Search results for: stochastic gradient boosting

Authors: Loïc Warscotte, Jehan Boreux

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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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Authors: Ahmed I. Raheem

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In this thesis, stratified and stratified wavy flow regimes have been investigated numerically for the oil (1.57 mPa s viscosity and 780 kg/m3 density) and water twophase flow in small and large horizontal steel pipes with a diameter between 0.0254 to 0.508 m by ANSYS Fluent software. Volume of fluid (VOF) with two phases flows using two equations family models (Realizable k-

Keywords: CFD, two-phase flow, pressure gradient, volume of fluid, large diameter, horizontal pipe, oil-water stratified and stratified wavy flow

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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: Salinee Thumronglaohapun

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The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

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Authors: Jisun Lee, Jay Hyoun Kwon

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As an alternative way to compensate the INS (inertial navigation system) error in non-GNSS (Global Navigation Satellite System) environment, geophysical database referenced navigation is being studied. In this study, both gravity gradient and terrain data were combined to complement the weakness of sole geophysical data as well as to improve the stability of the positioning. The main process to compensate the INS error using geophysical database was constructed on the basis of the EKF (Extended Kalman Filter). In detail, two type of combination method, centralized and decentralized filter, were applied to check the pros and cons of its algorithm and to find more robust results. The performance of each navigation algorithm was evaluated based on the simulation by supposing that the aircraft flies with precise geophysical DB and sensors above nine different trajectories. Especially, the results were compared to the ones from sole geophysical database referenced navigation to check the improvement due to a combination of the heterogeneous geophysical database. It was found that the overall navigation performance was improved, but not all trajectories generated better navigation result by the combination of gravity gradient with terrain data. Also, it was found that the centralized filter generally showed more stable results. It is because that the way to allocate the weight for the decentralized filter could not be optimized due to the local inconsistency of geophysical data. In the future, switching of geophysical data or combining different navigation algorithm are necessary to obtain more robust navigation results.

Keywords: Extended Kalman Filter, geophysical database referenced navigation, gravity gradient, terrain

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Authors: S. Khan, A. Khan, Abdul R. Soomrani, Raja F. Zafar, A. Waqas, G. Akbar

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This paper proposes a low-complexity image interpolation method. Image interpolation is used to convert a low dimension video/image to high dimension video/image. The objective of a good interpolation method is to upscale an image in such a way that it provides better edge preservation at the cost of very low complexity so that real-time processing of video frames can be made possible. However, low complexity methods tend to provide real-time interpolation at the cost of blurring, jagging and other artifacts due to errors in slope calculation. Non-linear methods, on the other hand, provide better edge preservation, but at the cost of high complexity and hence they can be considered very far from having real-time interpolation. The proposed method is a linear method that uses gradient orientation for slope calculation, unlike conventional linear methods that uses the contrast of nearby pixels. Prewitt edge detection is applied to separate uniform regions and edges. Simple line averaging is applied to unknown uniform regions, whereas unknown edge pixels are interpolated after calculation of slopes using gradient orientations of neighboring known edge pixels. As a post-processing step, bilateral filter is applied to interpolated edge regions in order to enhance the interpolated edges.

Keywords: edge detection, gradient orientation, image upscaling, linear interpolation, slope tracing

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Authors: Francisca Margarita Ocran

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Underwear, and more particularly bras and panties, are defined as intimate clothing. Strictly speaking, they enhance the place of women in the public or private satchel. Therefore, women's lingerie is a complex garment with a high involvement profile, motivating consumers to buy it not only by its functional utility but also by the multisensory experience it provides them. Customer behavior models are generally based on customer data mining, and each model is designed to answer questions at a specific time. Predicting the customer experience is uncertain and difficult. Thus, knowledge of consumers' tastes in lingerie deserves to be treated as an experiential product, where the dimensions of the experience motivating consumers to buy a lingerie product and to remain faithful to it must be analyzed in detail by the manufacturers and retailers to engage and retain consumers, which is why this research aims to identify the variables that push consumers to choose their lingerie product, based on an in-depth analysis of the types of fabrics used to make lingerie. The data used in this study comes from online purchases. Machine learning approach with the use of Python programming language and Pycaret gives us a precision of 86.34%, 85.98%, and 84.55% for the three algorithms to use concerning the preference of a buyer in front of a range of lingerie. Gradient Boosting, random forest, and K Neighbors were used in this study; they are very promising and rich in the classification of preference in the textile industry.

