Search results for: Grey prediction
783 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids
Authors: Caroline E. Mendes, Alberto C. Badino
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Pneumatic reactors have been widely employed in various sectors of the chemical industry, especially where are required high heat and mass transfer rates. This study aimed to obtain correlations that allow the prediction of gas hold-up (Ԑ) and volumetric oxygen transfer coefficient (kLa), and compare these values, for three models of pneumatic reactors on two scales utilizing Newtonian fluids. Values of kLa were obtained using the dynamic pressure-step method, while e was used for a new proposed measure. Comparing the three models of reactors studied, it was observed that the mass transfer was superior to draft-tube airlift, reaching e of 0.173 and kLa of 0.00904s-1. All correlations showed good fit to the experimental data (R2≥94%), and comparisons with correlations from the literature demonstrate the need for further similar studies due to shortage of data available, mainly for airlift reactors and high viscosity fluids.
Keywords: Bubble column, internal loop airlift, gas hold-up, kLa.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1527782 Remaining Useful Life Prediction Using Elliptical Basis Function Network and Markov Chain
Authors: Yi Yu, Lin Ma, Yong Sun, Yuantong Gu
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This paper presents a novel method for remaining useful life prediction using the Elliptical Basis Function (EBF) network and a Markov chain. The EBF structure is trained by a modified Expectation-Maximization (EM) algorithm in order to take into account the missing covariate set. No explicit extrapolation is needed for internal covariates while a Markov chain is constructed to represent the evolution of external covariates in the study. The estimated external and the unknown internal covariates constitute an incomplete covariate set which are then used and analyzed by the EBF network to provide survival information of the asset. It is shown in the case study that the method slightly underestimates the remaining useful life of an asset which is a desirable result for early maintenance decision and resource planning.Keywords: Elliptical Basis Function Network, Markov Chain, Missing Covariates, Remaining Useful Life
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1664781 A K-Means Based Clustering Approach for Finding Faulty Modules in Open Source Software Systems
Authors: Parvinder S. Sandhu, Jagdeep Singh, Vikas Gupta, Mandeep Kaur, Sonia Manhas, Ramandeep Sidhu
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Prediction of fault-prone modules provides one way to support software quality engineering. Clustering is used to determine the intrinsic grouping in a set of unlabeled data. Among various clustering techniques available in literature K-Means clustering approach is most widely being used. This paper introduces K-Means based Clustering approach for software finding the fault proneness of the Object-Oriented systems. The contribution of this paper is that it has used Metric values of JEdit open source software for generation of the rules for the categorization of software modules in the categories of Faulty and non faulty modules and thereafter empirically validation is performed. The results are measured in terms of accuracy of prediction, probability of Detection and Probability of False Alarms.Keywords: K-Means, Software Fault, Classification, ObjectOriented Metrics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2306780 Probabilistic Crash Prediction and Prevention of Vehicle Crash
Authors: Lavanya Annadi, Fahimeh Jafari
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Transportation brings immense benefits to society, but it also has its costs. Costs include the cost of infrastructure, personnel, and equipment, but also the loss of life and property in traffic accidents on the road, delays in travel due to traffic congestion, and various indirect costs in terms of air transport. This research aims to predict the probabilistic crash prediction of vehicles using Machine Learning due to natural and structural reasons by excluding spontaneous reasons, like overspeeding, etc., in the United States. These factors range from meteorological elements such as weather conditions, precipitation, visibility, wind speed, wind direction, temperature, pressure, and humidity, to human-made structures, like road structure components such as Bumps, Roundabouts, No Exit, Turning Loops, Give Away, etc. The probabilities are categorized into ten distinct classes. All the predictions are based on multiclass classification techniques, which are supervised learning. This study considers all crashes in all states collected by the US government. The probability of the crash was determined by employing Multinomial Expected Value, and a classification label was assigned accordingly. We applied three classification models, including multiclass Logistic Regression, Random Forest and XGBoost. The numerical results show that XGBoost achieved a 75.2% accuracy rate which indicates the part that is being played by natural and structural reasons for the crash. The paper has provided in-depth insights through exploratory data analysis.
Keywords: Road safety, crash prediction, exploratory analysis, machine learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 88779 Hybrid Method Using Wavelets and Predictive Method for Compression of Speech Signal
Authors: Karima Siham Aoubid, Mohamed Boulemden
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The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1338778 Refitting Equations for Peak Ground Acceleration in Light of the PF-L Database
Authors: M. Breška, I. Peruš, V. Stankovski
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The number of Ground Motion Prediction Equations (GMPEs) used for predicting peak ground acceleration (PGA) and the number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.
Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1497777 The Design of a Vehicle Traffic Flow Prediction Model for a Gauteng Freeway Based on an Ensemble of Multi-Layer Perceptron
Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni
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The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777776 Use of Radial Basis Function Neural Network for Bearing Pressure Prediction of Strip Footing on Reinforced Granular Bed Overlying Weak Soil
Authors: Srinath Shetty K., Shivashankar R., Rashmi P. Shetty
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Earth reinforcing techniques have become useful and economical to solve problems related to difficult grounds and provide satisfactory foundation performance. In this context, this paper uses radial basis function neural network (RBFNN) for predicting the bearing pressure of strip footing on reinforced granular bed overlying weak soil. The inputs for the neural network models included plate width, thickness of granular bed and number of layers of reinforcements, settlement ratio, water content, dry density, cohesion and angle of friction. The results indicated that RBFNN model exhibited more than 84 % prediction accuracy, thereby demonstrating its application in a geotechnical problem.
Keywords: Bearing pressure, granular bed, radial basis function neural network, strip footing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1947775 Modelling Indoor Air Carbon Dioxide (CO2)Concentration using Neural Network
Authors: J-P. Skön, M. Johansson, M. Raatikainen, K. Leiviskä, M. Kolehmainen
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The use of neural networks is popular in various building applications such as prediction of heating load, ventilation rate and indoor temperature. Significant is, that only few papers deal with indoor carbon dioxide (CO2) prediction which is a very good indicator of indoor air quality (IAQ). In this study, a data-driven modelling method based on multilayer perceptron network for indoor air carbon dioxide in an apartment building is developed. Temperature and humidity measurements are used as input variables to the network. Motivation for this study derives from the following issues. First, measuring carbon dioxide is expensive and sensors power consumptions is high and secondly, this leads to short operating times of battery-powered sensors. The results show that predicting CO2 concentration based on relative humidity and temperature measurements, is difficult. Therefore, more additional information is needed.Keywords: Indoor air quality, Modelling, Neural networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1892774 The Use of Voltage Stability Indices and Proposed Instability Prediction to Coordinate with Protection Systems
Authors: R. Leelaruji, V. Knazkins
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This paper proposes a methodology for mitigating the occurrence of cascading failure in stressed power systems. The methodology is essentially based on predicting voltage instability in the power system using a voltage stability index and then devising a corrective action in order to increase the voltage stability margin. The paper starts with a brief description of the cascading failure mechanism which is probable root cause of severe blackouts. Then, the voltage instability indices are introduced in order to evaluate stability limit. The aim of the analysis is to assure that the coordination of protection, by adopting load shedding scheme, capable of enhancing performance of the system after the major location of instability is determined. Finally, the proposed method to generate instability prediction is introduced.
Keywords: Blackouts, cascading failure, voltage stability indices, singular value decomposition, load shedding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1552773 Caffeine Content Investigation in the Turkish Black Teas
Authors: E. Moroydor Derun, A. S. Kipcak, O. Dere Ozdemir, F. Demir, M. Karakoc, S. Piskin
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Tea is a widely consumed beverage that contains many components. Caffeine belongs to this group of components called alkaloids contain nitrogen. In this study caffeine contents of three types of Turkish teas are determined by using extraction method. After condensation process, residue of caffeine and oil are obtained with evaporation. The oil which is in the residue is removed by hot water. Extraction process performed by using chloroform and the crude caffeine is obtained. From the results of experiments, caffeine contents are found in black tea, green tea and earl grey tea as 3.57±0.43%, 3.11±0.02%, 4.29±0.27%, respectively. Caffeine contents which are found in 1, 5 and 10 cups of tea are calculated. Furthermore, the daily intake of caffeine from black teas that affects human health is investigated.
Keywords: Caffeine, extraction, tea, health.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8584772 Mining of Interesting Prediction Rules with Uniform Two-Level Genetic Algorithm
Authors: Bilal Alatas, Ahmet Arslan
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The main goal of data mining is to extract accurate, comprehensible and interesting knowledge from databases that may be considered as large search spaces. In this paper, a new, efficient type of Genetic Algorithm (GA) called uniform two-level GA is proposed as a search strategy to discover truly interesting, high-level prediction rules, a difficult problem and relatively little researched, rather than discovering classification knowledge as usual in the literatures. The proposed method uses the advantage of uniform population method and addresses the task of generalized rule induction that can be regarded as a generalization of the task of classification. Although the task of generalized rule induction requires a lot of computations, which is usually not satisfied with the normal algorithms, it was demonstrated that this method increased the performance of GAs and rapidly found interesting rules.
