Search results for: weighted least squares algorithm

Authors: Sujith Rajashekar Swamy, Meghana Rajashekara Swamy

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Although T1-weighted gadolinium-enhanced imaging (T1-Gd) has its established clinical role in diagnosing brain lesions of infectious and metastatic origins, the use of post-contrast susceptibility-weighted imaging (SWI) has been understudied. This observational study aims to explore and compare the prominence of brain parenchymal lesions between T1-Gd and SWI-Gd images. A cross-sectional study design was utilized to analyze 58 patients with brain parenchymal lesions using T1-Gd and SWI-Gd scanning techniques. Our results indicated that SWI-Gd enhanced the conspicuity of metastatic as well as infectious brain lesions when compared to T1-Gd. Consequently, it can be used as an adjunct to T1-Gd for post-contrast imaging, thereby avoiding additional contrast administration. Improved conspicuity of brain lesions translates directly to enhanced patient outcomes, and hence SWI-Gd imaging proves useful to meet that endpoint.

Keywords: susceptibility weighted, T1 weighted, brain lesions, gadolinium contrast

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Authors: Rosa Figueroa, Christopher Flores

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Text categorization is the problem of assigning a new document to a set of predetermined categories, on the basis of a training set of free-text data that contains documents whose category membership is known. To train a classification model, it is necessary to extract characteristics in the form of tokens that facilitate the learning and classification process. In text categorization, the feature extraction process involves the use of word sequences also known as N-grams. In general, it is expected that documents belonging to the same category share similar features. The Smith-Waterman (SW) algorithm is a dynamic programming algorithm that performs a local sequence alignment in order to determine similar regions between two strings or protein sequences. This work explores the use of SW algorithm as an alternative to feature extraction in text categorization. The dataset used for this purpose, contains 2,610 annotated documents with the classes Obese/Non-Obese. This dataset was represented in a matrix form using the Bag of Word approach. The score selected to represent the occurrence of the tokens in each document was the term frequency-inverse document frequency (TF-IDF). In order to extract features for classification, four experiments were conducted: the first experiment used SW to extract features, the second one used unigrams (single word), the third one used bigrams (two word sequence) and the last experiment used a combination of unigrams and bigrams to extract features for classification. To test the effectiveness of the extracted feature set for the four experiments, a Support Vector Machine (SVM) classifier was tuned using 20% of the dataset. The remaining 80% of the dataset together with 5-Fold Cross Validation were used to evaluate and compare the performance of the four experiments of feature extraction. Results from the tuning process suggest that SW performs better than the N-gram based feature extraction. These results were confirmed by using the remaining 80% of the dataset, where SW performed the best (accuracy = 97.10%, weighted average F-measure = 97.07%). The second best was obtained by the combination of unigrams-bigrams (accuracy = 96.04, weighted average F-measure = 95.97) closely followed by the bigrams (accuracy = 94.56%, weighted average F-measure = 94.46%) and finally unigrams (accuracy = 92.96%, weighted average F-measure = 92.90%).

Keywords: comorbidities, machine learning, obesity, Smith-Waterman algorithm

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Authors: Kang-Mo Jung

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The use of regularization for statistical methods has become popular. The least absolute shrinkage and selection operator (LASSO) framework has become the standard tool for sparse regression. However, it is well known that the LASSO is sensitive to outliers or leverage points. We consider a new robust estimation which is composed of the weighted loss function of the pairwise difference of residuals and the adaptive penalty function regulating the tuning parameter for each variable. Rank regression is resistant to regression outliers, but not to leverage points. By adopting a weighted loss function, the proposed method is robust to leverage points of the predictor variable. Furthermore, the adaptive penalty function gives us good statistical properties in variable selection such as oracle property and consistency. We develop an efficient algorithm to compute the proposed estimator using basic functions in program R. We used an optimal tuning parameter based on the Bayesian information criterion (BIC). Numerical simulation shows that the proposed estimator is effective for analyzing real data set and contaminated data.

