Search results for: quantile function model

Authors: Zuoji Huang, Haiming Qian, Chunlin Wang, Jinyan Sun, Nan Xu

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In this paper, the strategy to extract double road edge lines from acquired road stripe image was explored. The workflow is as follows: the road stripes are acquired by probabilistic boosting tree algorithm and morphological algorithm immediately, and road centerlines are detected by thinning algorithm, so the initial road edge lines can be acquired along the road centerlines. Then we refine the results with big variation of local curvature of centerlines. Specifically, the energy function of edge line is constructed by gradient feature and spectral information, and Dijkstra algorithm is used to optimize the initial road edge lines. The Snake model is constructed to solve the fracture problem of intersection, and the discrete dynamic programming algorithm is used to solve the model. After that, we could get the final road network. Experiment results show that the strategy proposed in this paper can be used to extract the continuous and smooth road edge lines from high-resolution remote sensing images with an accuracy of 88% in our study area.

Keywords: road edge lines extraction, energy function, intersection fracture, Snake model

Procedia PDF Downloads 315

Authors: Xiaogang Li, Jieqiong Miao

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As for the problem of the grey forecasting model prediction accuracy is low, an improved grey prediction model is put forward. Firstly, use trigonometric function transform the original data sequence in order to improve the smoothness of data , this model called SGM( smoothness of grey prediction model), then combine the improved grey model with support vector machine , and put forward the grey support vector machine model (SGM - SVM).Before the establishment of the model, we use trigonometric functions and accumulation generation operation preprocessing data in order to enhance the smoothness of the data and weaken the randomness of the data, then use support vector machine (SVM) to establish a prediction model for pre-processed data and select model parameters using genetic algorithms to obtain the optimum value of the global search. Finally, restore data through the "regressive generate" operation to get forecasting data. In order to prove that the SGM-SVM model is superior to other models, we select the battery life data from calce. The presented model is used to predict life of battery and the predicted result was compared with that of grey model and support vector machines．For a more intuitive comparison of the three models, this paper presents root mean square error of this three different models .The results show that the effect of grey support vector machine (SGM-SVM) to predict life is optimal, and the root mean square error is only 3.18%. Keywords: grey forecasting model, trigonometric function, support vector machine, genetic algorithms, root mean square error

Keywords: Grey prediction model, trigonometric functions, support vector machines, genetic algorithms, root mean square error

Procedia PDF Downloads 428

Authors: Amir Deljoo

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The endeavor to comprehend the existence have been the center of thought for human in form of different disciplines and now basically in physics as the theory of everything. Here, after a brief review of the basic frameworks of thought, and a history of thought since ancient up to present, a logical methodology is presented based on a core axiom after which a function, a proto-field and then a coordinates are explained. Afterwards a generalization to Standard Model is proposed as General Standard Model which is believed to be the base of the Unified Theory of Everything.

Keywords: general relativity, grand unified theory, quantum mechanics, standard model, theory of everything

Procedia PDF Downloads 68

Authors: Zahir Bakiri, Saci Nacefa

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In this paper a comparison in made between two models, with and without dispersion term, and focused on the characterization of the movement of the sludge blanket in the secondary sedimentation tank using the solid flux theory and the velocity settling. This allowed us develop a one-dimensional models, with and without dispersion based on a thorough experimental study carried out in situ and the application of online data which are the mass load flow, transfer concentration, and influent characteristic. On the other hand, in the proposed model, the new settling velocity law (double-exponential function) used is based on the Vesilind function.

Keywords: wastewater, activated sludge, sedimentation, settling velocity, settling models

Procedia PDF Downloads 357

Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

Procedia PDF Downloads 323

Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

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At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. These findings need to be confirmed with a greater number of stations across other Australian states.

