Search results for: expectation propagation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 565

Search results for: expectation propagation

295 A Content-Based Optimization of Data Stream Television Multiplex

Authors: Jaroslav Polec, Martin Šimek, Michal Martinovič, Elena Šikudová

Abstract:

The television multiplex has reserved capacity and therefore we can use only limited number of videos for propagation of it. Appropriate composition of the multiplex has a major impact on how many videos is spread by multiplex. Therefore in this paper is designed a simple algorithm to optimize capacity utilization multiplex. Significant impact on the number of programs in the multiplex has also the fact from which programs is composed. Content of multiplex can be movies, news, sport, animated stories, documentaries, etc. These types have their own specific characteristics that affect their resulting data stream. In this paper is also done an impact analysis of the composition of the multiplex to use its capacity by video content. 

Keywords: Multiplex, content, group of pictures, frame, capacity.

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294 Use of Natural Fibers in Landfill Leachate Treatment

Authors: J. F. Marina Araujo, F. Marcus Vinicius Araujo, R. Daniella Mulinari

Abstract:

Due to the resultant leachate from waste decomposition in landfills has polluter potential hundred times greater than domestic sewage, this is considered a problem related to the depreciation of environment requiring pre-disposal treatment.In seeking to improve this situation, this project proposes the treatment of landfill leachate using natural fibers intercropped with advanced oxidation processes. The selected natural fibers were palm, coconut and banana fiber.These materials give sustainability to the project because, besides having adsorbent capacity, are often part of waste discarded. The study was conducted in laboratory scale.In trials, the effluents were characterized as Chemical Oxygen Demand (COD), Turbidity and Color. The results indicate that is technically promising since that there were extremely oxidative conditions, the use of certain natural fibers in the reduction of pollutants in leachate have been obtained results of COD removals between 67.9% and 90.9%, Turbidity between 88.0% and 99.7% and Color between 67.4% and 90.4%.The expectation generated is to continue evaluating the association of efficiency of other natural fibers with other landfill leachate treatment processes.

Keywords: Landfill leachate, chemical treatment, natural Fibers, advanced oxidation processes.

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293 Financial Statement Fraud: The Need for a Paradigm Shift to Forensic Accounting

Authors: Ifedapo Francis Awolowo

Abstract:

The unrelenting series of embarrassing audit failures should stimulate a paradigm shift in accounting. And in this age of information revolution, there is need for a constant improvement on the products or services one offers to the market in order to be relevant. This study explores the perceptions of external auditors, forensic accountants and accounting academics on whether a paradigm shift to forensic accounting can reduce financial statement frauds. Through Neo-empiricism/inductive analytical approach, findings reveal that a paradigm shift to forensic accounting might be the right step in the right direction in order to increase the chances of fraud prevention and detection in the financial statement. This research has implication on accounting education on the need to incorporate forensic accounting into present day accounting curriculum. Accounting professional bodies, accounting standard setters and accounting firms all have roles to play in incorporating forensic accounting education into accounting curriculum. Particularly, there is need to alter the ISA 240 to make the prevention and detection of frauds the responsibilities of bot those charged with the management and governance of companies and statutory auditors.

Keywords: Financial statement fraud, forensic accounting, fraud prevention and detection, auditing, audit expectation gap, corporate governance.

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292 Optical Induction of 2D and 3D Photonic Lattices in Photorefractive Materials based on Talbot effect

Authors: A. Badalyan, R. Hovsepyan, V. Mekhitaryan, P. Mantashyan, R. Drampyan

Abstract:

In this paper we report the technique of optical induction of 2 and 3-dimensional (2D and 3D) photonic lattices in photorefractive materials based on diffraction grating self replication -Talbot effect. 1D and 2D different rotational symmery diffraction masks with the periods of few tens micrometers and 532 nm cw laser beam were used in the experiments to form an intensity modulated light beam profile. A few hundred micrometric scale replications of mask generated intensity structures along the beam propagation axis were observed. Up to 20 high contrast replications were detected for 1D annular mask with 30

Keywords: Diffraction gratings, laser, photonic lattice, Talbot effect.

