Search results for: range estimation

Authors: M. Govindarajan, R. M.Chandrasekaran

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Text data mining is a process of exploratory data analysis. Classification maps data into predefined groups or classes. It is often referred to as supervised learning because the classes are determined before examining the data. This paper describes proposed radial basis function Classifier that performs comparative crossvalidation for existing radial basis function Classifier. The feasibility and the benefits of the proposed approach are demonstrated by means of data mining problem: direct Marketing. Direct marketing has become an important application field of data mining. Comparative Cross-validation involves estimation of accuracy by either stratified k-fold cross-validation or equivalent repeated random subsampling. While the proposed method may have high bias; its performance (accuracy estimation in our case) may be poor due to high variance. Thus the accuracy with proposed radial basis function Classifier was less than with the existing radial basis function Classifier. However there is smaller the improvement in runtime and larger improvement in precision and recall. In the proposed method Classification accuracy and prediction accuracy are determined where the prediction accuracy is comparatively high.

Keywords: Text Data Mining, Comparative Cross-validation, Radial Basis Function, runtime, accuracy.

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Authors: Bireswar Paul, Amitava Datta

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Indoor air environment is a big concern in the last few decades in the developing countries, with increased focus on monitoring the air quality. In this work, an experimental study has been conducted to establish the existence of carbon nanoparticles below the size range of 10 nm in the non-sooting zone of a LPG/air partially premixed flame. Mainly, four optical techniques, UV absorption spectroscopy, fluorescence spectroscopy, dynamic light scattering and TEM have been used to characterize and measure the size of carbon nanoparticles in the sampled materials collected from the inner surface of the flame front. The existence of the carbon nanoparticles in the sampled material has been confirmed with the typical nature of the absorption and fluorescence spectra already reported in the literature. The band gap energy shows that the particles are made up of three to six aromatic rings. The size measurement by DLS technique also shows that the particles below the size range of 10 nm. The results of DLS are also corroborated by the TEM image of the same material. 

Keywords: Indoor air, carbon nanoparticles, LPG, partially premixed flame, optical techniques.

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Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa

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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.

Keywords: Angle of internal friction, Cone penetrating test, General regression neural network, Soil modulus of elasticity.

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Authors: Muzna Tariq, Ihtzaz Qamar

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In most engineering cases, the working temperatures inside a combustion chamber are high enough that they lie beyond the operational range of thermocouples. Furthermore, design and manufacturing limitations restrict the use of internal thermocouples in many applications. Heat transfer inside a combustion chamber is caused due to interaction of the post-combustion hot fluid with the chamber wall. Heat transfer that involves an interaction between the fluid and solid is categorized as Conjugate Heat Transfer (CHT). Therefore, to satisfy the needs of CHT, CHT Analysis is performed by using ANSYS CFD tool to estimate theoretically precise thermocouple positions at the combustion chamber wall where excessive temperatures (beyond thermocouple range) can be avoided. In accordance with these Computational Fluid Dynamics (CFD) results, a combustion chamber is designed, and a prototype is manufactured with multiple thermocouple ports positioned at the specified distances so that the temperature of hot gases can be measured on the chamber wall where the temperatures do not exceed the thermocouple working range.

Keywords: Computational Fluid Dynamics, CFD, conduction, conjugate heat transfer, CHT, convection, fluid flow, thermocouples.

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Authors: Rafic Ayoubi, Jean-Pierre Dubois, Rania Minkara

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In this paper, we study FPGA implementation of a novel supra-optimal receiver diversity combining technique, generalized maximal ratio combining (GMRC), for wireless transmission over fading channels in SIMO systems. Prior published results using ML-detected GMRC diversity signal driven by BPSK showed superior bit error rate performance to the widely used MRC combining scheme in an imperfect channel estimation (ICE) environment. Under perfect channel estimation conditions, the performance of GMRC and MRC were identical. The main drawback of the GMRC study was that it was theoretical, thus successful FPGA implementation of it using pipeline techniques is needed as a wireless communication test-bed for practical real-life situations. Simulation results showed that the hardware implementation was efficient both in terms of speed and area. Since diversity combining is especially effective in small femto- and picocells, internet-associated wireless peripheral systems are to benefit most from GMRC. As a result, many spinoff applications can be made to the hardware of IP-based 4th generation networks.