Keywords: adaptive penalty function, robust penalized regression, variable selection, weighted rank regression

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Authors: Essam Al Daoud

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This study solves a phylogeny problem by using modified wild dog pack optimization. The least squares error is considered as a cost function that needs to be minimized. Therefore, in each iteration, new distance matrices based on the constructed trees are calculated and used to select the alpha dog. To test the suggested algorithm, ten homologous genes are selected and collected from National Center for Biotechnology Information (NCBI) databanks (i.e., 16S, 18S, 28S, Cox 1, ITS1, ITS2, ETS, ATPB, Hsp90, and STN). The data are divided into three categories: 50 taxa, 100 taxa and 500 taxa. The empirical results show that the proposed algorithm is more reliable and accurate than other implemented methods.

Keywords: least square, neighbor joining, phylogenetic tree, wild dog pack

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Authors: Milad Yousefi, Moslem Yousefi, Ricarpo Poley, Amer Nordin Darus

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Design optimization of heat exchangers is a very complicated task that has been traditionally carried out based on a trial-and-error procedure. To overcome the difficulties of the conventional design approaches especially when a large number of variables, constraints and objectives are involved, a new method based on a well-stablished evolutionary algorithm, particle swarm optimization (PSO), weighted sum approach and a novel constraint handling strategy is presented in this study. Since, the conventional constraint handling strategies are not effective and easy-to-implement in multi-objective algorithms, a novel feasibility-based ranking strategy is introduced which is both extremely user-friendly and effective. A case study from industry has been investigated to illustrate the performance of the presented approach. The results show that the proposed algorithm can find the near pareto-optimal with higher accuracy when it is compared to conventional non-dominated sorting genetic algorithm II (NSGA-II). Moreover, the difficulties of a trial-and-error process for setting the penalty parameters is solved in this algorithm.

Keywords: Heat exchanger, Multi-objective optimization, Particle swarm optimization, NSGA-II Constraints handling.

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Authors: Xiang Jianhong, Wang Cong, Wang Linyu

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With the rise of medical IoT technologies, Wireless body area networks (WBANs) can collect fetal electrocardiogram (FECG) signals to support telemedicine analysis. The compressed sensing (CS)-based WBANs system can avoid the sampling of a large amount of redundant information and reduce the complexity and computing time of data processing, but the existing algorithms have poor signal compression and reconstruction performance. In this paper, a Joint block multi-orthogonal least squares (JBMOLS) algorithm is proposed. We apply the FECG signal to the Joint block sparse model (JBSM), and a comparative study of sparse transformation and measurement matrices is carried out. A FECG signal compression transmission mode based on Rbio5.5 wavelet, Bernoulli measurement matrix, and JBMOLS algorithm is proposed to improve the compression and reconstruction performance of FECG signal by CS-based WBANs. Experimental results show that the compression ratio (CR) required for accurate reconstruction of this transmission mode is increased by nearly 10%, and the runtime is saved by about 30%.

Keywords: telemedicine, fetal ECG, compressed sensing, joint sparse reconstruction, block sparse signal

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Authors: Wanatchapong Kongkaew

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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness

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Authors: K. Gomathi

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Mobile Ad hoc Networks (MANET) is defined as collection of routable wireless mobile nodes with no centralized administration and communicate each other using radio signals. Especially MANETs deployed in hostile environments where hackers will try to disturb the secure data transfer and drain the valuable network resources. Since MANET is battery operated network, preserving the network resource is essential one. For resource constrained computation, efficient routing and to increase the network stability, the network is divided into smaller groups called clusters. The clustering architecture consists of Cluster Head(CH), ordinary node and gateway. The CH is responsible for inter and intra cluster routing. CH election is a prominent research area and many more algorithms are developed using many different metrics. The CH with longer life sustains network lifetime, for this purpose Secondary Cluster Head(SCH) also elected and it is more economical. To nominate efficient CH, a Enhanced Distributed Weighted Clustering Algorithm (EDWCA) has been proposed. This approach considers metrics like battery power, degree difference and speed of the node for CH election. The proficiency of proposed one is evaluated and compared with existing algorithm using Network Simulator(NS-2).