Keywords: consumer behavior, data mining, lingerie, machine learning, preference

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Authors: Mehmet Savsar, Majid Aldaihani

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Flexible Manufacturing Systems (FMS) are used to produce a variety of parts on the same equipment. Therefore, their utilization is higher than traditional machining systems. Higher utilization, on the other hand, results in more frequent equipment failures and additional need for maintenance. Therefore, it is necessary to carefully analyze operational characteristics and productivity of FMS or Flexible Manufacturing Cells (FMC), which are smaller configuration of FMS, before installation or during their operation. Appropriate models should be developed to determine production rates based on operational conditions, including equipment reliability, availability, and repair capacity. In this paper, a stochastic model is developed for an automated FMC system, which consists of two machines served by two robots and a single repairman. The model is used to determine system productivity and equipment utilization under different operational conditions, including random machine failures, random repairs, and limited repair capacity. The results are compared to previous study results for FMC system with sufficient repair capacity assigned to each machine. The results show that the model will be useful for design engineers and operational managers to analyze performance of manufacturing systems at the design or operational stages.

Keywords: flexible manufacturing, FMS, FMC, stochastic modeling, production rate, reliability, availability

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Authors: Maria Nabakooza

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Efficient agricultural production is very significant in attaining food sufficiency and security in the world. Many methods are employed by the farmers while attending to their gardens, from manual to mechanized, with Farmers range from subsistence to commercial depending on the motive. This creates a lacuna in the modes of operation in this field as different farmers will take different approaches. This has led to many e-Learning courses being introduced to address this gap. Many e-learning systems use advanced network technologies like Web services, grid computing to promote learning at any time and any place. Many of the existing systems have not inculcated the applicability of the modules in them, the tools to be used and further access whether they are the right tools for the right job. A thorough investigation into the applicability of adaptive eLearning in the agricultural sector has not been taken into account; enabling the assumption that eLearning is the right tool for boosting productivity in this sector. This study comes in to provide an insight and thorough analysis as to whether adaptive eLearning is the right tool for boosting agricultural productivity. The Simulation will adopt a system dynamics modeling approach as a way of examining causality and effect relationship. This study will provide teachers with an insight into which tools they should adopt in designing, and provide students the opportunities to achieve an orderly learning experience through adaptive navigating e-learning services.

Keywords: agriculture, adaptive, e-learning, technology

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Authors: Byung Ho Jung, Dong Hoon Lim

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Logistic regression is a statistical method for analyzing a dataset in which there are one or more independent variables that determine an outcome. Logistic regression is used extensively in numerous disciplines, including the medical and social science fields. In this paper, we address the problem of estimating parameters in the logistic regression based on MapReduce framework with RHadoop that integrates R and Hadoop environment applicable to large scale data. There exist three learning algorithms for logistic regression, namely Gradient descent method, Cost minimization method and Newton-Rhapson's method. The Newton-Rhapson's method does not require a learning rate, while gradient descent and cost minimization methods need to manually pick a learning rate. The experimental results demonstrated that our learning algorithms using RHadoop can scale well and efficiently process large data sets on commodity hardware. We also compared the performance of our Newton-Rhapson's method with gradient descent and cost minimization methods. The results showed that our newton's method appeared to be the most robust to all data tested.