Keywords: floods, FLIKE, probability distributions, flood frequency, outlier

Procedia PDF Downloads 409

Authors: Mohamed El Hachimi, Abdelhakim Ballouk, Ilyas Khelafa, Abdelaziz Mouhou

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Introduction: Type 1 diabetes occurs when beta cells are destroyed by the body's own immune system. Treatment of type 1 diabetes mellitus could be greatly improved by applying a closed-loop control strategy to insulin delivery, also known as an Artificial Pancreas (AP). Method: In this paper, we present a new formulation of the cost function for a Model Predictive Control (MPC) utilizing a technic which accelerates the speed of control of the AP and tackles the nonlinearity of the control problem via asymmetric objective functions. Finding: The finding of this work consists in a new Model Predictive Control algorithm that leads to good performances like decreasing the time of hyperglycaemia and avoiding hypoglycaemia. Conclusion: These performances are validated under in silico trials.

Keywords: artificial pancreas, control algorithm, biomedical control, MPC, objective function, nonlinearity

Procedia PDF Downloads 270

Authors: Joonas Pääkkönen

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In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling

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Authors: Rakesh Kumar Mishra, Tarun Kumar Dan

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Lead-Lag based Internal Model Control method is proposed based on Internal Model Control (IMC) strategy. In this paper, we have designed the Lead-Lag based Internal Model Control for binary distillation column for SISO process (considering only bottom product). The transfer function has been taken from Wood and Berry model. We have find the composition control and disturbance rejection using Lead-Lag based IMC and comparing with the response of simple Internal Model Controller.

Keywords: SISO, lead-lag, internal model control, wood and berry, distillation column

Procedia PDF Downloads 609

Authors: Tahseen Saad, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

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A new concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. To control the coordination problem, which depends on offset selection and to estimate uniform delay based on the offset choice in a traffic signal network. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and are compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show new model minimizes the total uniform delay to almost half compared to conventional models. The mathematical objective function is robust. The algorithm convergence time is fast.

Keywords: area traffic control, traffic flow, differential evolution, sinusoidal periodic function, uniform delay, offset variable

Procedia PDF Downloads 247

Authors: F. U. Rahman, R. Q. Zhang

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This work aims to develop a systematic numerical technique which can be easily extended to many-body problem. The Lippmann Schwinger equation (integral form of the Schrodinger wave equation) is solved for the nonrelativistic radial wave of hydrogen atom using iterative integration scheme. As the unknown wave function appears on both sides of the Lippmann Schwinger equation, therefore an approximate wave function is used in order to solve the equation. The Green’s function is obtained by the method of Laplace transform for the radial wave equation with excluded potential term. Using the Lippmann Schwinger equation, the product of approximate wave function, the Green’s function and the potential term is integrated iteratively. Finally, the wave function is normalized and plotted against the standard radial wave for comparison. The outcome wave function converges to the standard wave function with the increasing number of iteration. Results are verified for the first fifteen states of hydrogen atom. The method is efficient and consistent and can be applied to complex systems in future.

Keywords: Green’s function, hydrogen atom, Lippmann Schwinger equation, radial wave

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Authors: Yehjune Heo

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As biometric systems become widely deployed, the security of identification systems can be easily attacked by various spoof materials. This paper contributes to finding a reliable and practical anti-spoofing method using Convolutional Neural Networks (CNNs) based on the types of loss functions and optimizers. The types of CNNs used in this paper include AlexNet, VGGNet, and ResNet. By using various loss functions including Cross-Entropy, Center Loss, Cosine Proximity, and Hinge Loss, and various loss optimizers which include Adam, SGD, RMSProp, Adadelta, Adagrad, and Nadam, we obtained significant performance changes. We realize that choosing the correct loss function for each model is crucial since different loss functions lead to different errors on the same evaluation. By using a subset of the Livdet 2017 database, we validate our approach to compare the generalization power. It is important to note that we use a subset of LiveDet and the database is the same across all training and testing for each model. This way, we can compare the performance, in terms of generalization, for the unseen data across all different models. The best CNN (AlexNet) with the appropriate loss function and optimizers result in more than 3% of performance gain over the other CNN models with the default loss function and optimizer. In addition to the highest generalization performance, this paper also contains the models with high accuracy associated with parameters and mean average error rates to find the model that consumes the least memory and computation time for training and testing. Although AlexNet has less complexity over other CNN models, it is proven to be very efficient. For practical anti-spoofing systems, the deployed version should use a small amount of memory and should run very fast with high anti-spoofing performance. For our deployed version on smartphones, additional processing steps, such as quantization and pruning algorithms, have been applied in our final model.