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291 Journey on Image Clustering Based on Color Composition

Authors: Achmad Nizar Hidayanto, Elisabeth Martha Koeanan

Abstract:

Image clustering is a process of grouping images based on their similarity. The image clustering usually uses the color component, texture, edge, shape, or mixture of two components, etc. This research aims to explore image clustering using color composition. In order to complete this image clustering, three main components should be considered, which are color space, image representation (feature extraction), and clustering method itself. We aim to explore which composition of these factors will produce the best clustering results by combining various techniques from the three components. The color spaces use RGB, HSV, and L*a*b* method. The image representations use Histogram and Gaussian Mixture Model (GMM), whereas the clustering methods use KMeans and Agglomerative Hierarchical Clustering algorithm. The results of the experiment show that GMM representation is better combined with RGB and L*a*b* color space, whereas Histogram is better combined with HSV. The experiments also show that K-Means is better than Agglomerative Hierarchical for images clustering.

Keywords: Image clustering, feature extraction, RGB, HSV, L*a*b*, Gaussian Mixture Model (GMM), histogram, Agglomerative Hierarchical Clustering (AHC), K-Means, Expectation-Maximization (EM).

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290 Parametric Modeling Approach for Call Holding Times for IP based Public Safety Networks via EM Algorithm

Authors: Badarch Tuyatsetseg

Abstract:

This paper presents parametric probability density models for call holding times (CHTs) into emergency call center based on the actual data collected for over a week in the public Emergency Information Network (EIN) in Mongolia. When the set of chosen candidates of Gamma distribution family is fitted to the call holding time data, it is observed that the whole area in the CHT empirical histogram is underestimated due to spikes of higher probability and long tails of lower probability in the histogram. Therefore, we provide the Gaussian parametric model of a mixture of lognormal distributions with explicit analytical expressions for the modeling of CHTs of PSNs. Finally, we show that the CHTs for PSNs are fitted reasonably by a mixture of lognormal distributions via the simulation of expectation maximization algorithm. This result is significant as it expresses a useful mathematical tool in an explicit manner of a mixture of lognormal distributions.

Keywords: A mixture of lognormal distributions, modeling call holding times, public safety network.

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289 An Adaptive Dynamic Fracture for 3D Fatigue Crack Growth Using X-FEM

Authors: S. Lecheb, A. Nour, A. Chellil, A. Basta, D. Belmiloud, H. Kebi

Abstract:

In recent years, a new numerical method has been developed, the extended finite element method (X-FEM). The objective of this work is to exploit the (X-FEM) for the treatment of the fracture mechanics problems on 3D geometries, where we showed the ability of this method to simulate the fatigue crack growth into two cases: edge and central crack. In the results we compared the six first natural frequencies of mode shapes uncracking with the cracking initiation in the structure, and showed the stress intensity factor (SIF) evolution function as crack size propagation into structure, the analytical validation of (SIF) is presented. For to evidence the aspects of this method, all result is compared between FEA and X-FEM.

Keywords: 3D fatigue crack growth, FEA, natural frequencies, stress intensity factor (SIF), X-FEM.

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288 Operation Strategy of Multi-Energy Storage System Considering Power System Reliability

Authors: Wook-Won Kim, Je-Seok Shin, Jin-O Kim

Abstract:

As the penetration of Energy Storage System (ESS) increases in the power system due to higher performance and lower cost than ever, ESS is expanding its role to the ancillary service as well as the storage of extra energy from the intermittent renewable energy resources. For multi-ESS with different capacity and SOC level each other, it is required to make the optimal schedule of SOC level use the multi-ESS effectively. This paper proposes the energy allocation method for the multiple battery ESS with reliability constraint, in order to make the ESS discharge the required energy as long as possible. A simple but effective method is proposed in this paper, to satisfy the power for the spinning reserve requirement while improving the system reliability. Modelling of ESS is also proposed, and reliability is evaluated by using the combined reliability model which includes the proposed ESS model and conventional generation one. In the case study, it can be observed that the required power is distributed to each ESS adequately and accordingly, the SOC is scheduled to improve the reliability indices such as Loss of Load Probability (LOLP) and Loss of Load Expectation (LOLE).