Keywords: big data, logistic regression, MapReduce, RHadoop

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Authors: Florian Kiebert, Hagen Schmidt

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Standing surface acoustic waves (sSAWs) have already been used to manipulate particles in a microfluidic channel made of polydimethylsiloxan (PDMS). Usually two identical facing interdigital transducers (IDTs) are exploited to form an sSAW. Further, it has been reported that an sSAW can be generated by a single IDT using a superstrate resonating cavity or a PDMS post. Nevertheless, both setups utilising a traveling surface acoustic wave (tSAW) to create an sSAW for particle manipulation are costly. We present a simplified setup with a tSAW and a PDMS channel to form an sSAW. The incident tSAW is reflected at the rear PDMS channel wall and superimposed with the reflected tSAW. This superpositioned waves generates an sSAW but only at regions where the distance to the rear channel wall is smaller as the attenuation length of the tSAW minus the channel width. Therefore in a channel of 500µm width a tSAW with a wavelength λ = 120 µm causes a sSAW over the whole channel, whereas a tSAW with λ = 60 µm only forms an sSAW next to the rear wall of the channel, taken into account the attenuation length of a tSAW in water. Hence, it is possible to concentrate and trap particles in a defined region of the channel by adjusting the relation between the channel width and tSAW wavelength. Moreover, it is possible to generate a particle gradient over the channel width by picking the right ratio between channel wall and wavelength. The particles are moved towards the rear wall by the acoustic streaming force (ASF) and the acoustic radiation force (ARF) caused by the tSAW generated bulk acoustic wave (BAW). At regions in the channel were the sSAW is dominating the ARF focuses the particles in the pressure nodes formed by the sSAW caused BAW. On the one side the ARF generated by the sSAW traps the particle at the center of the tSAW beam, i. e. of the IDT aperture. On the other side, the ASF leads to two vortices, one on the left and on the right side of the focus region, deflecting the particles out of it. Through variation of the applied power it is possible to vary the number of particles trapped in the focus points, because near to the rear wall the amplitude of the reflected tSAW is higher and, therefore, the ARF of the sSAW is stronger. So in the vicinity of the rear wall the concentration of particles is higher but decreases with increasing distance to the wall, forming a gradient of particles. The particle gradient depends on the applied power as well as on the flow rate. Thus by variation of these two parameters it is possible to change the particle gradient. Furthermore, we show that the particle gradient can be modified by changing the relation between the channel width and tSAW wavelength. Concluding a single IDT generates an sSAW in a PDMS microchannel enables particle gradient generation in a well-defined microfluidic flow system utilising the ARF and ASF of a tSAW and an sSAW.

Keywords: ARF, ASF, particle manipulation, sSAW, tSAW

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Authors: Hyunsun Lee, Yi Zhu

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Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.

Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles

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Authors: N. Massoum, B. Bouazza

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In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software

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Authors: Elmo Thiago Lins Cöuras Ford, Valentina Alessandra Carvalho do Vale

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Given the unquestionable need of environmental preservation, the natural fibers have been seen as a salutary alternative for production of composites in substitution to the synthetic fibers, vitreous and metallic. In this work, the behavior of a composite was analyzed done with fiber of the peel of the coconut as reinforcement and latex as head office, when submitted the source of heat. The temperature profiles were verified in the internal surfaces and it expresses of the composite as well as the temperature gradient in the same. It was also analyzed the behavior of this composite when submitted to a cold source. As consequence, in function of the answers of the system, conclusions were reached.

Keywords: natural fiber, composite, temperature, latex, gradient

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Authors: Ho Yuan-Hong, Huang Chiung-Ju

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This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a "debt"⁄"GDP" ratio of 0.2, increases in the "debt"⁄"GDP " ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the "debt"⁄"GDP" ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization

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Authors: Shuo Huang, Huomiao Guo, Wenrui Huang

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In navigation channels located in coasts and estuaries as the waterways connecting coastal water to ports or harbors, density-induced flow often exist due to the density-gradient or gravity gradient as the results of mixing between fresh water from coastal rivers and saline water in the coasts. The density-induced flow often carries sediment transport into navigation channels and causes sediment depositions in the channels. As a result, expensive dredging may need to maintain the water depth required for navigation. In our study, we conduct a series of experiments to investigate the characteristics of density-induced flow in the estuarine navigation channels under different density gradients. Empirical equations between density flow and salinity gradient were derived. Effects of coastal structures for regulating navigation channel on density-induced flow have also been investigated. Results will be very helpful for improving the understanding of the characteristics of density-induced flow in estuarine navigation channels. The results will also provide technical support for cost-effective waterway regulation and management to maintain coastal and estuarine navigation channels.