Keywords: Femto-internet cells, field-programmable gate array, generalized maximal-ratio combining, Lyapunov fractal dimension, pipelining technique, wireless SIMO channels.

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Authors: M. Bakhtaoui, L. Merahi

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The reliability of the filtered HVBK model is now investigated via some large eddy simulations (LES) of freely decaying isotropic superfluid turbulence. For homogeneous turbulence at very high Reynolds numbers, comparison of the terms in the spectral kinetic energy budget equation indicates, in the energy-containing range, that the production and energy transfer effects become significant except for dissipation. In the inertial range, where the two fluids are perfectly locked, the mutual friction maybe neglected with respect to other terms. Also, the LES results for the other terms of the energy balance are presented.

Keywords: Superfluid turbulence, HVBK, Energy budget, Large Eddy Simulation.

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Authors: S. Farid F. Mojtahedi, Ali Khosravi, Behnaz Naeimian, S. Adel A. Hosseini

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Land subsidence is a gradual settling or sudden sinking of the land surface from changes that take place underground. There are different causes of land subsidence; most notably, ground-water overdraft and severe weather conditions. Subsidence of the land surface due to ground water overdraft is caused by an increase in the intergranular pressure in unconsolidated aquifers, which results in a loss of buoyancy of solid particles in the zone dewatered by the falling water table and accordingly compaction of the aquifer. On the other hand, exploitation of underground water may result in significant changes in degree of saturation of soil layers above the water table, increasing the effective stress in these layers, and considerable soil settlements. This study focuses on estimation of soil moisture at surface using different methods. Specifically, different methods for the estimation of moisture content at the soil surface, as an important term to solve Richard’s equation and estimate soil moisture profile are presented, and their results are discussed through comparison with field measurements obtained from Yanco1 station in south-eastern Australia. Surface soil moisture is not easy to measure at the spatial scale of a catchment. Due to the heterogeneity of soil type, land use, and topography, surface soil moisture may change considerably in space and time.

Keywords: Artificial neural network, empirical method, remote sensing, surface soil moisture, unsaturated soil.

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Authors: Axay J Mehta, Hema A Mehta, T.C.Manjunath, C. Ardil

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In this paper, the modelling and design of artificial neural network architecture for load forecasting purposes is investigated. The primary pre-requisite for power system planning is to arrive at realistic estimates of future demand of power, which is known as Load Forecasting. Short Term Load Forecasting (STLF) helps in determining the economic, reliable and secure operating strategies for power system. The dependence of load on several factors makes the load forecasting a very challenging job. An over estimation of the load may cause premature investment and unnecessary blocking of the capital where as under estimation of load may result in shortage of equipment and circuits. It is always better to plan the system for the load slightly higher than expected one so that no exigency may arise. In this paper, a load-forecasting model is proposed using a multilayer neural network with an appropriately modified back propagation learning algorithm. Once the neural network model is designed and trained, it can forecast the load of the power system 24 hours ahead on daily basis and can also forecast the cumulative load on daily basis. The real load data that is used for the Artificial Neural Network training was taken from LDC, Gujarat Electricity Board, Jambuva, Gujarat, India. The results show that the load forecasting of the ANN model follows the actual load pattern more accurately throughout the forecasted period.

Keywords: Power system, Load forecasting, Neural Network, Neuron, Stabilization, Network structure, Load.

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Authors: I. Yakubu, Y. Y. Ziggah, E. A. Gyamera

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The Global Navigation Satellite System (GNSS) started with the launch of the United State Department of Defense Global Positioning System (GPS). GNSS systems has grown over the years to include: GLONASS (Russia); Galileo (European Union); BeiDou (China). Any GNSS architecture consists of three major segments: Space, Control and User Segments. Errors such as; multipath, ionospheric and tropospheric effects, satellite clocks, receiver noise and orbit errors (relativity effect) have significant effects on GNSS positioning. To obtain centimeter level accuracy, the impacts of the relative motion of the satellites and earth need to be taken into account. This paper discusses the relevance of the theory of relativity as a source of error for GNSS receivers for position fix based on available relevant literature. Review of relevant literature reveals that due to relativity; Time dilation, Gravitational frequency shift and Sagnac effect cause significant influence on the use of GNSS receivers for positioning by an error range of ± 2.5 m based on pseudo-range computation.