Keywords: anti-spoofing, CNN, fingerprint recognition, loss function, optimizer

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Authors: James Moran, Anusarn Permsuwan

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This paper compares oscillations in the dry friction coefficient in different journal bearings. Measurements are made of the average and standard deviation in the coefficient of friction as a function of sliding velocity. The standard deviation of the friction coefficient changed dramatically with sliding velocity. The magnitude and frequency of the oscillations were a function of the velocity. A numerical model was developed for the frictional oscillations. There was good agreement between the model and results. Five different materials were used as the sliding surfaces in the experiments, Aluminum, Bronze, Mild Steel, Stainless Steel, and Nylon.

Keywords: Coulomb friction, dynamic friction, non-lubricated bearings, frictional oscillations

Procedia PDF Downloads 331

Authors: Hao Chen, Bo Guo, Ping Jiang

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Residual life (RL) estimation based on multi-phase nonlinear Wiener process was studied in this paper, which is significant for complicated products with small samples. Firstly, nonlinear Wiener model with random parameter was introduced and multi-phase nonlinear Wiener model was proposed to model degradation process of products that were nonlinear and separated into different phases. Then the multi-phase RL probability density function based on the presented model was derived approximately in a closed form and parameters estimation was achieved with the method of maximum likelihood estimation (MLE). Finally, the method was applied to estimate the RL of high voltage plus capacitor. Compared with the other three different models by log-likelihood function (Log-LF) and Akaike information criterion (AIC), the results show that the proposed degradation model can capture degradation process of high voltage plus capacitors in a better way and provide a more reliable result.

Keywords: multi-phase nonlinear wiener process, residual life estimation, maximum likelihood estimation, high voltage plus capacitor

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Authors: Mohammad Zamani, Ramin Mansouri

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Spillways are one of the most important hydraulic structures of dams that provide the stability of the dam and downstream areas at the time of flood. A circular vertical spillway with various inlet forms is very effective when there is not enough space for the other spillway. Hydraulic flow in a vertical circular spillway is divided into three groups: free, orifice, and under pressure (submerged). In this research, the hydraulic flow characteristics of a Circular Vertical Spillway are investigated with the CFD model. Two-dimensional unsteady RANS equations were solved numerically using Finite Volume Method. The PISO scheme was applied for the velocity-pressure coupling. The mostly used two-equation turbulence models, k-ε and k-ω, were chosen to model Reynolds shear stress term. The power law scheme was used for the discretization of momentum, k, ε, and ω equations. The VOF method (geometrically reconstruction algorithm) was adopted for interface simulation. In this study, three types of computational grids (coarse, intermediate, and fine) were used to discriminate the simulation environment. In order to simulate the flow, the k-ε (Standard, RNG, Realizable) and k-ω (standard and SST) models were used. Also, in order to find the best wall function, two types, standard wall, and non-equilibrium wall function, were investigated. The laminar model did not produce satisfactory flow depth and velocity along the Morning-Glory spillway. The results of the most commonly used two-equation turbulence models (k-ε and k-ω) were identical. Furthermore, the standard wall function produced better results compared to the non-equilibrium wall function. Thus, for other simulations, the standard k-ε with the standard wall function was preferred. The comparison criterion in this study is also the trajectory profile of jet water. The results show that the fine computational grid, the input speed condition for the flow input boundary, and the output pressure for the boundaries that are in contact with the air provide the best possible results. Also, the standard wall function is chosen for the effect of the wall function, and the turbulent model k-ε (Standard) has the most consistent results with experimental results. When the jet gets closer to the end of the basin, the computational results increase with the numerical results of their differences. The mesh with 10602 nodes, turbulent model k-ε standard and the standard wall function, provide the best results for modeling the flow in a vertical circular Spillway. There was a good agreement between numerical and experimental results in the upper and lower nappe profiles. In the study of water level over crest and discharge, in low water levels, the results of numerical modeling are good agreement with the experimental, but with the increasing water level, the difference between the numerical and experimental discharge is more. In the study of the flow coefficient, by decreasing in P/R ratio, the difference between the numerical and experimental result increases.

