Search results for: Prediction of financial markets

Authors: Lavanya Annadi, Fahimeh Jafari

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Transportation brings immense benefits to society, but it also has its costs. Costs include the cost of infrastructure, personnel, and equipment, but also the loss of life and property in traffic accidents on the road, delays in travel due to traffic congestion, and various indirect costs in terms of air transport. This research aims to predict the probabilistic crash prediction of vehicles using Machine Learning due to natural and structural reasons by excluding spontaneous reasons, like overspeeding, etc., in the United States. These factors range from meteorological elements such as weather conditions, precipitation, visibility, wind speed, wind direction, temperature, pressure, and humidity, to human-made structures, like road structure components such as Bumps, Roundabouts, No Exit, Turning Loops, Give Away, etc. The probabilities are categorized into ten distinct classes. All the predictions are based on multiclass classification techniques, which are supervised learning. This study considers all crashes in all states collected by the US government. The probability of the crash was determined by employing Multinomial Expected Value, and a classification label was assigned accordingly. We applied three classification models, including multiclass Logistic Regression, Random Forest and XGBoost. The numerical results show that XGBoost achieved a 75.2% accuracy rate which indicates the part that is being played by natural and structural reasons for the crash. The paper has provided in-depth insights through exploratory data analysis.

Keywords: Road safety, crash prediction, exploratory analysis, machine learning.

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Authors: Karima Siham Aoubid, Mohamed Boulemden

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The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.

Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.

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Authors: Raif Parlakkaya, Huseyin Cetin, Halil Akmese, Mesut Murat Adabali

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As the economies of other countries in the Mediterranean Basin, the tourism sector in our country has a high denominator in economics. Tourism businesses, which are building blocks of tourism, sector faces with a variety of problems during their activities. These problems faced make business efficiency and competition conditions of the businesses difficult. Most of the problems faced by the tourism businesses and the information of consumers about consumers’ rights were used in this study, which is conducted to determine the problems of tourism businesses in the Central Anatolia Region. It is aimed to contribute the awareness of staff and executives working at tourism sector and to attract attention of businesses active concurrently with tourism sector and legislators.

Keywords: Financial Problems, The problems of Tourism businesses, Tourism Businesses, Tourism Sector in Turkey.

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Authors: M. Breška, I. Peruš, V. Stankovski

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The number of Ground Motion Prediction Equations (GMPEs) used for predicting peak ground acceleration (PGA) and the number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database.

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Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

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The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.

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Authors: Srinath Shetty K., Shivashankar R., Rashmi P. Shetty

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Earth reinforcing techniques have become useful and economical to solve problems related to difficult grounds and provide satisfactory foundation performance. In this context, this paper uses radial basis function neural network (RBFNN) for predicting the bearing pressure of strip footing on reinforced granular bed overlying weak soil. The inputs for the neural network models included plate width, thickness of granular bed and number of layers of reinforcements, settlement ratio, water content, dry density, cohesion and angle of friction. The results indicated that RBFNN model exhibited more than 84 % prediction accuracy, thereby demonstrating its application in a geotechnical problem.

Keywords: Bearing pressure, granular bed, radial basis function neural network, strip footing.

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Authors: J-P. Skön, M. Johansson, M. Raatikainen, K. Leiviskä, M. Kolehmainen

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The use of neural networks is popular in various building applications such as prediction of heating load, ventilation rate and indoor temperature. Significant is, that only few papers deal with indoor carbon dioxide (CO2) prediction which is a very good indicator of indoor air quality (IAQ). In this study, a data-driven modelling method based on multilayer perceptron network for indoor air carbon dioxide in an apartment building is developed. Temperature and humidity measurements are used as input variables to the network. Motivation for this study derives from the following issues. First, measuring carbon dioxide is expensive and sensors power consumptions is high and secondly, this leads to short operating times of battery-powered sensors. The results show that predicting CO2 concentration based on relative humidity and temperature measurements, is difficult. Therefore, more additional information is needed.

