Search results for: interior point method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9437

Search results for: interior point method

4757 Study of Forging Process in 7075 Aluminum Alloy Professional Bicycle Pedal using Taguchi Method

Authors: Dyi-Cheng Chen, Wen-Hsuan Ku, Ming-Ren Chen

Abstract:

The current of professional bicycle pedal-s manufacturing model mostly used casting, forging, die-casting processing methods, so the paper used 7075 aluminum alloy which is to produce the bicycle parts most commonly, and employs the rigid-plastic finite element (FE) DEFORMTM 3D software to simulate and to analyze the professional bicycle pedal design. First we use Solid works 2010 3D graphics software to design the professional bicycle pedal of the mold and appearance, then import finite element (FE) DEFORMTM 3D software for analysis. The paper used rigid-plastic model analytical methods, and assuming mode to be rigid body. A series of simulation analyses in which the variables depend on different temperature of forging billet, friction factors, forging speed, mold temperature are reveal to effective stress, effective strain, damage and die radial load distribution for forging bicycle pedal. The analysis results hope to provide professional bicycle pedal forming mold references to identified whether suit with the finite element results for high-strength design suitability of aluminum alloy.

Keywords: Bicycle pedal, finite element analysis, 7075 aluminum alloy, Taguchi method

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4756 Research of Strong-Column-Weak-Beam Criteria of Reinforced Concrete Frames Subjected to Biaxial Seismic Excitation

Authors: Chong Zhang, Mu-Xuan Tao

Abstract:

In several earthquakes, numerous reinforced concrete (RC) frames subjected to seismic excitation demonstrated a collapse pattern characterized by column hinges, though designed according to the Strong-Column-Weak-Beam (S-C-W-B) criteria. The effect of biaxial seismic excitation on the disparity between design and actual performance is carefully investigated in this article. First, a modified load contour method is proposed to derive a closed-form equation of biaxial bending moment strength, which is verified by numerical and experimental tests. Afterwards, a group of time history analyses of a simple frame modeled by fiber beam-column elements subjected to biaxial seismic excitation are conducted to verify that the current S-C-W-B criteria are not adequate to prevent the occurrence of column hinges. A biaxial over-strength factor is developed based on the proposed equation, and the reinforcement of columns is appropriately amplified with this factor to prevent the occurrence of column hinges under biaxial excitation, which is proved to be effective by another group of time history analyses.

Keywords: Biaxial bending moment strength, biaxial seismic excitation, fiber beam-column model, load contour method, strong-column-weak-beam.

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4755 Thermal Cracking Approach Investigation to Improve Biodiesel Properties

Authors: Roghaieh Parvizsedghy, Seyyed Mojtaba Sadrameli

Abstract:

Biodiesel as an alternative diesel fuel is steadily gaining more attention and significance. However, there are some drawbacks while using biodiesel regarding its properties that requires it to be blended with petrol based diesel and/or additives to improve the fuel characteristics. This study analyses thermal cracking as an alternative technology to improve biodiesel characteristics in which, FAME based biodiesel produced by transesterification of castor oil is fed into a continuous thermal cracking reactor at temperatures range of 450-500°C and flowrate range of 20-40 g/hr. Experiments designed by response surface methodology and subsequent statistical studies show that temperature and feed flowrate significantly affect the products yield. Response surfaces were used to study the impact of temperature and flowrate on the product properties. After each experiment, the produced crude bio-oil was distilled and diesel cut was separated. As shorter chain molecules are produced through thermal cracking, the distillation curve of the diesel cut fitted more with petrol based diesel curve in comparison to the biodiesel. Moreover, the produced diesel cut properties adequately pose within property ranges defined by the related standard of petrol based diesel. Cold flow properties, high heating value as the main drawbacks of the biodiesel are improved by this technology. Thermal cracking decreases kinematic viscosity, Flash point and cetane number. 

Keywords: Biodiesel, castor oil, fuel properties, thermal cracking.

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4754 A New Fast Intra Prediction Mode Decision Algorithm for H.264/AVC Encoders

Authors: A. Elyousfi, A. Tamtaoui, E. Bouyakhf

Abstract:

The H.264/AVC video coding standard contains a number of advanced features. Ones of the new features introduced in this standard is the multiple intramode prediction. Its function exploits directional spatial correlation with adjacent block for intra prediction. With this new features, intra coding of H.264/AVC offers a considerably higher improvement in coding efficiency compared to other compression standard, but computational complexity is increased significantly when brut force rate distortion optimization (RDO) algorithm is used. In this paper, we propose a new fast intra prediction mode decision method for the complexity reduction of H.264 video coding. for luma intra prediction, the proposed method consists of two step: in the first step, we make the RDO for four mode of intra 4x4 block, based the distribution of RDO cost of those modes and the idea that the fort correlation with adjacent mode, we select the best mode of intra 4x4 block. In the second step, we based the fact that the dominating direction of a smaller block is similar to that of bigger block, the candidate modes of 8x8 blocks and 16x16 macroblocks are determined. So, in case of chroma intra prediction, the variance of the chroma pixel values is much smaller than that of luma ones, since our proposed uses only the mode DC. Experimental results show that the new fast intra mode decision algorithm increases the speed of intra coding significantly with negligible loss of PSNR.

