Search results for: Stock Prediction

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.

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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.

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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.

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Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

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How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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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 process

Keywords: Back-propagation artificial neural network(BPANN), prediction, upsetting

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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.

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Authors: Ali Nadi, Ali Edrissi

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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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Authors: M. Mohagheghian, A. M. Ghaedi, A. Vafaei

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An artificial neural network (ANN) model is presented for the prediction of kinematic viscosity of binary mixtures of poly (ethylene glycol) (PEG) in water as a function of temperature, number-average molecular weight and mass fraction. Kinematic viscosities data of aqueous solutions for PEG (0.55419×10-6 – 9.875×10-6 m2/s) were obtained from the literature for a wide range of temperatures (277.15 - 338.15 K), number-average molecular weight (200 -10000), and mass fraction (0.0 – 1.0). A three layer feed-forward artificial neural network was employed. This model predicts the kinematic viscosity with a mean square error (MSE) of 0.281 and the coefficient of determination (R2) of 0.983. The results show that the kinematic viscosity of binary mixture of PEG in water could be successfully predicted using an artificial neural network model.

Keywords: Artificial neural network, kinematic viscosity, poly ethylene glycol (PEG)

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Authors: Sorayya Malek, Mogeeb Mosleh, Sharifah M. Syed

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In this study, Support Vector Machine (SVM) technique was applied to predict the dichotomized value of Dissolved oxygen (DO) from two freshwater lakes namely Chini and Bera Lake (Malaysia). Data sample contained 11 parameters for water quality features from year 2005 until 2009. All data parameters were used to predicate the dissolved oxygen concentration which was dichotomized into 3 different levels (High, Medium, and Low). The input parameters were ranked, and forward selection method was applied to determine the optimum parameters that yield the lowest errors, and highest accuracy. Initial results showed that pH, Water Temperature, and Conductivity are the most important parameters that significantly affect the predication of DO. Then, SVM model was applied using the Anova kernel with those parameters yielded 74% accuracy rate. We concluded that using SVM models to predicate the DO is feasible, and using dichotomized value of DO yields higher prediction accuracy than using precise DO value.

Keywords: Dissolved oxygen, Water quality, predication DO, Support Vector Machine.

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Authors: Azad A. Mohammed, Gulan B. Hassan

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Analytical procedure was carried out in this paper to calculate the ultimate load capacity of reinforced concrete corbels strengthened or repaired externally with CFRP sheets. Strut and tie method and shear friction method proposed earlier for analyzing reinforced concrete corbels were modified to incorporate the effect of external CFRP sheets bonded to the corbel. The points of weakness of any method that lead to an inaccuracy, especially when overestimating test results were checked and discussed. Comparison of prediction with the test data indicates that the ratio of test / calculated ultimate load is 0.82 and 1.17 using strut and tie method and shear friction method, respectively. If the limits of maximum shear stress is followed, the calculated ultimate load capacity using shear friction method was found to underestimates test data considerably.

Keywords: Corbel, Strengthening, Strut and Tie Model, Shear Friction

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Authors: Enas M. F. El Houby, Marwa S. Hassan

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Combined therapy using Interferon and Ribavirin is the standard treatment in patients with chronic hepatitis C. However, the number of responders to this treatment is low, whereas its cost and side effects are high. Therefore, there is a clear need to predict patient’s response to the treatment based on clinical information to protect the patients from the bad drawbacks, Intolerable side effects and waste of money. Different machine learning techniques have been developed to fulfill this purpose. From these techniques are Associative Classification (AC) and Decision Tree (DT). The aim of this research is to compare the performance of these two techniques in the prediction of virological response to the standard treatment of HCV from clinical information. 200 patients treated with Interferon and Ribavirin; were analyzed using AC and DT. 150 cases had been used to train the classifiers and 50 cases had been used to test the classifiers. The experiment results showed that the two techniques had given acceptable results however the best accuracy for the AC reached 92% whereas for DT reached 80%.

