Search results for: tests for series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6600

Search results for: tests for series

6540 A Posteriori Trading-Inspired Model-Free Time Series Segmentation

Authors: Plessen Mogens Graf

Abstract:

Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

Procedia PDF Downloads 106
6539 Residual Power Series Method for System of Volterra Integro-Differential Equations

Authors: Zuhier Altawallbeh

Abstract:

This paper investigates the approximate analytical solutions of general form of Volterra integro-differential equations system by using the residual power series method (for short RPSM). The proposed method produces the solutions in terms of convergent series requires no linearization or small perturbation and reproduces the exact solution when the solution is polynomial. Some examples are given to demonstrate the simplicity and efficiency of the proposed method. Comparisons with the Laplace decomposition algorithm verify that the new method is very effective and convenient for solving system of pantograph equations.

Keywords: integro-differential equation, pantograph equations, system of initial value problems, residual power series method

Procedia PDF Downloads 396
6538 Effect of Plastic Fines on Liquefaction Resistance of Sandy Soil Using Resonant Column Test

Authors: S. A. Naeini, M. Ghorbani Tochaee

Abstract:

The aim of this study is to assess the influence of plastic fines content on sand-clay mixtures on maximum shear modulus and liquefaction resistance using a series of resonant column tests. A high plasticity clay called bentonite was added to 161 Firoozkooh sand at the percentages of 10, 15, 20, 25, 30 and 35 by dry weight. The resonant column tests were performed on the remolded specimens at constant confining pressure of 100 KPa and then the values of Gmax and liquefaction resistance were investigated. The maximum shear modulus and cyclic resistance ratio (CRR) are examined in terms of fines content. Based on the results, the maximum shear modulus and liquefaction resistance tend to decrease within the increment of fine contents.

Keywords: Gmax, liquefaction, plastic fines, resonant column, sand-clay mixtures, bentonite

Procedia PDF Downloads 117
6537 Effects of Financial Development on Economic Growth in South Asia

Authors: Anupam Das

Abstract:

Although financial liberalization has been one of the most important policy prescriptions of international organizations like the World Bank and the IMF, the effect of financial liberalization on economic growth in developing countries is far from unanimous. Since the '80s, South Asian countries made a significant development in liberalization the financial sector. However, due to unavailability of a sufficient number of time series observations, the relationship between economic growth and financial development has not been investigated adequately. We aim to fill this gap by examining time series data of five developing countries from the South Asian region: Bangladesh, India, Pakistan, Sri Lanka, and Nepal. Applying the cointegration tests and Granger causality within the vector error correction model (VECM), we do not find unanimous evidence of financial development on positive economic growth. These results are helpful for developing countries which have been trying to liberalize the financial sector in recent decades.

Keywords: economic growth, financial development, Granger causality, South Asia

Procedia PDF Downloads 345
6536 The Study on Life of Valves Evaluation Based on Tests Data

Authors: Binjuan Xu, Qian Zhao, Ping Jiang, Bo Guo, Zhijun Cheng, Xiaoyue Wu

Abstract:

Astronautical valves are key units in engine systems of astronautical products; their reliability will influence results of rocket or missile launching, even lead to damage to staff and devices on the ground. Besides failure in engine system may influence the hitting accuracy and flight shot of missiles. Therefore high reliability is quite essential to astronautical products. There are quite a few literature doing research based on few failure test data to estimate valves’ reliability, thus this paper proposed a new method to estimate valves’ reliability, according to the corresponding tests of different failure modes, this paper takes advantage of tests data which acquired from temperature, vibration, and action tests to estimate reliability in every failure modes, then this paper has regarded these three kinds of tests as three stages in products’ process to integrate these results to acquire valves’ reliability. Through the comparison of results achieving from tests data and simulated data, the results have illustrated how to obtain valves’ reliability based on the few failure data with failure modes and prove that the results are effective and rational.