Keywords: Intra prediction, H264/AVC, video coding, encodercomplexity.

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4753 Comparative Economic Analysis of Floating Photovoltaic Systems Using a Synthesis Approach

Authors: Ching-Feng Chen, Shih-Kai Chen

Abstract:

The Floating Photovoltaic (FPV) system highlights economic benefits and energy performance to carbon dioxide (CO2) discharges. Due to land resource scarcity and many negligent water territories, such as reservoirs, dams, and lakes in Japan and Taiwan, both countries are actively developing FPV and responding to the pricing of the emissions trading systems (ETS). This paper performs a case study through a synthesis approach to compare the economic indicators between the FPVs of Taiwan’s Agongdian Reservoir and Japan’s Yamakura Dam. The research results show that the metrics of the system capacity, installation costs, bank interest rates, and ETS and Electricity Bills affect FPV operating gains. In the post-Feed-In-Tariff (FIT) phase, investing in FPV in Japan is more profitable than in Taiwan. The former’s positive net present value (NPV), eminent internal rate of return (IRR) (11.6%), and benefit-cost ratio (BCR) above 1 (2.0) at the discount rate of 10% indicate that investing the FPV in Japan is more favorable than in Taiwan. In addition, the breakeven point is modest (about 61.3%). The presented methodology in the study helps investors evaluate schemes’ pros and cons and determine whether a decision is beneficial while funding PV or FPV projects.

Keywords: Carbon Border Adjustment Mechanism, Floating Photovoltaic, Emissions Trading Systems, Net Present Value, NPV, Internal Rate of Return, IRR, Benefit-Cost Ratio.

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4752 The Significance of Awareness about Gender Diversity for the Future of Work: A Multi-Method Study of Organizational Structures and Policies Considering Trans and Gender Diversity

Authors: Robin C. Ladwig

Abstract:

The future of work becomes less predictable which requires increasing adaptability of organizations to social and work changes. Society is transforming regarding gender identity in the sense that more people come forward to identify as trans and gender diverse (TGD). Organizations are ill-equipped to provide a safe and encouraging work environment by lacking inclusive organizational structures. The qualitative multi-method research about TGD inclusivity in the workplace explores the enablers and barriers for TGD individuals to satisfactorily engage in the work environment and organizational culture. Furthermore, these TGD insights are analyzed based on organizational implications and awareness from a leadership and management perspective. The semi-structured online interviews with TGD individuals and the photo-elicit open-ended questionnaire addressed to leadership and management in diversity, career development, and human resources have been analyzed with a critical grounded theory approach. Findings demonstrated the significance of TGD voices, the support of leadership and management, as well as the synergy between voices and leadership. Hence, it indicates practical implications such as the revision of exclusive language used in policies, data collection, or communication and reconsideration of organizational decision-making by leaders to include TGD voices.

Keywords: Future of work, occupational identity, organizational decision-making, trans and gender diverse identity.

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4751 Study Punching Shear of Steel Fiber Reinforced Self Compacting Concrete Slabs by Nonlinear Analysis

Authors: Khaled S. Ragab

Abstract:

This paper deals with behavior and capacity of punching shear force for flat slabs produced from steel fiber reinforced self compacting concrete (SFRSCC) by application nonlinear finite element method. Nonlinear finite element analysis on nine slab specimens was achieved by using ANSYS software. A general description of the finite element method, theoretical modeling of concrete and reinforcement are presented. The nonlinear finite element analysis program ANSYS is utilized owing to its capabilities to predict either the response of reinforced concrete slabs in the post elastic range or the ultimate strength of a flat slabs produced from steel fiber reinforced self compacting concrete (SFRSCC). In order to verify the analytical model used in this research using test results of the experimental data, the finite element analysis were performed then a parametric study of the effect ratio of flexural reinforcement, ratio of the upper reinforcement, and volume fraction of steel fibers were investigated. A comparison between the experimental results and those predicted by the existing models are presented. Results and conclusions may be useful for designers, have been raised, and represented.

Keywords: Nonlinear FEM, Punching shear behavior, Flat slabs and Steel fiber reinforced self compacting concrete (SFRSCC).