Keywords: GNSS, relativistic effects, pseudo-range, accuracy.

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Authors: M. Y. Ismail, M. Inam

Abstract:

This paper presents the design and analysis of Liquid Crystal (LC) based tunable reflectarray antenna with different design configurations within X-band frequency range. The effect of LC volume used for unit cell element on frequency tunability and reflection loss performance has been investigated. Moreover different slot embedded patch element configurations have been proposed for LC based tunable reflectarray antenna design with enhanced performance. The detailed fabrication and measurement procedure for different LC based unit cells has been presented. The waveguide scattering parameter measured results demonstrated that by using the circular slot embedded patch elements, the frequency tunability and dynamic phase range can be increased from 180MHz to 200MHz and 120° to 124° respectively. Furthermore the circular slot embedded patch element can be designed at 10GHz resonant frequency with a patch volume of 2.71mm3 as compared to 3.47mm3 required for rectangular patch without slot.

Keywords: Liquid crystal, Tunable reflectarray, Frequency tunability, Dynamic phase range.

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Authors: M. Y. Ismail, M. Inam

Abstract:

This paper presents the design and analysis of Liquid Crystal (LC) based tunable reflectarray antenna with different design configurations within X-band frequency range. The effect of LC volume used for unit cell element on frequency tunability and reflection loss performance has been investigated. Moreover different slot embedded patch element configurations have been proposed for LC based tunable reflectarray antenna design with enhanced performance. The detailed fabrication and measurement procedure for different LC based unit cells has been presented. The waveguide scattering parameter measured results demonstrated that by using the circular slot embedded patch elements, the frequency tunability and dynamic phase range can be increased from 180MHz to 200MHz and 120° to 124° respectively. Furthermore the circular slot embedded patch element can be designed at 10GHz resonant frequency with a patch volume of 2.71mm3 as compared to 3.47mm3 required for rectangular patch without slot.

Keywords: Liquid crystal, Tunable reflectarray, Frequency tunability, Dynamic phase range.

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Authors: Parvinder S. Sandhu, Manisha Prashar, Pourush Bassi, Atul Bisht

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Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model, GA Based Model, Genetic Algorithm.

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Authors: Jason Chien-Hsun Tseng

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This paper evaluates performances of an adaptive noise cancelling (ANC) based target detection algorithm on a set of real test data supported by the Defense Evaluation Research Agency (DERA UK) for multi-target wideband active sonar echolocation system. The hybrid algorithm proposed is a combination of an adaptive ANC neuro-fuzzy scheme in the first instance and followed by an iterative optimum target motion estimation (TME) scheme. The neuro-fuzzy scheme is based on the adaptive noise cancelling concept with the core processor of ANFIS (adaptive neuro-fuzzy inference system) to provide an effective fine tuned signal. The resultant output is then sent as an input to the optimum TME scheme composed of twogauge trimmed-mean (TM) levelization, discrete wavelet denoising (WDeN), and optimal continuous wavelet transform (CWT) for further denosing and targets identification. Its aim is to recover the contact signals in an effective and efficient manner and then determine the Doppler motion (radial range, velocity and acceleration) at very low signal-to-noise ratio (SNR). Quantitative results have shown that the hybrid algorithm have excellent performance in predicting targets- Doppler motion within various target strength with the maximum false detection of 1.5%.

Keywords: Wideband Active Sonar Echolocation, ANC Neuro-Fuzzy, Wavelet Denoise, CWT, Hybrid Algorithm.

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Authors: H. Yousefnia, S. Zolghadri

