Search results for: Markov chain Monte Carlo

Authors: Carlo Bruni, Francesco Delli Priscoli, Giorgio Koch, Ilaria Marchetti

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This paper proposes an innovative approach for the Connection Admission Control (CAC) problem. Starting from an abstract network modelling, the CAC problem is formulated in a technology independent fashion allowing the proposed concepts to be applied to any wireless and wired domain. The proposed CAC is decoupled from the other Resource Management procedures, but cooperates with them in order to guarantee the desired QoS requirements. Moreover, it is based on suitable performance measurements which, by using proper predictors, allow to forecast the domain dynamics in the next future. Finally, the proposed CAC control scheme is based on a feedback loop aiming at maximizing a suitable performance index accounting for the domain throughput, whilst respecting a set of constraints accounting for the QoS requirements.

Keywords: Network Management, Quality of Service (QoS) requirements, Optimal Control.

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Authors: Fawaz S. Al-Anzi, Dia AbuZeina

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Speech recognition is of an important contribution in promoting new technologies in human computer interaction. Today, there is a growing need to employ speech technology in daily life and business activities. However, speech recognition is a challenging task that requires different stages before obtaining the desired output. Among automatic speech recognition (ASR) components is the feature extraction process, which parameterizes the speech signal to produce the corresponding feature vectors. Feature extraction process aims at approximating the linguistic content that is conveyed by the input speech signal. In speech processing field, there are several methods to extract speech features, however, Mel Frequency Cepstral Coefficients (MFCC) is the popular technique. It has been long observed that the MFCC is dominantly used in the well-known recognizers such as the Carnegie Mellon University (CMU) Sphinx and the Markov Model Toolkit (HTK). Hence, this paper focuses on the MFCC method as the standard choice to identify the different speech segments in order to obtain the language phonemes for further training and decoding steps. Due to MFCC good performance, the previous studies show that the MFCC dominates the Arabic ASR research. In this paper, we demonstrate MFCC as well as the intermediate steps that are performed to get these coefficients using the HTK toolkit.

Keywords: Speech recognition, acoustic features, Mel Frequency Cepstral Coefficients.

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Authors: Antonino Greco, Nadia Mammone, Francesco Carlo Morabito, Mario Versaci

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Artifact rejection plays a key role in many signal processing applications. The artifacts are disturbance that can occur during the signal acquisition and that can alter the analysis of the signals themselves. Our aim is to automatically remove the artifacts, in particular from the Electroencephalographic (EEG) recordings. A technique for the automatic artifact rejection, based on the Independent Component Analysis (ICA) for the artifact extraction and on some high order statistics such as kurtosis and Shannon-s entropy, was proposed some years ago in literature. In this paper we try to enhance this technique proposing a new method based on the Renyi-s entropy. The performance of our method was tested and compared to the performance of the method in literature and the former proved to outperform the latter.

Keywords: Artifact, EEG, Renyi's entropy, kurtosis, independent component analysis.

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Authors: Paisarn Larpsomboonchai

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Agro-industry is one of major industries that have strong impacts on national economic incomes, growth, stability, and sustainable development. Moreover, this industry also has strong influences on social, cultural and political issues. Furthermore, this industry, as producing primary and secondary products, is facing challenges from such diverse factors such as demand inconsistency, intense international competition, technological advancements and new competitors. In order to maintain and to improve industry’s competitiveness in both domestics and international markets, science and technology are key factors. Besides hard sciences and technologies, modern industrial engineering concepts such as Just in Time (JIT) Total Quality Management (TQM), Quick Response (QR), Supply Chain Management (SCM) and Lean can be very effective to support to increase efficiency and effectiveness of these agricultural products on world stage. Onion is one of Thailand’s major export products which bring back national incomes. But, it is also facing challenges in many ways. This paper focused its interests in onion packing process and its related activities such as storage and shipment from one of major packing plant and storage in Mae Wang District, Chiang Mai, Thailand, by applying Toyota Production System (TPS) or Lean concepts, to improve process capability throughout the entire packing and distribution process which will be profitable for the whole onion supply chain. And it will be beneficial to other related agricultural products in Thailand and other ASEAN countries.

Keywords: Lean Concepts, Lean in Agro-industries Activities, Packing Process, Toyota Production System (TPS), Waste Reduction.