Keywords: censored data, temperature tests, valves, vibration tests

Procedia PDF Downloads 302
6535 Utilization of Fins to Improve the Response of Pile under Torsional Loads

Authors: Waseim Ragab Azzam Ahmed Mohamed Nasr, Aalaa Ibrahim Khater

Abstract:

Torsional loads from offshore wind turbines, waves, wind, earthquakes, ship collisions in the maritime environment, and electrical transmission towers might affect the pile foundations. Torsional loads can also be caused by the axial load from the sustaining structures. The paper introduces the finned pile, an alternative method of pile modification. The effects of torsional loads were investigated through a series of experimental tests aimed at improving the torsional capacity of a single pile in the sand (where sand was utilized in a state of medium density (Dr = 50%), with or without fins. In these tests, the fins' length, width, form, and number were varied to see how these attributes affected the maximum torsional capacity of the piles. We have noticed the torsion-rotation reaction. The findings demonstrated that the fins improve the maximum torsional capacity of the piles. It was demonstrated that a length of 0.6 times the embedded pile's length and a width equivalent to the pile's diameter constitute the optimal fin geometry. For the conventional pile and the finned pile, the maximum torsional capacities were determined to be 4.12 N.m. and 7.36 N.m., respectively. When subjected to torsional loads, the fins' presence enhanced the piles' maximum torsional capacity by almost 79%.

Keywords: clean sand, finned piles, model tests, torsional load

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6534 Experimental Characterization of Flowable Cement Pastes Made with Marble Waste

Authors: F. Messaoudi, O. Haddad, R. Bouras, S. Kaci

Abstract:

The development of self-compacting concrete (SCC) marks a huge step towards improved efficiency and working conditions on construction sites and in the precast industry. SCC flows easily into more complex shapes and through reinforcement bars, reduces the manpower required for the placement; no vibration is required to ensure correct compaction of concrete. This concrete contains a high volume of binder which is controlled by their rheological behavior. The paste consists of binders (Portland cement with or without supplementary cementitious materials), water, chemical admixtures and fillers. In this study, two series of tests were performed on self-compacting cement pastes made with marble waste additions as the mineral addition. The first series of this investigation was to determine the flow time of paste using Marsh cone, the second series was to determine the rheological parameters of the same paste namely yield stress and plastic viscosity using the rheometer Haake RheoStress 1. The results of this investigation allowed us to study the evolution of the yield stress, viscosity and the flow time Marsh cone paste as a function of the composition of the paste. A correlation between the results obtained on the flow test Marsh cone and those of the plastic viscosity on the mottled different cement pastes is proposed.

Keywords: adjuvant, rheological parameter, self-compacting cement pastes, waste marble

Procedia PDF Downloads 249
6533 Design, Construction And Validation Of A Simple, Low-cost Phi Meter

Authors: Gabrielle Peck, Ryan Hayes

Abstract:

The use of a phi meter allows for definition of equivalence ratio during a fire test. Previous phi meter designs have used expensive catalysts and had restricted portability due to the large furnace and requirement for pure oxygen. The new design of the phi meter did not require the use of a catalyst. The furnace design was based on the existing micro-scale combustion calorimetry (MCC) furnace and operating conditions based on the secondary oxidizer furnace used in the steady state tube furnace (SSTF). Preliminary tests were conducted to study the effects of varying furnace temperatures on combustion efficiency. The SSTF was chosen to validate the phi meter measurements as it can both pre-set and independently quantify the equivalence ratio during a test. The data were in agreement with the data obtained on the SSTF. It was also validated by a comparison of CO2 yields obtained from the SSTF oxidizer and those obtained by the phi meter. The phi meter designed and constructed in this work was proven to work effectively on a bench-scale. The phi meter was then used to measure the equivalence ratio on a series of large-scale ISO 9705 tests for numerous fire conditions. The materials used were a range of non-homogenous materials such as polyurethane. The measurements corresponded accurately to the data collected, showing the novel design can be used from bench to large-scale tests to measure equivalence ratio. This cheaper, more portable, safer and easier to use phi meter design will enable more widespread use and the ability to quantify fire conditions of tests, allowing for better understanding of flammability and smoke toxicity.