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4750 A Robust Salient Region Extraction Based on Color and Texture Features

Authors: Mingxin Zhang, Zhaogan Lu, Junyi Shen

Abstract:

In current common research reports, salient regions are usually defined as those regions that could present the main meaningful or semantic contents. However, there are no uniform saliency metrics that could describe the saliency of implicit image regions. Most common metrics take those regions as salient regions, which have many abrupt changes or some unpredictable characteristics. But, this metric will fail to detect those salient useful regions with flat textures. In fact, according to human semantic perceptions, color and texture distinctions are the main characteristics that could distinct different regions. Thus, we present a novel saliency metric coupled with color and texture features, and its corresponding salient region extraction methods. In order to evaluate the corresponding saliency values of implicit regions in one image, three main colors and multi-resolution Gabor features are respectively used for color and texture features. For each region, its saliency value is actually to evaluate the total sum of its Euclidean distances for other regions in the color and texture spaces. A special synthesized image and several practical images with main salient regions are used to evaluate the performance of the proposed saliency metric and other several common metrics, i.e., scale saliency, wavelet transform modulus maxima point density, and important index based metrics. Experiment results verified that the proposed saliency metric could achieve more robust performance than those common saliency metrics.

Keywords: salient regions, color and texture features, image segmentation, saliency metric

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4749 Shear Behaviour of RC Deep Beams with Openings Strengthened with Carbon Fiber Reinforced Polymer

Authors: Mannal Tariq

Abstract:

Construction industry is making progress at a high pace. The trend of the world is getting more biased towards the high rise buildings. Deep beams are one of the most common elements in modern construction having small span to depth ratio. Deep beams are mostly used as transfer girders. This experimental study consists of 16 reinforced concrete (RC) deep beams. These beams were divided into two groups; A and B. Groups A and B consist of eight beams each, having 381 mm (15 in) and 457 mm (18 in) depth respectively. Each group was further subdivided into four sub groups each consisting of two identical beams. Each subgroup was comprised of solid/control beam (without opening), opening above neutral axis (NA), at NA and below NA. Except for control beams, all beams with openings were strengthened with carbon fibre reinforced polymer (CFRP) vertical strips. These eight groups differ from each other based on depth and location of openings. For testing sake, all beams have been loaded with two symmetrical point loads. All beams have been designed based on strut and tie model concept. The outcome of experimental investigation elaborates the difference in the shear behaviour of deep beams based on depth and location of circular openings variation. 457 mm (18 in) deep beam with openings above NA show the highest strength and 381 mm (15 in) deep beam with openings below NA show the least strength. CFRP sheets played a vital role in increasing the shear capacity of beams.

Keywords: CFRP, deep beams, openings in deep beams, strut and tie model, shear behaviour.

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4748 A POX Controller Module to Collect Web Traffic Statistics in SDN Environment

Authors: Wisam H. Muragaa, Kamaruzzaman Seman, Mohd Fadzli Marhusin

Abstract:

Software Defined Networking (SDN) is a new norm of networks. It is designed to facilitate the way of managing, measuring, debugging and controlling the network dynamically, and to make it suitable for the modern applications. Generally, measurement methods can be divided into two categories: Active and passive methods. Active measurement method is employed to inject test packets into the network in order to monitor their behaviour (ping tool as an example). Meanwhile the passive measurement method is used to monitor the traffic for the purpose of deriving measurement values. The measurement methods, both active and passive, are useful for the collection of traffic statistics, and monitoring of the network traffic. Although there has been a work focusing on measuring traffic statistics in SDN environment, it was only meant for measuring packets and bytes rates for non-web traffic. In this study, a feasible method will be designed to measure the number of packets and bytes in a certain time, and facilitate obtaining statistics for both web traffic and non-web traffic. Web traffic refers to HTTP requests that use application layer; while non-web traffic refers to ICMP and TCP requests. Thus, this work is going to be more comprehensive than previous works. With a developed module on POX OpenFlow controller, information will be collected from each active flow in the OpenFlow switch, and presented on Command Line Interface (CLI) and wireshark interface. Obviously, statistics that will be displayed on CLI and on wireshark interfaces include type of protocol, number of bytes and number of packets, among others. Besides, this module will show the number of flows added to the switch whenever traffic is generated from and to hosts in the same statistics list. In order to carry out this work effectively, our Python module will send a statistics request message to the switch requesting its current ports and flows statistics in every five seconds; while the switch will reply with the required information in a message called statistics reply message. Thus, POX controller will be notified and updated with any changes could happen in the entire network in a very short time. Therefore, our aim of this study is to prepare a list for the important statistics elements that are collected from the whole network, to be used for any further researches; particularly, those that are dealing with the detection of the network attacks that cause a sudden rise in the number of packets and bytes like Distributed Denial of Service (DDoS).