Keywords: MANET, EDWCA, clustering, cluster head

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Authors: Yao-Hong Tsai

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This paper presents a weighted approach to unconstrained iris recognition. Nowadays, commercial systems are usually characterized by strong acquisition constraints based on the subject’s cooperation. However, it is not always achievable for real scenarios in our daily life. Researchers have been focused on reducing these constraints and maintaining the performance of the system by new techniques at the same time. With large variation in the environment, there are two main improvements to develop the proposed iris recognition system. For solving extremely uneven lighting condition, statistic based illumination normalization is first used on eye region to increase the accuracy of iris feature. The detection of the iris image is based on Adaboost algorithm. Secondly, the weighted approach is designed by Gaussian functions according to the distance to the center of the iris. Furthermore, local binary pattern (LBP) histogram is then applied to texture classification with the weight. Experiment showed that the proposed system provided users a more flexible and feasible way to interact with the verification system through iris recognition.

Keywords: authentication, iris recognition, adaboost, local binary pattern

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Authors: Shih-Wen Hsiao, Chu-Hsuan Lee, Rong-Qi Chen

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When it comes to last, it is regarded as the critical foundation of shoe design and development. Not only the last relates to the comfort of shoes wearing but also it aids the production of shoe styling and manufacturing. In order to enhance the efficiency and application of last development, a computer aided methodology for customized last form designs is proposed in this study. The reverse engineering is mainly applied to the process of scanning for the last form. Then the minimum energy is used for the revision of surface continuity, the surface of the last is reconstructed with the feature curves of the scanned last. When the surface of a last is reconstructed, based on the foundation of the proposed last form reconstruction module, the weighted arithmetic mean method is applied to the calculation on the shape morphing which differs from the grading for the control mesh of last, and the algorithm of subdivision is used to create the surface of last mesh, thus the feet-fitting 3D last form of different sizes is generated from its original form feature with functions remained. Finally, the practicability of the proposed methodology is verified through later case studies.

Keywords: 3D last design, customization, reverse engineering, weighted morphing, shape blending

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Authors: Rashi Jain

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The LTE systems employ Orthogonal Frequency Division Multiplexing (OFDM) as the multiple access technology for the Downlink channels. For enhanced performance, accurate channel estimation is required. Various algorithms such as Least Squares (LS), Minimum Mean Square Error (MMSE) and Recursive Least Squares (RLS) can be employed for the purpose. The paper proposes channel estimation algorithm based on Kalman Filter for LTE-Downlink system. Using the frequency domain pilots, the initial channel response is obtained using the LS criterion. Then Kalman Filter is employed to track the channel variations in time-domain. To suppress the noise within a symbol, threshold processing is employed. The paper draws comparison between the LS, MMSE, RLS and Kalman filter for channel estimation. The parameters for evaluation are Bit Error Rate (BER), Mean Square Error (MSE) and run-time.

Keywords: LTE, channel estimation, OFDM, RLS, Kalman filter, threshold

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Authors: Aleksander Mendoza

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Glushkov's construction has many interesting properties, and they become even more evident when applied to transducers. This article strives to show the vast range of possible extensions and optimisations for this algorithm. Special flavour of regular expressions is introduced, which can be efficiently converted to e-free functional subsequential weighted finite state transducers. Produced automata are very compact, as they contain only one state for each symbol (from input alphabet) of original expression and only one transition for each range of symbols, no matter how large. Such compactified ranges of transitions allow for efficient binary search lookup during automaton evaluation. All the methods and algorithms presented here were used to implement open-source compiler of regular expressions for multitape transducers.

Keywords: weighted automata, transducers, Glushkov, follow automata, regular expressions

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Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

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This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: clutch drag torque, wet DCT, dynamic viscosity, recursive least squares

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

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This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: adaptive methods, LSE, MSE, prediction of financial Markets

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Authors: Rob Gesley Capistrano, Jasper James Isaac, Rose Mae Moralda, Therese Anne Peleo, Danica Rillo, Maria Virginia Santillian