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An early diagnosis of bone metastasis is very important for making a right decision on a subsequent therapy. One of the most important steps to be taken initially, for developing a new radiopharmaceutical is the measurement of organ radiation exposure dose. In this study, the dosimetric studies of a novel agent for SPECT-imaging of the bone metastasis, 111In-(4- {[(bis(phosphonomethyl))carbamoyl]methyl}7,10bis(carboxymethyl) -1,4,7,10-tetraazacyclododec-1-yl) acetic acid (111In-BPAMD) complex, have been carried out to estimate the dose in human organs based on the data derived from mice. The radiolabeled complex was prepared with high radiochemical purity in the optimal conditions. Biodistribution studies of the complex was investigated in the male Syrian mice at the selected times after injection (2, 4, 24 and 48 h). The human absorbed dose estimation of the complex was made based on data derived from the mice by the radiation absorbed dose assessment resource (RADAR) method. 111In-BPAMD complex was prepared with high radiochemical purity >95% (ITLC) and specific activities of 2.85 TBq/mmol. Total body effective absorbed dose for 111In-BPAMD was 0.205 mSv/MBq. This value is comparable to the other 111In clinically used complexes. The results show that the dose with respect to the critical organs is satisfactory within the acceptable range for diagnostic nuclear medicine procedures. Generally, 111In-BPAMD has interesting characteristics and it can be considered as a viable agent for SPECT-imaging of the bone metastasis in the near future.

Keywords: In-111, BPAMD, absorbed dose, RADAR.

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Authors: S. Chaisit, H.Y. Kung, N.T. Phuong

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Radio frequency identification (RFID) applications have grown rapidly in many industries, especially in indoor location identification. The advantage of using received signal strength indicator (RSSI) values as an indoor location measurement method is a cost-effective approach without installing extra hardware. Because the accuracy of many positioning schemes using RSSI values is limited by interference factors and the environment, thus it is challenging to use RFID location techniques based on integrating positioning algorithm design. This study proposes the location estimation approach and analyzes a scheme relying on RSSI values to minimize location errors. In addition, this paper examines different factors that affect location accuracy by integrating the backpropagation neural network (BPN) with the LANDMARC algorithm in a training phase and an online phase. First, the training phase computes coordinates obtained from the LANDMARC algorithm, which uses RSSI values and the real coordinates of reference tags as training data for constructing an appropriate BPN architecture and training length. Second, in the online phase, the LANDMARC algorithm calculates the coordinates of tracking tags, which are then used as BPN inputs to obtain location estimates. The results show that the proposed scheme can estimate locations more accurately compared to LANDMARC without extra devices.

Keywords: BPNs, indoor location, location estimation, intelligent location identification.

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Authors: Anosh Arshad Sundhu, Francesco Giordano, Giacomo Della Croce, Maurizio Arnone

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Digital Twin (DT) is a technology that generates a virtual representation of a physical system or process, enabling real-time monitoring, analysis, and simulation. DT of an Electrical Distribution System (EDS) can perform online analysis by integrating the static and real-time data in order to show the current grid status and predictions about the future status to the Distribution System Operator (DSO), producers and consumers. DT technology for EDS also offers the opportunity to DSO to test hypothetical scenarios. This paper discusses the development of a DT of an EDS by Smart Grid Controller (SGC) application, which is developed using open-source libraries and languages. The developed application can be integrated with Supervisory Control and Data Acquisition System (SCADA) of any EDS for creating the DT. The paper shows the performance of developed tools inside the application, tested on real EDS for grid observability, Smart Recursive Load Flow (SRLF) calculation and state estimation of loads in MV feeders.

Keywords: Digital Twin, Distribution System Operator, Electrical Distribution System, Smart Grid Controller, Supervisory Control and Data Acquisition System, Smart Recursive Load Flow.

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Authors: Boncho G. Bonev, Kliment N. Angelov, Emil S. Altimirski

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In this paper, the link quality in SHF and EHF ranges are studied. In order to achieve high data rate higher frequencies must be used – centimeter waves (SHF), millimeter waves (EHF) or optical range. However, there are significant problem when a radio link work in that diapason – rain attenuation and attenuation in earth-s atmosphere. Based on statistical rain rates data for Bulgaria, the link availability can be determined, depending on the working frequency, the path length and the Power Budget of the link. For the calculations of rain attenuation and atmosphere-s attenuation the ITU recommendations are used.

Keywords: rain attenuation, atmospheric gaseous attenuation, link availability, link breaking probability

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Authors: Mukesh Kumar Kirar, Ganga Agnihotri

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This paper investigates the preliminary sizing of generator set to design electrical system at the early phase of a project, dynamic behavior of generator-unit, as well as induction motors, during start-up of the induction motor drives fed from emergency generator unit. The information in this paper simplifies generator set selection and eliminates common errors in selection. It covers load estimation, step loading capacity test, transient analysis for the emergency generator set. The dynamic behavior of the generator-unit, power, power factor, voltage, during Direct-on-Line start-up of the induction motor drives fed from stand alone gene-set is also discussed. It is important to ensure that plant generators operate safely and consistently, power system studies are required at the planning and conceptual design stage of the project. The most widely recognized and studied effect of motor starting is the voltage dip that is experienced throughout an industrial power system as the direct online result of starting large motors. Generator step loading capability and transient voltage dip during starting of largest motor is ensured with the help of Electrical Transient Analyzer Program (ETAP).