Keywords: Mininet, OpenFlow, POX controller, SDN.

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4747 Surface Flattening Assisted with 3D Mannequin Based On Minimum Energy

Authors: Shih-Wen Hsiao, Rong-Qi Chen, Chien-Yu Lin

Abstract:

The topic of surface flattening plays a vital role in the field of computer aided design and manufacture. Surface flattening enables the production of 2D patterns and it can be used in design and manufacturing for developing a 3D surface to a 2D platform, especially in fashion design. This study describes surface flattening based on minimum energy methods according to the property of different fabrics. Firstly, through the geometric feature of a 3D surface, the less transformed area can be flattened on a 2D platform by geodesic. Then, strain energy that has accumulated in mesh can be stably released by an approximate implicit method and revised error function. In some cases, cutting mesh to further release the energy is a common way to fix the situation and enhance the accuracy of the surface flattening, and this makes the obtained 2D pattern naturally generate significant cracks. When this methodology is applied to a 3D mannequin constructed with feature lines, it enhances the level of computer-aided fashion design. Besides, when different fabrics are applied to fashion design, it is necessary to revise the shape of a 2D pattern according to the properties of the fabric. With this model, the outline of 2D patterns can be revised by distributing the strain energy with different results according to different fabric properties. Finally, this research uses some common design cases to illustrate and verify the feasibility of this methodology.

Keywords: Surface flattening, Strain energy, Minimum energy, approximate implicit method, Fashion design.

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4746 Space Vector Pulse Width Modulation Technique Based Design and Simulation of a Three-Phase Voltage Source Converter Systems

Authors: Farhan Beg

Abstract:

A Space Vector based Pulse Width Modulation control technique for the three-phase PWM converter is proposed in this paper. The proposed control scheme is based on a synchronous reference frame model. High performance and efficiency is obtained with regards to the DC bus voltage and the power factor considerations of the PWM rectifier thus leading to low losses. MATLAB/SIMULINK are used as a platform for the simulations and a SIMULINK model is presented in the paper. The results show that the proposed model demonstrates better performance and properties compared to the traditional SPWM method and the method improves the dynamic performance of the closed loop drastically. For the Space Vector based Pulse Width Modulation, Sine signal is the reference waveform and triangle waveform is the carrier waveform. When the value sine signal is large than triangle signal, the pulse will start produce to high. And then when the triangular signals higher than sine signal, the pulse will come to low. SPWM output will changed by changing the value of the modulation index and frequency used in this system to produce more pulse width. The more pulse width produced, the output voltage will have lower harmonics contents and the resolution increase.

Keywords: Power Factor, SVPWM, PWM rectifier, SPWM.

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4745 Variable vs. Fixed Window Width Code Correlation Reference Waveform Receivers for Multipath Mitigation in Global Navigation Satellite Systems with Binary Offset Carrier and Multiplexed Binary Offset Carrier Signals

Authors: Fahad Alhussein, Huaping Liu

Abstract:

This paper compares the multipath mitigation performance of code correlation reference waveform receivers with variable and fixed window width, for binary offset carrier and multiplexed binary offset carrier signals typically used in global navigation satellite systems. In the variable window width method, such width is iteratively reduced until the distortion on the discriminator with multipath is eliminated. This distortion is measured as the Euclidean distance between the actual discriminator (obtained with the incoming signal), and the local discriminator (generated with a local copy of the signal). The variable window width have shown better performance compared to the fixed window width. In particular, the former yields zero error for all delays for the BOC and MBOC signals considered, while the latter gives rather large nonzero errors for small delays in all cases. Due to its computational simplicity, the variable window width method is perfectly suitable for implementation in low-cost receivers.

Keywords: Correlation reference waveform receivers, binary offset carrier, multiplexed binary offset carrier, global navigation satellite systems.

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4744 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow

Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

Abstract:

The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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4743 Material Density Mapping on Deformable 3D Models of Human Organs

Authors: Petru Manescu, Joseph Azencot, Michael Beuve, Hamid Ladjal, Jacques Saade, Jean-Michel Morreau, Philippe Giraud, Behzad Shariat

Abstract:

Organ motion, especially respiratory motion, is a technical challenge to radiation therapy planning and dosimetry. This motion induces displacements and deformation of the organ tissues within the irradiated region which need to be taken into account when simulating dose distribution during treatment. Finite element modeling (FEM) can provide a great insight into the mechanical behavior of the organs, since they are based on the biomechanical material properties, complex geometry of organs, and anatomical boundary conditions. In this paper we present an original approach that offers the possibility to combine image-based biomechanical models with particle transport simulations. We propose a new method to map material density information issued from CT images to deformable tetrahedral meshes. Based on the principle of mass conservation our method can correlate density variation of organ tissues with geometrical deformations during the different phases of the respiratory cycle. The first results are particularly encouraging, as local error quantification of density mapping on organ geometry and density variation with organ motion are performed to evaluate and validate our approach.