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One of the valuable things that shows the intelligence among individuals is the academic background specifically their Grade Weighted Average and the significant result of the Comprehensive Examination. The general objective of the researchers to this study is to determine if there is a significant difference between General Weighted Average and Comprehensive Examination Result of Psychometrician Board Passers and Non-Board Passers. The respondents of this study composed of board passers and non-board passers. The researchers used purposive sampling technique. The result utilized by using T-test Independent Sample to determine the comparison of General Weighted Average and Comprehensive Examination Result of Board Passers and Non Board Passers. At the end, it concluded that the General Weighted Average of Board Passers and Non-Board Passers shows that there is no significant difference, but the average showed a minimal variation. The Comprehensive Examination Result of Board Passers and Non-Board Passers result revealed that there is a significant difference. The performance of comprehensive examination that will test the overall knowledge of an individual and will determine whose more proficient will likely to have a higher score. The result of the comprehensive examination had an impact in the passing performance of board examination.

Keywords: board passers, comprehensive examination result, grade weighted average, non board passers

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Authors: Ju-Hong Lee, Yi-Lin Shieh

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Two-dimensional (2-D) quadrature mirror filter (QMF) banks have been widely considered for high-quality coding of image and video data at low bit rates. Without implementing subband coding, a 2-D QMF bank is required to have an exactly linear-phase response without magnitude distortion, i.e., the perfect reconstruction (PR) characteristics. The design problem of 2-D QMF banks with the PR characteristics has been considered in the literature for many years. This paper presents a transformation approach for designing 2-D two-channel QMF banks. Under a suitable one-dimensional (1-D) to two-dimensional (2-D) transformation with a specified decimation/interpolation matrix, the analysis and synthesis filters of the QMF bank are composed of 1-D causal and stable digital allpass filters (DAFs) and possess the 2-D doubly complementary half-band (DC-HB) property. This facilitates the design problem of the two-channel QMF banks by finding the real coefficients of the 1-D recursive DAFs. The design problem is formulated based on the minimax phase approximation for the 1-D DAFs. A novel objective function is then derived to obtain an optimization for 1-D minimax phase approximation. As a result, the problem of minimizing the objective function can be simply solved by using the well-known weighted least-squares (WLS) algorithm in the minimax (L∞) optimal sense. The novelty of the proposed design method is that the design procedure is very simple and the designed 2-D QMF bank achieves perfect magnitude response and possesses satisfactory phase response. Simulation results show that the proposed design method provides much better design performance and much less design complexity as compared with the existing techniques.

Keywords: Quincunx QMF bank, doubly complementary filter, digital allpass filter, WLS algorithm

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Authors: P. G. Kaviya, B. Muthupandian, R. Ganesan

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On-chip routers typically have buffers are used input or output ports for temporarily storing packets. The buffers are consuming some router area and power. The multiple queues in parallel as in VC router. While running a traffic trace, not all input ports have incoming packets needed to be transferred. Therefore large numbers of queues are empty and others are busy in the network. So the time consumption should be high for the high traffic. Therefore using a RoShaQ, minimize the buffer area and time The RoShaQ architecture was send the input packets are travel through the shared queues at low traffic. At high load traffic the input packets are bypasses the shared queues. So the power and area consumption was reduced. A parallel cross bar architecture is proposed in this project in order to reduce the power consumption. Also a new adaptive weighted routing algorithm for 8-port router architecture is proposed in order to decrease the delay of the network on chip router. The proposed system is simulated using Modelsim and synthesized using Xilinx Project Navigator.

Keywords: buffer, RoShaQ architecture, shared queue, VC router, weighted routing algorithm

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Authors: A. El Kachani, E. Chakir, A. Ait Laachir, A. Niaaniaa, J. Zerouaoui

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This document presents an adaptive controller based on recursive parametric identification applied to a wind turbine based on the doubly-fed induction machine (DFIG), to compensate the faults and guarantee efficient of the DFIG. The proposed adaptive controller is based on the recursive least square algorithm which considers that the best estimator for the vector parameter is the vector x minimizing a quadratic criterion. Furthermore, this method can improve the rapidity and precision of the controller based on a model. The proposed controller is validated via simulation on a 5.5 kW DFIG-based wind turbine. The results obtained seem to be good. In addition, they show the advantages of an adaptive controller based on recursive least square algorithm.

