Search results for: price prediction.

Authors: M. Abou-Amouna, A. Radwan, L. Al-kuwari, A. Hammuda, K. Al-Khalifa

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There is growing concern over increasing incidences of road accidents and consequent loss of human life in Qatar. In light to the future planned event in Qatar, World Cup 2022; Qatar should put into consideration the future deaths caused by road accidents, and past trends should be considered to give a reasonable picture of what may happen in the future. Qatar roads should be arranged and paved in a way that accommodate high capacity of the population in that time, since then there will be a huge number of visitors from the world. Qatar should also consider the risk issues of road accidents raised in that period, and plan to maintain high level to safety strategies. According to the increase in the number of road accidents in Qatar from 1995 until 2012, an analysis of elements affecting and causing road accidents will be effectively studied. This paper aims to identify and criticize the factors that have high effect on causing road accidents in the state of Qatar, and predict the total number of road accidents in Qatar 2022. Alternative methods are discussed and the most applicable ones according to the previous researches are selected for further studies. The methods that satisfy the existing case in Qatar were the multiple linear regression model (MLR) and artificial neutral network (ANN). Those methods are analyzed and their findings are compared. We conclude that by using MLR the number of accidents in 2022 will become 355,226 accidents, and by using ANN 216,264 accidents. We conclude that MLR gave better results than ANN because the artificial neutral network doesn’t fit data with large range varieties.

Keywords: Road Safety, Prediction, Accident, Model, Qatar.

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Authors: K. Laoubi, M. Yamao

Abstract:

In Algeria, liberalization reforms undertaken since the 1990s have resulted in negative effects on the development and management of irrigation schemes, as well as on the conditions of farmers. Reforms have been undertaken to improve the performance of irrigation schemes, such as the national plan of agricultural development (PNDA) in 2000 and the water pricing policy of 2005. However, after implementation of these policies, questions have arisen with regard to irrigation performance and its suitability for agricultural development. Hence, the aim of this paper is to provide insight into the profitability of irrigation during the transition period under current irrigation agricultural policies in Algeria. By using the method of farm crop budget analysis in the East Mitidja irrigation scheme, the returns from using surface water resources based on farm typology were found to vary among crops and farmers- groups within the scheme. Irrigation under the current situation is profitable for all farmers, including both those who benefit from subsidies and those who do not. However, the returns to water were found to be very sensitive to crop price fluctuations, particularly for non-subsidized groups and less so for those whose farming is based on orchards. Moreover, the socio-economic environment of the farmers contributed to less significant impacts of the PNDA policy. In fact, the limiting factor is not only the water, but also the lack of land ownership title. Market access constraints led to less agricultural investment and therefore to low intensification and low water productivity. It is financially feasible to recover the annual O&M costs in the irrigation scheme. By comparing the irrigation water price, returns to water, and O&M costs of water delivery, it is clear that irrigation can be profitable in the future. However, water productivity must be improved by enhancing farmers- income through farming investment, improving assets access, and the allocation of activities and crops which bring high returns to water; this could allow the farmers to pay more for water and allow cost recovery for water systems.

Keywords: Irrigation schemes, agricultural irrigation policy, farm crop budget analysis, water productivity, Algeria.

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Authors: Dchieche Amina, Aboulaich Rajae

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Profit and loss sharing suggests an equitable sharing of risks and profits between the parts involved in a financial transaction. Salam is a contract in which advance payment is made for goods to be delivered at a future date. The purpose of this work is to price a new contract for profit and loss sharing based on Salam contract, using Khiyar Al Ghabn which is an agreement of choice in case of misrepresent facts.

Keywords: Islamic finance, Shariah compliance, profit and loss sharing, derivatives, risks, hedging, salam contract.

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Authors: Tibor Kulcsar, Gabor Sarossy, Gabor Bereznai, Robert Auer, Janos Abonyi

Abstract:

On-line (near infrared) spectroscopy is widely used to support the operation of complex process systems. Information extracted from spectral database can be used to estimate unmeasured product properties and monitor the operation of the process. These techniques are based on looking for similar spectra by nearest neighborhood algorithms and distance based searching methods. Search for nearest neighbors in the spectral space is an NP-hard problem, the computational complexity increases by the number of points in the discrete spectrum and the number of samples in the database. To reduce the calculation time some kind of indexing could be used. The main idea presented in this paper is to combine indexing and visualization techniques to reduce the computational requirement of estimation algorithms by providing a two dimensional indexing that can also be used to visualize the structure of the spectral database. This 2D visualization of spectral database does not only support application of distance and similarity based techniques but enables the utilization of advanced clustering and prediction algorithms based on the Delaunay tessellation of the mapped spectral space. This means the prediction has not to use the high dimension space but can be based on the mapped space too. The results illustrate that the proposed method is able to segment (cluster) spectral databases and detect outliers that are not suitable for instance based learning algorithms.

Keywords: indexing high dimensional databases, dimensional reduction, clustering, similarity, k-nn algorithm.