Keywords: Biomechanical simulation, dose distribution, image guided radiation therapy, organ motion, tetrahedral mesh, 4D-CT.

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4742 Embedded Semantic Segmentation Network Optimized for Matrix Multiplication Accelerator

Authors: Jaeyoung Lee

Abstract:

Autonomous driving systems require high reliability to provide people with a safe and comfortable driving experience. However, despite the development of a number of vehicle sensors, it is difficult to always provide high perceived performance in driving environments that vary from time to season. The image segmentation method using deep learning, which has recently evolved rapidly, provides high recognition performance in various road environments stably. However, since the system controls a vehicle in real time, a highly complex deep learning network cannot be used due to time and memory constraints. Moreover, efficient networks are optimized for GPU environments, which degrade performance in embedded processor environments equipped simple hardware accelerators. In this paper, a semantic segmentation network, matrix multiplication accelerator network (MMANet), optimized for matrix multiplication accelerator (MMA) on Texas instrument digital signal processors (TI DSP) is proposed to improve the recognition performance of autonomous driving system. The proposed method is designed to maximize the number of layers that can be performed in a limited time to provide reliable driving environment information in real time. First, the number of channels in the activation map is fixed to fit the structure of MMA. By increasing the number of parallel branches, the lack of information caused by fixing the number of channels is resolved. Second, an efficient convolution is selected depending on the size of the activation. Since MMA is a fixed, it may be more efficient for normal convolution than depthwise separable convolution depending on memory access overhead. Thus, a convolution type is decided according to output stride to increase network depth. In addition, memory access time is minimized by processing operations only in L3 cache. Lastly, reliable contexts are extracted using the extended atrous spatial pyramid pooling (ASPP). The suggested method gets stable features from an extended path by increasing the kernel size and accessing consecutive data. In addition, it consists of two ASPPs to obtain high quality contexts using the restored shape without global average pooling paths since the layer uses MMA as a simple adder. To verify the proposed method, an experiment is conducted using perfsim, a timing simulator, and the Cityscapes validation sets. The proposed network can process an image with 640 x 480 resolution for 6.67 ms, so six cameras can be used to identify the surroundings of the vehicle as 20 frame per second (FPS). In addition, it achieves 73.1% mean intersection over union (mIoU) which is the highest recognition rate among embedded networks on the Cityscapes validation set.

Keywords: Edge network, embedded network, MMA, matrix multiplication accelerator and semantic segmentation network.

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4741 Silicon-To-Silicon Anodic Bonding via Intermediate Borosilicate Layer for Passive Flow Control Valves

Authors: Luc Conti, Dimitry Dumont-Fillon, Harald van Lintel, Eric Chappel

Abstract:

Flow control valves comprise a silicon flexible membrane that deflects against a substrate, usually made of glass, containing pillars, an outlet hole, and anti-stiction features. However, there is a strong interest in using silicon instead of glass as substrate material, as it would simplify the process flow by allowing the use of well controlled anisotropic etching. Moreover, specific devices demanding a bending of the substrate would also benefit from the inherent outstanding mechanical strength of monocrystalline silicon. Unfortunately, direct Si-Si bonding is not easily achieved with highly structured wafers since residual stress may prevent the good adhesion between wafers. Using a thermoplastic polymer, such as parylene, as intermediate layer is not well adapted to this design as the wafer-to-wafer alignment is critical. An alternative anodic bonding method using an intermediate borosilicate layer has been successfully tested. This layer has been deposited onto the silicon substrate. The bonding recipe has been adapted to account for the presence of the SOI buried oxide and intermediate glass layer in order not to exceed the breakdown voltage. Flow control valves dedicated to infusion of viscous fluids at very high pressure have been made and characterized. The results are compared to previous data obtained using the standard anodic bonding method.

Keywords: Anodic bonding, evaporated glass, microfluidic valve, drug delivery.