Keywords: adaptive controller, recursive least squares algorithm, wind turbine, doubly fed induction generator

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Authors: Mahdad M’hamed, Belaidi Idir

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This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate hole

Keywords: numerical computation, element-free Galerkin (EFG), moving least squares (MLS), meshless methods

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Authors: Jianqin Qu

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This paper proposes a rigid point set matching algorithm in arbitrary dimensions based on the idea of symmetric covariant function. A group of functions of the points in the set are formulated using rigid invariants. Each of these functions computes a pair of correspondence from the given point set. Then the computed correspondences are used to recover the unknown rigid transform parameters. Each computed point can be geometrically interpreted as the weighted mean center of the point set. The algorithm is compact, fast, and dimension free without any optimization process. It either computes the desired transform for noiseless data in linear time, or fails quickly in exceptional cases. Experimental results for synthetic data and 2D/3D real data are provided, which demonstrate potential applications of the algorithm to a wide range of problems.

Keywords: covariant point, point matching, dimension free, rigid registration

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Authors: R. M. Rizk-Allah

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This paper presents co-evolutionary fruit fly optimization algorithm based on firefly algorithm (CFOA-FA) for solving unconstrained optimization problems. The proposed algorithm integrates the merits of fruit fly optimization algorithm (FOA), firefly algorithm (FA) and elite strategy to refine the performance of classical FOA. Moreover, co-evolutionary mechanism is performed by applying FA procedures to ensure the diversity of the swarm. Finally, the proposed algorithm CFOA- FA is tested on several benchmark problems from the usual literature and the numerical results have demonstrated the superiority of the proposed algorithm for finding the global optimal solution.

Keywords: firefly algorithm, fruit fly optimization algorithm, unconstrained optimization problems

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Authors: Mohammad Shams Esfand Abadi, Mohammad Ranjbar, Reza Ebrahimpour

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This work presents the distributed processing solution problem in a diffusion network based on the adapt then combine (ATC) and combine then adapt (CTA)selective partial update normalized least mean squares (SPU-NLMS) algorithms. Also, we extend this approach to dynamic selection affine projection algorithm (DS-APA) and ATC-DS-APA and CTA-DS-APA are established. The purpose of ATC-SPU-NLMS and CTA-SPU-NLMS algorithm is to reduce the computational complexity by updating the selected blocks of weight coefficients at every iteration. In CTA-DS-APA and ATC-DS-APA, the number of the input vectors is selected dynamically. Diffusion cooperation strategies have been shown to provide good performance based on these algorithms. The good performance of introduced algorithm is illustrated with various experimental results.

Keywords: selective partial update, affine projection, dynamic selection, diffusion, adaptive distributed networks

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Authors: Ping Bo, Meng Yunshan

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Satellite-derived sea surface temperature (SST) is a key parameter for many operational and scientific applications. However, the disadvantage of SST data is a high percentage of missing data which is mainly caused by cloud coverage. Data Interpolating Empirical Orthogonal Function (DINEOF) algorithm is an EOF-based technique for reconstructing the missing data and has been widely used in oceanographic field. The reconstruction of SST images within a long time series using DINEOF can cause large discontinuities and one solution for this problem is to filter the temporal covariance matrix to reduce the spurious variability. Based on the previous researches, an algorithm is presented in this paper to improve the temporal correlations in EOF expansion. Similar with the previous researches, a filter, such as Laplacian filter, is implemented on the temporal covariance matrix, but the temporal relationship between two consecutive images which is used in the filter is considered in the presented algorithm, for example, two images in the same season are more likely correlated than those in the different seasons, hence the latter one is less weighted in the filter. The presented approach is tested for the monthly nighttime 4-km Advanced Very High Resolution Radiometer (AVHRR) Pathfinder SST for the long-term period spanning from 1989 to 2006. The results obtained from the presented algorithm are compared to those from the original DINEOF algorithm without filtering and from the DINEOF algorithm with filtering but without taking temporal relationship into account.