Keywords: Associative Classification, Data mining, Decision tree, HCV, interferon.

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Authors: M. Raciti Castelli, G. Grandi, E. Benini

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This paper presents a study of laminar to turbulent transition on a profile specifically designed for wind turbine blades, the DU91-W2-250, which belongs to a class of wind turbine dedicated airfoils, developed by Delft University of Technology. A comparison between the experimental behavior of the airfoil studied at Delft wind tunnel and the numerical predictions of the commercial CFD solver ANSYS FLUENT® has been performed. The prediction capabilities of the Spalart-Allmaras turbulence model and of the γ-θ Transitional model have been tested. A sensitivity analysis of the numerical results to the spatial domain discretization has also been performed using four different computational grids, which have been created using the mesher GAMBIT®. The comparison between experimental measurements and CFD results have allowed to determine the importance of the numerical prediction of the laminar to turbulent transition, in order not to overestimate airfoil friction drag due to a fully turbulent-regime flow computation.

Keywords: CFD, wind turbine, DU91-W2-250, laminar to turbulent transition.

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Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat

Abstract:

Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.

Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.

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Authors: Gen Sakoda, Hideki Takayasu, Misako Takayasu

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Waste reduction is a fundamental problem for sustainability. Methods for waste reduction with point-of-sales (POS) data are proposed, utilizing the knowledge of a recent econophysics study on a statistical property of POS data. Concretely, the non-stationary time series analysis method based on the Particle Filter is developed, which considers abnormal fluctuation scaling known as Taylor's law. This method is extended for handling incomplete sales data because of stock-outs by introducing maximum likelihood estimation for censored data. The way for optimal stock determination with pricing the cost of waste reduction is also proposed. This study focuses on the examination of the methods for large sales numbers where Taylor's law is obvious. Numerical analysis using aggregated POS data shows the effectiveness of the methods to reduce food waste maintaining a high profit for large sales numbers. Moreover, the way of pricing the cost of waste reduction reveals that a small profit loss realizes substantial waste reduction, especially in the case that the proportionality constant  of Taylor’s law is small. Specifically, around 1% profit loss realizes half disposal at =0.12, which is the actual  value of processed food items used in this research. The methods provide practical and effective solutions for waste reduction keeping a high profit, especially with large sales numbers.

Keywords: Food waste reduction, particle filter, point of sales, sustainable development goals, Taylor's Law, time series analysis.

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Authors: Muhammad Aqil, Ichiro Kita, Moses Macalinao

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Reliable water level forecasts are particularly important for warning against dangerous flood and inundation. The current study aims at investigating the suitability of the adaptive network based fuzzy inference system for continuous water level modeling. A hybrid learning algorithm, which combines the least square method and the back propagation algorithm, is used to identify the parameters of the network. For this study, water levels data are available for a hydrological year of 2002 with a sampling interval of 1-hour. The number of antecedent water level that should be included in the input variables is determined by two statistical methods, i.e. autocorrelation function and partial autocorrelation function between the variables. Forecasting was done for 1-hour until 12-hour ahead in order to compare the models generalization at higher horizons. The results demonstrate that the adaptive networkbased fuzzy inference system model can be applied successfully and provide high accuracy and reliability for river water level estimation. In general, the adaptive network-based fuzzy inference system provides accurate and reliable water level prediction for 1-hour ahead where the MAPE=1.15% and correlation=0.98 was achieved. Up to 12-hour ahead prediction, the model still shows relatively good performance where the error of prediction resulted was less than 9.65%. The information gathered from the preliminary results provide a useful guidance or reference for flood early warning system design in which the magnitude and the timing of a potential extreme flood are indicated.