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4740 Influence of Selected Finishing Technologies on the Roughness Parameters of Stainless Steel Manufactured by Selective Laser Melting Method

Authors: J. Hajnys, M. Pagac, J. Petru, P. Stefek, J. Mesicek, J. Kratochvil

Abstract:

The new progressive method of 3D metal printing SLM (Selective Laser Melting) is increasingly expanded into the normal operation. As a result, greater demands are placed on the surface quality of the parts produced in this way. The article deals with research of selected finishing methods (tumbling, face milling, sandblasting, shot peening and brushing) and their impact on the final surface roughness. The 20 x 20 x 7 mm produced specimens using SLM additive technology on the Renishaw AM400 were subjected to testing of these finishing methods by adjusting various parameters. Surface parameters of roughness Sa, Sz were chosen as the evaluation criteria and profile parameters Ra, Rz were used as additional measurements. Optical measurement of surface roughness was performed on Alicona Infinite Focus 5. An experiment conducted to optimize the surface roughness revealed, as expected, that the best roughness parameters were achieved through a face milling operation. Tumbling is particularly suitable for 3D printing components, as tumbling media are able to reach even complex shapes and, after changing to polishing bodies, achieve a high surface gloss. Surface quality after tumbling depends on the process time. Other methods with satisfactory results are shot peening and tumbling, which should be the focus of further research.

Keywords: Additive manufacturing, selective laser melting, surface roughness, stainless steel.

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4739 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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4738 The Role of Paraphrase in Interpreting Students’ Writing

Authors: Maya Lisa Aryanti, S. S. M. Hum

Abstract:

To improve students’ skill, writing is the most challenging skill to be developed. The reason is that besides helping the students to develop their skill, this activity also helps them to express themselves. This paper depicts how paraphrasing is very helpful to interpret students’ writing. Syntactic units, used tenses and meanings will indeed change once the writings were paraphrased. The objectives of this research are to reveal the inappropriate structure of syntactic units, to show what types of sentences the students often make, and to show how paraphrasing can help to infer the message. The methodology of this research is descriptive qualitative research. In addition, theories of linguistics are also included. This includes theory of Syntax to describe syntactic units and tenses and theory of Semantics to describe theories of meaning and how paraphrasing works. The theories of general linguistics, grammar and writing are also provided to support the theories of Syntax and Semantics. The results of this research are concerned with how the message is received in the end. The message written in the students’ essay is not clear because of the improper structure of syntactic units and use of incorrect of tenses. The students tend to use simple sentences, compound sentences and complex sentences with a few mistakes in their writing. In addition, they tend to create unnecessary phrases. The last point is that this research shows how paraphrase works to attain complete meaning of a sentence.

Keywords: Paraphrase, meanings, syntactic units and tenses.

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4737 Optimum Surface Roughness Prediction in Face Milling of High Silicon Stainless Steel

Authors: M. Farahnakian, M.R. Razfar, S. Elhami-Joosheghan

Abstract:

This paper presents an approach for the determination of the optimal cutting parameters (spindle speed, feed rate, depth of cut and engagement) leading to minimum surface roughness in face milling of high silicon stainless steel by coupling neural network (NN) and Electromagnetism-like Algorithm (EM). In this regard, the advantages of statistical experimental design technique, experimental measurements, artificial neural network, and Electromagnetism-like optimization method are exploited in an integrated manner. To this end, numerous experiments on this stainless steel were conducted to obtain surface roughness values. A predictive model for surface roughness is created by using a back propogation neural network, then the optimization problem was solved by using EM optimization. Additional experiments were performed to validate optimum surface roughness value predicted by EM algorithm. It is clearly seen that a good agreement is observed between the predicted values by EM coupled with feed forward neural network and experimental measurements. The obtained results show that the EM algorithm coupled with back propogation neural network is an efficient and accurate method in approaching the global minimum of surface roughness in face milling.

Keywords: cutting parameters, face milling, surface roughness, artificial neural network, Electromagnetism-like algorithm,

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4736 Effects of Different Fiber Orientations on the Shear Strength Performance of Composite Adhesive Joints

Authors: Ferhat Kadioglu, Hasan Puskul

Abstract:

A composite material with carbon fiber and polymer matrix has been used as adherent for manufacturing adhesive joints. In order to evaluate different fiber orientations on joint performance, the adherents with the 0°, ±15°, ±30°, ±45° fiber orientations were used in the single lap joint configuration. The joints with an overlap length of 25 mm were prepared according to the ASTM 1002 specifications and subjected to tensile loadings. The structural adhesive used was a two-part epoxy to be cured at 70°C for an hour. First, mechanical behaviors of the adherents were measured using three point bending test. In the test, considerations were given to stress to failure and elastic modulus. The results were compared with theoretical ones using rule of mixture. Then, the joints were manufactured in a specially prepared jig, after a proper surface preparation. Experimental results showed that the fiber orientations of the adherents affected the joint performance considerably; the joints with ±45° adherents experienced the worst shear strength, half of those with 0° adherents, and in general, there was a great relationship between the fiber orientations and failure mechanisms. Delamination problems were observed for many joints, which were thought to be due to peel effects at the ends of the overlap. It was proved that the surface preparation applied to the adherent surface was adequate. For further explanation of the results, a numerical work should be carried out using a possible non-linear analysis.