Keywords: density flow, estuarine, navigation channel, structure

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Authors: D. Calogine, O. Chau, S. Dotti, O. Ramiarinjanahary, P. Rasoavonjy, F. Tovondahiniriko

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Mafate is a natural circus in the north-western part of Reunion Island, without an electrical grid and road network. A micro-grid concept is being experimented in this area, composed of a photovoltaic production combined with electrochemical batteries, in order to meet the local population for self-consumption of electricity demands. This work develops a discrete model as well as a stochastic model in order to reach an optimal equilibrium between production and consumptions for a cluster of houses. The management of the energy power leads to a large linearized programming system, where the time interval of interest is 24 hours The experimental data are solar production, storage energy, and the parameters of the different electrical devices and batteries. The unknown variables to evaluate are the consumptions of the various electrical services, the energy drawn from and stored in the batteries, and the inhabitants’ planning wishes. The objective is to fit the solar production to the electrical consumption of the inhabitants, with an optimal use of the energies in the batteries by satisfying as widely as possible the users' planning requirements. In the discrete model, the different parameters and solutions of the linear programming system are deterministic scalars. Whereas in the stochastic approach, the data parameters and the linear programming solutions become random variables, then the distributions of which could be imposed or established by estimation from samples of real observations or from samples of optimal discrete equilibrium solutions.

Keywords: photovoltaic production, power consumption, battery storage resources, random variables, stochastic modeling, estimations of probability distributions, mixed integer linear programming, smart micro-grid, self-consumption of electricity.

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Authors: Arkaprabha Bhattacharyya, Makarand Hastak

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The COVID-19 pandemic is unprecedented in terms of its global reach and economic impacts. Historically, investment in infrastructure development projects has been touted to boost the economic growth of a nation. The State and Local governments responsible for delivering infrastructure assets work under tight budgets. Therefore, it is important to understand which infrastructure projects have the highest potential of boosting economic growth in the post-pandemic era. This paper presents relationships between infrastructure projects and economic growth. Statistical relationships between investment in different types of infrastructure projects (transit, water and wastewater, highways, power, manufacturing etc.) and indicators of economic growth are presented using historic data between 2002 and 2020 from the U.S. Census Bureau and U.S. Bureau of Economic Analysis (BEA). The outcome of the paper is the comparison of statistical correlations between investment in different types of infrastructure projects and indicators of economic growth. The comparison of the statistical correlations is useful in ranking the types of infrastructure projects based on their ability to influence economic prosperity. Therefore, investment in the infrastructures with the higher rank will have a better chance of boosting the economic growth. Once, the ranks are derived, they can be used by the decision-makers in infrastructure investment related decision-making process.

Keywords: economic growth, infrastructure development, infrastructure projects, strategic investment

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Authors: Sajjad Negahban, Ruihe Wang, Baojiang Sun

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Gas-lift dual gradient drilling is a solution for deepwater drilling challenges. As well, Continuous development of drilling technology leads to increase employment of mineral oil based drilling fluids and synthetic-based drilling fluids, which have adequate characteristics such as: high rate of penetration, lubricity, shale inhibition and low toxicity. The paper discusses utilization of nitrified mineral oil base drilling for deepwater drilling and for more accurate prediction of pressure in DGD at marine riser, solubility and bubble pressure were considered in steady state hydraulic model. The Standing bubble pressure and solubility correlations, and two models which were acquired from experimental determination were applied in hydraulic model. The effect of the black oil correlations, and new solubility and bubble pressure models was evaluated on the PVT parameters such as oil formation volume factor, density, viscosity, volumetric flow rate. Eventually, the consequent simulated pressure profile due to these models was presented.