Keywords: phi meter, smoke toxicity, fire condition, ISO9705, novel equipment

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6532 [Keynote Talk]: Applying p-Balanced Energy Technique to Solve Liouville-Type Problems in Calculus

Authors: Lina Wu, Ye Li, Jia Liu

Abstract:

We are interested in solving Liouville-type problems to explore constancy properties for maps or differential forms on Riemannian manifolds. Geometric structures on manifolds, the existence of constancy properties for maps or differential forms, and energy growth for maps or differential forms are intertwined. In this article, we concentrate on discovery of solutions to Liouville-type problems where manifolds are Euclidean spaces (i.e. flat Riemannian manifolds) and maps become real-valued functions. Liouville-type results of vanishing properties for functions are obtained. The original work in our research findings is to extend the q-energy for a function from finite in Lq space to infinite in non-Lq space by applying p-balanced technique where q = p = 2. Calculation skills such as Hölder's Inequality and Tests for Series have been used to evaluate limits and integrations for function energy. Calculation ideas and computational techniques for solving Liouville-type problems shown in this article, which are utilized in Euclidean spaces, can be universalized as a successful algorithm, which works for both maps and differential forms on Riemannian manifolds. This innovative algorithm has a far-reaching impact on research work of solving Liouville-type problems in the general settings involved with infinite energy. The p-balanced technique in this algorithm provides a clue to success on the road of q-energy extension from finite to infinite.

Keywords: differential forms, holder inequality, Liouville-type problems, p-balanced growth, p-harmonic maps, q-energy growth, tests for series

Procedia PDF Downloads 208
6531 Development of Materials Based on Phosphates of NaZr2(PO4)3 with Low Thermal Expansion

Authors: V. Yu. Volgutov, A. I. Orlova, S. A. Khainakov

Abstract:

NaZr2(PO4)3 (NZP) and their structural analogues are characterized by a peculiar behaviors on heating – they have different expansion and contraction along different crystallographic directions due to specific arrangements of crystal structure in these compounds. An important feature of such structures is the ability to incorporate into their structural analogues wide variety of metal cations having different size and oxidation states, with different combinations and concentrations. These cations are located in different crystallographic non-equivalent positions of octahedral tetrahedral crystal framework as well as in inter-framework cavities. Through, due to iso- and hetero-valent isomorphism of the cations (and the anions) in NZP, it becomes possible to tuning the compositions and to obtain the compounds with ‘on a plan’ properties. For the design of compounds with low and ultra-low thermal expansion including those with tailored thermal expansion properties, the following crystallochemical principles it seems are promising: 1) Insertion into crystal M1 position the cations having different sizes and, 2) the variation in the composition of compounds, providing different occupation of crystal M1 position. Following these principles we have designed and synthesized the next NZP-type phosphates series: a) where radii of the cations in the M1 crystal position was varied: Zr1/4Zr2(PO4)3 - Th1/4Zr2(PO4)3 (series I); R1/3Zr2(PO4)3 where R= Nd, Eu, Er (series II), b) where the occupation of M1 crystal position was varied: Zr1/4Zr2(PO4)3-Er1/3Zr2(PO4)3 (series III) and Zr1/4Zr2(PO4)3-Sr1/2Zr2(PO4)3 (series IV). The thermal expansion parameters were determined over the range of 25-800ºC. For each series the minimum axial coefficient of thermal expansion αa = αb, αc and their anisotropy Δα = Iαa - αcI, 10-6 K-1 was found as next: -1.51, 1.07, 2.58 for Th1/4Zr2(PO4)3 (series I); -0.72, 0.10, 0.81 for Nd1/3Zr2(PO4)3 (series II); -2.78, 1.35, 4.12 for Er1/6Zr1/8Zr2(PO4)3 (series III); 2.23, 1.32, 0.91 for Sr1/2Zr2(PO4)3 (series IV). The measured tendencies of the thermal expansion of crystals were in good agreement with predicted ones. For one of the members from the studied phosphates namely Th1/16Zr3/16Zr2(PO4)3 structural refinement have been carried out at 25, 200, 600, and 800°C. The dependencies of the structural parameters with the temperature have been determined.