Keywords: Composite materials, adhesive bonding, bonding strength, lap joint, tensile strength.

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4735 Qualitative and Quantitative Characterization of Generated Waste in Nouri Petrochemical Complex, Assaluyeh, Iran

Authors: L. Heidari, M. Jalili Ghazizade

Abstract:

In recent years, different petrochemical complexes have been established to produce aromatic compounds. Among them, Nouri Petrochemical Complex (NPC) is the largest producer of aromatic raw materials in the world, and is located in south of Iran. Environmental concerns have been raised in this region due to generation of different types of solid waste generated in the process of aromatics production, and subsequently, industrial waste characterization has been thoroughly considered. The aim of this study is qualitative and quantitative characterization of industrial waste generated in the aromatics production process and determination of the best method for industrial waste management. For this purpose, all generated industrial waste during the production process was determined using a checklist. Four main industrial wastes were identified as follows: spent industrial soil, spent catalyst, spent molecular sieves and spent N-formyl morpholine (NFM) solvent. The amount of heavy metals and organic compounds in these wastes were further measured in order to identify the nature and toxicity of such a dangerous compound. Then industrial wastes were classified based on lab analysis results as well as using different international lists of hazardous waste identification such as EPA, UNEP and Basel Convention. Finally, the best method of waste disposal is selected based on environmental, economic and technical aspects. 

Keywords: Spent industrial soil, spent molecular sieve, spent normal ¬formyl -morpholine solvent.

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4734 Gaze Patterns of Skilled and Unskilled Sight Readers Focusing on the Cognitive Processes Involved in Reading Key and Time Signatures

Authors: J. F. Viljoen, Catherine Foxcroft

Abstract:

Expert sight readers rely on their ability to recognize patterns in scores, their inner hearing and prediction skills in order to perform complex sight reading exercises. They also have the ability to observe deviations from expected patterns in musical scores. This increases the “Eye-hand span” (reading ahead of the point of playing) in order to process the elements in the score. The study aims to investigate the gaze patterns of expert and non-expert sight readers focusing on key and time signatures. 20 musicians were tasked with playing 12 sight reading examples composed for one hand and five examples composed for two hands to be performed on a piano keyboard. These examples were composed in different keys and time signatures and included accidentals and changes of time signature to test this theory. Results showed that the experts fixate more and for longer on key and time signatures as well as deviations in examples for two hands than the non-expert group. The inverse was true for the examples for one hand, where expert sight readers showed fewer and shorter fixations on key and time signatures as well as deviations. This seems to suggest that experts focus more on the key and time signatures as well as deviations in complex scores to facilitate sight reading. The examples written for one appeared to be too easy for the expert sight readers, compromising gaze patterns.

Keywords: Cognition, eye tracking, musical notation, sight reading.

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4733 Application of Neural Network in User Authentication for Smart Home System

Authors: A. Joseph, D.B.L. Bong, D.A.A. Mat

Abstract:

Security has been an important issue and concern in the smart home systems. Smart home networks consist of a wide range of wired or wireless devices, there is possibility that illegal access to some restricted data or devices may happen. Password-based authentication is widely used to identify authorize users, because this method is cheap, easy and quite accurate. In this paper, a neural network is trained to store the passwords instead of using verification table. This method is useful in solving security problems that happened in some authentication system. The conventional way to train the network using Backpropagation (BPN) requires a long training time. Hence, a faster training algorithm, Resilient Backpropagation (RPROP) is embedded to the MLPs Neural Network to accelerate the training process. For the Data Part, 200 sets of UserID and Passwords were created and encoded into binary as the input. The simulation had been carried out to evaluate the performance for different number of hidden neurons and combination of transfer functions. Mean Square Error (MSE), training time and number of epochs are used to determine the network performance. From the results obtained, using Tansig and Purelin in hidden and output layer and 250 hidden neurons gave the better performance. As a result, a password-based user authentication system for smart home by using neural network had been developed successfully.

Keywords: Neural Network, User Authentication, Smart Home, Security

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4732 DTC-SVM Scheme for Induction Motors Fedwith a Three-level Inverter

Authors: Ehsan Hassankhan, Davood A. Khaburi

Abstract:

Direct Torque Control is a control technique in AC drive systems to obtain high performance torque control. The conventional DTC drive contains a pair of hysteresis comparators. DTC drives utilizing hysteresis comparators suffer from high torque ripple and variable switching frequency. The most common solution to those problems is to use the space vector depends on the reference torque and flux. In this Paper The space vector modulation technique (SVPWM) is applied to 2 level inverter control in the proposed DTC-based induction motor drive system, thereby dramatically reducing the torque ripple. Then the controller based on space vector modulation is designed to be applied in the control of Induction Motor (IM) with a three-level Inverter. This type of Inverter has several advantages over the standard two-level VSI, such as a greater number of levels in the output voltage waveforms, Lower dV/dt, less harmonic distortion in voltage and current waveforms and lower switching frequencies. This paper proposes a general SVPWM algorithm for three-level based on standard two-level SVPWM. The proposed scheme is described clearly and simulation results are reported to demonstrate its effectiveness. The entire control scheme is implemented with Matlab/Simulink.