Keywords: Indoor air quality, Modelling, Neural networks

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Authors: Naveed Ghani, Samreen Javed

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In today’s heterogeneous network environment, there is a growing demand for distrust clients to jointly execute secure network to prevent from malicious attacks as the defining task of propagating malicious code is to locate new targets to attack. Residual risk is always there no matter what solutions are implemented or whet so ever security methodology or standards being adapted. Security is the first and crucial phase in the field of Computer Science. The main aim of the Computer Security is gathering of information with secure network. No one need wonder what all that malware is trying to do: It's trying to steal money through data theft, bank transfers, stolen passwords, or swiped identities. From there, with the help of our survey we learn about the importance of white listing, antimalware programs, security patches, log files, honey pots, and more used in banks for financial data protection but there’s also a need of implementing the IPV6 tunneling with Crypto data transformation according to the requirements of new technology to prevent the organization from new Malware attacks and crafting of its own messages and sending them to the target. In this paper the writer has given the idea of implementing IPV6 Tunneling Secessions on private data transmission from financial organizations whose secrecy needed to be safeguarded.

Keywords: Network worms, malware infection propagating malicious code, virus, security, VPN.

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Authors: R. Leelaruji, V. Knazkins

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This paper proposes a methodology for mitigating the occurrence of cascading failure in stressed power systems. The methodology is essentially based on predicting voltage instability in the power system using a voltage stability index and then devising a corrective action in order to increase the voltage stability margin. The paper starts with a brief description of the cascading failure mechanism which is probable root cause of severe blackouts. Then, the voltage instability indices are introduced in order to evaluate stability limit. The aim of the analysis is to assure that the coordination of protection, by adopting load shedding scheme, capable of enhancing performance of the system after the major location of instability is determined. Finally, the proposed method to generate instability prediction is introduced.

Keywords: Blackouts, cascading failure, voltage stability indices, singular value decomposition, load shedding.

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Authors: Nargess Mottaghi Golshan, Siti Zaleha Abdul Rasid

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Purpose:This paper aims to gain insights to the influential factors of ERM adoptions by public listed firms in Malaysia. Findings:The two factors of financial leverage and auditor type were found to be significant influential factors for ERM adoption. In other words the findings indicated that firms with higher financial leverage and with a Big Four auditor are more likely to have a form of ERM framework in place. Originality/Value:Since there are relatively few studies conducted in this area and specially in developing economies like Malaysia, this study will broaden the scope of literature by providing novel empirical evidence.

Keywords: Enterprise risk management, risk, public listed company.

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Authors: Peter Yang

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Green incentives are included in the “American Recovery and Reinvestment Act of 2009" (ARRA). It is, however, unclear how these government incentives can be carried out most effectively according to market-based principles and if they can serve as a catalyst for an accelerated green transformation and an ultimate solution to the current U.S. and global economic and financial crisis. The article will compare the existing U.S. green economic policies with those in Germany, identify problems, and suggest improvements to allow the green stimulus incentives to achieve the best results in the process of an accelerated green transformation. The author argues that the current U.S. green stimulus incentives can only be most successful if they are carried out as part of a visionary, comprehensive, long-term, and consistent strategy of the green economic transformation.

Keywords: Green incentives, financial crisis, green economy, renewable energy sources, energy efficiency.

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Authors: Carlos Sanchís-Pedregosa, María del Mar González-Zamora, José A. D. Machuca

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Logistics outsourcing is a growing trend and measuring its performance, a challenge. It must be consistent with the objectives set for logistics outsourcing, but we have found no objective-based performance measurement system. We have conducted a comprehensive review of the specialist literature to cover this gap, which has led us to identify and define these objectives. The outcome is that we have obtained a list of the most relevant objectives and their descriptions. This will enable us to analyse in a future study whether the indicators used for measuring logistics outsourcing performance are consistent with the objectives pursued with the outsourcing. If this is not the case, a proposal will be made for a set of financial and operational indicators to measure performance in logistics outsourcing that take the goals being pursued into account.