Keywords: circular vertical, spillway, numerical model, boundary conditions

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Authors: T. T. Tham

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The aim of this study is to propose an integrated approach to determine the most suitable programs, based on Quality Function Deployment (QFD), Sensitivity Analysis (SA) and Multi-Objective Linear Programming model (MOLP). Firstly, QFD is used to determine business requirements and transform them into business and supply chain programs. From the QFD, technical scores of all programs are obtained. All programs are then evaluated through five criteria (productivity, quality, cost, technical score, and feasibility). Sets of weight of these criteria are built using Sensitivity Analysis. Multi-Objective Linear Programming model is applied to select suitable programs according to multiple conflicting objectives under a budget constraint. A case study from the Sai Gon-Mien Tay Beer Company is given to illustrate the proposed methodology. The outcome of the study provides a comprehensive picture for companies to select suitable programs to obtain the optimal solution according to their preference.

Keywords: business program, multi-objective linear programming model, quality function deployment, sensitivity analysis, supply chain management

Procedia PDF Downloads 88

Authors: Cuneyt Yucelbas, Seral Ozsen, Sule Yucelbas, Gulay Tezel

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Due to the fact that there exist only a small number of complex systems in artificial immune system (AIS) that work out nonlinear problems, nonlinear AIS approaches, among the well-known solution techniques, need to be developed. Gaussian function is usually used as similarity estimation in classification problems and pattern recognition. In this study, diagnosis of breast cancer, the second type of the most widespread cancer in women, was performed with different distance calculation functions that euclidean, gaussian and gaussian-euclidean hybrid function in the clonal selection model of classical AIS on Wisconsin Breast Cancer Dataset (WBCD), which was taken from the University of California, Irvine Machine-Learning Repository. We used 3-fold cross validation method to train and test the dataset. According to the results, the maximum test classification accuracy was reported as 97.35% by using of gaussian-euclidean hybrid function for fold-3. Also, mean of test classification accuracies for all of functions were obtained as 94.78%, 94.45% and 95.31% with use of euclidean, gaussian and gaussian-euclidean, respectively. With these results, gaussian-euclidean hybrid function seems to be a potential distance calculation method, and it may be considered as an alternative distance calculation method for hard nonlinear classification problems.

Keywords: artificial immune system, breast cancer diagnosis, Euclidean function, Gaussian function

Procedia PDF Downloads 412

Authors: Seyed Abbas Tabatabaei, Marjan Naderan Tahan, Arman Kadkhodai

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An efficient optimization approach, called feasible gate (FG), is developed to enhance the computation efficiency and solution quality of the previously developed highway alignment optimization (HAO) model. This approach seeks to realistically represent various user preferences and environmentally sensitive areas and consider them along with geometric design constraints in the optimization process. This is done by avoiding the generation of infeasible solutions that violate various constraints and thus focusing the search on the feasible solutions. The proposed method is simple, but improves significantly the model’s computation time and solution quality. On the other, highway alignment optimization through Feasible Gates, eventuates only economic model by considering minimum design constrains includes minimum reduce of circular curves, minimum length of vertical curves and road maximum gradient. This modelling can reduce passenger comfort and road safety. In most of highway optimization models, by adding penalty function for each constraint, final result handles to satisfy minimum constraint. In this paper, we want to propose a safety-function solution by introducing gift function.