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Authors: Taekyoon Park, Seok Goo Lee, Sung Ho Kim, Ung Lee, Jong Min Lee, Chonghun Han

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CO₂ capture and storage/sequestration (CCS) is a key technology for addressing the global warming issue. This paper proposes an integrated model for the whole chain of CCS, from a power plant to a reservoir. The integrated model is further utilized to determine optimal operating conditions and study responses to various changes in input variables.

Keywords: CCS, Caron Dioxide, Carbon Capture and Storage, Simulation, Optimization.

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Authors: Yepeng Cheng, Yasuhiko Morimoto

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Customer relationship analysis is vital for retail stores, especially for supermarkets. The point of sale (POS) systems make it possible to record the daily purchasing behaviors of customers as an identification point of sale (ID-POS) database, which can be used to analyze customer behaviors of a supermarket. The customer value is an indicator based on ID-POS database for detecting the customer loyalty of a store. In general, there are many supermarkets in a city, and other nearby competitor supermarkets significantly affect the customer value of customers of a supermarket. However, it is impossible to get detailed ID-POS databases of competitor supermarkets. This study firstly focused on the customer value and distance between a customer's home and supermarkets in a city, and then constructed the models based on logistic regression analysis to analyze correlations between distance and purchasing behaviors only from a POS database of a supermarket chain. During the modeling process, there are three primary problems existed, including the incomparable problem of customer values, the multicollinearity problem among customer value and distance data, and the number of valid partial regression coefficients. The improved customer value, Huff’s gravity model, and inverse attractiveness frequency are considered to solve these problems. This paper presents three types of models based on these three methods for loyal customer classification and competitors’ influence analysis. In numerical experiments, all types of models are useful for loyal customer classification. The type of model, including all three methods, is the most superior one for evaluating the influence of the other nearby supermarkets on customers' purchasing of a supermarket chain from the viewpoint of valid partial regression coefficients and accuracy.

Keywords: Customer value, Huff's Gravity Model, POS, retailer.

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Authors: Deniz T. Sodiri, Venkat V S S Sastry

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The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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Authors: Antonino Greco, Nadia Mammone, Francesco Carlo Morabito, Mario Versaci

Abstract:

The goal of this work is to improve the efficiency and the reliability of the automatic artifact rejection, in particular from the Electroencephalographic (EEG) recordings. Artifact rejection is a key topic in signal processing. The artifacts are unwelcome signals that may occur during the signal acquisition and that may alter the analysis of the signals themselves. A technique for the automatic artifact rejection, based on the Independent Component Analysis (ICA) for the artifact extraction and on some high order statistics such as kurtosis and Shannon-s entropy, was proposed some years ago in literature. In this paper we enhance this technique introducing the Renyi-s entropy. The performance of our method was tested exploiting the Independent Component scalp maps and it was compared to the performance of the method in literature and it showed to outperform it.

Keywords: Artifact, EEG, Renyi's entropy, independent component analysis, kurtosis.

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Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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Authors: Juan Li, Jiawen Qiu, Yuchuan Chu, Tianping Zhang, Wei Meng, Yanhui Jia, Xiaohui Liu

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This article developed an ion thruster optic system sputter erosion depth numerical 3D model by IFE-PIC (Immersed Finite Element-Particle-in-Cell) and Mont Carlo method, and calculated the downstream surface sputter erosion rate of accelerator grid; compared with LIPS-200 life test data. The results of the numerical model are in reasonable agreement with the measured data. Finally, we predicted the lifetime of the 20cm diameter ion thruster via the erosion data obtained with the model. The ultimate result demonstrated that under normal operating condition, the erosion rate of the grooves wears on the downstream surface of the accelerator grid is 34.6μm⁄1000h, which means the conservative lifetime until structural failure occurring on the accelerator grid is 11500 hours.

Keywords: Ion thruster, accelerator gird, sputter erosion, lifetime assessment.