Keywords: Outsourcing, Performance measurement, Logistics, Objectives, Indicators

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Authors: Korbi Fakhri

Abstract:

In this article, we have elaborated a study over the nature of financial intermediation in Islamic banks by comparison to those of conventional ones. We have found a striking difference between two kinds of intermediation. We tried, from another side, to study the relationship between the capital level and deficiency risk relying on econometric model, and we have obtained a positive and significant relation between the capital and the deficiency risk for the conventional banks. This means that when the capital of these banks increases, the deficiency risk increases as well. In return, since the Islamic banks are constrained to respect the Sharia Committee as well as customers’ demands that may, in certain contracts, choose to invest their capitals in projects they are interested in. These constraints have as effects to reduce the deficiency risk even when the capital increases.

Keywords: Conventional bank, deficiency risk, financial intermediation, Islamic bank.

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Authors: Bilal Alatas, Ahmet Arslan

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The main goal of data mining is to extract accurate, comprehensible and interesting knowledge from databases that may be considered as large search spaces. In this paper, a new, efficient type of Genetic Algorithm (GA) called uniform two-level GA is proposed as a search strategy to discover truly interesting, high-level prediction rules, a difficult problem and relatively little researched, rather than discovering classification knowledge as usual in the literatures. The proposed method uses the advantage of uniform population method and addresses the task of generalized rule induction that can be regarded as a generalization of the task of classification. Although the task of generalized rule induction requires a lot of computations, which is usually not satisfied with the normal algorithms, it was demonstrated that this method increased the performance of GAs and rapidly found interesting rules.

Keywords: Classification rule mining, data mining, genetic algorithms.

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Authors: Ahmed Kayad Abdourazak, Abderafi Souad, Zejli Driss, Idriss Abdoulkader Ibrahim

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In this paper Artificial Neural Network (ANN) is used to predict the solar irradiation in Djibouti for the first Time that is useful to the integration of Concentrating Solar Power (CSP) and sites selections for new or future solar plants as part of solar energy development. An ANN algorithm was developed to establish a forward/reverse correspondence between the latitude, longitude, altitude and monthly solar irradiation. For this purpose the German Aerospace Centre (DLR) data of eight Djibouti sites were used as training and testing in a standard three layers network with the back propagation algorithm of Lavenber-Marquardt. Results have shown a very good agreement for the solar irradiation prediction in Djibouti and proves that the proposed approach can be well used as an efficient tool for prediction of solar irradiation by providing so helpful information concerning sites selection, design and planning of solar plants.

Keywords: Artificial neural network, solar irradiation, concentrated solar power, Lavenberg-Marquardt.

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Authors: Salvatore Marra, Francesco C. Morabito

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In this paper we present an efficient approach for the prediction of two sunspot-related time series, namely the Yearly Sunspot Number and the IR5 Index, that are commonly used for monitoring solar activity. The method is based on exploiting partially recurrent Elman networks and it can be divided into three main steps: the first one consists in a “de-rectification" of the time series under study in order to obtain a new time series whose appearance, similar to a sum of sinusoids, can be modelled by our neural networks much better than the original dataset. After that, we normalize the derectified data so that they have zero mean and unity standard deviation and, finally, train an Elman network with only one input, a recurrent hidden layer and one output using a back-propagation algorithm with variable learning rate and momentum. The achieved results have shown the efficiency of this approach that, although very simple, can perform better than most of the existing solar activity forecasting methods.

Keywords: Elman neural networks, sunspot, solar activity, time series prediction.

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Authors: Gabriele Bedon, Marco Raciti Castelli, Ernesto Benini

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A dynamic stall-corrected Blade Element-Momentum algorithm based on a hybrid polar is validated through the comparison with Sandia experimental measurements on a 5-m diameter wind turbine of Troposkien shape. Different dynamic stall models are evaluated. The numerical predictions obtained using the extended aerodynamic coefficients provided by both Sheldal and Klimas and Raciti Castelli et al. are compared to experimental data, determining the potential of the hybrid database for the numerical prediction of vertical-axis wind turbine performances.

Keywords: Darrieus wind turbine, Blade Element-Momentum Theory, extended airfoil database, hybrid database, Sandia 5-m wind turbine.

