Search results for: Proportional gain prediction.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1826

Search results for: Proportional gain prediction.

1406 Learning to Recommend with Negative Ratings Based on Factorization Machine

Authors: Caihong Sun, Xizi Zhang

Abstract:

Rating prediction is an important problem for recommender systems. The task is to predict the rating for an item that a user would give. Most of the existing algorithms for the task ignore the effect of negative ratings rated by users on items, but the negative ratings have a significant impact on users’ purchasing decisions in practice. In this paper, we present a rating prediction algorithm based on factorization machines that consider the effect of negative ratings inspired by Loss Aversion theory. The aim of this paper is to develop a concave and a convex negative disgust function to evaluate the negative ratings respectively. Experiments are conducted on MovieLens dataset. The experimental results demonstrate the effectiveness of the proposed methods by comparing with other four the state-of-the-art approaches. The negative ratings showed much importance in the accuracy of ratings predictions.

Keywords: Factorization machines, feature engineering, negative ratings, recommendation systems.

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1405 Prediction of Cutting Tool Life in Drilling of Reinforced Aluminum Alloy Composite Using a Fuzzy Method

Authors: Mohammed T. Hayajneh

Abstract:

Machining of Metal Matrix Composites (MMCs) is very significant process and has been a main problem that draws many researchers to investigate the characteristics of MMCs during different machining process. The poor machining properties of hard particles reinforced MMCs make drilling process a rather interesting task. Unlike drilling of conventional materials, many problems can be seriously encountered during drilling of MMCs, such as tool wear and cutting forces. Cutting tool wear is a very significant concern in industries. Cutting tool wear not only influences the quality of the drilled hole, but also affects the cutting tool life. Prediction the cutting tool life during drilling is essential for optimizing the cutting conditions. However, the relationship between tool life and cutting conditions, tool geometrical factors and workpiece material properties has not yet been established by any machining theory. In this research work, fuzzy subtractive clustering system has been used to model the cutting tool life in drilling of Al2O3 particle reinforced aluminum alloy composite to investigate of the effect of cutting conditions on cutting tool life. This investigation can help in controlling and optimizing of cutting conditions when the process parameters are adjusted. The built model for prediction the tool life is identified by using drill diameter, cutting speed, and cutting feed rate as input data. The validity of the model was confirmed by the examinations under various cutting conditions. Experimental results have shown the efficiency of the model to predict cutting tool life.

Keywords: Composite, fuzzy, tool life, wear.

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1404 A New History Based Method to Handle the Recurring Concept Shifts in Data Streams

Authors: Hossein Morshedlou, Ahmad Abdollahzade Barforoush

Abstract:

Recent developments in storage technology and networking architectures have made it possible for broad areas of applications to rely on data streams for quick response and accurate decision making. Data streams are generated from events of real world so existence of associations, which are among the occurrence of these events in real world, among concepts of data streams is logical. Extraction of these hidden associations can be useful for prediction of subsequent concepts in concept shifting data streams. In this paper we present a new method for learning association among concepts of data stream and prediction of what the next concept will be. Knowing the next concept, an informed update of data model will be possible. The results of conducted experiments show that the proposed method is proper for classification of concept shifting data streams.

Keywords: Data Stream, Classification, Concept Shift, History.

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1403 An Investigation into the Application of Artificial Neural Networks to the Prediction of Injuries in Sport

Authors: J. McCullagh, T. Whitfort

Abstract:

Artificial Neural Networks (ANNs) have been used successfully in many scientific, industrial and business domains as a method for extracting knowledge from vast amounts of data. However the use of ANN techniques in the sporting domain has been limited. In professional sport, data is stored on many aspects of teams, games, training and players. Sporting organisations have begun to realise that there is a wealth of untapped knowledge contained in the data and there is great interest in techniques to utilise this data. This study will use player data from the elite Australian Football League (AFL) competition to train and test ANNs with the aim to predict the onset of injuries. The results demonstrate that an accuracy of 82.9% was achieved by the ANNs’ predictions across all examples with 94.5% of all injuries correctly predicted. These initial findings suggest that ANNs may have the potential to assist sporting clubs in the prediction of injuries.

