders in the concrete supply chain is believed to be sufficient to give the illustration of the larger scope. The implementation of this geographical supply chain network modeling resulted an optimised concrete supply chain from raw material fulfilment until finished products distribution to each customer, which indicated by lower percentage of missed concrete order fulfilment to customer.

Keywords: decision making, geographical supply chain modeling, supply chain optimisation, supply chain

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7095 Analyzing the Influence of Hydrometeorlogical Extremes, Geological Setting, and Social Demographic on Public Health

Authors: Irfan Ahmad Afip

Abstract:

This main research objective is to accurately identify the possibility for a Leptospirosis outbreak severity of a certain area based on its input features into a multivariate regression model. The research question is the possibility of an outbreak in a specific area being influenced by this feature, such as social demographics and hydrometeorological extremes. If the occurrence of an outbreak is being subjected to these features, then the epidemic severity for an area will be different depending on its environmental setting because the features will influence the possibility and severity of an outbreak. Specifically, this research objective was three-fold, namely: (a) to identify the relevant multivariate features and visualize the patterns data, (b) to develop a multivariate regression model based from the selected features and determine the possibility for Leptospirosis outbreak in an area, and (c) to compare the predictive ability of multivariate regression model and machine learning algorithms. Several secondary data features were collected locations in the state of Negeri Sembilan, Malaysia, based on the possibility it would be relevant to determine the outbreak severity in the area. The relevant features then will become an input in a multivariate regression model; a linear regression model is a simple and quick solution for creating prognostic capabilities. A multivariate regression model has proven more precise prognostic capabilities than univariate models. The expected outcome from this research is to establish a correlation between the features of social demographic and hydrometeorological with Leptospirosis bacteria; it will also become a contributor for understanding the underlying relationship between the pathogen and the ecosystem. The relationship established can be beneficial for the health department or urban planner to inspect and prepare for future outcomes in event detection and system health monitoring.

Keywords: geographical information system, hydrometeorological, leptospirosis, multivariate regression

Procedia PDF Downloads 76
7094 Application of Simulated Annealing to Threshold Optimization in Distributed OS-CFAR System

Authors: L. Abdou, O. Taibaoui, A. Moumen, A. Talib Ahmed

Abstract:

This paper proposes an application of the simulated annealing to optimize the detection threshold in an ordered statistics constant false alarm rate (OS-CFAR) system. Using conventional optimization methods, such as the conjugate gradient, can lead to a local optimum and lose the global optimum. Also for a system with a number of sensors that is greater than or equal to three, it is difficult or impossible to find this optimum; Hence, the need to use other methods, such as meta-heuristics. From a variety of meta-heuristic techniques, we can find the simulated annealing (SA) method, inspired from a process used in metallurgy. This technique is based on the selection of an initial solution and the generation of a near solution randomly, in order to improve the criterion to optimize. In this work, two parameters will be subject to such optimisation and which are the statistical order (k) and the scaling factor (T). Two fusion rules; “AND” and “OR” were considered in the case where the signals are independent from sensor to sensor. The results showed that the application of the proposed method to the problem of optimisation in a distributed system is efficiency to resolve such problems. The advantage of this method is that it allows to browse the entire solutions space and to avoid theoretically the stagnation of the optimization process in an area of local minimum.

Keywords: distributed system, OS-CFAR system, independent sensors, simulating annealing

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7093 Timely Detection and Identification of Abnormalities for Process Monitoring

Authors: Hyun-Woo Cho

Abstract:

The detection and identification of multivariate manufacturing processes are quite important in order to maintain good product quality. Unusual behaviors or events encountered during its operation can have a serious impact on the process and product quality. Thus they should be detected and identified as soon as possible. This paper focused on the efficient representation of process measurement data in detecting and identifying abnormalities. This qualitative method is effective in representing fault patterns of process data. In addition, it is quite sensitive to measurement noise so that reliable outcomes can be obtained. To evaluate its performance a simulation process was utilized, and the effect of adopting linear and nonlinear methods in the detection and identification was tested with different simulation data. It has shown that the use of a nonlinear technique produced more satisfactory and more robust results for the simulation data sets. This monitoring framework can help operating personnel to detect the occurrence of process abnormalities and identify their assignable causes in an on-line or real-time basis.