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Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

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In this paper, a new concept of closed-loop design for a product is presented. The closed-loop design model is developed by integrating forward design and reverse design. Based on this new concept, a closed-loop design model for sustainable manufacturing by integrated evaluation of forward design, reverse design, and green manufacturing using a fuzzy analytic network process is developed. In the design stage of a product, with a given product requirement and objective, there can be different ways to design the detailed components and specifications. Therefore, there can be different design cases to achieve the same product requirement and objective. Subsequently, in the design evaluation stage, it is required to analyze and evaluate the different design cases. The purpose of this research is to develop a model for evaluating the design cases by integrated evaluating the criteria in forward design, reverse design, and green manufacturing. A fuzzy analytic network process method is presented for integrated evaluation of the criteria in the three models. The comparison matrices for evaluating the criteria in the three groups are established. The total relational values among the three groups represent the total relational effects. In applications, a super matrix model is created and the total relational values can be used to evaluate the design cases for decision-making to select the final design case. An example product is demonstrated in this presentation. It shows that the model is useful for integrated evaluation of forward design, reverse design, and green manufacturing to achieve a closed-loop design for sustainable manufacturing objective.

Keywords: Design evaluation, forward design, reverse design, closed-loop design, supply chain management, closed-loop supply chain, fuzzy analytic network process.

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Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

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Web applications have become very complex and crucial, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering), the scientific community has focused attention to Web applications design, development, analysis, and testing, by studying and proposing methodologies and tools. This paper proposes an approach to automatic multi-dimensional concern mining for Web Applications, based on concepts analysis, impact analysis, and token-based concern identification. This approach lets the user to analyse and traverse Web software relevant to a particular concern (concept, goal, purpose, etc.) via multi-dimensional separation of concerns, to document, understand and test Web applications. This technique was developed in the context of WAAT (Web Applications Analysis and Testing) project. A semi-automatic tool to support this technique is currently under development.

Keywords: Aspect Mining, Concepts Analysis, Concerns Mining, Multi-Dimensional Separation of Concerns, Impact Analysis.

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Authors: Tse-Yu Hsieh, Jyh-Jian Chen

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Since polymerase chain reaction (PCR) has been invented, it has emerged as a powerful tool in genetic analysis. The PCR products are closely linked with thermal cycles. Therefore, to reduce the reaction time and make temperature distribution uniform in the reaction chamber, a novel oscillatory thermal cycler is designed. The sample is placed in a fixed chamber, and three constant isothermal zones are established and lined in the system. The sample is oscillated and contacted with three different isothermal zones to complete thermal cycles. This study presents the design of the geometric characteristics of the chamber. The commercial software CFD-ACE+TM is utilized to investigate the influences of various materials, heating times, chamber volumes, and moving speed of the chamber on the temperature distributions inside the chamber. The chamber moves at a specific velocity and the boundary conditions with time variations are related to the moving speed. Whereas the chamber moves, the boundary is specified at the conditions of the convection or the uniform temperature. The user subroutines compiled by the FORTRAN language are used to make the numerical results realistically. Results show that the reaction chamber with a rectangular prism is heated on six faces; the effects of various moving speeds of the chamber on the temperature distributions are examined. Regarding to the temperature profiles and the standard deviation of the temperature at the Y-cut cross section, the non-uniform temperature inside chamber is found as the moving speed is larger than 0.01 m/s. By reducing the heating faces to four, the standard deviation of the temperature of the reaction chamber is under 1.4×10-3K with the range of velocities between 0.0001 m/s and 1 m/s. The nature convective boundary conditions are set at all boundaries while the chamber moves between two heaters, the effects of various moving velocities of the chamber on the temperature distributions are negligible at the assigned time duration.

Keywords: Polymerase chain reaction, oscillatory thermal cycler, standard deviation of temperature, nature convective.

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Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

Abstract:

Web applications have become very complex and crucial, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering), the scientific community has focused attention to Web applications design, development, analysis, and testing, by studying and proposing methodologies and tools. This paper proposes an approach to automatic multi-dimensional concern mining for Web Applications, based on concepts analysis, impact analysis, and token-based concern identification. This approach lets the user to analyse and traverse Web software relevant to a particular concern (concept, goal, purpose, etc.) via multi-dimensional separation of concerns, to document, understand and test Web applications. This technique was developed in the context of WAAT (Web Applications Analysis and Testing) project. A semi-automatic tool to support this technique is currently under development.

Keywords: Concepts Analysis, Concerns Mining, Multi-Dimensional Separation of Concerns, Impact Analysis.