Keywords: Multiple energy storage system, energy allocation method, SOC schedule, reliability constraints.

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287 Development and Range Testing of a LoRaWAN System in an Urban Environment

Authors: N. R. Harris, J. Curry

Abstract:

This paper describes the construction and operation of an experimental LoRaWAN network surrounding the University of Southampton in the United Kingdom. Following successful installation, an experimental node design is built and characterised, with particular emphasis on radio range. Several configurations are investigated, including different data rates, and varying heights of node. It is concluded that although range can be great (over 8 km in this case), environmental topology is critical. However, shorter range implementations, up to about 2 km in an urban environment, are relatively insensitive although care is still needed. The example node and the relatively simple base station reported demonstrate that LoraWan can be a very low cost and practical solution to Internet of Things type applications for distributed monitoring systems with sensors spread over distances of several km.

Keywords: Wireless sensor network, LoRa, internet of things, propagation.

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286 Behavior Fatigue Life of Wind Turbine Rotor with Longitudinal Crack Growth

Authors: S. Lecheb, A. Nour, A. Chellil, H. Mechakra, N. Hamad, H. Kebir

Abstract:

This study concerned the dynamic behavior of the wind turbine rotor. Before all we have studied the loads applied to the rotor, which allows the knowledge their effect on the fatigue, also studied the rotor with longitudinal crack in order to determine stress, strain and displacement. Firstly we compared the first six modes shapes between cracking and uncracking of HAWT rotor. Secondly we show show evolution of first six natural frequencies with longitudinal crack propagation. Finally we conclude that the residual change in the natural frequencies can be used as in shaft crack diagnosis predictive maintenance.

Keywords: Wind turbine rotor, natural frequencies, longitudinal crack growth, life time.

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285 Composite Patch Repair of Central Crack Growth in Aluminium Alloy Plate

Authors: S. Lecheb, A. Chellil, H. Mechakra, A. Zeggane, H. Kebir

Abstract:

In this work, repaired crack in 6061- T6 aluminum plate with composite patches presented, firstly we determine the displacement, strain and stress, also the first six mode shape of the plate, secondly we took the same model adding central crack initiation, which is located in the center of the plate, its seize vary from 20 mm to 60 mm and we compare the first results with second. Thirdly we repair various cracks with composite patch (carbon/ epoxy) and for (2 layers, 4 layers). Finally the comparison of stress, strain, displacement and six first natural frequencies between un-cracked specimen, crack propagation and composite patch repair.

Keywords: Composite patch repair, crack growth, aluminum alloy plate, stress.

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284 Two Day Ahead Short Term Load Forecasting Neural Network Based

Authors: Firas M. Tuaimah

Abstract:

This paper presents an Artificial Neural Network based approach for short-term load forecasting and exactly for two days ahead. Two seasons have been discussed for Iraqi power system, namely summer and winter; the hourly load demand is the most important input variables for ANN based load forecasting. The recorded daily load profile with a lead time of 1-48 hours for July and December of the year 2012 was obtained from the operation and control center that belongs to the Ministry of Iraqi electricity.

The results of the comparison show that the neural network gives a good prediction for the load forecasting and for two days ahead.

Keywords: Short-Term Load Forecasting, Artificial Neural Networks, Back propagation learning.

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283 Multiple Regression based Graphical Modeling for Images

Authors: Pavan S., Sridhar G., Sridhar V.

Abstract:

Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.

Keywords: Belief propagation, Graphical model, Regression, Super resolution.