Keywords: high-temperature crystallography, NaZr2(PO4)3, (NZP) analogs, structural-chemical principles, tuning thermal expansion

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6530 Lateral Torsional Buckling: Tests on Glued Laminated Timber Beams

Authors: Vera Wilden, Benno Hoffmeister, Markus Feldmann

Abstract:

Glued laminated timber (glulam) is a preferred choice for long span girders, e.g., for gyms or storage halls. While the material provides sufficient strength to resist the bending moments, large spans lead to increased slenderness of such members and to a higher susceptibility to stability issues, in particular to lateral torsional buckling (LTB). Rules for the determination of the ultimate LTB resistance are provided by Eurocode 5. The verifications of the resistance may be performed using the so called equivalent member method or by means of theory 2nd order calculations (direct method), considering equivalent imperfections. Both methods have significant limitations concerning their applicability; the equivalent member method is limited to rather simple cases; the direct method is missing detailed provisions regarding imperfections and requirements for numerical modeling. In this paper, the results of a test series on slender glulam beams in three- and four-point bending are presented. The tests were performed in an innovative, newly developed testing rig, allowing for a very precise definition of loading and boundary conditions. The load was introduced by a hydraulic jack, which follows the lateral deformation of the beam by means of a servo-controller, coupled with the tested member and keeping the load direction vertically. The deformation-controlled tests allowed for the identification of the ultimate limit state (governed by elastic stability) and the corresponding deformations. Prior to the tests, the structural and geometrical imperfections were determined and used later in the numerical models. After the stability tests, the nearly undamaged members were tested again in pure bending until reaching the ultimate moment resistance of the cross-section. These results, accompanied by numerical studies, were compared to resistance values obtained using both methods according to Eurocode 5.

Keywords: experimental tests, glued laminated timber, lateral torsional buckling, numerical simulation

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6529 The Influence of Strengthening on the Fundamental Frequency and Stiffness of a Confined Masonry Wall with an Opening for а Window

Authors: Emin Z. Mahmud

Abstract:

Shaking table tests are planned in order to deepen the understanding of the behavior of confined masonry structures with or without openings. The tests are realized in the laboratory of the Institute of Earthquake Engineering and Engineering Seismology (IZIIS) – Skopje. The specimens were examined separately on the shaking table, with uniaxial, in-plane excitation. After testing, samples were strengthened with GFRP (Glass Fiber Reinforced Plastic) and re-tested. This paper presents the observations from a series of shaking-table tests done on a 1:1 scaled confined masonry wall model, with opening for a window – specimens CMWuS (before strengthening) and CMWS (after strengthening). Frequency and stiffness changes before and after GFRP wall strengthening are analyzed. Definition of dynamic properties of the models was the first step of the experimental testing, which enabled acquiring important information about the achieved stiffness (natural frequencies) of the model. The natural frequency was defined in the Y direction of the model by applying resonant frequency search tests. It is important to mention that both specimens CMWuS and CMWS are subjected to the same effects. The initial frequency of the undamaged model CMWuS is 18.79 Hz, while at the end of the testing, the frequency decreased to 12.96 Hz. This emphasizes the reduction of the initial stiffness of the model due to damage, especially in the masonry and tie-beam to tie-column connection. After strengthening the damaged wall, the natural frequency increases to 14.67 Hz. This highlights the beneficial effect of strengthening. After completion of dynamic testing at CMWS, the natural frequency is reduced to 10.75 Hz.

Keywords: behaviour of masonry structures, Eurocode, frequency, masonry, shaking table test, strengthening

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6528 Impact of Fly Ash-Based Geopolymer Modification on the High-Temperature Properties of Bitumen

Authors: Burak Yigit Katanalp, Murat Tastan, Perviz Ahmedzade, çIgdem Canbay Turkyilmaz, Emrah Turkyilmaz

Abstract:

This study evaluated the mechanical and rheological performance of fly ash-based geopolymer at high temperatures. A series of laboratory tests were conducted on neat bitumen and three modified bitumen samples, which incorporated fly ash-based geopolymer at various percentages. Low-calcium fly ash was used as the alumina-silica source. The dynamic shear rheometer and rotational viscometer were employed to determine high-temperature properties, while conventional tests such as penetration and softening point were used to evaluate the physical properties of bitumen. The short-term aging resistance of the samples was assessed using the rolling thin film oven. The results show that geopolymer has a compromising effect on bitumen properties, with improved stiffness, enhanced mechanical strength, and increased thermal susceptibility of the asphalt binder.