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Authors: Bi-Huei Tsai

Abstract:

This work explores the inter-region investment behaviors of Integrated Circuit (IC) design industry from Taiwan to China using the amount of foreign direct investment (FDI). According to the mutual dependence among different IC design industrial locations, Lotka-Volterra model is utilized to explore the FDI interactions between South and East China. Effects of inter-regional collaborations on FDI flows into China are considered. The analysis results show that FDIs into South China for IC design industry significantly inspire the subsequent FDIs into East China, while FDIs into East China for Taiwan’s IC design industry significantly hinder the subsequent FDIs into South China. Because the supply chain along IC industry includes upstream IC design, midstream manufacturing, as well as downstream packing and testing enterprises, IC design industry has to cooperate with IC manufacturing, packaging and testing industries in the same area to form a strong IC industrial cluster. Taiwan’s IC design industry implement the largest FDI amount into East China and the second largest FDI amount into South China among the four regions: North, East, Mid-West and South China. If IC design houses undertake more FDIs in South China, those in East China are urged to incrementally implement more FDIs into East China to maintain the competitive advantages of the IC supply chain in East China. On the other hand, as the FDIs in East China rise, the FDIs in South China will successively decline since capitals have concentrated in East China. In addition, this investigation proves that the prediction of Lotka-Volterra model in FDI trends is accurate because the industrial interactions between the two regions are included. Finally, this work confirms that the FDI flows cannot reach a stable equilibrium point, so the FDI inflows into East and South China will expand in the future.

Keywords: Lotka-Volterra model, Foreign direct investment, Competitive, Equilibrium analysis.

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Authors: Mahmoud Elmezain, Ayoub Al-Hamadi, Bernd Michaelis

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Hand gesture is an active area of research in the vision community, mainly for the purpose of sign language recognition and Human Computer Interaction. In this paper, we propose a system to recognize alphabet characters (A-Z) and numbers (0-9) in real-time from stereo color image sequences using Hidden Markov Models (HMMs). Our system is based on three main stages; automatic segmentation and preprocessing of the hand regions, feature extraction and classification. In automatic segmentation and preprocessing stage, color and 3D depth map are used to detect hands where the hand trajectory will take place in further step using Mean-shift algorithm and Kalman filter. In the feature extraction stage, 3D combined features of location, orientation and velocity with respected to Cartesian systems are used. And then, k-means clustering is employed for HMMs codeword. The final stage so-called classification, Baum- Welch algorithm is used to do a full train for HMMs parameters. The gesture of alphabets and numbers is recognized using Left-Right Banded model in conjunction with Viterbi algorithm. Experimental results demonstrate that, our system can successfully recognize hand gestures with 98.33% recognition rate.

Keywords: Gesture Recognition, Computer Vision & Image Processing, Pattern Recognition.

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Authors: Talal Alshammari, Nasser Alshammari, Mohamed Sedky, Chris Howard

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With the widespread adoption of the Internet-connected devices, and with the prevalence of the Internet of Things (IoT) applications, there is an increased interest in machine learning techniques that can provide useful and interesting services in the smart home domain. The areas that machine learning techniques can help advance are varied and ever-evolving. Classifying smart home inhabitants’ Activities of Daily Living (ADLs), is one prominent example. The ability of machine learning technique to find meaningful spatio-temporal relations of high-dimensional data is an important requirement as well. This paper presents a comparative evaluation of state-of-the-art machine learning techniques to classify ADLs in the smart home domain. Forty-two synthetic datasets and two real-world datasets with multiple inhabitants are used to evaluate and compare the performance of the identified machine learning techniques. Our results show significant performance differences between the evaluated techniques. Such as AdaBoost, Cortical Learning Algorithm (CLA), Decision Trees, Hidden Markov Model (HMM), Multi-layer Perceptron (MLP), Structured Perceptron and Support Vector Machines (SVM). Overall, neural network based techniques have shown superiority over the other tested techniques.

Keywords: Activities of daily living, classification, internet of things, machine learning, smart home.

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Authors: J. P. Dubois, H. M. Chiu

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In this paper, we study statistical multiplexing of VBR video in ATM networks. ATM promises to provide high speed realtime multi-point to central video transmission for telemedicine applications in rural hospitals and in emergency medical services. Video coders are known to produce variable bit rate (VBR) signals and the effects of aggregating these VBR signals need to be determined in order to design a telemedicine network infrastructure capable of carrying these signals. We first model the VBR video signal and simulate it using a generic continuous-data autoregressive (AR) scheme. We carry out the queueing analysis by the Fluid Approximation Model (FAM) and the Markov Modulated Poisson Process (MMPP). The study has shown a trade off: multiplexing VBR signals reduces burstiness and improves resource utilization, however, the buffer size needs to be increased with an associated economic cost. We also show that the MMPP model and the Fluid Approximation model fit best, respectively, the cell region and the burst region. Therefore, a hybrid MMPP and FAM completely characterizes the overall performance of the ATM statistical multiplexer. The ramifications of this technology are clear: speed, reliability (lower loss rate and jitter), and increased capacity in video transmission for telemedicine. With migration to full IP-based networks still a long way to achieving both high speed and high quality of service, the proposed ATM architecture will remain of significant use for telemedicine.