Keywords: solubility, bubble pressure, gas-lift dual gradient drilling, steady state hydraulic model

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Authors: Alexander Vaninsky

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The objective of this paper is finding the way of economic restructuring - that is, change in the shares of sectoral gross outputs - resulting in the maximum possible increase in the gross domestic product (GDP) combined with decreases in energy consumption and CO2 emissions. It uses an input-output model for the GDP and factorial models for the energy consumption and CO2 emissions to determine the projection of the gradient of GDP, and the antigradients of the energy consumption and CO2 emissions, respectively, on a subspace formed by the structure-related variables. Since the gradient (antigradient) provides a direction of the steepest increase (decrease) of the objective function, and their projections retain this property for the functions' limitation to the subspace, each of the three directional vectors solves a particular problem of optimal structural change. In the next step, a type of factor analysis is applied to find a convex combination of the projected gradient and antigradients having maximal possible positive correlation with each of the three. This convex combination provides the desired direction of the structural change. The national economy of the United States is used as an example of applications.

Keywords: economic restructuring, input-output analysis, divisia index, factorial decomposition, E3 models

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Authors: G. Lei, P. C. Dong, X. Q. Cen, S. Y. Mo

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One of the most significant parameters, describing the effect of water flooding in porous media, is flood-response time, and it is an important index in oilfield development. The responding time in low permeability reservoir is usually calculated by the method of stable state successive substitution neglecting the effect of medium deformation. Numerous studies show that the media deformation has an important impact on the development for low permeability reservoirs and can not be neglected. On the base of streamline tube model, we developed a method to interpret responding time with medium deformation factor. The results show that: the media deformation factor, threshold pressure gradient and well spacing have a significant effect on the flood response time. The greater the media deformation factor, threshold pressure gradient or well spacing is, the lower the flood response time is. The responding time of different streamlines varies. As the angle with the main streamline increases, the water flooding response time delays as a "parabola" shape.

Keywords: low permeability, flood-response time, threshold pressure gradient, medium deformation

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Authors: Faramarz Khosravi, Gokhan Izbirak

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A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement

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Authors: Nurul Bin Ibrahim

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Advancements in neural networks have offered valuable insights into Fluid Dynamics, notably in addressing turbulence-related challenges. In this research, we introduce multiple applications of models of neural networks, namely Feed-Forward and Recurrent Neural Networks, to explore the relationship between jet formations and stratified turbulence within stochastically excited Boussinesq systems. Using machine learning tools like TensorFlow and PyTorch, the study has created models that effectively mimic and show the underlying features of the complex patterns of jet formation and stratified turbulence. These models do more than just help us understand these patterns; they also offer a faster way to solve problems in stochastic systems, improving upon traditional numerical techniques to solve stochastic differential equations such as the Euler-Maruyama method. In addition, the research includes a thorough comparison with the Statistical State Dynamics (SSD) approach, which is a well-established method for studying chaotic systems. This comparison helps evaluate how well neural networks can help us understand the complex relationship between jet formations and stratified turbulence. The results of this study underscore the potential of neural networks in computational physics and fluid dynamics, opening up new possibilities for more efficient and accurate simulations in these fields.

Keywords: neural networks, machine learning, computational fluid dynamics, stochastic systems, simulation, stratified turbulence

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Authors: Yash Bingi, Yiqiao Yin

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Reduction of child mortality is an ongoing struggle and a commonly used factor in determining progress in the medical field. The under-5 mortality number is around 5 million around the world, with many of the deaths being preventable. In light of this issue, Cardiotocograms (CTGs) have emerged as a leading tool to determine fetal health. By using ultrasound pulses and reading the responses, CTGs help healthcare professionals assess the overall health of the fetus to determine the risk of child mortality. However, interpreting the results of the CTGs is time-consuming and inefficient, especially in underdeveloped areas where an expert obstetrician is hard to come by. Using a support vector machine (SVM) and oversampling, this paper proposed a model that classifies fetal health with an accuracy of 99.59%. To further explain the CTG measurements, an algorithm based on Randomized Input Sampling for Explanation ((RISE) of Black-box Models was created, called Feature Alteration for explanation of Black Box Models (FAB), and compared the findings to Shapley Additive Explanations (SHAP) and Local Interpretable Model Agnostic Explanations (LIME). This allows doctors and medical professionals to classify fetal health with high accuracy and determine which features were most influential in the process.