Keywords: Neural Network, Fuzzy, River, Forecasting

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Authors: Nastaran Moosavi, Mohammad Mokhtari

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Seismic inversion is a technique which has been in use for years and its main goal is to estimate and to model physical characteristics of rocks and fluids. Generally, it is a combination of seismic and well-log data. Seismic inversion can be carried out through different methods; we have conducted and compared post-stack and pre- stack seismic inversion methods on real data in one of the fields in the Persian Gulf. Pre-stack seismic inversion can transform seismic data to rock physics such as P-impedance, S-impedance and density. While post- stack seismic inversion can just estimate P-impedance. Then these parameters can be used in reservoir identification. Based on the results of inverting seismic data, a gas reservoir was detected in one of Hydrocarbon oil fields in south of Iran (Persian Gulf). By comparing post stack and pre-stack seismic inversion it can be concluded that the pre-stack seismic inversion provides a more reliable and detailed information for identification and prediction of hydrocarbon reservoirs.

Keywords: Density, P-impedance, S-impedance, post-stack seismic inversion, pre-stack seismic inversion.

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Authors: J. Bouchard, B. Prosperi, G. Bavre, M. Daudé, E. Jeandupeux

Abstract:

Young patients suffering from Cerebral Palsy are facing difficult choices concerning heavy surgeries. Diagnosis settled by surgeons can be complex and on the other hand decision for patient about getting or not such a surgery involves important reflection effort. Proposed software combining prediction for surgeries and post surgery kinematic values, and from 3D model representing the patient is an innovative tool helpful for both patients and medicine professionals. Beginning with analysis and classification of kinematics values from Data Base extracted from gait analysis in 3 separated clusters, it is possible to determine close similarity between patients. Prediction surgery best adapted to improve a patient gait is then determined by operating a suitable preconditioned neural network. Finally, patient 3D modeling based on kinematic values analysis, is animated thanks to post surgery kinematic vectors characterizing the closest patient selected from patients clustering.

Keywords: Cerebral Palsy, Clustering, Crouch Gait, 3-D Modeling.

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Authors: K. S. Jasmine, R. Vasantha

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Component-Based software engineering provides an opportunity for better quality and increased productivity in software development by using reusable software components [10]. One of the most critical aspects of the quality of a software system is its performance. The systematic application of software performance engineering techniques throughout the development process can help to identify design alternatives that preserve desirable qualities such as extensibility and reusability while meeting performance objectives [1]. In the present scenario, software engineering methodologies strongly focus on the functionality of the system, while applying a “fix- it-later" approach to software performance aspects [3]. As a result, lengthy fine-tunings, expensive extra hard ware, or even redesigns are necessary for the system to meet the performance requirements. In this paper, we propose design based, implementation independent, performance prediction approach to reduce the overhead associated in the later phases while developing a performance guaranteed software product with the help of Unified Modeling Language (UML).

Keywords: Software Reuse, Component-based development, Unified Modeling Language, Software performance, Software components, Performance engineering, Software engineering.

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Authors: Alanoud Moraya Aldalan, Abdulaziz Almaleh

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A crucial part of maintaining a customer-oriented business in the telecommunications industry is understanding the reasons and factors that lead to customer churn. Competition between telecom companies has greatly increased in recent years, which has made it more important to understand customers’ needs in this strong market. For those who are looking to turn over their service providers, understanding their needs is especially important. Predictive churn is now a mandatory requirement for retaining customers in the telecommunications industry. Machine learning can be used to accomplish this. Churn Prediction has become a very important topic in terms of machine learning classification in the telecommunications industry. Understanding the factors of customer churn and how they behave is very important to building an effective churn prediction model. This paper aims to predict churn and identify factors of customers’ churn based on their past service usage history. Aiming at this objective, the study makes use of feature selection, normalization, and feature engineering. Then, this study compared the performance of four different machine learning algorithms on the Orange dataset: Logistic Regression, Random Forest, Decision Tree, and Gradient Boosting. Evaluation of the performance was conducted by using the F1 score and ROC-AUC. Comparing the results of this study with existing models has proven to produce better results. The results showed the Gradients Boosting with feature selection technique outperformed in this study by achieving a 99% F1-score and 99% AUC, and all other experiments achieved good results as well.