Keywords: detection, monitoring, identification, measurement data, multivariate techniques

Procedia PDF Downloads 198
7092 Classification of Generative Adversarial Network Generated Multivariate Time Series Data Featuring Transformer-Based Deep Learning Architecture

Authors: Thrivikraman Aswathi, S. Advaith

Abstract:

As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

Procedia PDF Downloads 83
7091 Rule Based Architecture for Collaborative Multidisciplinary Aircraft Design Optimisation

Authors: Nickolay Jelev, Andy Keane, Carren Holden, András Sóbester

Abstract:

In aircraft design, the jump from the conceptual to preliminary design stage introduces a level of complexity which cannot be realistically handled by a single optimiser, be that a human (chief engineer) or an algorithm. The design process is often partitioned along disciplinary lines, with each discipline given a level of autonomy. This introduces a number of challenges including, but not limited to: coupling of design variables; coordinating disciplinary teams; handling of large amounts of analysis data; reaching an acceptable design within time constraints. A number of classical Multidisciplinary Design Optimisation (MDO) architectures exist in academia specifically designed to address these challenges. Their limited use in the industrial aircraft design process has inspired the authors of this paper to develop an alternative strategy based on well established ideas from Decision Support Systems. The proposed rule based architecture sacrifices possibly elusive guarantees of convergence for an attractive return in simplicity. The method is demonstrated on analytical and aircraft design test cases and its performance is compared to a number of classical distributed MDO architectures.

Keywords: Multidisciplinary Design Optimisation, Rule Based Architecture, Aircraft Design, Decision Support System

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7090 Detection and Identification of Antibiotic Resistant Bacteria Using Infra-Red-Microscopy and Advanced Multivariate Analysis

Authors: Uraib Sharaha, Ahmad Salman, Eladio Rodriguez-Diaz, Elad Shufan, Klaris Riesenberg, Irving J. Bigio, Mahmoud Huleihel

Abstract:

Antimicrobial drugs have an important role in controlling illness associated with infectious diseases in animals and humans. However, the increasing resistance of bacteria to a broad spectrum of commonly used antibiotics has become a global health-care problem. Rapid determination of antimicrobial susceptibility of a clinical isolate is often crucial for the optimal antimicrobial therapy of infected patients and in many cases can save lives. The conventional methods for susceptibility testing like disk diffusion are time-consuming and other method including E-test, genotyping are relatively expensive. Fourier transform infrared (FTIR) microscopy is rapid, safe, and low cost method that was widely and successfully used in different studies for the identification of various biological samples including bacteria. The new modern infrared (IR) spectrometers with high spectral resolution enable measuring unprecedented biochemical information from cells at the molecular level. Moreover, the development of new bioinformatics analyses combined with IR spectroscopy becomes a powerful technique, which enables the detection of structural changes associated with resistivity. The main goal of this study is to evaluate the potential of the FTIR microscopy in tandem with machine learning algorithms for rapid and reliable identification of bacterial susceptibility to antibiotics in time span of few minutes. The bacterial samples, which were identified at the species level by MALDI-TOF and examined for their susceptibility by the routine assay (micro-diffusion discs), are obtained from the bacteriology laboratories in Soroka University Medical Center (SUMC). These samples were examined by FTIR microscopy and analyzed by advanced statistical methods. Our results, based on 550 E.coli samples, were promising and showed that by using infrared spectroscopic technique together with multivariate analysis, it is possible to classify the tested bacteria into sensitive and resistant with success rate higher than 85% for eight different antibiotics. Based on these preliminary results, it is worthwhile to continue developing the FTIR microscopy technique as a rapid and reliable method for identification antibiotic susceptibility.