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282 Development of a Spark Electrode Ignition System for an Explosion Vessel

Authors: Shaharin A. Sulaiman, Mizuan Minhat

Abstract:

This paper presents development of an ignition system using spark electrodes for application in a research explosion vessel. A single spark is aimed to be discharged with quantifiable ignition energy. The spark electrode system would enable study of flame propagation, ignitability of fuel-air mixtures and other fundamental characteristics of flames. The principle of the capacitive spark circuit of ASTM is studied to charge an appropriate capacitance connected across the spark gap through a large resistor by a high voltage from the source of power supply until the initiation of spark. Different spark energies could be obtained mainly by varying the value of the capacitance and the supply current. The spark sizes produced are found to be affected by the spark gap, electrode size, input voltage and capacitance value.

Keywords: Ignition, Spark Electrode, Flame

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281 Scanning Device for Sampling the Spatial Distribution of the E-field

Authors: Juan Blas, Alfonso Bahillo, Santiago Mazuelas, David Bullido, Patricia Fernandez, Ruben M. Lorenzo, Evaristo J. Abril

Abstract:

This paper presents a low cost automatic system for sampling the electric field in a limited area. The scanning area is a flat surface parallel to the ground at a selected height. We discuss in detail the hardware, software and all the arrangements involved in the system operation. In order to show the system performance we include a campaign of narrow band measurements with 6017 sample points in the surroundings of a cellular base station. A commercial isotropic antenna with three orthogonal axes was used as sampling device. The results are analyzed in terms of its space average, standard deviation and statistical distribution.

Keywords: measurement device, propagation, spatial sampling.

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280 Surface Plasmon Polariton Excitation by a Phase Shift Grating

Authors: T. Nakada, Y. Nakagawa, M. Haraguchi, T. Okamotoi, M. Flockert, T. Isu, G. Shinomiya

Abstract:

We focus on the excitation and propagation properties of surface plasmon polariton (SPP). We have developed a SPP excitation device in combination with a grating structures fabricated by using the scanning probe lithography. Perturbation approach was used to investigate the coupling properties of SPP with a spatial harmonic wave supported by a metallic grating. A phase shift grating SPP coupler has been fabricated and the optical property was evaluated by the Fraunhofer diffraction formula. We have been experimentally confirmed the induced stop band by diffraction measurement. We have also observed the wavenumber shift of the resonance condition of SPP owing to effect of a phase shift.

Keywords: Surface Plasmon Polariton, phase shift grating, scanning probe lithography

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279 Overhead Estimation over Capacity of Mobile WiMAX

Authors: Saeed AL-Rashdy, Qing Guo

Abstract:

The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

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278 Self-evolving Neural Networks Based On PSO and JPSO Algorithms

Authors: Abdussamad Ismail, Dong-Sheng Jeng

Abstract:

A self-evolution algorithm for optimizing neural networks using a combination of PSO and JPSO is proposed. The algorithm optimizes both the network topology and parameters simultaneously with the aim of achieving desired accuracy with less complicated networks. The performance of the proposed approach is compared with conventional back-propagation networks using several synthetic functions, with better results in the case of the former. The proposed algorithm is also implemented on slope stability problem to estimate the critical factor of safety. Based on the results obtained, the proposed self evolving network produced a better estimate of critical safety factor in comparison to conventional BPN network.

Keywords: Neural networks, Topology evolution, Particle swarm optimization.