Keywords: Artificial Neural Networks, data, injuries, sport

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1402 Grid-HPA: Predicting Resource Requirements of a Job in the Grid Computing Environment

Authors: M. Bohlouli, M. Analoui

Abstract:

For complete support of Quality of Service, it is better that environment itself predicts resource requirements of a job by using special methods in the Grid computing. The exact and correct prediction causes exact matching of required resources with available resources. After the execution of each job, the used resources will be saved in the active database named "History". At first some of the attributes will be exploit from the main job and according to a defined similarity algorithm the most similar executed job will be exploited from "History" using statistic terms such as linear regression or average, resource requirements will be predicted. The new idea in this research is based on active database and centralized history maintenance. Implementation and testing of the proposed architecture results in accuracy percentage of 96.68% to predict CPU usage of jobs and 91.29% of memory usage and 89.80% of the band width usage.

Keywords: Active Database, Grid Computing, ResourceRequirement Prediction, Scheduling,

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1401 A 4-Element Corporate Series Feed Millimeter-Wave Microstrip Antenna Array for 5G Applications

Authors: G. Viswanadh Raviteja

Abstract:

In this paper, a microstrip antenna array is designed for 5G applications. A corporate series feed is considered to operate with a center frequency between 27 to 28 GHz to be able to cover the 5G frequency bands 24.25-27.5 GHz, 26.5-29.5 GHz and 27.5-28.35 GHz. The substrate is taken to be Rogers RT/Duroid 6002. The corporate series 5G antenna array is designed stage by stage by taking into consideration a conventional antenna designed at 28 GHz, thereby constructing the 2X1 antenna array before arriving at the final design structure of 4-element corporate series feed antenna array. The discussions concerning S11 parameter, gain and voltage standing wave ratio (VSWR) for the design structures are considered and all the important findings are tabulated. The proposed antenna array’s S11 parameter was found to be -29.00 dB at a frequency of 27.39 GHz with a good directional gain of 12.12 dB.

Keywords: Corporate series feed, millimeter wave antenna array, 5G applications, millimeter-wave (mm-wave) applications

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1400 Feature Selection Approaches with Missing Values Handling for Data Mining - A Case Study of Heart Failure Dataset

Authors: N.Poolsawad, C.Kambhampati, J. G. F. Cleland

Abstract:

In this paper, we investigated the characteristic of a clinical dataseton the feature selection and classification measurements which deal with missing values problem.And also posed the appropriated techniques to achieve the aim of the activity; in this research aims to find features that have high effect to mortality and mortality time frame. We quantify the complexity of a clinical dataset. According to the complexity of the dataset, we proposed the data mining processto cope their complexity; missing values, high dimensionality, and the prediction problem by using the methods of missing value replacement, feature selection, and classification.The experimental results will extend to develop the prediction model for cardiology.

Keywords: feature selection, missing values, classification, clinical dataset, heart failure.

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1399 Cloud Computing Cryptography "State-of-the-Art"

Authors: Omer K. Jasim, Safia Abbas, El-Sayed M. El-Horbaty, Abdel-Badeeh M. Salem

Abstract:

Cloud computing technology is very useful in present day to day life, it uses the internet and the central remote servers to provide and maintain data as well as applications. Such applications in turn can be used by the end users via the cloud communications without any installation. Moreover, the end users’ data files can be accessed and manipulated from any other computer using the internet services. Despite the flexibility of data and application accessing and usage that cloud computing environments provide, there are many questions still coming up on how to gain a trusted environment that protect data and applications in clouds from hackers and intruders. This paper surveys the “keys generation and management” mechanism and encryption/decryption algorithms used in cloud computing environments, we proposed new security architecture for cloud computing environment that considers the various security gaps as much as possible. A new cryptographic environment that implements quantum mechanics in order to gain more trusted with less computation cloud communications is given.

Keywords: Cloud Computing, Cloud Encryption Model, Quantum Key Distribution.