Keywords: safety, highway geometry, optimization, alignment

Procedia PDF Downloads 384

Authors: Xu Jinsheng, Tong Xin, Zheng Jian, Zhou Changsheng

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The NEPE (nitrate ester plasticized polyether) propellant is a kind of particle filling material with relatively high filling fraction. The experimental results show that the microcracks, microvoids and dewetting can cause the stress softening of the material. In this paper, a series of mechanical testing in inclusion with CCD technique were conducted to analyze the evolution of internal defects of propellant. The volume expansion function of the particle filling material was established by measuring of longitudinal and transverse strain with optical deformation measurement system. By analyzing the defects and internal damages of the material, a visco-hyperelastic constitutive model based on free energy theory was proposed incorporating damage function. The proposed constitutive model could accurately predict the mechanical properties of uniaxial tensile tests and tensile-relaxation tests.

Keywords: dewetting, constitutive model， uniaxial tensile tests, visco-hyperelastic, nonlinear

Procedia PDF Downloads 259

Authors: Ali Raouli, Amin Chegenizadeh, Hamid Nikraz

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The Perth metropolitan area and its surrounding regions have been expanding rapidly in recent decades and it is expected that this growth will continue in the years to come. With this rapid growth and the resulting increase in population, consideration should be given to strategic planning and modelling for the future expansion of Perth. The accurate estimation of projected traffic volumes has always been a major concern for the transport modelers and planners. Development of a reliable strategic transport model depends significantly on the inputs data into the model and the calibrated parameters of the model to reflect the existing situation. Trip distribution is the second step in four-step modelling (FSM) which is complex due to its behavioral nature. Gravity model is the most common method for trip distribution. The spatial separation between the Origin and Destination (OD) zones will be reflected in gravity model by applying deterrence functions which provide an opportunity to include people’s behavior in choosing their destinations based on distance, time and cost of their journeys. Deterrence functions play an important role for distribution of the trips within a study area and would simulate the trip distances and therefore should be calibrated for any particular strategic transport model to correctly reflect the trip behavior within the modelling area. This paper aims to review the most common deterrence functions and propose a calibrated deterrence function for work trips within the Perth Metropolitan Area based on the information obtained from the latest available Household data and Perth and Region Travel Survey (PARTS) data. As part of this study, a four-step transport model using EMME software has been developed for Perth Metropolitan Area to assist with the analysis and findings.

Keywords: deterrence function, four-step modelling, origin destination, transport model

Procedia PDF Downloads 145

Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

Procedia PDF Downloads 362

Authors: Lela Mirtskhulava, Mariam Khunjgurua, Nino Lomineishvili, Koba Bakuria

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Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.

Keywords: exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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

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

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Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

Procedia PDF Downloads 152

Authors: Ayman M. Othman, Hassan Y. Ahmed, Tallat A. Ali

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Inadequate maintenance programs and funds allocated for highway networks in the developed countries have led to fast deterioration of road side elements. Therefore, this research focuses on developing a performance model for road side elements periodic maintenance activities. Road side elements that receive periodic maintenance include; earthen shoulder, road signs and traffic markings. Using the level of service concept, the developed model can determine the optimal periodic maintenance intervals for those elements based on a selected level of service suitable with the available periodic maintenance budget. Data related to time periods for progressive deterioration stages for the chosen elements were collected. Ten maintenance experts in Aswan, Sohag and Assiut cities were interviewed for that purpose. Time in months related to 10%, 25%, 40%, 50%, 75%, 90% and 100% deterioration of each road side element was estimated based on the experts opinion. Least square regression analysis has shown that a power function represents the best fit for earthen shoulders edge drop-off and damage of road signs with time. It was also evident that, the progressive dirtiness of road signs could be represented by a quadratic function an a linear function could represent the paint degradation nature of both traffic markings and road signs. Actual measurements of earthen shoulder edge drop-off agree considerably with the developed model.