Keywords: Machine Learning, Gradient Boosting, Logistic Regression, Churn, Random Forest, Decision Tree, ROC, AUC, F1-score.

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Authors: Z. Bottyán, F. Wantuch, A. Z. Gyöngyösi, Z. Tuba, K. Hadobács, P. Kardos, R. Kurunczi

Abstract:

The sensitivity of UAVs to the atmospheric effects are apparent. All the same the meteorological support for the UAVs missions is often non-adequate or partly missing. In our paper we show a new complex meteorological support system for different types of UAVs pilots, specialists and decision makers, too. The mentioned system has two important parts with different forecasts approach such as the statistical and dynamical ones. The statistical prediction approach is based on a large climatological data base and the special analog method which is able to select similar weather situations from the mentioned data base to apply them during the forecasting procedure. The applied dynamic approach uses the specific WRF model runs twice a day and produces 96 hours, high resolution weather forecast for the UAV users over the Hungary. An easy to use web-based system can give important weather information over the Carpathian basin in Central-Europe. The mentioned products can be reached via internet connection.

Keywords: Aviation meteorology, statistical weather prediction, unmanned aerial systems, WRF.

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Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone

Abstract:

Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.

Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.

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Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami

Abstract:

There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.

Keywords: ARMAX, Dynamic systems, MGT, Prediction, Rail degradation.

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Authors: Mohd Azman Abdul Latif, Erwan Basiron

Abstract:

A flaw or drift from expected operational performance in one component (NAND, PMIC, controller, DRAM, etc.) may affect the reliability of the entire Solid State Drive (SSD) system. Therefore, it is important to ensure the required quality of each individual component through qualification testing specified using standards or user requirements. Qualification testing is time-consuming and comes at a substantial cost for product manufacturers. A highly technical team, from all the eminent stakeholders is embarking on reliability prediction from beginning of new product development, identify critical to reliability parameters, perform full-blown characterization to embed margin into product reliability and establish control to ensure the product reliability is sustainable in the mass production. The paper will discuss a comprehensive development framework, comprehending SSD end to end from design to assembly, in-line inspection, in-line testing and will be able to predict and to validate the product reliability at the early stage of new product development. During the design stage, the SSD will go through intense reliability margin investigation with focus on assembly process attributes, process equipment control, in-process metrology and also comprehending forward looking product roadmap. Once these pillars are completed, the next step is to perform process characterization and build up reliability prediction modeling. Next, for the design validation process, the reliability prediction specifically solder joint simulator will be established. The SSD will be stratified into Non-Operating and Operating tests with focus on solder joint reliability and connectivity/component latent failures by prevention through design intervention and containment through Temperature Cycle Test (TCT). Some of the SSDs will be subjected to the physical solder joint analysis called Dye and Pry (DP) and Cross Section analysis. The result will be feedbacked to the simulation team for any corrective actions required to further improve the design. Once the SSD is validated and is proven working, it will be subjected to implementation of the monitor phase whereby Design for Assembly (DFA) rules will be updated. At this stage, the design change, process and equipment parameters are in control. Predictable product reliability at early product development will enable on-time sample qualification delivery to customer and will optimize product development validation, effective development resource and will avoid forced late investment to bandage the end-of-life product failures. Understanding the critical to reliability parameters earlier will allow focus on increasing the product margin that will increase customer confidence to product reliability.

Keywords: e2e reliability prediction, SSD, TCT, Solder Joint Reliability, NUDD, connectivity issues, qualifications, characterization and control.

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Authors: Gonzalo Rubio, Eusebio Valero, Sven Lanzan

Abstract:

The design of a modern aircraft is based on three pillars: theoretical results, experimental test and computational simulations. As a results of this, Computational Fluid Dynamic (CFD) solvers are widely used in the aeronautical field. These solvers require the correct selection of many parameters in order to obtain successful results. Besides, the computational time spent in the simulation depends on the proper choice of these parameters. In this paper we create an expert system capable of making an accurate prediction of the number of iterations and time required for the convergence of a computational fluid dynamic (CFD) solver. Artificial neural network (ANN) has been used to design the expert system. It is shown that the developed expert system is capable of making an accurate prediction the number of iterations and time required for the convergence of a CFD solver.