Keywords: Classification rule mining, data mining, genetic algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1596771 A Statistical Prediction of Likely Distress in Nigeria Banking Sector Using a Neural Network Approach
Authors: D. A. Farinde
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One of the most significant threats to the economy of a nation is the bankruptcy of its banks. This study evaluates the susceptibility of Nigerian banks to failure with a view to identifying ratios and financial data that are sensitive to solvency of the bank. Further, a predictive model is generated to guide all stakeholders in the industry. Thirty quoted banks that had published Annual Reports for the year preceding the consolidation i.e. year 2004 were selected. They were examined for distress using the Multilayer Perceptron Neural Network Analysis. The model was used to analyze further reforms by the Central Bank of Nigeria using published Annual Reports of twenty quoted banks for the year 2008 and 2011. The model can thus be used for future prediction of failure in the Nigerian banking system.
Keywords: Bank, Bankruptcy, Financial Ratios, Neural Network, Multilayer Perceptron, Predictive Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2705770 Forecasting Direct Normal Irradiation at Djibouti Using Artificial Neural Network
Authors: Ahmed Kayad Abdourazak, Abderafi Souad, Zejli Driss, Idriss Abdoulkader Ibrahim
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In this paper Artificial Neural Network (ANN) is used to predict the solar irradiation in Djibouti for the first Time that is useful to the integration of Concentrating Solar Power (CSP) and sites selections for new or future solar plants as part of solar energy development. An ANN algorithm was developed to establish a forward/reverse correspondence between the latitude, longitude, altitude and monthly solar irradiation. For this purpose the German Aerospace Centre (DLR) data of eight Djibouti sites were used as training and testing in a standard three layers network with the back propagation algorithm of Lavenber-Marquardt. Results have shown a very good agreement for the solar irradiation prediction in Djibouti and proves that the proposed approach can be well used as an efficient tool for prediction of solar irradiation by providing so helpful information concerning sites selection, design and planning of solar plants.Keywords: Artificial neural network, solar irradiation, concentrated solar power, Lavenberg-Marquardt.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1085769 A New Technique for Solar Activity Forecasting Using Recurrent Elman Networks
Authors: Salvatore Marra, Francesco C. Morabito
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In this paper we present an efficient approach for the prediction of two sunspot-related time series, namely the Yearly Sunspot Number and the IR5 Index, that are commonly used for monitoring solar activity. The method is based on exploiting partially recurrent Elman networks and it can be divided into three main steps: the first one consists in a “de-rectification" of the time series under study in order to obtain a new time series whose appearance, similar to a sum of sinusoids, can be modelled by our neural networks much better than the original dataset. After that, we normalize the derectified data so that they have zero mean and unity standard deviation and, finally, train an Elman network with only one input, a recurrent hidden layer and one output using a back-propagation algorithm with variable learning rate and momentum. The achieved results have shown the efficiency of this approach that, although very simple, can perform better than most of the existing solar activity forecasting methods.
Keywords: Elman neural networks, sunspot, solar activity, time series prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1858768 A Comparison between Hybrid and Experimental Extended Polars for the Numerical Prediction of Vertical-Axis Wind Turbine Performance using Blade Element-Momentum Algorithm
Authors: Gabriele Bedon, Marco Raciti Castelli, Ernesto Benini
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A dynamic stall-corrected Blade Element-Momentum algorithm based on a hybrid polar is validated through the comparison with Sandia experimental measurements on a 5-m diameter wind turbine of Troposkien shape. Different dynamic stall models are evaluated. The numerical predictions obtained using the extended aerodynamic coefficients provided by both Sheldal and Klimas and Raciti Castelli et al. are compared to experimental data, determining the potential of the hybrid database for the numerical prediction of vertical-axis wind turbine performances.
