Search results for: time series analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 39797

Search results for: time series analysis

39617 What the Future Holds for Social Media Data Analysis

Authors: P. Wlodarczak, J. Soar, M. Ally

Abstract:

The dramatic rise in the use of Social Media (SM) platforms such as Facebook and Twitter provide access to an unprecedented amount of user data. Users may post reviews on products and services they bought, write about their interests, share ideas or give their opinions and views on political issues. There is a growing interest in the analysis of SM data from organisations for detecting new trends, obtaining user opinions on their products and services or finding out about their online reputations. A recent research trend in SM analysis is making predictions based on sentiment analysis of SM. Often indicators of historic SM data are represented as time series and correlated with a variety of real world phenomena like the outcome of elections, the development of financial indicators, box office revenue and disease outbreaks. This paper examines the current state of research in the area of SM mining and predictive analysis and gives an overview of the analysis methods using opinion mining and machine learning techniques.

Keywords: social media, text mining, knowledge discovery, predictive analysis, machine learning

Procedia PDF Downloads 389
39616 Vibrations of Springboards: Mode Shape and Time Domain Analysis

Authors: Stefano Frassinelli, Alessandro Niccolai, Riccardo E. Zich

Abstract:

Diving is an important Olympic sport. In this sport, the effective performance of the athlete is related to his capability to interact correctly with the springboard. In fact, the elevation of the jump and the correctness of the dive are influenced by the vibrations of the board. In this paper, the vibrations of the springboard will be analyzed by means of typical tools for vibration analysis: Firstly, a modal analysis will be done on two different models of the springboard, then, these two model and another one will be analyzed with a time analysis, done integrating the equations of motion od deformable bodies. All these analyses will be compared with experimental data measured on a real springboard by means of a 6-axis accelerometer; these measurements are aimed to assess the models proposed. The acquired data will be analyzed both in frequency domain and in time domain.

Keywords: springboard analysis, modal analysis, time domain analysis, vibrations

Procedia PDF Downloads 429
39615 Fuzzy Time Series- Markov Chain Method for Corn and Soybean Price Forecasting in North Carolina Markets

Authors: Selin Guney, Andres Riquelme

Abstract:

Among the main purposes of optimal and efficient forecasts of agricultural commodity prices is to guide the firms to advance the economic decision making process such as planning business operations and marketing decisions. Governments are also the beneficiaries and suppliers of agricultural price forecasts. They use this information to establish a proper agricultural policy, and hence, the forecasts affect social welfare and systematic errors in forecasts could lead to a misallocation of scarce resources. Various empirical approaches have been applied to forecast commodity prices that have used different methodologies. Most commonly-used approaches to forecast commodity sectors depend on classical time series models that assume values of the response variables are precise which is quite often not true in reality. Recently, this literature has mostly evolved to a consideration of fuzzy time series models that provide more flexibility in terms of the classical time series models assumptions such as stationarity, and large sample size requirement. Besides, fuzzy modeling approach allows decision making with estimated values under incomplete information or uncertainty. A number of fuzzy time series models have been developed and implemented over the last decades; however, most of them are not appropriate for forecasting repeated and nonconsecutive transitions in the data. The modeling scheme used in this paper eliminates this problem by introducing Markov modeling approach that takes into account both the repeated and nonconsecutive transitions. Also, the determination of length of interval is crucial in terms of the accuracy of forecasts. The problem of determining the length of interval arbitrarily is overcome and a methodology to determine the proper length of interval based on the distribution or mean of the first differences of series to improve forecast accuracy is proposed. The specific purpose of this paper is to propose and investigate the potential of a new forecasting model that integrates methodologies for determining the proper length of interval based on the distribution or mean of the first differences of series and Fuzzy Time Series- Markov Chain model. Moreover, the accuracy of the forecasting performance of proposed integrated model is compared to different univariate time series models and the superiority of proposed method over competing methods in respect of modelling and forecasting on the basis of forecast evaluation criteria is demonstrated. The application is to daily corn and soybean prices observed at three commercially important North Carolina markets; Candor, Cofield and Roaring River for corn and Fayetteville, Cofield and Greenville City for soybeans respectively. One main conclusion from this paper is that using fuzzy logic improves the forecast performance and accuracy; the effectiveness and potential benefits of the proposed model is confirmed with small selection criteria value such MAPE. The paper concludes with a discussion of the implications of integrating fuzzy logic and nonarbitrary determination of length of interval for the reliability and accuracy of price forecasts. The empirical results represent a significant contribution to our understanding of the applicability of fuzzy modeling in commodity price forecasts.