Keywords: machine learning, fetal health, gradient boosting, support vector machine, Shapley values, local interpretable model agnostic explanations

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Authors: L. S. Godlevsky, N. V. Kresyun, V. P. Martsenyuk, K. S. Shakun, T. V. Tatarchuk, K. O. Prybolovets, L. F. Kalinichenko, M. Karpinski, T. Gancarczyk

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Structures of eye bottom were extracted using multiscale texture gradient method and color characteristics of macular zone and vessels were verified in CIELAB scale. The difference of average values of L*, a* and b* coordinates of CIE (International Commision of Illumination) scale in patients with diabetes and healthy volunteers was compared. The average value of L* in diabetic patients exceeded such one in the group of practically healthy persons by 2.71 times (P < 0.05), while the value of a* index was reduced by 3.8 times when compared with control one (P < 0.05). b* index exceeded such one in the control group by 12.4 times (P < 0.05). The integrated index on color difference (ΔE) exceeded control value by 2.87 times (P < 0.05). More pronounced differences with ΔE were followed by a shorter period of MA appearance with a correlation level at -0.56 (P < 0.05). The specificity of diagnostics raised by 2.17 times (P < 0.05) and negative prognostic index exceeded such one determined with the expert method by 2.26 times (P < 0.05).

Keywords: diabetic retinopathy, multiscale texture gradient, color spectrum analysis, medical diagnostics

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Authors: Aref Aasi, Sahar Ebrahimi Bajgani, Erfan Aasi

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Breast cancer (BC) continues to be the most frequent cancer in females and causes the highest number of cancer-related deaths in women worldwide. Inspired by recent advances in studying the relationship between different patient attributes and features and the disease, in this paper, we have tried to investigate the different classification methods for better diagnosis of BC in the early stages. In this regard, datasets from the University Hospital Centre of Coimbra were chosen, and different machine learning (ML)-based and neural network (NN) classifiers have been studied. For this purpose, we have selected favorable features among the nine provided attributes from the clinical dataset by using a random forest algorithm. This dataset consists of both healthy controls and BC patients, and it was noted that glucose, BMI, resistin, and age have the most importance, respectively. Moreover, we have analyzed these features with various ML-based classifier methods, including Decision Tree (DT), K-Nearest Neighbors (KNN), eXtreme Gradient Boosting (XGBoost), Logistic Regression (LR), Naive Bayes (NB), and Support Vector Machine (SVM) along with NN-based Multi-Layer Perceptron (MLP) classifier. The results revealed that among different techniques, the SVM and MLP classifiers have the most accuracy, with amounts of 96% and 92%, respectively. These results divulged that the adopted procedure could be used effectively for the classification of cancer cells, and also it encourages further experimental investigations with more collected data for other types of cancers.

Keywords: breast cancer, diagnosis, machine learning, biomarker classification, neural network

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Adedapo Jepson Olumide, Kurowska Ewa, K. Schoeneich, Ikpokonte A. Enoch

Abstract:

In this paper, subsurface temperature measured from continuous temperature logs were used to determine the geothermal gradient of NigerDelta sedimentary basin. The measured temperatures were corrected to the true subsurface temperatures by applying the American Association of Petroleum Resources (AAPG) correction factor, borehole temperature correction factor with La Max’s correction factor and Zeta Utilities borehole correction factor. Geothermal gradient in this basin ranges from 1.20C to 7.560C/100m. Six geothermal anomalies centres were observed at depth in the southern parts of the Abakaliki anticlinorium around Onitsha, Ihiala, Umuaha area and named A1 to A6 while two more centre appeared at depth of 3500m and 4000m named A7 and A8 respectively. Anomaly A1 describes the southern end of the Abakaliki anticlinorium and extends southwards, anomaly A2 to A5 were found associated with a NW-SE structural alignment of the Calabar hinge line with structures describing the edge of the Niger Delta basin with the basement block of the Oban massif. Anomaly A6 locates in the south-eastern part of the basin offshore while A7 and A8 are located in the south western part of the basin offshore. At the average exploratory depth of 3500m, the geothermal gradient values for these anomalies A1, A2, A3, A4, A5, A6, A7, and A8 are 6.50C/100m, 1.750C/100m, 7.50C/100m, 1.250C/100m, 6.50C/100m, 5.50C/100m, 60C/100m, and 2.250C/100m respectively. Anomaly A8 area may yield higher thermal value at greater depth than 3500m. These results show that anomalies areas of A1, A3, A5, A6 and A7 are potentially prospective and explorable for geothermal energy using abandoned oil wells in the study area. Anomalies A1, A3.A5, A6 occur at areas where drilled boreholes were not exploitable for oil and gas but for the remaining areas where wells are so exploitable there appears no geothermal anomaly. Geothermal energy is environmentally friendly, clean and reversible.

Keywords: temperature logs, geothermal gradient anomalies, alternative energy, Niger delta basin

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Authors: Li Chen

Abstract:

For an aerofoil or hydrofoil in high Reynolds number flows, broadband noise is generated efficiently as the result of the turbulence convecting over the trailing edge. This noise can be related to the surface pressure fluctuations, which can be predicted by either CFD or empirical models. However, in reality, the aerofoil or hydrofoil often operates at an angle of attack. Under this situation, the flow is subjected to an Adverse-Pressure-Gradient (APG), and as a result, a flow separation may occur. This study is to assess trailing-edge noise models for such flows. In the present work, the trailing-edge noise from a 2D airfoil at 6 degree of angle of attach is investigated. Under this condition, the flow is experiencing a strong APG, and the flow separation occurs. The flow over the airfoil with a chord of 300 mm, equivalent to a Reynold Number 4x10⁵, is simulated using RANS with the SST k-ɛ turbulent model. The predicted surface pressure fluctuations are compared with the published experimental data and empirical models, and show a good agreement with the experimental data. The effect of the APG on the trailing edge noise is discussed, and the associated trailing edge noise is calculated.

Keywords: aero-acoustics, adverse-pressure gradient, computational fluid dynamics, trailing-edge noise

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Authors: Supriya Manikrao Ovhal

Abstract:

In India, the summer monsoon rainfall occurs owing to large scale convection with reference to continental ITCZ. It was found that convection over tropical ocean increases with SST from 26 to 28 degree C, and when SST is above 29 degree C, it sharply decreases for warm pool areas of Indian and for monsoon areas of West Pacific Ocean. The reduction in convection can be influenced by large scale subsidence forced by nearby or remotely generated deep convection, thus it was observed that under the influence of strong large scale rising motion, convection does not decreases but increases monotonically with SST even if SST value is higher than 29.5 degree C. Since convection is related to SST gradient, that helps to generate low level moisture convergence and upward vertical motion in the atmosphere. Strong wind fields like cross equatorial low level jet stream on equator ward side of the warm pool are produced due to convection initiated by SST gradient. Areas having maximum SST have low SST gradient, and that result in feeble convection. Hence it is imperative to mention that the oceanic role (other than SST) could be prominent in influencing large Scale Atmospheric convection. Since warm oceanic surface somewhere or the other contributes to penetrate the heat radiation to the subsurface of the ocean, and as there is no studies seen related to oceanic subsurface role in large Scale Atmospheric convection, in the present study, we are concentrating on the oceanic subsurface contribution in large Scale Atmospheric convection by considering the SST gradient, mixed layer depth (MLD), thermocline, barrier layer. The present study examines the probable role of subsurface ocean parameters in influencing convection.

Keywords: sst, d20, olr, wind

Procedia PDF Downloads 66