Keywords: ATM, multiplexing, queueing, telemedicine, VBR.

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Authors: Nooshin Salari, Viliam Makis, Jane Doe

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This paper presents a maintenance policy for a system consisting of two units. Unit 1 is gradually deteriorating and is subject to soft failure. Unit 2 has a general lifetime distribution and is subject to hard failure. Condition of unit 1 of the system is monitored periodically and it is considered as failed when its deterioration level reaches or exceeds a critical level N. At the failure time of unit 2 system is considered as failed, and unit 2 will be correctively replaced by the next inspection epoch. Unit 1 or 2 are preventively replaced when deterioration level of unit 1 or age of unit 2 exceeds the related preventive maintenance (PM) levels. At the time of corrective or preventive replacement of unit 2, there is an opportunity to replace unit 1 if its deterioration level reaches the opportunistic maintenance (OM) level. If unit 2 fails in an inspection interval, system stops operating although unit 1 has not failed. A mathematical model is derived to find the preventive and opportunistic replacement levels for unit 1 and preventive replacement age for unit 2, that minimize the long run expected average cost per unit time. The problem is formulated and solved in the semi-Markov decision process (SMDP) framework. Numerical example is provided to illustrate the performance of the proposed model and the comparison of the proposed model with an optimal policy without opportunistic maintenance level for unit 1 is carried out.

Keywords: Condition-based maintenance, opportunistic maintenance, preventive maintenance, two-unit system.

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Authors: Abu Salim Mustafa

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Polymerase chain reaction (PCR) assays targeting genomic DNA segments have been established for the detection of Helicobacter pylori in clinical specimens. However, the data on comparative evaluations of various targets in detection of H. pylori are limited. Furthermore, the frequencies of vacA (s1 and s2) and cagA genotypes, which are suggested to be involved in the pathogenesis of H. pylori in other parts of the world, are not well studied in Kuwait. The aim of this study was to evaluate PCR assays for the detection and genotyping of H. pylori by targeting the amplification of DNA targets from four genomic segments. The genomic DNA were isolated from 72 clinical isolates of H. pylori and tested in PCR with four pairs of oligonucleotides primers, i.e. ECH-U/ECH-L, ET-5U/ET-5L, CagAF/CagAR and Vac1F/Vac1XR, which were expected to amplify targets of various sizes (471 bp, 230 bp, 183 bp and 176/203 bp, respectively) from the genomic DNA of H. pylori. The PCR-amplified DNA were analyzed by agarose gel electrophoresis. PCR products of expected size were obtained with all primer pairs by using genomic DNA isolated from H. pylori. DNA dilution experiments showed that the most sensitive PCR target was 471 bp DNA amplified by the primers ECH-U/ECH-L, followed by the targets of Vac1F/Vac1XR (176 bp/203 DNA), CagAF/CagAR (183 bp DNA) and ET-5U/ET-5L (230 bp DNA). However, when tested with undiluted genomic DNA isolated from single colonies of all isolates, the Vac1F/Vac1XR target provided the maximum positive results (71/72 (99% positives)), followed by ECH-U/ECH-L (69/72 (93% positives)), ET-5U/ET-5L (51/72 (71% positives)) and CagAF/CagAR (26/72 (46% positives)). The results of genotyping experiments showed that vacA s1 (46% positive) and vacA s2 (54% positive) genotypes were almost equally associated with VaCA+/CagA- isolates (P > 0.05), but with VacA+/CagA+ isolates, S1 genotype (92% positive) was more frequently detected than S2 genotype (8% positive) (P< 0.0001). In conclusion, among the primer pairs tested, Vac1F/Vac1XR provided the best results for detection of H. pylori. The genotyping experiments showed that vacA s1 and vacA s2 genotypes were almost equally associated with vaCA⁺/cagA^- isolates, but vacA s1 genotype had a significantly increased association with vacA⁺/cagA⁺ isolates.