Keywords: commodity, forecast, fuzzy, Markov

Procedia PDF Downloads 196
39614 Automatic Classification of Periodic Heart Sounds Using Convolutional Neural Network

Authors: Jia Xin Low, Keng Wah Choo

Abstract:

This paper presents an automatic normal and abnormal heart sound classification model developed based on deep learning algorithm. MITHSDB heart sounds datasets obtained from the 2016 PhysioNet/Computing in Cardiology Challenge database were used in this research with the assumption that the electrocardiograms (ECG) were recorded simultaneously with the heart sounds (phonocardiogram, PCG). The PCG time series are segmented per heart beat, and each sub-segment is converted to form a square intensity matrix, and classified using convolutional neural network (CNN) models. This approach removes the need to provide classification features for the supervised machine learning algorithm. Instead, the features are determined automatically through training, from the time series provided. The result proves that the prediction model is able to provide reasonable and comparable classification accuracy despite simple implementation. This approach can be used for real-time classification of heart sounds in Internet of Medical Things (IoMT), e.g. remote monitoring applications of PCG signal.

Keywords: convolutional neural network, discrete wavelet transform, deep learning, heart sound classification

Procedia PDF Downloads 318
39613 Optimal Control of Generators and Series Compensators within Multi-Space-Time Frame

Authors: Qian Chen, Lin Xu, Ping Ju, Zhuoran Li, Yiping Yu, Yuqing Jin

Abstract:

The operation of power grid is becoming more and more complex and difficult due to its rapid development towards high voltage, long distance, and large capacity. For instance, many large-scale wind farms have connected to power grid, where their fluctuation and randomness is very likely to affect the stability and safety of the grid. Fortunately, many new-type equipments based on power electronics have been applied to power grid, such as UPFC (Unified Power Flow Controller), TCSC (Thyristor Controlled Series Compensation), STATCOM (Static Synchronous Compensator) and so on, which can help to deal with the problem above. Compared with traditional equipment such as generator, new-type controllable devices, represented by the FACTS (Flexible AC Transmission System), have more accurate control ability and respond faster. But they are too expensive to use widely. Therefore, on the basis of the comparison and analysis of the controlling characteristics between traditional control equipment and new-type controllable equipment in both time and space scale, a coordinated optimizing control method within mutil-time-space frame is proposed in this paper to bring both kinds of advantages into play, which can better both control ability and economical efficiency. Firstly, the coordination of different space sizes of grid is studied focused on the fluctuation caused by large-scale wind farms connected to power grid. With generator, FSC (Fixed Series Compensation) and TCSC, the coordination method on two-layer regional power grid vs. its sub grid is studied in detail. The coordination control model is built, the corresponding scheme is promoted, and the conclusion is verified by simulation. By analysis, interface power flow can be controlled by generator and the specific line power flow between two-layer regions can be adjusted by FSC and TCSC. The smaller the interface power flow adjusted by generator, the bigger the control margin of TCSC, instead, the total consumption of generator is much higher. Secondly, the coordination of different time sizes is studied to further the amount of the total consumption of generator and the control margin of TCSC, where the minimum control cost can be acquired. The coordination method on two-layer ultra short-term correction vs. AGC (Automatic Generation Control) is studied with generator, FSC and TCSC. The optimal control model is founded, genetic algorithm is selected to solve the problem, and the conclusion is verified by simulation. Finally, the aforementioned method within multi-time-space scale is analyzed with practical cases, and simulated on PSASP (Power System Analysis Software Package) platform. The correctness and effectiveness are verified by the simulation result. Moreover, this coordinated optimizing control method can contribute to the decrease of control cost and will provide reference to the following studies in this field.