Keywords: antibiotics, E. coli, FTIR, multivariate analysis, susceptibility

Procedia PDF Downloads 230
7089 A Data-Driven Monitoring Technique Using Combined Anomaly Detectors

Authors: Fouzi Harrou, Ying Sun, Sofiane Khadraoui

Abstract:

Anomaly detection based on Principal Component Analysis (PCA) was studied intensively and largely applied to multivariate processes with highly cross-correlated process variables. Monitoring metrics such as the Hotelling's T2 and the Q statistics are usually used in PCA-based monitoring to elucidate the pattern variations in the principal and residual subspaces, respectively. However, these metrics are ill suited to detect small faults. In this paper, the Exponentially Weighted Moving Average (EWMA) based on the Q and T statistics, T2-EWMA and Q-EWMA, were developed for detecting faults in the process mean. The performance of the proposed methods was compared with that of the conventional PCA-based fault detection method using synthetic data. The results clearly show the benefit and the effectiveness of the proposed methods over the conventional PCA method, especially for detecting small faults in highly correlated multivariate data.

Keywords: data-driven method, process control, anomaly detection, dimensionality reduction

Procedia PDF Downloads 263
7088 Multivariate Dependent Frequency-Severity Modeling of Insurance Claims: A Vine Copula Approach

Authors: Islem Kedidi, Rihab Bedoui Bensalem, Faysal Manssouri

Abstract:

In traditional models of insurance data, the number and size of claims are assumed to be independent. Relaxing the independence assumption, this article explores the Vine copula to model dependence structure between multivariate frequency and average severity of insurance claim. To illustrate this approach, we use the Wisconsin local government property insurance fund which offers several insurance protections for motor vehicles, property and contractor’s equipment claims. Results show that the C-vine copula can better characterize the multivariate dependence structure between frequency and severity. Furthermore, we find significant dependencies especially between frequency and average severity among different coverage types.

Keywords: dependency modeling, government insurance, insurance claims, vine copula

Procedia PDF Downloads 167
7087 On the Impact of Oil Price Fluctuations on Stock Markets: A Multivariate Long-Memory GARCH Framework

Authors: Manel Youssef, Lotfi Belkacem

Abstract:

This paper employs multivariate long memory GARCH models to simultaneously estimate mean and conditional variance spillover effects between oil prices and different financial markets. Since different financial assets are traded based on these market sector returns, it’s important for financial market participants to understand the volatility transmission mechanism over time and across these series in order to make optimal portfolio allocation decisions. We examine weekly returns from January 1, 2003 to November 30, 2012 and find evidence of significant transmission of shocks and volatilities between oil prices and some of the examined financial markets. The findings support the idea of cross-market hedging and sharing of common information by investors.

Keywords: oil prices, stock indices returns, oil volatility, contagion, DCC-multivariate (FI) GARCH

Procedia PDF Downloads 496
7086 Ranking of Provinces in Iran for Capital Formation in Spatial Planning with Numerical Taxonomy Technique (An Improvement) Case Study: Agriculture Sector

Authors: Farhad Nouparast

Abstract:

For more production we need more capital formation. Capital formation in each country should be based on comparative advantages in different economic sectors due to the different production possibility curves. In regional planning, recognizing the relative advantages and consequently investing in more production requires identifying areas with the necessary capabilities and location of each region compared to other regions. In this article, ranking of Iran's provinces is done according to the specific and given variables as the best investment position in agricultural activity. So we can provide the necessary background for investment analysis in different regions of the country to formulate national and regional planning and execute investment projects. It is used factor analysis technique and numerical taxonomy analysis to do this in thisarticle. At first, the provinces are homogenized and graded according to the variables using cross-sectional data obtained from the agricultural census and population and housing census of Iran as data matrix. The results show that which provinces have the most potential for capital formation in agronomy sub-sector. Taxonomy classifies organisms based on similar genetic traits in biology and botany. Numerical taxonomy using quantitative methods controls large amounts of information and get the number of samples and categories and take them based on inherent characteristics and differences indirectly accommodates. Numerical taxonomy is related to multivariate statistics.