Keywords: Sizing, induction motor starting, load estimation, Transient Analyzer Program (ETAP).

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

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Authors: N. L. S. Ahmad, Y. L. Thong, P. Nambiar

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An in vitro study was carried out to evaluate the feasibility of small field of view (FOV) cone beam computed tomography (CBCT) in determining endodontic working length. The objectives were to determine the accuracy of CBCT in measuring the estimated preoperative working lengths (EPWL), endodontic working lengths (EWL) and file lengths. Access cavities were prepared in 27 molars. For each root canal, the baseline electronic working length was determined using an EAL (Raypex 5). The teeth were then divided into overextended, non-modified and underextended groups and the lengths were adjusted accordingly. Imaging and measurements were made using the respective software of the RVG (Kodak RVG 6100) and CBCT units (Kodak 9000 3D). Root apices were then shaved and the apical constrictions viewed under magnification to measure the control working lengths. The paired t-test showed a statistically significant difference between CBCT EPWL and control length but the difference was too small to be clinically significant. From the Bland Altman analysis, the CBCT method had the widest range of 95% limits of agreement, reflecting its greater potential of error. In measuring file lengths, RVG had a bigger window of 95% limits of agreement compared to CBCT. Conclusions: (1) The clinically insignificant underestimation of the preoperative working length using small FOV CBCT showed that it is acceptable for use in the estimation of preoperative working length. (2) Small FOV CBCT may be used in working length determination but it is not as accurate as the currently practiced method of using the EAL. (3) It is also more accurate than RVG in measuring file lengths.

Keywords: Accuracy, CBCT, endodontic, measurement.

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Authors: Tappei Yotsumoto, Atsushi Nomura, Kozo Tanigawa, Kenichi Takahashi, Takao Kawamura, Kazunori Sugahara

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In a human tracking system, expanding a monitoring range of one system is complicating the management of devices and increasing its cost. Therefore, we propose a method to realize a wide-range human tracking by connecting small systems. In this paper, we examined an agent deploy method and information contents across the heterogeneous human tracking systems. By implementing the proposed method, we can construct a human tracking system across heterogeneous systems, and the system can track a target continuously between systems.

Keywords: Human tracking system, mobile agent, monitoring.

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Authors: A. Amar, N. Burtebayev, Kerimkulov Zhambul, Sh. Hamada, N. Amangeldi

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the elastic scattering of protons, deuterons and 3He on 6Li at different incident energies have been analyzed in the framework of the optical model using ECIS88 as well as SPI GENOA codes. The potential parameters were extracted in the phenomenological treatment of measured by us angular distributions and literature data. A good agreement between theoretical and experimental differential cross sections was obtained in whole angular range. Parameters for real part of potential have been also calculated microscopically with singleand double-folding model for the p and d, 3He scattering, respectively, using DFPOT code. For best agreement with experiment the normalization factor N for the potential depth is obtained in the range of 0.7-0.9.

Keywords: Elastic scattering, Esis88 Code single and doublefolding model, phenomenological, DWBA.

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Authors: Chen Chou, Feng-Tyan Lin

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Big Data has been attracted a lot of attentions in many fields for analyzing research issues based on a large number of maternal data. Electronic Toll Collection (ETC) is one of Intelligent Transportation System (ITS) applications in Taiwan, used to record starting point, end point, distance and travel time of vehicle on the national freeway. This study, taking advantage of ETC big data, combined with urban planning theory, attempts to explore various phenomena of inter-city transportation activities. ETC, one of government's open data, is numerous, complete and quick-update. One may recall that living area has been delimited with location, population, area and subjective consciousness. However, these factors cannot appropriately reflect what people’s movement path is in daily life. In this study, the concept of "Living Area" is replaced by "Influence Range" to show dynamic and variation with time and purposes of activities. This study uses data mining with Python and Excel, and visualizes the number of trips with GIS to explore influence range of Tainan city and the purpose of trips, and discuss living area delimited in current. It dialogues between the concepts of "Central Place Theory" and "Living Area", presents the new point of view, integrates the application of big data, urban planning and transportation. The finding will be valuable for resource allocation and land apportionment of spatial planning.