Keywords: FACTS, multi-space-time frame, optimal control, TCSC

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39612 Automatic Seizure Detection Using Weighted Permutation Entropy and Support Vector Machine

Authors: Noha Seddik, Sherine Youssef, Mohamed Kholeif

Abstract:

The automated epileptic seizure detection research field has emerged in the recent years; this involves analyzing the Electroencephalogram (EEG) signals instead of the traditional visual inspection performed by expert neurologists. In this study, a Support Vector Machine (SVM) that uses Weighted Permutation Entropy (WPE) as the input feature is proposed for classifying normal and seizure EEG records. WPE is a modified statistical parameter of the permutation entropy (PE) that measures the complexity and irregularity of a time series. It incorporates both the mapped ordinal pattern of the time series and the information contained in the amplitude of its sample points. The proposed system utilizes the fact that entropy based measures for the EEG segments during epileptic seizure are lower than in normal EEG.

Keywords: electroencephalogram (EEG), epileptic seizure detection, weighted permutation entropy (WPE), support vector machine (SVM)

Procedia PDF Downloads 341
39611 Lineup Optimization Model of Basketball Players Based on the Prediction of Recursive Neural Networks

Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

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39610 Cooperative Coevolution for Neuro-Evolution of Feed Forward Networks for Time Series Prediction Using Hidden Neuron Connections

Authors: Ravneil Nand

Abstract:

Cooperative coevolution uses problem decomposition methods to solve a larger problem. The problem decomposition deals with breaking down the larger problem into a number of smaller sub-problems depending on their method. Different problem decomposition methods have their own strengths and limitations depending on the neural network used and application problem. In this paper we are introducing a new problem decomposition method known as Hidden-Neuron Level Decomposition (HNL). The HNL method is competing with established problem decomposition method in time series prediction. The results show that the proposed approach has improved the results in some benchmark data sets when compared to the standalone method and has competitive results when compared to methods from literature.

Keywords: cooperative coevaluation, feed forward network, problem decomposition, neuron, synapse

Procedia PDF Downloads 302
39609 Optimizing Approach for Sifting Process to Solve a Common Type of Empirical Mode Decomposition Mode Mixing

Authors: Saad Al-Baddai, Karema Al-Subari, Elmar Lang, Bernd Ludwig

Abstract:

Empirical mode decomposition (EMD), a new data-driven of time-series decomposition, has the advantage of supposing that a time series is non-linear or non-stationary, as is implicitly achieved in Fourier decomposition. However, the EMD suffers of mode mixing problem in some cases. The aim of this paper is to present a solution for a common type of signals causing of EMD mode mixing problem, in case a signal suffers of an intermittency. By an artificial example, the solution shows superior performance in terms of cope EMD mode mixing problem comparing with the conventional EMD and Ensemble Empirical Mode decomposition (EEMD). Furthermore, the over-sifting problem is also completely avoided; and computation load is reduced roughly six times compared with EEMD, an ensemble number of 50.

Keywords: empirical mode decomposition (EMD), mode mixing, sifting process, over-sifting

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39608 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

Procedia PDF Downloads 266
39607 The Hurricane 'Bump': Measuring the Effects of Hurricanes on Wages in Southern Louisiana

Authors: Jasmine Latiolais

Abstract:

Much of the disaster-related literature finds a positive relationship between the impact of a natural disaster and the growth of wages. Panel datasets are often used to explore these effects. However, natural disasters do not impact a single variable in the economy. Rather, natural disasters affect all facets of the economy, simultaneously, upon impact. It is difficult to control for all factors that would be influenced by the impact of a natural disaster, which can lead to lead to omitted variable bias in those studies employing panel datasets. To address this issue of omitted variable bias, an interrupted time series analysis is used to test the short-run relationship between the impact of Hurricanes Katrina and Rita on parish wage levels in Southern Louisiana, inherently controlling for economic conditions. This study provides evidence that natural disasters do increase wages in the very short term (one quarter following the impact of the hurricane) but that these results are not seen in the longer term and are not robust. In addition, the significance of the coefficients changes depending on the parish. Overall, this study finds that previous literature on this topic may not be robust when considered through a time-series lens.