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1398 Parameter Sensitivity Analysis of Artificial Neural Network for Predicting Water Turbidity

Authors: Chia-Ling Chang, Chung-Sheng Liao

Abstract:

The present study focuses on the discussion over the parameter of Artificial Neural Network (ANN). Sensitivity analysis is applied to assess the effect of the parameters of ANN on the prediction of turbidity of raw water in the water treatment plant. The result shows that transfer function of hidden layer is a critical parameter of ANN. When the transfer function changes, the reliability of prediction of water turbidity is greatly different. Moreover, the estimated water turbidity is less sensitive to training times and learning velocity than the number of neurons in the hidden layer. Therefore, it is important to select an appropriate transfer function and suitable number of neurons in the hidden layer in the process of parameter training and validation.

Keywords: Artificial Neural Network (ANN), sensitivity analysis, turbidity.

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1397 Performance Analysis of Artificial Neural Network with Decision Tree in Prediction of Diabetes Mellitus

Authors: J. K. Alhassan, B. Attah, S. Misra

Abstract:

Human beings have the ability to make logical decisions. Although human decision - making is often optimal, it is insufficient when huge amount of data is to be classified. Medical dataset is a vital ingredient used in predicting patient’s health condition. In other to have the best prediction, there calls for most suitable machine learning algorithms. This work compared the performance of Artificial Neural Network (ANN) and Decision Tree Algorithms (DTA) as regards to some performance metrics using diabetes data. WEKA software was used for the implementation of the algorithms. Multilayer Perceptron (MLP) and Radial Basis Function (RBF) were the two algorithms used for ANN, while RegTree and LADTree algorithms were the DTA models used. From the results obtained, DTA performed better than ANN. The Root Mean Squared Error (RMSE) of MLP is 0.3913 that of RBF is 0.3625, that of RepTree is 0.3174 and that of LADTree is 0.3206 respectively.

Keywords: Artificial neural network, classification, decision tree, diabetes mellitus.

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1396 Combining the Deep Neural Network with the K-Means for Traffic Accident Prediction

Authors: Celso L. Fernando, Toshio Yoshii, Takahiro Tsubota

Abstract:

Understanding the causes of a road accident and predicting their occurrence is key to prevent deaths and serious injuries from road accident events. Traditional statistical methods such as the Poisson and the Logistics regressions have been used to find the association of the traffic environmental factors with the accident occurred; recently, an artificial neural network, ANN, a computational technique that learns from historical data to make a more accurate prediction, has emerged. Although the ability to make accurate predictions, the ANN has difficulty dealing with highly unbalanced attribute patterns distribution in the training dataset; in such circumstances, the ANN treats the minority group as noise. However, in the real world data, the minority group is often the group of interest; e.g., in the road traffic accident data, the events of the accident are the group of interest. This study proposes a combination of the k-means with the ANN to improve the predictive ability of the neural network model by alleviating the effect of the unbalanced distribution of the attribute patterns in the training dataset. The results show that the proposed method improves the ability of the neural network to make a prediction on a highly unbalanced distributed attribute patterns dataset; however, on an even distributed attribute patterns dataset, the proposed method performs almost like a standard neural network. 

Keywords: Accident risks estimation, artificial neural network, deep learning, K-mean, road safety.

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1395 Prediction of Bath Temperature Using Neural Networks

Authors: H. Meradi, S. Bouhouche, M. Lahreche

Abstract:

In this work, we consider an application of neural networks in LD converter. Application of this approach assumes a reliable prediction of steel temperature and reduces a reblow ratio in steel work. It has been applied a conventional model to charge calculation, the obtained results by this technique are not always good, this is due to the process complexity. Difficulties are mainly generated by the noisy measurement and the process non linearities. Artificial Neural Networks (ANNs) have become a powerful tool for these complex applications. It is used a backpropagation algorithm to learn the neural nets. (ANNs) is used to predict the steel bath temperature in oxygen converter process for the end condition. This model has 11 inputs process variables and one output. The model was tested in steel work, the obtained results by neural approach are better than the conventional model.

Keywords: LD converter, bath temperature, neural networks.