Keywords: Big Data, ITS, influence range, living area, central place theory, visualization.

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Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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Authors: Hamza Simsir, Nurettin Eltugral, Selhan Karagoz

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Surface modification and functionalization has been an important tool for scientists in order to open new frontiers in nanoscience and nanotechnology. Desired surface characteristics for the intended applications can be achieved with surface functionalization. In this work, the effect of water soluble ligands on the adsorption capabilities of silver nanoparticles onto AC which was synthesized from German beech wood was investigated. Sodium borohydride (NaBH4) and polyvinyl alcohol (PVA) were used as the ligands. Silver nanoparticles with different surface coatings have average sizes range from 10 to 13 nm. They were synthesized in aqueous media by reducing Ag (I) ion in the presence of ligands. These particles displayed adsorption tendencies towards AC when they were mixed together and shaken in distilled water. Silver nanoparticles (NaBH4-AgNPs) reduced and stabilized by NaBH4 adsorbed onto AC with a homogenous dispersion of aggregates with sizes in the range of 100-400 nm. Beside, silver nanoparticles, which were prepared in the presence of both NaBH4 and PVA (NaBH4/PVA-Ag NPs), demonstrated that NaBH4/PVA-Ag NPs adsorbed and dispersed homogenously but, they aggregated with larger sizes on the AC surface (range from 300 to 600 nm). In addition, desorption resistance of Ag nanoparticles were investigated in distilled water. According to the results AgNPs were not desorbed on the AC surface in distilled water.

Keywords: Activated carbon, adsorption, ligand, silver nanoparticles.

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Authors: Mohammad Heidari

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Horizontal wells are proven to be better producers because they can be extended for a long distance in the pay zone. Engineers have the technical means to forecast the well productivity for a given horizontal length. However, experiences have shown that the actual production rate is often significantly less than that of forecasted. It is a difficult task, if not impossible to identify the real reason why a horizontal well is not producing what was forecasted. Often the source of problem lies in the drilling of horizontal section such as permeability reduction in the pay zone due to mud invasion or snaky well patterns created during drilling. Although drillers aim to drill a constant inclination hole in the pay zone, the more frequent outcome is a sinusoidal wellbore trajectory. The two factors, which play an important role in wellbore tortuosity, are the inclination and side force at bit. A constant inclination horizontal well can only be drilled if the bit face is maintained perpendicular to longitudinal axis of bottom hole assembly (BHA) while keeping the side force nil at the bit. This approach assumes that there exists no formation force at bit. Hence, an appropriate BHA can be designed if bit side force and bit tilt are determined accurately. The Artificial Neural Network (ANN) is superior to existing analytical techniques. In this study, the neural networks have been employed as a general approximation tool for estimation of the bit side forces. A number of samples are analyzed with ANN for parameters of bit side force and the results are compared with exact analysis. Back Propagation Neural network (BPN) is used to approximation of bit side forces. Resultant low relative error value of the test indicates the usability of the BPN in this area.

Keywords: Artificial Neural Network, BHA, Horizontal Well, Stabilizer.

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Authors: A. M. Metak, T. T. Ajaal

Abstract:

Commercial nanocomposite food packaging type nano-silver containers were characterised using scanning electron microscopy (SEM) and energy-dispersive X-ray spectroscopy (EDX). The presence of nanoparticles consistent with the incorporation of 1% nano-silver (Ag) and 0.1% titanium dioxide (TiO₂) nanoparticle into polymeric materials formed into food containers was confirmed. Both nanomaterials used in this type of packaging appear to be embedded in a layered configuration within the bulk polymer. The dimensions of the incorporated nanoparticles were investigated using X-ray diffraction (XRD) and determined by calculation using the Scherrer Formula; these were consistent with Ag and TiO₂ nanoparticles in the size range 20-70nm both were spherical shape nanoparticles. Antimicrobial assessment of the nanocomposite container has also been performed and the results confirm the antimicrobial activity of Ag and TiO₂ nanoparticles in food packaging containers. Migration assessments were performed in a wide range of food matrices to determine the migration of nanoparticles from the packages. The analysis was based upon the relevant European safety Directives and involved the application of inductively coupled plasma mass spectrometry (ICP-MS) to identify the range of migration risk. The data pertain to insignificance levels of migration of Ag and TiO₂ nanoparticles into the selected food matrices.