Keywords: economic recovery, local economies, local wage growth, natural disasters

Procedia PDF Downloads 108
39606 Epistemic Uncertainty Analysis of Queue with Vacations

Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

Abstract:

The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

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39605 Forecasting Performance Comparison of Autoregressive Fractional Integrated Moving Average and Jordan Recurrent Neural Network Models on the Turbidity of Stream Flows

Authors: Daniel Fulus Fom, Gau Patrick Damulak

Abstract:

In this study, the Autoregressive Fractional Integrated Moving Average (ARFIMA) and Jordan Recurrent Neural Network (JRNN) models were employed to model the forecasting performance of the daily turbidity flow of White Clay Creek (WCC). The two methods were applied to the log difference series of the daily turbidity flow series of WCC. The measurements of error employed to investigate the forecasting performance of the ARFIMA and JRNN models are the Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE). The outcome of the investigation revealed that the forecasting performance of the JRNN technique is better than the forecasting performance of the ARFIMA technique in the mean square error sense. The results of the ARFIMA and JRNN models were obtained by the simulation of the models using MATLAB version 8.03. The significance of using the log difference series rather than the difference series is that the log difference series stabilizes the turbidity flow series than the difference series on the ARFIMA and JRNN.

Keywords: auto regressive, mean absolute error, neural network, root square mean error

Procedia PDF Downloads 243
39604 Video on Demand (VOD) Industry in Iran: Study of Reasons of Increasing Film and Series Platforms

Authors: Narges Hamidipour

Abstract:

VOD, which stands for "video on demand", is one kind of watching movies and series on web platforms that, by using them, individuals can access lots of video content by paying abonnement. The first platform in Iran was funded in 2014, and in the last 10 years, it has become the main part of the movie and series industry. There are 374 VOD platforms in Iran, but just three of them are in the mainstream. However, in these years, they have been developed and famed in different ways. This article focuses on the reasons for this development in the past years. For the framework, "digital economy", "media industries," and "political economy" have been used with the interview method. In this research, some experts in SATRA (regulatory organization of inclusive audio and video media in Iran), owners or managers of VODs and some others who directly have been in the system conveyed their opinions. By the way, some documents and analysis statistics are invoked to reach complete results.

Keywords: digital economy, political economy, VOD, interview, iran

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39603 Impacts of Climate Elements on the Annual Periodic Behavior of the Shallow Groundwater Level: Case Study from Central-Eastern Europe

Authors: Tamas Garamhegyi, Jozsef Kovacs, Rita Pongracz, Peter Tanos, Balazs Trasy, Norbert Magyar, Istvan G. Hatvani

Abstract:

Like most environmental processes, shallow groundwater fluctuation under natural circumstances also behaves periodically. With the statistical tools at hand, it can easily be determined if a period exists in the data or not. Thus, the question may be raised: Does the estimated average period time characterize the whole time period, or not? This is especially important in the case of such complex phenomena as shallow groundwater fluctuation, driven by numerous factors. Because of the continuous changes in the oscillating components of shallow groundwater time series, the most appropriate method should be used to investigate its periodicity, this is wavelet spectrum analysis. The aims of the research were to investigate the periodic behavior of the shallow groundwater time series of an agriculturally important and drought sensitive region in Central-Eastern Europe and its relationship to the European pressure action centers. During the research ~216 shallow groundwater observation wells located in the eastern part of the Great Hungarian Plain with a temporal coverage of 50 years were scanned for periodicity. By taking the full-time interval as 100%, the presence of any period could be determined in percentages. With the complex hydrogeological/meteorological model developed in this study, non-periodic time intervals were found in the shallow groundwater levels. On the local scale, this phenomenon linked to drought conditions, and on a regional scale linked to the maxima of the regional air pressures in the Gulf of Genoa. The study documented an important link between shallow groundwater levels and climate variables/indices facilitating the necessary adaptation strategies on national and/or regional scales, which have to take into account the predictions of drought-related climatic conditions.