Keywords: H. pylori, detection, genotyping, Kuwait.

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Authors: S. Behnia, S. Fathizadeh

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Conductivity properties of DNA molecule is investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. This model is a tight-binding linear nanoscale chain. We have tried to study the electrical current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.

Keywords: Charge transfer in DNA, Chaos theory, Molecular electronics, Negative Differential resistance.

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Authors: Taylan Kabbani, Ekrem Duman

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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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Authors: A. Diet, M. Villegas, G. Baudoin

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This work concerns the measurements of a Bulk Acoustic Waves (BAW) emission filter S parameters and compare with prototypes simulated types. Thanks to HP-ADS, a co-simulation of filters- characteristics in a digital radio-communication chain is performed. Four cases of modulation schemes are studied in order to illustrate the impact of the spectral occupation of the modulated signal. Results of simulations and co-simulation are given in terms of Error Vector Measurements to be useful for a general sensibility analysis of 4th/3rd Generation (G.) emitters (wideband QAM and OFDM signals)

Keywords: RF architectures, BAW filters.

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Authors: Huyen T. Pham, Nhue P. Nguyen, Tien Q. Phi, Phuong T. Dang, Hy G. Le

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Since the marine environmental conditions are extremely different from the other ones, marine actinomycetes might produce novel bioactive compounds. Therefore, actinomycete strains were screened from marine water and sediment samples collected from the coastal areas of Northern Vietnam. Ninety-nine actinomycete strains were obtained on starch-casein agar media by dilution technique, only seven strains, named HP112, HP12, HP411, HPN11, HP 11, HPT13 and HPX12, showed significant antibacterial activity against both gram-positive and gram-negative bacteria (Bacillus subtilis ATCC 6633, Staphylococcus epidemidis ATCC 12228, Escherichia coli ATCC 11105). Further studies were carried out with the most active HP411 strain against Candida albicans ATCC 10231. This strain could grow rapidly on starch casein agar and other media with high salt containing 7-10% NaCl at 28-30oC. Spore-chain of HP411 showed an elongated and circular shape with 10 to 30 spores/chain. Identification of the strain was carried out by employing the taxonomical studies including the 16S rRNA sequence. Based on phylogenetic and phenotypic evidence it is proposed that HP411 to be belongs to species Streptomyces variabilis. The potent of the crude extract of fermentation broth of HP411 that are effective against wide range of pathogens: both grampositive, gram-negative and fungi. Further studies revealed that the crude extract HP411 could obtain the anticancer activity for cancer cell lines: Hep-G2 (liver cancer cell line); RD (cardiac and skeletal muscle letters cell line); FL (membrane of the uterus cancer cell line). However, the actinomycetes from marine ecosystem will be useful for the discovery of new drugs in the future.

Keywords: Marine actinomycetes, antibacterial, anticancer, Streptomyces variabilis.

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Authors: Mauro Giacomini, Stefania Bertone, Carlo Mansi, Pietro Dulbecco, Vincenzo Savarino

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The prevalence of non organic constipation differs from country to country and the reliability of the estimate rates is uncertain. Moreover, the clinical relevance of subdividing the heterogeneous functional constipation disorders into pre-defined subgroups is largely unknown.. Aim: to estimate the prevalence of constipation in a population-based sample and determine whether clinical subgroups can be identified. An age and gender stratified sample population from 5 Italian cities was evaluated using a previously validated questionnaire. Data mining by cluster analysis was used to determine constipation subgroups. Results: 1,500 complete interviews were obtained from 2,083 contacted households (72%). Self-reported constipation correlated poorly with symptombased constipation found in 496 subjects (33.1%). Cluster analysis identified four constipation subgroups which correlated to subgroups identified according to pre-defined symptom criteria. Significant differences in socio-demographics and lifestyle were observed among subgroups.

Keywords: Cluster analysis, constipation, data mining, statistical analysis.