Keywords: Capital Formation, Factor Analysis, Multivariate statistics, Numerical Taxonomy Analysis, Production, Ranking, Spatial Planning

Procedia PDF Downloads 106
7085 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

Procedia PDF Downloads 174
7084 Optimisation of Photovoltaic Array with DC-DC Converter Groups

Authors: Fatma Soltani

Abstract:

In power electronics the DC-DC converters or choppers are now employed in large areas, particularly in the field of electricity generation by wind and solar energy conversion. Photovoltaic generators (GPV) can deliver maximum power for a point on the characteristic P = f (Vpv), called maximum power point (MPP), or climatic variations, entraiment fluctuation PPM. To remedy this problem is interposed between the generator and receiver a DC-DC converter. The converter is usually used a simple MOSFET chopper. However, the MOSFET can be applied in the field of low power when you need a high switching frequency but becomes highly dissipative when should block large voltages For PV generators medium and high power, the use of IGBT chopper is by far the most recommended. To reduce stress on semiconductor components using several choppers series connected in parallel is known as interleaved chopper. These choppers lead to rotas.

Keywords: converter DC-DC entrelaced, photovoltaic generators, IGBT, optimisation

Procedia PDF Downloads 511
7083 Computational Models for Accurate Estimation of Joint Forces

Authors: Ibrahim Elnour Abdelrahman Eltayeb

Abstract:

Computational modelling is a method used to investigate joint forces during a movement. It can get high accuracy in the joint forces via subject-specific models. However, the construction of subject-specific models remains time-consuming and expensive. The purpose of this paper was to identify what alterations we can make to generic computational models to get a better estimation of the joint forces. It appraised the impact of these alterations on the accuracy of the estimated joint forces. It found different strategies of alterations: joint model, muscle model, and an optimisation problem. All these alterations affected joint contact force accuracy, so showing the potential for improving the model predictions without involving costly and time-consuming medical images.

Keywords: joint force, joint model, optimisation problem, validation

Procedia PDF Downloads 138
7082 The Use of Multivariate Statistical and GIS for Characterization Groundwater Quality in Laghouat Region, Algeria

Authors: Rouighi Mustapha, Bouzid Laghaa Souad, Rouighi Tahar

Abstract:

Due to rain Shortage and the increase of population in the last years, wells excavation and groundwater use for different purposes had been increased without any planning. This is a great challenge for our country. Moreover, this scarcity of water resources in this region is unfortunately combined with rapid fresh water resources quality deterioration, due to salinity and contamination processes. Therefore, it is necessary to conduct the studies about groundwater quality in Algeria. In this work consists in the identification of the factors which influence the water quality parameters in Laghouat region by using statistical analysis Principal Component Analysis (PCA), Hierarchical Cluster Analysis (HCA) and geographic information system (GIS) in an attempt to discriminate the sources of the variation of water quality variations. The results of PCA technique indicate that variables responsible for water quality composition are mainly related to soluble salts variables; natural processes and the nature of the rock which modifies significantly the water chemistry. Inferred from the positive correlation between K+ and NO3-, NO3- is believed to be human induced rather than naturally originated. In this study, the multivariate statistical analysis and GIS allows the hydrogeologist to have supplementary tools in the characterization and evaluating of aquifers.

Keywords: cluster, analysis, GIS, groundwater, laghouat, quality

Procedia PDF Downloads 290
7081 Part Performance Improvement through Design Optimisation of Cooling Channels in the Injection Moulding Process

Authors: M. A. Alhubail, A. I. Alateyah, D. Alenezi, B. Aldousiri

Abstract:

In this study conformal cooling channel (CCC) was employed to dissipate heat of, Polypropylene (PP) parts injected into the Stereolithography (SLA) insert to form tensile and flexural test specimens. The direct metal laser sintering (DMLS) process was used to fabricate a mould with optimised CCC, while optimum parameters of injection moulding were obtained using Optimal-D. The obtained results show that optimisation of the cooling channel layout using a DMLS mould has significantly shortened cycle time without sacrificing the part’s mechanical properties. By applying conformal cooling channels, the cooling time phase was reduced by 20 seconds, and also defected parts were eliminated.