Keywords: bitumen, geopolymer, modification, dynamic mechanical analysis

Procedia PDF Downloads 62
6527 Symmetry of Performance across Lower Limb Tests between the Dominant and Non-Dominant Legs

Authors: Ghulam Hussain, Herrington Lee, Comfort Paul, Jones Richard

Abstract:

Background: To determine the functional limitations of the lower limbs or readiness to return to sport, most rehabilitation programs use some form of testing; however, it is still unknown what the pass criteria is. This study aims to investigate the differences between the dominant and non-dominant leg performances across several lower limb tasks, which are hop tests, two-dimensional (2D) frontal plane projection angle (FPPA) tests, and isokinetic muscle tests. This study also provides the reference values for the limb symmetry index (LSI) for the hop and isokinetic muscle strength tests. Twenty recreationally active participants were recruited, 11 males and 9 females (age 23.65±2.79 years; height 169.9±3.74 cm; and body mass 74.72±5.81 kg. All tests were undertaken on the dominant and non-dominant legs. These tests are (1) Hop tests, which include horizontal hop for distance and crossover hop tests, (2) Frontal plane projection angle (FPPA): 2D capturing from two different tasks, which are forward hop landing and squatting, and (3) Isokinetic muscle strength tests: four different muscles were tested: quadriceps, hamstring, ankle plantar flexor, and hip extensor muscles. The main outcome measurements were, for the (1) hop tests: maximum distance was taken when undertaking single/crossover hop for distance using a standard tape measure, (2) for the FPPA: the knee valgus angle was measured from the maximum knee flexion position using a single 2D camera, and (3) for the isokinetic muscle strength tests: three different variables were measured: peak torque, peak torque to body weight, and the total work to body weight. All the muscle strength tests have been applied in both concentric and eccentric muscle actions at a speed of 60°/sec. This study revealed no differences between the dominant and non-dominant leg performance, and 85% of LSI was achieved by the majority of the subjects in both hop and isokinetic muscle tests, and; therefore, one leg’s hop performance can define the other.

Keywords: 2D FPPA, hop tests, isokinetic testing, LSI

Procedia PDF Downloads 33
6526 Adaptive Neuro Fuzzy Inference System Model Based on Support Vector Regression for Stock Time Series Forecasting

Authors: Anita Setianingrum, Oki S. Jaya, Zuherman Rustam

Abstract:

Forecasting stock price is a challenging task due to the complex time series of the data. The complexity arises from many variables that affect the stock market. Many time series models have been proposed before, but those previous models still have some problems: 1) put the subjectivity of choosing the technical indicators, and 2) rely upon some assumptions about the variables, so it is limited to be applied to all datasets. Therefore, this paper studied a novel Adaptive Neuro-Fuzzy Inference System (ANFIS) time series model based on Support Vector Regression (SVR) for forecasting the stock market. In order to evaluate the performance of proposed models, stock market transaction data of TAIEX and HIS from January to December 2015 is collected as experimental datasets. As a result, the method has outperformed its counterparts in terms of accuracy.

Keywords: ANFIS, fuzzy time series, stock forecasting, SVR

Procedia PDF Downloads 217
6525 Comparisons of Individual and Group Replacement Policies for a Series Connection System with Two Machines

Authors: Wen Liang Chang, Mei Wei Wang, Ruey Huei Yeh

Abstract:

This paper studies the comparisons of individual and group replacement policies for a series connection system with two machines. Suppose that manufacturer’s production system is a series connection system which is combined by two machines. For two machines, when machines fail within the operating time, minimal repair is performed for machines by the manufacturer. The manufacturer plans to a preventive replacement for machines at a pre-specified time to maintain system normal operation. Under these maintenance policies, the maintenance cost rate models of individual and group replacement for a series connection system with two machines is derived and further, optimal preventive replacement time is obtained such that the expected total maintenance cost rate is minimized. Finally, some numerical examples are given to illustrate the influences of individual and group replacement policies to the maintenance cost rate.