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1394 Quantitative Precipitation Forecast using MM5 and WRF models for Kelantan River Basin

Authors: Wardah, T., Kamil, A.A., Sahol Hamid, A.B., Maisarah, W.W.I

Abstract:

Quantitative precipitation forecast (QPF) from atmospheric model as input to hydrological model in an integrated hydro-meteorological flood forecasting system has been operational in many countries worldwide. High-resolution numerical weather prediction (NWP) models with grid cell sizes between 2 and 14 km have great potential in contributing towards reasonably accurate QPF. In this study the potential of two NWP models to forecast precipitation for a flood-prone area in a tropical region is examined. The precipitation forecasts produced from the Fifth Generation Penn State/NCAR Mesoscale (MM5) and Weather Research and Forecasting (WRF) models are statistically verified with the observed rain in Kelantan River Basin, Malaysia. The statistical verification indicates that the models have performed quite satisfactorily for low and moderate rainfall but not very satisfactory for heavy rainfall.

Keywords: MM5, Numerical weather prediction (NWP), quantitative precipitation forecast (QPF), WRF

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1393 Comparing Machine Learning Estimation of Fuel Consumption of Heavy-Duty Vehicles

Authors: Victor Bodell, Lukas Ekstrom, Somayeh Aghanavesi

Abstract:

Fuel consumption (FC) is one of the key factors in determining expenses of operating a heavy-duty vehicle. A customer may therefore request an estimate of the FC of a desired vehicle. The modular design of heavy-duty vehicles allows their construction by specifying the building blocks, such as gear box, engine and chassis type. If the combination of building blocks is unprecedented, it is unfeasible to measure the FC, since this would first r equire the construction of the vehicle. This paper proposes a machine learning approach to predict FC. This study uses around 40,000 vehicles specific and o perational e nvironmental c onditions i nformation, such as road slopes and driver profiles. A ll v ehicles h ave d iesel engines and a mileage of more than 20,000 km. The data is used to investigate the accuracy of machine learning algorithms Linear regression (LR), K-nearest neighbor (KNN) and Artificial n eural n etworks (ANN) in predicting fuel consumption for heavy-duty vehicles. Performance of the algorithms is evaluated by reporting the prediction error on both simulated data and operational measurements. The performance of the algorithms is compared using nested cross-validation and statistical hypothesis testing. The statistical evaluation procedure finds that ANNs have the lowest prediction error compared to LR and KNN in estimating fuel consumption on both simulated and operational data. The models have a mean relative prediction error of 0.3% on simulated data, and 4.2% on operational data.

Keywords: Artificial neural networks, fuel consumption, machine learning, regression, statistical tests.

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1392 Tool Wear and Surface Roughness Prediction using an Artificial Neural Network (ANN) in Turning Steel under Minimum Quantity Lubrication (MQL)

Authors: S. M. Ali, N. R. Dhar

Abstract:

Tool wear and surface roughness prediction plays a significant role in machining industry for proper planning and control of machining parameters and optimization of cutting conditions. This paper deals with developing an artificial neural network (ANN) model as a function of cutting parameters in turning steel under minimum quantity lubrication (MQL). A feed-forward backpropagation network with twenty five hidden neurons has been selected as the optimum network. The co-efficient of determination (R2) between model predictions and experimental values are 0.9915, 0.9906, 0.9761 and 0.9627 in terms of VB, VM, VS and Ra respectively. The results imply that the model can be used easily to forecast tool wear and surface roughness in response to cutting parameters.

Keywords: ANN, MQL, Surface Roughness, Tool Wear.

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1391 Validation of the WAsP Model for a Terrain Surrounded by Mountainous Region

Authors: Mohammadamin Zanganeh, Vahid Khalajzadeh

Abstract:

The problems associated with wind predictions of WAsP model in complex terrain are already the target of several studies in the last decade. In this paper, the influence of surrounding orography on accuracy of wind data analysis of a train is investigated. For the case study, a site with complex surrounding orography is considered. This site is located in Manjil, one of the windiest cities of Iran. For having precise evaluation of wind regime in the site, one-year wind data measurements from two metrological masts are used. To validate the obtained results from WAsP, the cross prediction between each mast is performed. The analysis reveals that WAsP model can estimate the wind speed behavior accurately. In addition, results show that this software can be used for predicting the wind regime in flat sites with complex surrounding orography.