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Authors: Perumal Nallagownden, Ravindra N. Mukerjee, Syafrudin Masri

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In a competitive energy market, system reliability should be maintained at all times. Power system operation being of online in nature, the energy balance requirements must be satisfied to ensure reliable operation the system. To achieve this, information regarding the expected status of the system, the scheduled transactions and the relevant inputs necessary to make either a transaction contract or a transmission contract operational, have to be made available in real time. The real time procedure proposed, facilitates this. This paper proposes a quadratic curve learning procedure, which enables a generator-s contribution to the retailer demand, power loss of transaction in a line at the retail end and its associated losses for an oncoming operating scenario to be predicted. Matlab program was used to test in on a 24-bus IEE Reliability Test System, and the results are found to be acceptable.

Keywords: Deregulation, learning coefficients, reliability, prediction, competitive energy market.

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Authors: Latha Parthiban, R. Subramanian

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Heart disease (HD) is a major cause of morbidity and mortality in the modern society. Medical diagnosis is an important but complicated task that should be performed accurately and efficiently and its automation would be very useful. All doctors are unfortunately not equally skilled in every sub specialty and they are in many places a scarce resource. A system for automated medical diagnosis would enhance medical care and reduce costs. In this paper, a new approach based on coactive neuro-fuzzy inference system (CANFIS) was presented for prediction of heart disease. The proposed CANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach which is then integrated with genetic algorithm to diagnose the presence of the disease. The performances of the CANFIS model were evaluated in terms of training performances and classification accuracies and the results showed that the proposed CANFIS model has great potential in predicting the heart disease.

Keywords: CANFIS, genetic algorithms, heart disease, membership function.

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Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and timeconsuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: Soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil.

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Authors: Dhahri Maher, Aouinet Hana

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The presence of bubbles in the boundary layer introduces corrections into the log law, which must be taken into account. In this work, a logarithmic wall law was presented for bubbly two phase flows. The wall law presented in this work was based on the postulation of additional turbulent viscosity associated with bubble wakes in the boundary layer. The presented wall law contained empirical constant accounting both for shear induced turbulence interaction and for non-linearity of bubble. This constant was deduced from experimental data. The wall friction prediction achieved with the wall law was compared to the experimental data, in the case of a turbulent boundary layer developing on a vertical flat plate in the presence of millimetric bubbles. A very good agreement between experimental and numerical wall friction prediction was verified. The agreement was especially noticeable for the low void fraction when bubble induced turbulence plays a significant role.

Keywords: Bubbly flows, log law, boundary layer.

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Authors: Anjan Kumar Kakati, M. Chandrasekaran, Amitava Mandal, Amit Kumar Singh

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End milling process is one of the common metal cutting operations used for machining parts in manufacturing industry. It is usually performed at the final stage in manufacturing a product and surface roughness of the produced job plays an important role. In general, the surface roughness affects wear resistance, ductility, tensile, fatigue strength, etc., for machined parts and cannot be neglected in design. In the present work an experimental investigation of end milling of aluminium alloy with carbide tool is carried out and the effect of different cutting parameters on the response are studied with three-dimensional surface plots. An artificial neural network (ANN) is used to establish the relationship between the surface roughness and the input cutting parameters (i.e., spindle speed, feed, and depth of cut). The Matlab ANN toolbox works on feed forward back propagation algorithm is used for modeling purpose. 3-12-1 network structure having minimum average prediction error found as best network architecture for predicting surface roughness value. The network predicts surface roughness for unseen data and found that the result/prediction is better. For desired surface finish of the component to be produced there are many different combination of cutting parameters are available. The optimum cutting parameter for obtaining desired surface finish, to maximize tool life is predicted. The methodology is demonstrated, number of problems are solved and algorithm is coded in Matlab®.

Keywords: End milling, Surface roughness, Neural networks.