Keywords: individual replacement, group replacement, replacement time, two machines, series connection system

Procedia PDF Downloads 459
6524 The Failure and Energy Mechanism of Rock-Like Material with Single Flaw

Authors: Yu Chen

Abstract:

This paper investigates the influence of flaw on failure process of rock-like material under uniaxial compression. In laboratory, the uniaxial compression tests of intact specimens and a series of specimens within single flaw were conducted. The inclination angle of flaws includes 0°, 15°, 30°, 45°, 60°, 75° and 90°. Based on the laboratory tests, the corresponding models of numerical simulation were built and loaded in PFC2D. After analysing the crack initiation and failure modes, deformation field, and energy mechanism for both laboratory tests and numerical simulation, it can be concluded that the influence of flaws on the failure process is determined by its inclination. The characteristic stresses increase as flaw angle rising basically. The tensile cracks develop from gentle flaws (α ≤ 30°) and the shear cracks develop from other flaws. The propagation of cracks changes during failure process and the failure mode of a specimen corresponds to the orientation of the flaw. A flaw has significant influence on the transverse deformation field at the middle of the specimen, except the 75° and 90° flaw sample. The input energy, strain energy and dissipation energy of specimens show approximate increase trends with flaw angle rising and it presents large difference on the energy distribution.

Keywords: failure pattern, particle deformation field, energy mechanism, PFC

Procedia PDF Downloads 186
6523 Automated Human Balance Assessment Using Contactless Sensors

Authors: Justin Tang

Abstract:

Balance tests are frequently used to diagnose concussions on the sidelines of sporting events. Manual scoring, however, is labor intensive and subjective, and many concussions go undetected. This study institutes a novel approach to conducting the Balance Error Scoring System (BESS) more quantitatively using Microsoft’s gaming system Kinect, which uses a contactless sensor and several cameras to receive data and estimate body limb positions. Using a machine learning approach, Visual Gesture Builder, and a deterministic approach, MATLAB, we tested whether the Kinect can differentiate between “correct” and erroneous stances of the BESS. We created the two separate solutions by recording test videos to teach the Kinect correct stances and by developing a code using Java. Twenty-two subjects were asked to perform a series of BESS tests while the Kinect was collecting data. The Kinect recorded the subjects and mapped key joints onto their bodies to obtain angles and measurements that are interpreted by the software. Through VGB and MATLAB, the videos are analyzed to enumerate the number of errors committed during testing. The resulting statistics demonstrate a high correlation between manual scoring and the Kinect approaches, indicating the viability of the use of remote tracking devices in conducting concussion tests.

Keywords: automated, concussion detection, contactless sensors, microsoft kinect

Procedia PDF Downloads 294
6522 Synthesis, Characterization, and Evaluation of New Series of Oil Sorbers Based on Maleate Esters

Authors: Nora A. Hamad, Ayman M. Atta, Adel A. H. Abdel-Rahman

Abstract:

Two malice anhydride esters were prepared using long chain aliphatic alcohols (C8H17OH and C12H25OH, 1:1 mole ratio). Three series of crosslinked homo and copolymers of maleate esters with octadecyl acrylate and acrylic acid were prepared respectively through suspension copolymerization. The monomers were mixed with 0.02 Wt% of BP initiator, PVA 1% (170 ml for each 100g of monomers) and different weight ratios of DVB crosslinked (1% and 4%) in cyclohexane. The prepared crosslinked homo and copolymers were characterized by SEM, TGA and FTIR spectroscopic analyses. The prepared polymers were coated onto poly (ethylene terephethalate) nonwoven fiber (NWPET). The effect of copolymerization feed composition, crosslinker wt% and reaction media or solvent on swelling properties of crosslinked polymers were studied through the oil absorption tests in toluene and 10% of diluted crude oil with toluene.