Keywords: Artificial Neural Network, Computational Fluid Dynamics, Optimization

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Authors: Arun Goel

Abstract:

Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly & Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly & Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicate the improvement in the performance of SVM (Poly & Rbf) in comparison to dimensional form of scour.

Keywords: Modeling, pier scour, regression, prediction, SVM (Poly & Rbf kernels).

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Authors: Ahmed T. Farid, Muhammed Rizwan

Abstract:

Geotechnical study for evaluating soil or rock permeability is a highly important parameter. Permeability values for rock formations are more difficult for determination than soil formation as it is an effect of the rock quality and its fracture values. In this research, the prediction of in situ permeability of limestone rock formations was predicted. The limestone rock permeability was evaluated using Lugeon tests (in-situ packer permeability). Different sites which spread all over the Riyadh region of Saudi Arabia were chosen to conduct our study of predicting the in-situ permeability of limestone rock. Correlations were deducted between the values of in-situ permeability of the limestone rock with the value of the rock quality designation (RQD) calculated during the execution of the boreholes of the study areas. The study was performed for different ranges of RQD values measured during drilling of the sites boreholes. The developed correlations are recommended for the onsite determination of the in-situ permeability of limestone rock only. For the other sedimentary formations of rock, more studies are needed for predicting the actual correlations related to each type.

Keywords: Packer, permeability, rock, quality.

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Authors: Seongjun Kim, Sanghoon Shim, Jinwooung Kim, Jaehwan Jung, Sung-Ah Kim

Abstract:

As the development of information and communication technology, the convergence of machine learning of the ICT area and design is attempted. In this way, it is possible to grasp the correlation between various design elements, which was difficult to grasp, and to reflect this in the design result. In architecture, there is an attempt to predict the performance, which is difficult to grasp in the past, by finding the correlation among multiple factors mainly through machine learning. In architectural design area, some attempts to predict the performance affected by various factors have been tried. With machine learning, it is possible to quickly predict performance. The aim of this study is to propose a model that predicts performance according to the block arrangement of apartment housing through machine learning and the design alternative which satisfies the performance such as the daylight hours in the most similar form to the alternative proposed by the designer. Through this study, a designer can proceed with the design considering various design alternatives and accurate performances quickly from the early design stage.

Keywords: Apartment housing, machine learning, multi-objective optimization, performance prediction.

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Authors: Bi-Huei Tsai

Abstract:

Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.

Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.

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Authors: Chih-Hsiang Chang, I-Fan Ho

Abstract:

This study examines the credibility of the signaling as explanation for IPO initial underpricing. Findings reveal the initial underpricing and the long-term underperformance of IPOs in Taiwan. However, we only find weak support for signaling as explanation of IPO underpricing.

Keywords: Signaling, IPO initial underpricing, IPO long-term underperformance, Taiwan’s stock market.

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Authors: Jawairia Umar, Tanveer Hussain, Zulfiqar Ali, Muhammad Maqsood

Abstract:

Different knitted structures and knitted parameters play a vital role in the stretch and recovery management of compression sportswear in addition to the materials use to generate this stretch and recovery behavior of the fabric. The present work was planned to predict the different performance indicators of a compression sportswear fabric with some ground parameters i.e. base yarn stitch length (polyester as base yarn and spandex as plating yarn involve to make a compression fabric) and linear density of the spandex which is a key material of any sportswear fabric. The prediction models were generated by response surface method for performance indicators such as stretch & recovery percentage, compression generated by the garment on body, total elongation on application of high power force and load generated on certain percentage extension in fabric. Certain physical properties of the fabric were also modeled using these two parameters.

Keywords: Compression, sportswear, stretch and recovery, statistical model, kikuhime.

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