Keywords: climate change, drought, groundwater periodicity, wavelet spectrum and coherence analyses

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39602 Periodicity Analysis of Long-Term Waterquality Data Series of the Hungarian Section of the River Tisza Using Morlet Wavelet Spectrum Estimation

Authors: Péter Tanos, József Kovács, Angéla Anda, Gábor Várbíró, Sándor Molnár, István Gábor Hatvani

Abstract:

The River Tisza is the second largest river in Central Europe. In this study, Morlet wavelet spectrum (periodicity) analysis was used with chemical, biological and physical water quality data for the Hungarian section of the River Tisza. In the research 15, water quality parameters measured at 14 sampling sites in the River Tisza and 4 sampling sites in the main artificial changes were assessed for the time period 1993 - 2005. Results show that annual periodicity was not always to be found in the water quality parameters, at least at certain sampling sites. Periodicity was found to vary over space and time, but in general, an increase was observed in the company of higher trophic states of the river heading downstream.

Keywords: annual periodicity water quality, spatiotemporal variability of periodic behavior, Morlet wavelet spectrum analysis, River Tisza

Procedia PDF Downloads 309
39601 Investigation of Complexity Dynamics in a DC Glow Discharge Magnetized Plasma Using Recurrence Quantification Analysis

Authors: Vramori Mitra, Bornali Sarma, Arun K. Sarma

Abstract:

Recurrence is a ubiquitous feature of any real dynamical system. The states in phase space trajectory of a system have an inherent tendency to return to the same state or its close state after certain time laps. Recurrence quantification analysis technique, based on this fundamental feature of a dynamical system, detects evaluation of state under variation of control parameter of the system. The paper presents the investigation of nonlinear dynamical behavior of plasma floating potential fluctuations obtained by using a Langmuir probe in different magnetic field under the variation of discharge voltages. The main measures of recurrence quantification analysis are considered as determinism, linemax and entropy. The increment of the DET and linemax variables asserts that the predictability and periodicity of the system is increasing. The variable linemax indicates that the chaoticity is being diminished with the slump of magnetic field while increase of magnetic field enhancing the chaotic behavior. Fractal property of the plasma time series estimated by DFA technique (Detrended fluctuation analysis) reflects that long-range correlation of plasma fluctuations is decreasing while fractal dimension is increasing with the enhancement of magnetic field which corroborates the RQA analysis.

Keywords: detrended fluctuation analysis, chaos, phase space, recurrence

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39600 Degree of Approximation by the (T.E^1) Means of Conjugate Fourier Series in the Hölder Metric

Authors: Kejal Khatri, Vishnu Narayan Mishra

Abstract:

We compute the degree of approximation of functions\tilde{f}\in H_w, a new Banach space using (T.E^1) summability means of conjugate Fourier series. In this paper, we extend the results of Singh and Mahajan which in turn generalizes the result of Lal and Yadav. Some corollaries have also been deduced from our main theorem and particular cases.

Keywords: conjugate Fourier series, degree of approximation, Hölder metric, matrix summability, product summability

Procedia PDF Downloads 379
39599 Reconsidering Taylor’s Law with Chaotic Population Dynamical Systems

Authors: Yuzuru Mitsui, Takashi Ikegami

Abstract:

The exponents of Taylor’s law in deterministic chaotic systems are computed, and their meanings are intensively discussed. Taylor’s law is the scaling relationship between the mean and variance (in both space and time) of population abundance, and this law is known to hold in a variety of ecological time series. The exponents found in the temporal Taylor’s law are different from those of the spatial Taylor’s law. The temporal Taylor’s law is calculated on the time series from the same locations (or the same initial states) of different temporal phases. However, with the spatial Taylor’s law, the mean and variance are calculated from the same temporal phase sampled from different places. Most previous studies were done with stochastic models, but we computed the temporal and spatial Taylor’s law in deterministic systems. The temporal Taylor’s law evaluated using the same initial state, and the spatial Taylor’s law was evaluated using the ensemble average and variance. There were two main discoveries from this work. First, it is often stated that deterministic systems tend to have the value two for Taylor’s exponent. However, most of the calculated exponents here were not two. Second, we investigated the relationships between chaotic features measured by the Lyapunov exponent, the correlation dimension, and other indexes with Taylor’s exponents. No strong correlations were found; however, there is some relationship in the same model, but with different parameter values, and we will discuss the meaning of those results at the end of this paper.