Keywords: acrylic acid, crosslinked copolymers, maleate ester, poly(ethylene terephethalate) nonwoven fiber (NWPET), oil absorbency, octadecyl acrylat

Procedia PDF Downloads 362
6521 Stock Price Prediction Using Time Series Algorithms

Authors: Sumit Sen, Sohan Khedekar, Umang Shinde, Shivam Bhargava

Abstract:

This study has been undertaken to investigate whether the deep learning models are able to predict the future stock prices by training the model with the historical stock price data. Since this work required time series analysis, various models are present today to perform time series analysis such as Recurrent Neural Network LSTM, ARIMA and Facebook Prophet. Applying these models the movement of stock price of stocks are predicted and also tried to provide the future prediction of the stock price of a stock. Final product will be a stock price prediction web application that is developed for providing the user the ease of analysis of the stocks and will also provide the predicted stock price for the next seven days.

Keywords: Autoregressive Integrated Moving Average, Deep Learning, Long Short Term Memory, Time-series

Procedia PDF Downloads 111
6520 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series

Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

Abstract:

This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: detrended fluctuation analysis, generalized hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis

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6519 A Comparative Study of Substituted Li Ferrites Sintered by the Conventional and Microwave Sintering Technique

Authors: Ibetombi Soibam

Abstract:

Li-Zn-Ni ferrite having the compositional formula Li0.4-0.5xZn0.2NixFe2.4-0.5xO4 where x = 0.02 ≤ x ≤0.1 in steps of 0.02 was fabricated by the citrate precursor method. In this method, metal nitrates and citric acid was used to prepare the gel which exhibit self-propagating combustion behavior giving the required ferrite sample. The ferrite sample was given a pre-firing at 650°C in a programmable conventional furnace for 3 hours with a heating rate of 5°C/min. A series of the sample was finally given conventional sintering (CS) at 1040°C after the pre-firing process. Another series was given microwave sintering (MS) at 1040°C in a programmable microwave furnace which uses a single magnetron operating at 2.45 GHz frequency. X- ray diffraction pattern confirmed the spinel phase structure for both the series. The theoretical and experimental density was calculated. It was observed that densification increases with the increase in Ni concentration in both the series. However, samples sintered by microwave technique was found to be denser. The microstructure of the two series of the sample was examined using scanning electron microscopy (SEM). Dielectric properties have been investigated as a function of frequency and composition for both series of samples sintered by CS and MS technique. The variation of dielectric constant with frequency show dispersion for both the series. It was explained in terms of Koop’s two layer model. From the analysis of dielectric measurement, it was observed that the value of room temperature dielectric constant decreases with the increase in Ni concentration for both the series. The microwave sintered samples show a lower dielectric constant making microwave sintering suitable for high-frequency applications. The possible mechanisms contributing to all the above behavior is being discussed.

Keywords: citrate precursor, dielectric constant, ferrites, microwave sintering

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6518 Spontaneous Transformation in U. Maritimus: A Case Series

Authors: Lur N. Dreier

Abstract:

Spontaneous transformation in Ursus maritimus is generally considered to be seldom, albeit not, to this author's best knowledge, previously unpublished in the medical literature. However, no case series has to date described transformative spontaneous processes to filios hominum species. Norwegian public hospital system, is, however, especially the grounds of the specific climate in the Northern hemisphere, and because of a high suited to observe such transformations, both on income level. Hence, this paper describes, to our knowledge, the first case series of 25 patients undergoing treatment for spontaneous transformation in four Norwegian hospitals. The methodology was to include patients on a consecutive basis, identifying clinically and laboratory the typology in each of the four hospitals. The major findings were that the archetypes were heterogeneous, with coercive laboratory findings, with a high degree of redundancy of the process. This might potentially lead to many advances in the diagnostics.

Keywords: case series, transformation, hominum species, maritimus species

Procedia PDF Downloads 219
6517 Power Series Solution to Sliding Velocity in Three-Dimensional Multibody Systems with Impact and Friction

Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

Abstract:

The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge-Kutta solution using 38 time steps.