Keywords: Complex terrain, Meteorological mast, WAsPmodel, Wind prediction

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1390 Prediction Heating Values of Lignocellulosics from Biomass Characteristics

Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon

Abstract:

The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.

Keywords: Heating value equation, Proximate analysis, Ultimate analysis.

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1389 Design of CMOS CFOA Based on Pseudo Operational Transconductance Amplifier

Authors: Hassan Jassim Motlak

Abstract:

A novel design technique employing CMOS Current Feedback Operational Amplifier (CFOA) is presented. The feature of consumption very low power in designing pseudo-OTA is used to decreasing the total power consumption of the proposed CFOA. This design approach applies pseudo-OTA as input stage cascaded with buffer stage. Moreover, the DC input offset voltage and harmonic distortion (HD) of the proposed CFOA are very low values compared with the conventional CMOS CFOA due to the symmetrical input stage. P-Spice simulation results are obtained using 0.18μm MIETEC CMOS process parameters and supply voltage of ±1.2V, 50μA biasing current. The p-spice simulation shows excellent improvement of the proposed CFOA over existing CMOS CFOA. Some of these performance parameters, for example, are DC gain of 62. dB, openloop gain bandwidth product of 108 MHz, slew rate (SR+) of +71.2V/μS, THD of -63dB and DC consumption power (PC) of 2mW.

Keywords: Pseudo-OTA used CMOS CFOA, low power CFOA, high-performance CFOA, novel CFOA.

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1388 Allometric Models for Biomass Estimation in Savanna Woodland Area, Niger State, Nigeria

Authors: Abdullahi Jibrin, Aishetu Abdulkadir

Abstract:

The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. F-test values for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.

Keywords: Allometriy, biomass, carbon stock, model, regression equation, woodland, inventory.

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1387 Comparison of Machine Learning Models for the Prediction of System Marginal Price of Greek Energy Market

Authors: Ioannis P. Panapakidis, Marios N. Moschakis

Abstract:

The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

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1386 Performance Prediction Methodology of Slow Aging Assets

Authors: M. Ben Slimene, M.-S. Ouali

Abstract:

Asset management of urban infrastructures faces a multitude of challenges that need to be overcome to obtain a reliable measurement of performances. Predicting the performance of slowly aging systems is one of those challenges, which helps the asset manager to investigate specific failure modes and to undertake the appropriate maintenance and rehabilitation interventions to avoid catastrophic failures as well as to optimize the maintenance costs. This article presents a methodology for modeling the deterioration of slowly degrading assets based on an operating history. It consists of extracting degradation profiles by grouping together assets that exhibit similar degradation sequences using an unsupervised classification technique derived from artificial intelligence. The obtained clusters are used to build the performance prediction models. This methodology is applied to a sample of a stormwater drainage culvert dataset.

Keywords: Artificial intelligence, clustering, culvert, regression model, slow degradation.

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1385 Improving Protein-Protein Interaction Prediction by Using Encoding Strategies and Random Indices

Authors: Essam Al-Daoud

Abstract:

A New features are extracted and compared to improve the prediction of protein-protein interactions. The basic idea is to select and use the best set of features from the Tensor matrices that are produced by the frequency vectors of the protein sequences. Three set of features are compared, the first set is based on the indices that are the most common in the interacting proteins, the second set is based on the indices that tend to be common in the interacting and non-interacting proteins, and the third set is constructed by using random indices. Moreover, three encoding strategies are compared; that are based on the amino asides polarity, structure, and chemical properties. The experimental results indicate that the highest accuracy can be obtained by using random indices with chemical properties encoding strategy and support vector machine.

Keywords: protein-protein interactions, random indices, encoding strategies, support vector machine.

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1384 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids

Authors: Caroline E. Mendes, Alberto C. Badino

Abstract:

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.