Keywords: Darrieus wind turbine, Blade Element-Momentum Theory, extended airfoil database, hybrid database, Sandia 5-m wind turbine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2561767 System Reliability by Prediction of Generator Output and Losses in a Competitive Energy Market
Authors: Perumal Nallagownden, Ravindra N. Mukerjee, Syafrudin Masri
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In a competitive energy market, system reliability should be maintained at all times. Power system operation being of online in nature, the energy balance requirements must be satisfied to ensure reliable operation the system. To achieve this, information regarding the expected status of the system, the scheduled transactions and the relevant inputs necessary to make either a transaction contract or a transmission contract operational, have to be made available in real time. The real time procedure proposed, facilitates this. This paper proposes a quadratic curve learning procedure, which enables a generator-s contribution to the retailer demand, power loss of transaction in a line at the retail end and its associated losses for an oncoming operating scenario to be predicted. Matlab program was used to test in on a 24-bus IEE Reliability Test System, and the results are found to be acceptable.Keywords: Deregulation, learning coefficients, reliability, prediction, competitive energy market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1479766 Intelligent Heart Disease Prediction System Using CANFIS and Genetic Algorithm
Authors: Latha Parthiban, R. Subramanian
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Heart disease (HD) is a major cause of morbidity and mortality in the modern society. Medical diagnosis is an important but complicated task that should be performed accurately and efficiently and its automation would be very useful. All doctors are unfortunately not equally skilled in every sub specialty and they are in many places a scarce resource. A system for automated medical diagnosis would enhance medical care and reduce costs. In this paper, a new approach based on coactive neuro-fuzzy inference system (CANFIS) was presented for prediction of heart disease. The proposed CANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach which is then integrated with genetic algorithm to diagnose the presence of the disease. The performances of the CANFIS model were evaluated in terms of training performances and classification accuracies and the results showed that the proposed CANFIS model has great potential in predicting the heart disease.
Keywords: CANFIS, genetic algorithms, heart disease, membership function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3996765 Statistical Assessment of Models for Determination of Soil – Water Characteristic Curves of Sand Soils
Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha
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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and timeconsuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.
Keywords: Soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2665764 A Wall Law for Two-Phase Turbulent Boundary Layers
Authors: Dhahri Maher, Aouinet Hana
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The presence of bubbles in the boundary layer introduces corrections into the log law, which must be taken into account. In this work, a logarithmic wall law was presented for bubbly two phase flows. The wall law presented in this work was based on the postulation of additional turbulent viscosity associated with bubble wakes in the boundary layer. The presented wall law contained empirical constant accounting both for shear induced turbulence interaction and for non-linearity of bubble. This constant was deduced from experimental data. The wall friction prediction achieved with the wall law was compared to the experimental data, in the case of a turbulent boundary layer developing on a vertical flat plate in the presence of millimetric bubbles. A very good agreement between experimental and numerical wall friction prediction was verified. The agreement was especially noticeable for the low void fraction when bubble induced turbulence plays a significant role.Keywords: Bubbly flows, log law, boundary layer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1131763 Prediction of Optimum Cutting Parameters to obtain Desired Surface in Finish Pass end Milling of Aluminium Alloy with Carbide Tool using Artificial Neural Network
Authors: Anjan Kumar Kakati, M. Chandrasekaran, Amitava Mandal, Amit Kumar Singh
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End milling process is one of the common metal cutting operations used for machining parts in manufacturing industry. It is usually performed at the final stage in manufacturing a product and surface roughness of the produced job plays an important role. In general, the surface roughness affects wear resistance, ductility, tensile, fatigue strength, etc., for machined parts and cannot be neglected in design. In the present work an experimental investigation of end milling of aluminium alloy with carbide tool is carried out and the effect of different cutting parameters on the response are studied with three-dimensional surface plots. An artificial neural network (ANN) is used to establish the relationship between the surface roughness and the input cutting parameters (i.e., spindle speed, feed, and depth of cut). The Matlab ANN toolbox works on feed forward back propagation algorithm is used for modeling purpose. 3-12-1 network structure having minimum average prediction error found as best network architecture for predicting surface roughness value. The network predicts surface roughness for unseen data and found that the result/prediction is better. For desired surface finish of the component to be produced there are many different combination of cutting parameters are available. The optimum cutting parameter for obtaining desired surface finish, to maximize tool life is predicted. The methodology is demonstrated, number of problems are solved and algorithm is coded in Matlab®.Keywords: End milling, Surface roughness, Neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2165762 An Artificial Neural Network Model for Earthquake Prediction and Relations between Environmental Parameters and Earthquakes
Authors: S. Niksarlioglu, F. Kulahci
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Earthquakes are natural phenomena that occur with influence of a lot of parameters such as seismic activity, changing in the ground waters' motion, changing in the water-s temperature, etc. On the other hand, the radon gas concentrations in soil vary as nonlinear generally with earthquakes. Continuous measurement of the soil radon gas is very important for determination of characteristic of the seismic activity. The radon gas changes as continuous with strain occurring within the Earth-s surface during an earthquake and effects from the physical and the chemical processes such as soil structure, soil permeability, soil temperature, the barometric pressure, etc. Therefore, at the modeling researches are notsufficient to knowthe concentration ofradon gas. In this research, we determined relationships between radon emissions based on the environmental parameters and earthquakes occurring along the East Anatolian Fault Zone (EAFZ), Turkiye and predicted magnitudes of some earthquakes with the artificial neural network (ANN) model.