Keywords: impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision

Procedia PDF Downloads 457
6516 Series Solutions to Boundary Value Differential Equations

Authors: Armin Ardekani, Mohammad Akbari

Abstract:

We present a method of generating series solutions to large classes of nonlinear differential equations. The method is well suited to be adapted in mathematical software and unlike the available commercial solvers, we are capable of generating solutions to boundary value ODEs and PDEs. Many of the generated solutions converge to closed form solutions. Our method can also be applied to systems of ODEs or PDEs, providing all the solutions efficiently. As examples, we present results to many difficult differential equations in engineering fields.

Keywords: computational mathematics, differential equations, engineering, series

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6515 A Periodogram-Based Spectral Method Approach: The Relationship between Tourism and Economic Growth in Turkey

Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ

Abstract:

A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.

Keywords: cointegration, economic growth, periodogram ordinate, tourism

Procedia PDF Downloads 242
6514 Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Authors: Ying Su, Morgan C. Wang

Abstract:

Long-term time series forecasting is an important research area for automated machine learning (AutoML). Currently, forecasting based on either machine learning or statistical learning is usually built by experts, and it requires significant manual effort, from model construction, feature engineering, and hyper-parameter tuning to the construction of the time series model. Automation is not possible since there are too many human interventions. To overcome these limitations, this article proposed to use recurrent neural networks (RNN) through the memory state of RNN to perform long-term time series prediction. We have shown that this proposed approach is better than the traditional Autoregressive Integrated Moving Average (ARIMA). In addition, we also found it is better than other network systems, including Fully Connected Neural Networks (FNN), Convolutional Neural Networks (CNN), and Nonpooling Convolutional Neural Networks (NPCNN).

Keywords: automated machines learning, autoregressive integrated moving average, neural networks, time series analysis

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6513 Analysing the Permanent Deformation of Cohesive Subsoil Subject to Long Term Cyclic Train Loading

Authors: Natalie M. Wride, Xueyu Geng

Abstract:

Subgrade soils of railway infrastructure are subjected to a significant number of load applications over their design life. The use of slab track on existing and future proposed rail links requires a reduced maintenance and repair regime for the embankment subgrade, due to restricted access to the subgrade soils for remediation caused by cyclic deformation. It is, therefore, important to study the deformation behaviour of soft cohesive subsoils induced as a result of long term cyclic loading. In this study, a series of oedometer tests and cyclic triaxial tests (10,000 cycles) have been undertaken to investigate the undrained deformation behaviour of soft kaolin. X-ray Computer Tomography (CT) scanning of the samples has been performed to determine the change in porosity and soil structure density from the sample microstructure as a result of the laboratory testing regime undertaken. Combined with the examination of excess pore pressures and strains obtained from the cyclic triaxial tests, the results are compared with an existing analytical solution for long term settlement considering repeated low amplitude loading. Modifications to the analytical solution are presented based on the laboratory analysis that shows good agreement with further test data.

Keywords: creep, cyclic loading, deformation, long term settlement, train loading

Procedia PDF Downloads 269
6512 An Improved Prediction Model of Ozone Concentration Time Series Based on Chaotic Approach

Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

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6511 Study of the Behavior of Geogrid Mechanically Stabilized Earth Walls Under Cyclic Loading

Authors: Yongzhe Zhao, Ying Liu, Zhiyong Liu, Hui You

Abstract:

The soil behind retaining wall is normally subjected to cyclic loading, for example traffic loading. Geotextile has been widely used to reinforce the soil for the purpose of reducing the settlement of the soil. A series of physical model tests were performed to investigate the settlement of footing under cyclic loading. The settlement of the footing, ground deformation and the vertical earth pressure in subsoil were presented and discussed under different types of geotextiles. The results indicate that including geotextiles significantly decreases the footing settlement and the stiffer the geotextile, the less the settlement. Under cyclic loading, the soil below the footing shows dilation within certain depths and beyond that it experiences contraction. The location of footing relative to the retaining wall has important effects on the deformation behavior of the soil in the ground, and the closer the footing to the retaining wall, the greater the contraction soil shows. This is because the retaining wall experienced greater lateral displacement.

Keywords: physical model tests, reinforced retaining wall, cyclic loading, footing

Procedia PDF Downloads 132