Keywords: Nano-silver, antimicrobial food packaging, migration, titanium dioxide.

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Authors: Rupesh K. Gopal, Saroj K. Meher

Abstract:

In this report we present a rule-based approach to detect anomalous telephone calls. The method described here uses subscriber usage CDR (call detail record) data sampled over two observation periods: study period and test period. The study period contains call records of customers- non-anomalous behaviour. Customers are first grouped according to their similar usage behaviour (like, average number of local calls per week, etc). For customers in each group, we develop a probabilistic model to describe their usage. Next, we use maximum likelihood estimation (MLE) to estimate the parameters of the calling behaviour. Then we determine thresholds by calculating acceptable change within a group. MLE is used on the data in the test period to estimate the parameters of the calling behaviour. These parameters are compared against thresholds. Any deviation beyond the threshold is used to raise an alarm. This method has the advantage of identifying local anomalies as compared to techniques which identify global anomalies. The method is tested for 90 days of study data and 10 days of test data of telecom customers. For medium to large deviations in the data in test window, the method is able to identify 90% of anomalous usage with less than 1% false alarm rate.

Keywords: Subscription fraud, fraud detection, anomalydetection, maximum likelihood estimation, rule based systems.

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Authors: Shohei Maruyama, Yasuo Matsuyama, Sachiyo Aburatani

Abstract:

Development of a method to estimate gene functions is an important task in bioinformatics. One of the approaches for the annotation is the identification of the metabolic pathway that genes are involved in. Since gene expression data reflect various intracellular phenomena, those data are considered to be related with genes’ functions. However, it has been difficult to estimate the gene function with high accuracy. It is considered that the low accuracy of the estimation is caused by the difficulty of accurately measuring a gene expression. Even though they are measured under the same condition, the gene expressions will vary usually. In this study, we proposed a feature extraction method focusing on the variability of gene expressions to estimate the genes' metabolic pathway accurately. First, we estimated the distribution of each gene expression from replicate data. Next, we calculated the similarity between all gene pairs by KL divergence, which is a method for calculating the similarity between distributions. Finally, we utilized the similarity vectors as feature vectors and trained the multiclass SVM for identifying the genes' metabolic pathway. To evaluate our developed method, we applied the method to budding yeast and trained the multiclass SVM for identifying the seven metabolic pathways. As a result, the accuracy that calculated by our developed method was higher than the one that calculated from the raw gene expression data. Thus, our developed method combined with KL divergence is useful for identifying the genes' metabolic pathway.

Keywords: Metabolic pathways, gene expression data, microarray, Kullback–Leibler divergence, KL divergence, support vector machines, SVM, machine learning.

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Authors: R. K. Apalowo, D. Chronopoulos, V. Thierry

Abstract:

There exist a wide range of failure modes in composite structures due to the increased usage of the structures especially in aerospace industry. Moreover, temperature dependent wave response of composite and layered structures have been continuously studied, though still limited, in the last decade mainly due to the broad operating temperature range of aerospace structures. A wave finite element (WFE) and finite element (FE) based computational method is presented by which the temperature dependent wave dispersion characteristics and interaction phenomenon in composite structures can be predicted. Initially, the temperature dependent mechanical properties of the panel in the range of -100 ◦C to 150 ◦C are measured experimentally using the Thermal Mechanical Analysis (TMA). Temperature dependent wave dispersion characteristics of each waveguide of the structural system, which is discretized as a system of a number of waveguides coupled by a coupling element, is calculated using the WFE approach. The wave scattering properties, as a function of temperature, is determined by coupling the WFE wave characteristics models of the waveguides with the full FE modelling of the coupling element on which defect is included. Numerical case studies are exhibited for two waveguides coupled through a coupling element.

Keywords: Temperature dependent mechanical characteristics, wave propagation properties, damage detection, wave finite element, composite structure.

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