Keywords: data interpolating empirical orthogonal function, image reconstruction, sea surface temperature, temporal filter

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Authors: Salisu ibrahim, Abdalla Rababah

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In this research, we use Weighted G2-Multi-degree reduction of Bezier curve of degree n to a Bezier curve of degree m, m < n. The degree reduction of Bezier curves is used to represent a given Bezier curve of n by a Bezier curve of degree m, m < n. Exact degree reduction is not possible, and degree reduction is approximate process in nature. We derive a weighted degree reducing method that is geometrically continuous at the end points. Different norms will be considered, several error minimizations will be given. The proposed methods produce error function that are less than the errors of existing methods.

Keywords: Bezier curves, multiple degree reduction, geometric continuity, error function

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Authors: Bale Baidi Blaise, Gilles Marckmann, Liman Kaoye, Talaka Dya, Moustapha Bachirou, Gambo Betchewe, Tibi Beda

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This work highlights the capabilities of particles swarm optimization (PSO) method to identify parameters of hyperelastic models. The study compares this method with Genetic Algorithm (GA) method, Least Squares (LS) method, Pattern Search Algorithm (PSA) method, Beda-Chevalier (BC) method and the Levenberg-Marquardt (LM) method. Four classic hyperelastic models are used to test the different methods through parameters identification. Then, the study compares the ability of these models to reproduce experimental Treloar data in simple tension, biaxial tension and pure shear.

Keywords: particle swarm optimization, identification, hyperelastic, model

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Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

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Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: process planning, weighted scheduling, weighted due-date assignment, simulated annealing, evolutionary strategies, hybrid searches

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Authors: Hung-Chu Chen, Han Qi, Bauke de Vries

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Energy consumption in the urban environment has attracted numerous researches in recent decades. However, it is comparatively rare to find literary works which investigated 3D spatial analysis of urban energy demand modelling. In order to analyze the spatial correlation between urban morphology and energy demand comprehensively, this paper investigates their relation by using the spatial regression tool. In addition, the spatial regression tool which is applied in this paper is ordinary least squares regression (OLS) and geographically weighted regression (GWR) model. Normalized Difference Built-up Index (NDBI), Normalized Difference Vegetation Index (NDVI), and building volume are explainers of urban morphology, which act as independent variables of Energy-land use (E-L) model. NDBI and NDVI are used as the index to describe five types of land use: urban area (U), open space (O), artificial green area (G), natural green area (V), and water body (W). Accordingly, annual electricity, gas demand and energy demand are dependent variables of the E-L model. Based on the analytical result of E-L model relation, it revealed that energy demand and urban morphology are closely connected and the possible causes and practical use are discussed. Besides, the spatial analysis methods of OLS and GWR are compared.

Keywords: energy demand model, geographically weighted regression, normalized difference built-up index, normalized difference vegetation index, spatial statistics

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Authors: Semanur Soyyigit Kaya, Ercan Eren

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Energy has a prominent role for development of nations. Countries which have energy resources also have strategic power in the international trade of energy since it is essential for all stages of production in the economy. Thus, it is important for countries to analyze the weakness and strength of the system. On the other side, it is commonly believed that international trade has complex network properties. Complex network is a tool for the analysis of complex systems with heterogeneous agents and interaction between them. A complex network consists of nodes and the interactions between these nodes. Total properties which emerge as a result of these interactions are distinct from the sum of small parts (more or less) in complex systems. Thus, standard approaches to international trade are superficial to analyze these systems. Network analysis provides a new approach to analyze international trade as a network. In this network countries constitute nodes and trade relations (export or import) constitute edges. It becomes possible to analyze international trade network in terms of high degree indicators which are specific to complex systems such as connectivity, clustering, assortativity/disassortativity, centrality, etc. In this analysis, international trade of crude oil and coal which are types of fossil fuel has been analyzed from 2005 to 2014 via network analysis. First, it has been analyzed in terms of some topological parameters such as density, transitivity, clustering etc. Afterwards, fitness to Pareto distribution has been analyzed. Finally, weighted HITS algorithm has been applied to the data as a centrality measure to determine the real prominence of countries in these trade networks. Weighted HITS algorithm is a strong tool to analyze the network by ranking countries with regards to prominence of their trade partners. We have calculated both an export centrality and an import centrality by applying w-HITS algorithm to data.

Keywords: complex network approach, fossil fuel, international trade, network theory

Procedia PDF Downloads 305