Keywords: optimum parameters, injection moulding, conformal cooling channels, cycle time

Procedia PDF Downloads 194
7080 Neutral Heavy Scalar Searches via Standard Model Gauge Boson Decays at the Large Hadron Electron Collider with Multivariate Techniques

Authors: Luigi Delle Rose, Oliver Fischer, Ahmed Hammad

Abstract:

In this article, we study the prospects of the proposed Large Hadron electron Collider (LHeC) in the search for heavy neutral scalar particles. We consider a minimal model with one additional complex scalar singlet that interacts with the Standard Model (SM) via mixing with the Higgs doublet, giving rise to an SM-like Higgs boson and a heavy scalar particle. Both scalar particles are produced via vector boson fusion and can be tested via their decays into pairs of SM particles, analogously to the SM Higgs boson. Using multivariate techniques, we show that the LHeC is sensitive to heavy scalars with masses between 200 and 800 GeV down to scalar mixing of order 0.01.

Keywords: beyond the standard model, large hadron electron collider, multivariate analysis, scalar singlet

Procedia PDF Downloads 99
7079 Optimization of Multi-Zone Unconventional (Shale) Gas Reservoir Using Hydraulic Fracturing Technique

Authors: F. C. Amadi, G. C. Enyi, G. G. Nasr

Abstract:

Hydraulic fracturing is one of the most important stimulation techniques available to the petroleum engineer to extract hydrocarbons in tight gas sandstones. It allows more oil and gas production in tight reservoirs as compared to conventional means. The main aim of the study is to optimize the hydraulic fracturing as technique and for this purpose three multi-zones layer formation is considered and fractured contemporaneously. The three zones are named as Zone1 (upper zone), Zone2 (middle zone) and Zone3 (lower zone) respectively and they all occur in shale rock. Simulation was performed with Mfrac integrated software which gives a variety of 3D fracture options. This simulation process yielded an average fracture efficiency of 93.8%for the three respective zones and an increase of the average permeability of the rock system. An average fracture length of 909 ft with net height (propped height) of 210 ft (average) was achieved. Optimum fracturing results was also achieved with maximum fracture width of 0.379 inches at an injection rate of 13.01 bpm with 17995 Mscf of gas production.

Keywords: hydraulic fracturing, optimisation, shale, tight reservoir

Procedia PDF Downloads 398
7078 Deep Reinforcement Learning for Advanced Pressure Management in Water Distribution Networks

Authors: Ahmed Negm, George Aggidis, Xiandong Ma

Abstract:

With the diverse nature of urban cities, customer demand patterns, landscape topologies or even seasonal weather trends; managing our water distribution networks (WDNs) has proved a complex task. These unpredictable circumstances manifest as pipe failures, intermittent supply and burst events thus adding to water loss, energy waste and increased carbon emissions. Whilst these events are unavoidable, advanced pressure management has proved an effective tool to control and mitigate them. Henceforth, water utilities have struggled with developing a real-time control method that is resilient when confronting the challenges of water distribution. In this paper we use deep reinforcement learning (DRL) algorithms as a novel pressure control strategy to minimise pressure violations and leakage under both burst and background leakage conditions. Agents based on asynchronous actor critic (A2C) and recurrent proximal policy optimisation (Recurrent PPO) were trained and compared to benchmarked optimisation algorithms (differential evolution, particle swarm optimisation. A2C manages to minimise leakage by 32.48% under burst conditions and 67.17% under background conditions which was the highest performance in the DRL algorithms. A2C and Recurrent PPO performed well in comparison to the benchmarks with higher processing speed and lower computational effort.

Keywords: deep reinforcement learning, pressure management, water distribution networks, leakage management

Procedia PDF Downloads 36
7077 Discrimination Between Bacillus and Alicyclobacillus Isolates in Apple Juice by Fourier Transform Infrared Spectroscopy and Multivariate Analysis

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

Abstract:

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

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

Procedia PDF Downloads 450