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277 Artificial Intelligence in Penetration Testing of a Connected and Autonomous Vehicle Network

Authors: Phillip Garrad, Saritha Unnikrishnan

Abstract:

The increase in connected and autonomous vehicles (CAV) creates more opportunities for cyber-attacks. Cyber-attacks can be performed with malicious intent or for research and testing purposes. As connected vehicles approach full autonomy, the possible impact of these cyber-attacks also grows. This review analyses the challenges faced in CAV cybersecurity testing. This includes access and cost of the representative test setup and lack of experts in the field A review of potential solutions to overcome these challenges is presented. Studies have demonstrated Artificial Intelligence (AI) as a promising technique to reduce runtime, enhance effectiveness and comprehensively cover all the standard test aspects in penetration testing in other industries. However, this review has identified a significant gap in the systematic implementation of AI for penetration testing in the CAV cybersecurity domain. The expectation from this review is to investigate potential AI algorithms, which can demonstrate similar improvements in runtime and efficiency for a CAV model. If proven to be an effective means of penetration test for CAV, this methodology may be used on a full CAV test network.

Keywords: Cybersecurity, connected vehicles, software simulation, artificial intelligence, penetration testing.

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276 Finite Element Method Analysis of Occluded-Ear Simulator and Natural Human Ear Canal

Authors: M. Sasajima, T. Yamaguchi, Y. Hu, Y. Koike

Abstract:

In this paper, we discuss the propagation of sound in the narrow pathways of an occluded-ear simulator typically used for the measurement of insert-type earphones. The simulator has a standardized frequency response conforming to the international standard (IEC60318-4). In narrow pathways, the speed and phase of sound waves are modified by viscous air damping. In our previous paper, we proposed a new finite element method (FEM) to consider the effects of air viscosity in this type of audio equipment. In this study, we will compare the results from the ear simulator FEM model, and those from a three dimensional human ear canal FEM model made from computed tomography images, with the measured frequency response data from the ear canals of 18 people.

Keywords: Ear simulator, FEM, viscosity, human ear canal.

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275 An Analysis of Institutional Audits: Basis for Teaching, Learning and Assessment Framework and Principles

Authors: Nabil El Kadhi, Minerva M. Bunagan

Abstract:

The dynamism in education, particularly in the area of teaching, learning and assessment has caused Higher Education Institutions (HEIs) worldwide to seek for ways to continuously improve their educational processes. HEIs use outcomes of institutional audits, assessments and accreditations, for improvement. In this study, the published institutional audit reports of HEIs in the Sultanate of Oman were analyzed to produce features of good practice; identify challenges along Teaching, Learning Assessment (TLA); and propose a framework that puts major emphasis in having a quality-assured TLA, including a set of principles that can be used as basis in succeeding an institutional visit. The TLA framework, which shows the TLA components, characteristics of the components, related expectation, including implementation tool/ strategy and pitfalls can be used by HEIs to have an adequate understanding of the scope of audit and be able to satisfy institutional audit requirements. The scope of this study can be widened by exploring the other requirements of the Institutional Audits in the Sultanate of Oman, particularly the area on Governance and Management and Student Support Services.

Keywords: Accreditation, audit, quality assurance, teaching, learning and assessment.

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274 Application of Artificial Intelligence to Schedule Operability of Waterfront Facilities in Macro Tide Dominated Wide Estuarine Harbour

Authors: A. Basu, A. A. Purohit, M. M. Vaidya, M. D. Kudale

Abstract:

Mumbai, being traditionally the epicenter of India's trade and commerce, the existing major ports such as Mumbai and Jawaharlal Nehru Ports (JN) situated in Thane estuary are also developing its waterfront facilities. Various developments over the passage of decades in this region have changed the tidal flux entering/leaving the estuary. The intake at Pir-Pau is facing the problem of shortage of water in view of advancement of shoreline, while jetty near Ulwe faces the problem of ship scheduling due to existence of shallower depths between JN Port and Ulwe Bunder. In order to solve these problems, it is inevitable to have information about tide levels over a long duration by field measurements. However, field measurement is a tedious and costly affair; application of artificial intelligence was used to predict water levels by training the network for the measured tide data for one lunar tidal cycle. The application of two layered feed forward Artificial Neural Network (ANN) with back-propagation training algorithms such as Gradient Descent (GD) and Levenberg-Marquardt (LM) was used to predict the yearly tide levels at waterfront structures namely at Ulwe Bunder and Pir-Pau. The tide data collected at Apollo Bunder, Ulwe, and Vashi for a period of lunar tidal cycle (2013) was used to train, validate and test the neural networks. These trained networks having high co-relation coefficients (R= 0.998) were used to predict the tide at Ulwe, and Vashi for its verification with the measured tide for the year 2000 & 2013. The results indicate that the predicted tide levels by ANN give reasonably accurate estimation of tide. Hence, the trained network is used to predict the yearly tide data (2015) for Ulwe. Subsequently, the yearly tide data (2015) at Pir-Pau was predicted by using the neural network which was trained with the help of measured tide data (2000) of Apollo and Pir-Pau. The analysis of measured data and study reveals that: The measured tidal data at Pir-Pau, Vashi and Ulwe indicate that there is maximum amplification of tide by about 10-20 cm with a phase lag of 10-20 minutes with reference to the tide at Apollo Bunder (Mumbai). LM training algorithm is faster than GD and with increase in number of neurons in hidden layer and the performance of the network increases. The predicted tide levels by ANN at Pir-Pau and Ulwe provides valuable information about the occurrence of high and low water levels to plan the operation of pumping at Pir-Pau and improve ship schedule at Ulwe.

Keywords: Artificial neural network, back-propagation, tide data, training algorithm.

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273 Analysis of Scattering Behavior in the Cavity of Phononic Crystals with Archimedean Tilings

Authors: Yi-Hua Chen, Hsiang-Wen Tang, I-Ling Chang, Lien-Wen Chen

Abstract:

The defect mode of two-dimensional phononic crystals with Archimedean tilings was explored in the present study. Finite element method and supercell method were used to obtain dispersion relation of phononic crystals. The simulations of the acoustic wave propagation within phononic crystals are demonstrated. Around the cavity which is created by removing several cylinders in the perfect Archimedean tilings, whispering-gallery mode (WGM) can be observed. The effects of the cavity geometry on the WGM modes are investigated. The WGM modes with high Q-factor and high cavity pressure can be obtained by phononic crystals with Archimedean tilings.

Keywords: Defect mode, Archimedean tilings, phononic crystals, whispering- gallery modes.

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272 Modeling and Investigation of Elongation in Free Explosive Forming of Aluminum Alloy Plate

Authors: R. Alipour, F.Najarian

Abstract:

Because of high ductility, aluminum alloys, have been widely used as an important base of metal forming industries. But the main week point of these alloys is their low strength so in forming them with conventional methods like deep drawing, hydro forming, etc have been always faced with problems like fracture during of forming process. Because of this, recently using of explosive forming method for forming of these plates has been recommended. In this paper free explosive forming of A2024 aluminum alloy is numerically simulated and during it, explosion wave propagation process is studied. Consequences of this simulation can be effective in prediction of quality of production. These consequences are compared with an experimental test and show the superiority of this method to similar methods like hydro forming and deep drawing.

Keywords: Free explosive forming, CEL, Johnson cook.

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271 Discrimination of Modes of Double- and Single-Negative Grounded Slab

Authors: R. Borghol, T. Aguili

Abstract:

In this paper, we investigate theoretically the waves propagation in a lossless double-negative grounded slab (DNG). This study is performed by the Transverse Resonance Method (TRM). The proper or improper nature of real and complex modes is observed. They are highly dependent on metamaterial parameters, i.e. ɛr-negative, µr-negative, or both. Numerical results provided that only the proper complex modes (i.e., leaky modes) exist in DNG slab, and only the improper complex modes exist in single-negative grounded slab.

Keywords: Double-negative grounded slab, real and complex modes, single-negative grounded slab, transverse resonance method.