Keywords: chaos, density effect, population dynamics, Taylor’s law

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39598 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

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39597 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey

Authors: Ibrahim Can, Fatih Tosunoğlu

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95 % of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey

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39596 Enhancing Sell-In and Sell-Out Forecasting Using Ensemble Machine Learning Method

Authors: Vishal Das, Tianyi Mao, Zhicheng Geng, Carmen Flores, Diego Pelloso, Fang Wang

Abstract:

Accurate sell-in and sell-out forecasting is a ubiquitous problem in the retail industry. It is an important element of any demand planning activity. As a global food and beverage company, Nestlé has hundreds of products in each geographical location that they operate in. Each product has its sell-in and sell-out time series data, which are forecasted on a weekly and monthly scale for demand and financial planning. To address this challenge, Nestlé Chilein collaboration with Amazon Machine Learning Solutions Labhas developed their in-house solution of using machine learning models for forecasting. Similar products are combined together such that there is one model for each product category. In this way, the models learn from a larger set of data, and there are fewer models to maintain. The solution is scalable to all product categories and is developed to be flexible enough to include any new product or eliminate any existing product in a product category based on requirements. We show how we can use the machine learning development environment on Amazon Web Services (AWS) to explore a set of forecasting models and create business intelligence dashboards that can be used with the existing demand planning tools in Nestlé. We explored recent deep learning networks (DNN), which show promising results for a variety of time series forecasting problems. Specifically, we used a DeepAR autoregressive model that can group similar time series together and provide robust predictions. To further enhance the accuracy of the predictions and include domain-specific knowledge, we designed an ensemble approach using DeepAR and XGBoost regression model. As part of the ensemble approach, we interlinked the sell-out and sell-in information to ensure that a future sell-out influences the current sell-in predictions. Our approach outperforms the benchmark statistical models by more than 50%. The machine learning (ML) pipeline implemented in the cloud is currently being extended for other product categories and is getting adopted by other geomarkets.

Keywords: sell-in and sell-out forecasting, demand planning, DeepAR, retail, ensemble machine learning, time-series

Procedia PDF Downloads 214
39595 A Prediction Method for Large-Size Event Occurrences in the Sandpile Model

Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

Abstract:

In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

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39594 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

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39593 A Double Ended AC Series Arc Fault Location Algorithm Based on Currents Estimation and a Fault Map Trace Generation

Authors: Edwin Calderon-Mendoza, Patrick Schweitzer, Serge Weber

Abstract:

Series arc faults appear frequently and unpredictably in low voltage distribution systems. Many methods have been developed to detect this type of faults and commercial protection systems such AFCI (arc fault circuit interrupter) have been used successfully in electrical networks to prevent damage and catastrophic incidents like fires. However, these devices do not allow series arc faults to be located on the line in operating mode. This paper presents a location algorithm for series arc fault in a low-voltage indoor power line in an AC 230 V-50Hz home network. The method is validated through simulations using the MATLAB software. The fault location method uses electrical parameters (resistance, inductance, capacitance, and conductance) of a 49 m indoor power line. The mathematical model of a series arc fault is based on the analysis of the V-I characteristics of the arc and consists basically of two antiparallel diodes and DC voltage sources. In a first step, the arc fault model is inserted at some different positions across the line which is modeled using lumped parameters. At both ends of the line, currents and voltages are recorded for each arc fault generation at different distances. In the second step, a fault map trace is created by using signature coefficients obtained from Kirchhoff equations which allow a virtual decoupling of the line’s mutual capacitance. Each signature coefficient obtained from the subtraction of estimated currents is calculated taking into account the Discrete Fast Fourier Transform of currents and voltages and also the fault distance value. These parameters are then substituted into Kirchhoff equations. In a third step, the same procedure described previously to calculate signature coefficients is employed but this time by considering hypothetical fault distances where the fault can appear. In this step the fault distance is unknown. The iterative calculus from Kirchhoff equations considering stepped variations of the fault distance entails the obtaining of a curve with a linear trend. Finally, the fault distance location is estimated at the intersection of two curves obtained in steps 2 and 3. The series arc fault model is validated by comparing current registered from simulation with real recorded currents. The model of the complete circuit is obtained for a 49m line with a resistive load. Also, 11 different arc fault positions are considered for the map trace generation. By carrying out the complete simulation, the performance of the method and the perspectives of the work will be presented.