Keywords: Direct torque control, space vector Pulsewidthmodulation(SVPWM), neutral point clamped(NPC), two-levelinverter.

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4731 Chaotic Properties of Hemodynamic Responsein Functional Near Infrared Spectroscopic Measurement of Brain Activity

Authors: Ni Ni Soe , Masahiro Nakagawa

Abstract:

Functional near infrared spectroscopy (fNIRS) is a practical non-invasive optical technique to detect characteristic of hemoglobin density dynamics response during functional activation of the cerebral cortex. In this paper, fNIRS measurements were made in the area of motor cortex from C4 position according to international 10-20 system. Three subjects, aged 23 - 30 years, were participated in the experiment. The aim of this paper was to evaluate the effects of different motor activation tasks of the hemoglobin density dynamics of fNIRS signal. The chaotic concept based on deterministic dynamics is an important feature in biological signal analysis. This paper employs the chaotic properties which is a novel method of nonlinear analysis, to analyze and to quantify the chaotic property in the time series of the hemoglobin dynamics of the various motor imagery tasks of fNIRS signal. Usually, hemoglobin density in the human brain cortex is found to change slowly in time. An inevitable noise caused by various factors is to be included in a signal. So, principle component analysis method (PCA) is utilized to remove high frequency component. The phase pace is reconstructed and evaluated the Lyapunov spectrum, and Lyapunov dimensions. From the experimental results, it can be conclude that the signals measured by fNIRS are chaotic.

Keywords: Chaos, hemoglobin, Lyapunov spectrum, motorimagery, near infrared spectroscopy (NIRS), principal componentanalysis (PCA).

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4730 An Optimal Load Shedding Approach for Distribution Networks with DGs considering Capacity Deficiency Modelling of Bulked Power Supply

Authors: A. R. Malekpour, A.R. Seifi

Abstract:

This paper discusses a genetic algorithm (GA) based optimal load shedding that can apply for electrical distribution networks with and without dispersed generators (DG). Also, the proposed method has the ability for considering constant and variable capacity deficiency caused by unscheduled outages in the bulked generation and transmission system of bulked power supply. The genetic algorithm (GA) is employed to search for the optimal load shedding strategy in distribution networks considering DGs in two cases of constant and variable modelling of bulked power supply of distribution networks. Electrical power distribution systems have a radial network and unidirectional power flows. With the advent of dispersed generations, the electrical distribution system has a locally looped network and bidirectional power flows. Therefore, installed DG in the electrical distribution systems can cause operational problems and impact on existing operational schemes. Introduction of DGs in electrical distribution systems has introduced many new issues in operational and planning level. Load shedding as one of operational issue has no exempt. The objective is to minimize the sum of curtailed load and also system losses within the frame-work of system operational and security constraints. The proposed method is tested on a radial distribution system with 33 load points for more practical applications.

Keywords: DG, Load shedding, Optimization, Capacity Deficiency Modelling.

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4729 A Sensorless Robust Tracking Control of an Implantable Rotary Blood Pump for Heart Failure Patients

Authors: Mohsen A. Bakouri, Andrey V. Savkin, Abdul-Hakeem H. Alomari, Robert F. Salamonsen, Einly Lim, Nigel H. Lovell

Abstract:

Physiological control of a left ventricle assist device (LVAD) is generally a complicated task due to diverse operating environments and patient variability. In this work, a tracking control algorithm based on sliding mode and feed forward control for a class of discrete-time single input single output (SISO) nonlinear uncertain systems is presented. The controller was developed to track the reference trajectory to a set operating point without inducing suction in the ventricle. The controller regulates the estimated mean pulsatile flow Qp and mean pulsatility index of pump rotational speed PIω that was generated from a model of the assist device. We recall the principle of the sliding mode control theory then we combine the feed-forward control design with the sliding mode control technique to follow the reference trajectory. The uncertainty is replaced by its upper and lower boundary. The controller was tested in a computer simulation covering two scenarios (preload and ventricular contractility). The simulation results prove the effectiveness and the robustness of the proposed controller

Keywords: robust control system, discrete-sliding mode, left ventricularle assist devicse, pulsatility index.

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4728 Modelling Hydrological Time Series Using Wakeby Distribution

Authors: Ilaria Lucrezia Amerise

Abstract:

The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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