Keywords: Earthquake, Modeling, Prediction, Radon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3017761 Forecasting Stock Indexes Using Bayesian Additive Regression Tree
Authors: Darren Zou
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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.
Keywords: Bayesian, Forecast, Stock, BART.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 735760 Eukaryotic Gene Prediction by an Investigation of Nonlinear Dynamical Modeling Techniques on EIIP Coded Sequences
Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah
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Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.
Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1825759 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh
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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.
Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 799758 Reliability Analysis of Underground Pipelines Using Subset Simulation
Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li
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An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.
Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3556757 Computational Study and Wear Prediction of Steam Turbine Blade with Titanium-Nitride Coating Deposited by Physical Vapor Deposition Method
Authors: Karuna Tuchinda, Sasithon Bland
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This work investigates the wear of a steam turbine blade coated with titanium nitride (TiN), and compares to the wear of uncoated blades. The coating is deposited on by physical vapor deposition (PVD) method. The working conditions of the blade were simulated and surface temperature and pressure values as well as flow velocity and flow direction were obtained. This data was used in the finite element wear model developed here in order to predict the wear of the blade. The wear mechanisms considered are erosive wear due to particle impingement and fluid jet, and fatigue wear due to repeated impingement of particles and fluid jet. Results show that the life of the TiN-coated blade is approximately 1.76 times longer than the life of the uncoated one.
Keywords: Physical vapour deposition, steam turbine blade, titanium-based coating, wear prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3156756 Prediction the Deformation in Upsetting Process by Neural Network and Finite Element
Authors: H.Mohammadi Majd, M.Jalali Azizpour , Foad Saadi
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In this paper back-propagation artificial neural network (BPANN) is employed to predict the deformation of the upsetting process. To prepare a training set for BPANN, some finite element simulations were carried out. The input data for the artificial neural network are a set of parameters generated randomly (aspect ratio d/h, material properties, temperature and coefficient of friction). The output data are the coefficient of polynomial that fitted on barreling curves. Neural network was trained using barreling curves generated by finite element simulations of the upsetting and the corresponding material parameters. This technique was tested for three different specimens and can be successfully employed to predict the deformation of the upsetting processKeywords: Back-propagation artificial neural network(BPANN), prediction, upsetting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1554755 A Quantitative Analysis of GSM Air Interface Based on Radiating Columns and Prediction Model
Authors: K. M. Doraiswamy, Lakshminarayana Merugu, B. C. Jinaga
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This paper explains the cause of nonlinearity in floor attenuation hither to left unexplained. The performance degradation occurring in air interface for GSM signals is quantitatively analysed using the concept of Radiating Columns of buildings. The signal levels were measured using Wireless Network Optimising Drive Test Tool (E6474A of Agilent Technologies). The measurements were taken in reflected signal environment under usual fading conditions on actual GSM signals radiated from base stations. A mathematical model is derived from the measurements to predict the GSM signal levels in different floors. It was applied on three buildings and found that the predicted signal levels deviated from the measured levels with in +/- 2 dB for all floors. It is more accurate than the prediction models based on Floor Attenuation Factor. It can be used for planning proper indoor coverage in multi storey buildings.Keywords: GSM air interface, nonlinear attenuation, multistory building, radiating columns, ground conduction and floor attenuation factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1573754 A Reinforcement Learning Approach for Evaluation of Real-Time Disaster Relief Demand and Network Condition
Authors: Ali Nadi, Ali Edrissi
Abstract:
Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.
Keywords: Disaster management, real-time demand, reinforcement learning, relief demand.
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