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1383 Millimeter Wave I/Q Generation with the Inductive Resonator Matched Poly-Phase Filter

Authors: Ki-Jin Kim, Sanghoon Park, K. H. Ahn

Abstract:

A way of generating millimeter wave I/Q signal using inductive resonator matched poly-phase filter is suggested. Normally the poly-phase filter generates quite accurate I/Q phase and magnitude but the loss of the filter is considerable due to series connection of passive RC components. This loss term directly increases system noise figure when the poly-phase filter is used in RF Front-end. The proposed matching method eliminates above mentioned loss and in addition provides gain on the passive filter. The working algorithm is illustrated by mathematical analysis. The generated I/Q signal is used in implementing millimeter wave phase shifter for the 60 GHz communication system to verify its effectiveness. The circuit is fabricated in 90 nm TSMC RF CMOS process under 1.2 V supply voltage. The measurement results showed that the suggested method improved gain by 6.5 dB and noise by 2.3 dB. The summary of the proposed I/Q generation is compared with previous works.

Keywords: Millimeter Wave Circuits, Local Distribution, I/Q Generator.

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1382 Remaining Useful Life Prediction Using Elliptical Basis Function Network and Markov Chain

Authors: Yi Yu, Lin Ma, Yong Sun, Yuantong Gu

Abstract:

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

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1381 Design of High Gain, High Bandwidth Op-Amp for Reduction of Mismatch Currents in Charge Pump PLL in 180 nm CMOS Technology

Authors: R .H. Talwekar, S. S Limaye

Abstract:

The designing of charge pump with high gain Op- Amp is a challenging task for getting faithful response .Design of high performance phase locked loop require ,a design of high performance charge pump .We have designed a operational amplifier for reducing the error caused by high speed glitch in a transistor and mismatch currents . A separate Op-Amp has designed in 180 nm CMOS technology by CADENCE VIRTUOSO tool. This paper describes the design of high performance charge pump for GHz CMOS PLL targeting orthogonal frequency division multiplexing (OFDM) application. A high speed low power consumption Op-Amp with more than 500 MHz bandwidth has designed for increasing the speed of charge pump in Phase locked loop.

Keywords: Charge pump (CP) Orthogonal frequency divisionmultiplexing (OFDM), Phase locked loop (PLL), Phase frequencydetector (PFD), Voltage controlled oscillator (VCO),

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1380 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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1379 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

Abstract:

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.

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1378 Effects of Incident Angle and Distance on Visible Light Communication

Authors: Taegyoo Woo, Jong Kang Park, Jong Tae Kim

Abstract:

Visible Light Communication (VLC) provides wireless communication features in illumination systems. One of the key applications is to recognize the user location by indoor illuminators such as light emitting diodes. For localization of individual receivers in these systems, we usually assume that receivers and transmitters are placed in parallel. However, it is difficult to satisfy this assumption because the receivers move randomly in real case. It is necessary to analyze the case when transmitter is not placed perfectly parallel to receiver. It is also important to identify changes on optical gain by the tilted angles and distances of them against the illuminators. In this paper, we simulate optical gain for various cases where the tilt of the receiver and the distance change. Then, we identified changing patterns of optical gains according to tilted angles of a receiver and distance. These results can help many VLC applications understand the extent of the location errors with regard to optical gains of the receivers and identify the root cause.

Keywords: Visible light communication, optical channel, indoor positioning, Lambertian radiation.

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1377 An Improved Conjugate Gradient Based Learning Algorithm for Back Propagation Neural Networks

Authors: N. M. Nawi, R. S. Ransing, M. R. Ransing

Abstract:

The conjugate gradient optimization algorithm is combined with the modified back propagation algorithm to yield a computationally efficient algorithm for training multilayer perceptron (MLP) networks (CGFR/AG). The computational efficiency is enhanced by adaptively modifying initial search direction as described in the following steps: (1) Modification on standard back propagation algorithm by introducing a gain variation term in the activation function, (2) Calculation of the gradient descent of error with respect to the weights and gains values and (3) the determination of a new search direction by using information calculated in step (2). The performance of the proposed method is demonstrated by comparing accuracy and computation time with the conjugate gradient algorithm used in MATLAB neural network toolbox. The results show that the computational efficiency of the proposed method was better than the standard conjugate gradient algorithm.

Keywords: Adaptive gain variation, back-propagation, activation function, conjugate gradient, search direction.

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