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Authors: Joanna Stawska

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The main objective of this article is to examine the impact of interest rates on investments in Poland in the context of financial crisis. The paper also investigates the dependence of bank loans to enterprises on interbank market rates. The article studies the impact of interbank market rate on the level of investments in Poland. Besides, this article focuses on the research of the correlation between the level of corporate loans and the amount of investments in Poland in order to determine the indirect impact of central bank interest rates through the transmission mechanism of monetary policy on the real economy. To achieve the objective we have used econometric and statistical research methods like: econometric model and Pearson correlation coefficient. This analysis suggests that the central bank reference rate inversely proportionally affects the level of investments in Poland and this dependence is moderate. This is also important issue because it is related to preparing of Poland to accession to euro area. The research is important from both theoretical and empirical points of view. The formulated conclusions and recommendations determine the practical significance of the paper which may be used in the decision making process of monetary and economic authorities of the country.

Keywords: Central bank, financial crisis, interest rate, investments.

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Authors: S. Niksarlioglu, F. Kulahci

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Earthquakes are natural phenomena that occur with influence of a lot of parameters such as seismic activity, changing in the ground waters' motion, changing in the water-s temperature, etc. On the other hand, the radon gas concentrations in soil vary as nonlinear generally with earthquakes. Continuous measurement of the soil radon gas is very important for determination of characteristic of the seismic activity. The radon gas changes as continuous with strain occurring within the Earth-s surface during an earthquake and effects from the physical and the chemical processes such as soil structure, soil permeability, soil temperature, the barometric pressure, etc. Therefore, at the modeling researches are notsufficient to knowthe concentration ofradon gas. In this research, we determined relationships between radon emissions based on the environmental parameters and earthquakes occurring along the East Anatolian Fault Zone (EAFZ), Turkiye and predicted magnitudes of some earthquakes with the artificial neural network (ANN) model.

Keywords: Earthquake, Modeling, Prediction, Radon.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

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Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R²) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.

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Authors: Zohreh Soltani, Seyedmohammadhossein Hosseinian

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Reduction of energy consumption in built infrastructure, through the installation of energy-efficient technologies, is a major approach to achieving sustainability. In practice, the viability of energy efficiency projects strongly depends on the cost reimbursement and profitability. These projects are subject to failure if the actual cost savings do not reimburse the project cost promptly. In such cases, refinancing could be a solution to benefit from the long-term returns of the project, if implemented wisely. However, very little is still known about the effect of refinancing options on financial performance of energy efficiency projects. In order to fill this gap, the present study investigates the financial behavior of energy efficiency projects with focus on refinancing options, such as Leveraged Loans. A System Dynamics (SD) model is introduced, and the model application is presented using an actual case-study data. The case study results indicate that while high-interest start-ups make using Leveraged Loan inevitable, refinancing can rescue the project and bring about profitability. This paper also presents some managerial implications of refinancing energy efficiency projects based on the case-study analysis. Results of this study help to implement financially viable energy efficiency projects so that the community could benefit from their environmental advantages widely.

Keywords: Energy efficiency projects, leveraged loan, refinancing, sustainability.

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Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li

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An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.

Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.

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Authors: Karuna Tuchinda, Sasithon Bland

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This work investigates the wear of a steam turbine blade coated with titanium nitride (TiN), and compares to the wear of uncoated blades. The coating is deposited on by physical vapor deposition (PVD) method. The working conditions of the blade were simulated and surface temperature and pressure values as well as flow velocity and flow direction were obtained. This data was used in the finite element wear model developed here in order to predict the wear of the blade. The wear mechanisms considered are erosive wear due to particle impingement and fluid jet, and fatigue wear due to repeated impingement of particles and fluid jet. Results show that the life of the TiN-coated blade is approximately 1.76 times longer than the life of the uncoated one.

Keywords: Physical vapour deposition, steam turbine blade, titanium-based coating, wear prediction.

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Authors: H.Mohammadi Majd, M.Jalali Azizpour , Foad Saadi

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In this paper back-propagation artificial neural network (BPANN) is employed to predict the deformation of the upsetting process. To prepare a training set for BPANN, some finite element simulations were carried out. The input data for the artificial neural network are a set of parameters generated randomly (aspect ratio d/h, material properties, temperature and coefficient of friction). The output data are the coefficient of polynomial that fitted on barreling curves. Neural network was trained using barreling curves generated by finite element simulations of the upsetting and the corresponding material parameters. This technique was tested for three different specimens and can be successfully employed to predict the deformation of the upsetting process

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

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