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270 Rehabilitation Robot in Primary Walking Pattern Training for SCI Patient at Home

Authors: Taisuke Sakaki, Toshihiko Shimokawa, Nobuhiro Ushimi, Koji Murakami, Yong-Kwun Lee, Kazuhiro Tsuruta, Kanta Aoki, Kaoru Fujiie, Ryuji Katamoto, Atsushi Sugyo

Abstract:

Recently attention has been focused on incomplete spinal cord injuries (SCI) to the central spine caused by pressure on parts of the white matter conduction pathway, such as the pyramidal tract. In this paper, we focus on a training robot designed to assist with primary walking-pattern training. The target patient for this training robot is relearning the basic functions of the usual walking pattern; it is meant especially for those with incomplete-type SCI to the central spine, who are capable of standing by themselves but not of performing walking motions. From the perspective of human engineering, we monitored the operator’s actions to the robot and investigated the movement of joints of the lower extremities, the circumference of the lower extremities, and exercise intensity with the machine. The concept of the device was to provide mild training without any sudden changes in heart rate or blood pressure, which will be particularly useful for the elderly and disabled. The mechanism of the robot is modified to be simple and lightweight with the expectation that it will be used at home.

Keywords: Training, rehabilitation, SCI patient, welfare, robot.

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269 Application of Neural Networks in Financial Data Mining

Authors: Defu Zhang, Qingshan Jiang, Xin Li

Abstract:

This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Keywords: Data mining, neural network, stock forecasting.

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268 The Labeled Classification and its Application

Authors: M. Nemissi, H. Seridi, H. Akdag

Abstract:

This paper presents and evaluates a new classification method that aims to improve classifiers performances and speed up their training process. The proposed approach, called labeled classification, seeks to improve convergence of the BP (Back propagation) algorithm through the addition of an extra feature (labels) to all training examples. To classify every new example, tests will be carried out each label. The simplicity of implementation is the main advantage of this approach because no modifications are required in the training algorithms. Therefore, it can be used with others techniques of acceleration and stabilization. In this work, two models of the labeled classification are proposed: the LMLP (Labeled Multi Layered Perceptron) and the LNFC (Labeled Neuro Fuzzy Classifier). These models are tested using Iris, wine, texture and human thigh databases to evaluate their performances.

Keywords: Artificial neural networks, Fusion of neural networkfuzzysystems, Learning theory, Pattern recognition.

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267 A Statistical Identification Approach by the Boundary Field Changes

Authors: Rumena D. Stancheva, Ilona I. Iatcheva

Abstract:

In working mode some unexpected changes could be arise in inner structure of electromagnetic device. They influence modification in electromagnetic field propagation map. The field values at an observed boundary are also changed. The development of the process has to be watched because the arising structural changes would provoke the device to be gone out later. The probabilistic assessment of the state is possible to be made. The numerical assessment points if the resulting changes have only accidental character or they are due to the essential inner structural disturbances. The presented application example is referring to the 200MW turbine-generator. A part of the stator core end teeth zone is simulated broken. Quasi three-dimensional electromagnetic and temperature field are solved applying FEM. The stator core state diagnosis is proposed to be solved as an identification problem on the basis of a statistical criterion.

Keywords: Identification, structural disturbance, statistical criterion.

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266 Linear-Operator Formalism in the Analysis of Omega Planar Layered Waveguides

Authors: António L. Topa

Abstract:

A complete spectral representation for the electromagnetic field of planar multilayered waveguides inhomogeneously filled with omega media is presented. The problem of guided electromagnetic propagation is reduced to an eigenvalue equation related to a 2 ´ 2 matrix differential operator. Using the concept of adjoint waveguide, general bi-orthogonality relations for the hybrid modes (either from the discrete or from the continuous spectrum) are derived. For the special case of homogeneous layers the linear operator formalism is reduced to a simple 2 ´ 2 coupling matrix eigenvalue problem. Finally, as an example of application, the surface and the radiation modes of a grounded omega slab waveguide are analyzed.

Keywords: Metamaterials, linear operators, omega media, layered waveguide, orthogonality relations

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