Keywords: deterioration, level of service, periodic maintenance, performance model, road side element

Procedia PDF Downloads 539

Authors: Raouf Mbarki, Fadi Al Khatib, Malek Adouni

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Knee collateral ligaments play a significant role in restraining excessive frontal motion (varus/valgus rotations). In this investigation, a multiscale frame was developed based on structural hierarchies of the collateral ligaments starting from the bottom (tropocollagen molecule) to up where the fibred reinforced structure established. Experimental data of failure tensile test were considered as the principal driver of the developed model. This model was calibrated statistically using Bayesian calibration due to the high number of unknown parameters. Then the model is scaled up to fit the real structure of the collateral ligaments and simulated under realistic boundary conditions. Predications have been successful in describing the observed transient response of the collateral ligaments during tensile test under pre- and post-damage loading conditions. Collateral ligaments maximum stresses and strengths were observed near to the femoral insertions, a results that is in good agreement with experimental investigations. Also for the first time, damage initiation and propagation were documented with this model as a function of the cross-link density between tropocollagen molecules.

Keywords: multiscale model, tropocollagen, fibrils, ligaments commas

Procedia PDF Downloads 128

Authors: Kalyani Kulkarni, Bharat Chaudhari

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This paper addresses the issue of resource allocation in the emerging cognitive technology. Focusing the quality of service (QoS) of primary users (PU), a novel method is proposed for the resource allocation of secondary users (SU). In this paper, we propose the unique utility function in the game theoretic model of Cognitive Radio which can be maximized to increase the capacity of the cognitive radio network (CRN) and to minimize the interference scenario. The utility function is formulated to cater the need of PUs by observing Signal to Noise ratio. The existence of Nash equilibrium is for the postulated game is established.

Keywords: cognitive networks, game theory, Nash equilibrium, resource allocation

Procedia PDF Downloads 442

Authors: Alan Wan

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In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.

Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk

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Authors: Rahele Mosleh

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This paper gives a survey of results on global stability of extended Ross model for malaria by constructing some elegant Lyapunov functions for two cases of epidemic, including disease-free and endemic occasions. The model is a nonlinear seven-dimensional system of ordinary differential equations that simulates this phenomenon in a more realistic fashion. We discuss the existence of positive disease-free and endemic equilibrium points of the model. It is stated that extended Ross model possesses invariant solutions for human and mosquito in a specific domain of the system.

Keywords: global stability, invariant solutions, Lyapunov function, stationary points

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Authors: Slobodan B. Tričković

Abstract:

We present the results concerned with trigonometric series that include sine and cosine functions with a parameter appearing in the denominator. We derive two types of closed-form formulas for trigonometric series. At first, for some integer values, as we know that Riemann’s ζ function and Dirichlet η, λ equal zero at negative even integers, whereas Dirichlet’s β function equals zero at negative odd integers, after a certain number of members, the rest of the series vanishes. Thus, a trigonometric series becomes a polynomial with coefficients involving Riemann’s ζ function and Dirichlet η, λ, β functions. On the other hand, in some cases, one cannot immediately replace the parameter with any positive integer because we shall encounter singularities. So it is necessary to take a limit, so in the process, we apply L’Hospital’s rule and, after a series of rearrangements, we bring a trigonometric series to a form suitable for the application of Choi-Srivastava’s theorem dealing with Hurwitz’s zeta function and Harmonic numbers. In this way, we express a trigonometric series as a polynomial over Hurwitz’s zeta function derivative.

Keywords: Dirichlet eta lambda beta functions, Riemann's zeta function, Hurwitz zeta function, Harmonic numbers

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