Keywords: indoor power line, fault location, fault map trace, series arc fault

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39592 Forecasting the Fluctuation of Currency Exchange Rate Using Random Forest

Authors: Lule Basha, Eralda Gjika

Abstract:

The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable in one country's competitiveness, trade and current account, inflation, wages, domestic economic activity, and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021, and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables on the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of the Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: exchange rate, random forest, time series, machine learning, prediction

Procedia PDF Downloads 71
39591 Enhancing Learners' Metacognitive, Cultural and Linguistic Proficiency through Egyptian Series

Authors: Hanan Eltayeb, Reem Al Refaie

Abstract:

To be able to connect and relate to shows spoken in a foreign language, advanced learners must understand not only linguistics inferences but also cultural, metacognitive, and pragmatic connotations in colloquial Egyptian TV series. These connotations are needed to both understand the different facets of the dramas put before them, and they’re also consistently grown and formulated through watching these shows. The inferences have become a staple in the Egyptian colloquial culture over the years, making their way into day-to-day conversations as Egyptians use them to speak, relate, joke, and connect with each other, without having known one another from previous times. As for advanced learners, they need to understand these inferences not only to watch these shows, but also to be able to converse with Egyptians on a level that surpasses the formal, or standard. When faced with some of the somewhat recent shows on the Egyptian screens, learners faced challenges in understanding pragmatics, cultural, and religious background of the target language and consequently not able to interact effectively with a native speaker in real-life situations. This study aims to enhance the linguistic and cultural proficiency of learners through studying two genres of TV Colloquial Egyptian series. Study samples derived from two recent comedian and social Egyptian series ('The Seventh Neighbor' سابع جار, and 'Nelly and Sherihan' نيللي و شريهان). When learners watch such series, they are usually faced with a problem understanding inferences that have to do with social, religious, and political events that are addressed in the series. Using discourse analysis of the sematic, semantic, pragmatic, cultural, and linguistic characteristics of the target language, some major deductions were highlighted and repeated, showing a pattern in both. The research paper concludes that there are many sets of lingual and para-lingual phrases, idioms, and proverbs to be acquired and used effectively by teaching these series. The strategies adopted in the study can be applied to different types of media, like movies, TV shows, and even cartoons, to enhance student proficiency.

Keywords: Egyptian series, culture, linguistic competence, pragmatics, semantics, social

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39590 Flipped Learning in the Delivery of Structural Analysis

Authors: Ali Amin

Abstract:

This paper describes a flipped learning initiative which was trialed in the delivery of the course: structural analysis and modelling. A short series of interactive videos were developed, which introduced the key concepts of each topic. The purpose of the videos was to introduce concepts and give the students more time to develop their thoughts prior to the lecture. This allowed more time for face to face engagement during the lecture. As part of the initial study, videos were developed for half the topics covered. The videos included a short summary of the key concepts ( < 10 mins each) as well as fully worked-out examples (~30mins each). Qualitative feedback was attained from the students. On a scale from strongly disagree to strongly agree, students were rate statements such as 'The pre-class videos assisted your learning experience', 'I felt I could appreciate the content of the lecture more by watching the videos prior to class'. As a result of the pre-class engagement, the students formed more specific and targeted questions during class, and this generated greater comprehension of the material. The students also scored, on average, higher marks in questions pertaining to topics which had videos assigned to them.

Keywords: flipped learning, structural analysis, pre-class videos, engineering education

Procedia PDF Downloads 67
39589 Development of Materials Based on Phosphates of NaZr2(PO4)3 with Low Thermal Expansion

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

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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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39588 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