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Authors: Jasna Prester, Ivana Rašić Bakarić, Božidar Matijević

Abstract:

Innovations not only contribute to competitiveness of the company but have also positive effects on revenues. On average, product innovations account to 14 percent of companies’ sales. Innovation management has substantially changed during the last decade, because of growing reliance on external partners. As a consequence, a new task for purchasing arises, as firms need to understand which suppliers actually do have high potential contributing to the innovativeness of the firm and which do not. Proper organization of the purchasing function is important since for the majority of manufacturing companies deal with substantial material costs which pass through the purchasing function. In the past the purchasing function was largely seen as a transaction-oriented, clerical function but today purchasing is the intermediate with supply chain partners contributing to innovations, be it product or process innovations. Therefore, purchasing function has to be organized differently to enable firm innovation potential. However, innovations are inherently risky. There are behavioral risk (that some partner will take advantage of the other party), technological risk in terms of complexity of products and processes of manufacturing and incoming materials and finally market risks, which in fact judge the value of the innovation. These risks are investigated in this work. Specifically, technological risks which deal with complexity of the products, and processes will be investigated more thoroughly. Buying components or such high edge technologies necessities careful investigation of technical features and therefore is usually conducted by a team of experts. Therefore it is hypothesized that higher the technological risk, higher will be the centralization of the purchasing function as an interface with other supply chain members. Main contribution of this research lies is in the fact that analysis was performed on a large data set of 1493 companies, from 25 countries collected in the GMRG 4 survey. Most analyses of purchasing function are done by case study analysis of innovative firms. Therefore this study contributes with empirical evaluations that can be generalized.

Keywords: Purchasing function organization, innovation, technological risk, GMRG 4 survey.

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Authors: Pucheng Zhou, Bingrong Hong

Abstract:

How to coordinate the behaviors of the agents through learning is a challenging problem within multi-agent domains. Because of its complexity, recent work has focused on how coordinated strategies can be learned. Here we are interested in using reinforcement learning techniques to learn the coordinated actions of a group of agents, without requiring explicit communication among them. However, traditional reinforcement learning methods are based on the assumption that the environment can be modeled as Markov Decision Process, which usually cannot be satisfied when multiple agents coexist in the same environment. Moreover, to effectively coordinate each agent-s behavior so as to achieve the goal, it-s necessary to augment the state of each agent with the information about other existing agents. Whereas, as the number of agents in a multiagent environment increases, the state space of each agent grows exponentially, which will cause the combinational explosion problem. Profit sharing is one of the reinforcement learning methods that allow agents to learn effective behaviors from their experiences even within non-Markovian environments. In this paper, to remedy the drawback of the original profit sharing approach that needs much memory to store each state-action pair during the learning process, we firstly address a kind of on-line rational profit sharing algorithm. Then, we integrate the advantages of modular learning architecture with on-line rational profit sharing algorithm, and propose a new modular reinforcement learning model. The effectiveness of the technique is demonstrated using the pursuit problem.

Keywords: Multi-agent learning; reinforcement learning; rationalprofit sharing; modular architecture.

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Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

Abstract:

Web applications have become complex and crucial for many firms, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering). The scientific community has focused attention to Web application design, development, analysis, testing, by studying and proposing methodologies and tools. Static and dynamic techniques may be used to analyze existing Web applications. The use of traditional static source code analysis may be very difficult, for the presence of dynamically generated code, and for the multi-language nature of the Web. Dynamic analysis may be useful, but it has an intrinsic limitation, the low number of program executions used to extract information. Our reverse engineering analysis, used into our WAAT (Web Applications Analysis and Testing) project, applies mutational techniques in order to exploit server side execution engines to accomplish part of the dynamic analysis. This paper studies the effects of mutation source code analysis applied to Web software to build application models. Mutation-based generated models may contain more information then necessary, so we need a pruning mechanism.

Keywords: Validation, Dynamic Analysis, MutationAnalysis, Reverse Engineering, Web Applications

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Authors: Lidia Martínez Murillo

Abstract:

Since the 1990s the American furniture industry faces a transition period. Manufacturers, one of its most important actors made its entrance into the retail industry. This shift has had deep consequences not only for the American furniture industry as a whole, but also for other international furniture industries, especially the Chinese. The present work aims to analyze this actor based on the distinction provided by the Global Commodity Chain Theory. It stresses its characteristics, structure, operational way and importance for both the U.S. and the Chinese furniture industries.

Keywords: M&RC, blended strategy, U.S. furniture industry, Chinese furniture industry.

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Authors: Werner Sandmann, Verena Wolf

Abstract:

Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.

Keywords: Computational Modeling, Biological Networks, Stochastic Models, Markov Chains, Transition Class Models.

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