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Authors: Maxence Queyrel, Edi Prifti, Alexandre Templier, Jean-Daniel Zucker

Abstract:

Analysis of the human microbiome using metagenomic sequencing data has demonstrated high ability in discriminating various human diseases. Raw metagenomic sequencing data require multiple complex and computationally heavy bioinformatics steps prior to data analysis. Such data contain millions of short sequences read from the fragmented DNA sequences and stored as fastq files. Conventional processing pipelines consist in multiple steps including quality control, filtering, alignment of sequences against genomic catalogs (genes, species, taxonomic levels, functional pathways, etc.). These pipelines are complex to use, time consuming and rely on a large number of parameters that often provide variability and impact the estimation of the microbiome elements. Training Deep Neural Networks directly from raw sequencing data is a promising approach to bypass some of the challenges associated with mainstream bioinformatics pipelines. Most of these methods use the concept of word and sentence embeddings that create a meaningful and numerical representation of DNA sequences, while extracting features and reducing the dimensionality of the data. In this paper we present an end-to-end approach that classifies patients into disease groups directly from raw metagenomic reads: metagenome2vec. This approach is composed of four steps (i) generating a vocabulary of k-mers and learning their numerical embeddings; (ii) learning DNA sequence (read) embeddings; (iii) identifying the genome from which the sequence is most likely to come and (iv) training a multiple instance learning classifier which predicts the phenotype based on the vector representation of the raw data. An attention mechanism is applied in the network so that the model can be interpreted, assigning a weight to the influence of the prediction for each genome. Using two public real-life data-sets as well a simulated one, we demonstrated that this original approach reaches high performance, comparable with the state-of-the-art methods applied directly on processed data though mainstream bioinformatics workflows. These results are encouraging for this proof of concept work. We believe that with further dedication, the DNN models have the potential to surpass mainstream bioinformatics workflows in disease classification tasks.

Keywords: Metagenomics, phenotype prediction, deep learning, embeddings, multiple instance learning.

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Authors: Jahar Sarkar

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In the present study, a steady-state simulation model has been developed to evaluate the system performance of a transcritical carbon dioxide heat pump system for simultaneous water cooling and heating. Both the evaporator (including both two-phase and superheated zone) and gas cooler models consider the highly variable heat transfer characteristics of CO2 and pressure drop. The numerical simulation model of transcritical CO2 heat pump has been validated by test data obtained from experiments on the heat pump prototype. Comparison between the test results and the model prediction for system COP variation with compressor discharge pressure shows a modest agreement with a maximum deviation of 15% and the trends are fairly similar. Comparison for other operating parameters also shows fairly similar deviation between the test results and the model prediction. Finally, the simulation results are presented to study the effects of operating parameters such as, temperature of heat exchanger fluid at the inlet, discharge pressure, compressor speed on system performance of CO2 heat pump, suitable in a dairy plant where simultaneous cooling at 4oC and heating at 73oC are required. Results show that good heat transfer properties of CO2 for both two-phase and supercritical region and efficient compression process contribute a lot for high system COPs.

Keywords: CO2 heat pump, dairy system, experiment, simulation model, validation.

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Authors: Sitansu Kumar Verma, Soni Yadav, Jitendra Singh, Shraddha, Ajay Kumar

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MicroRNAs (miRNAs), a class of approximately 22 nucleotide long non coding RNAs which play critical role in different biological processes. The mature microRNA is usually 19–27 nucleotides long and is derived from a bigger precursor that folds into a flawed stem-loop structure. Mature micro RNAs are involved in many cellular processes that encompass development, proliferation, stress response, apoptosis, and fat metabolism by gene regulation. Resent finding reveals that certain viruses encode their own miRNA that processed by cellular RNAi machinery. In recent research indicate that cellular microRNA can target the genetic material of invading viruses. Cellular microRNA can be used in the virus life cycle; either to up regulate or down regulate viral gene expression Computational tools use in miRNA target prediction has been changing drastically in recent years. Many of the methods have been made available on the web and can be used by experimental researcher and scientist without expert knowledge of bioinformatics. With the development and ease of use of genomic technologies and computational tools in the field of microRNA biology has superior tremendously over the previous decade. This review attempts to give an overview over the genome wide approaches that have allow for the discovery of new miRNAs and development of new miRNA target prediction tools and databases.

Keywords: MicroRNAs, computational tools, gene regulation, databases, RNAi.

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Authors: B. Demirel, T.T. Onay, O. Yenigün

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The potential, opportunities and drawbacks of biogas technology use in Turkey are evaluated in this paper. Turkey is dependent on foreign sources of energy. Therefore, use of biogas technology would provide a safe way of waste disposal and recovery of renewable energy, particularly from a sustainable domestic source, which is less unlikely to be influenced by international price or political fluctuations. Use of biogas technology would especially meet the cooking, heating and electricity demand in rural areas and protect the environment, additionally creating new job opportunities and improving social-economical conditions.

Keywords: anaerobic digestion, agricultural biogas plant, biogas, biomass, methane, waste

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Authors: Manop Aorpimai, Ponthep Navakitkanok

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In this paper, the development of the ephemeris generation module used for the Thaichote satellite operations is presented. It is a vital part of the flight dynamics system, which comprises, the orbit determination, orbit propagation, event prediction and station-keeping maneouvre modules. In the generation of the spacecraft ephemeris data, the estimated orbital state vector from the orbit determination module is used as an initial condition. The equations of motion are then integrated forward in time to predict the satellite states. The higher geopotential harmonics, as well as other disturbing forces, are taken into account to resemble the environment in low-earth orbit. Using a highly accurate numerical integrator based on the Burlish-Stoer algorithm the ephemeris data can be generated for long-term predictions, by using a relatively small computation burden and short calculation time. Some events occurring during the prediction course that are related to the mission operations, such as the satellite’s rise/set viewed from the ground station, Earth and Moon eclipses, the drift in groundtrack as well as the drift in the local solar time of the orbital plane are all detected and reported. When combined with other modules to form a flight dynamics system, this application is aimed to be applied for the Thaichote satellite and successive Thailand’s Earth-observation missions. 

Keywords: Flight Dynamics System, Orbit Propagation, Satellite Ephemeris, Thailand’s Earth Observation Satellite.

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Authors: Gitanjali Devi, Kandarpa Kumar Sarma, Pranayee Datta, Anjana Kakoti Mahanta

Abstract:

Cosmic showers, during the transit through space, produce sub - products as a result of interactions with the intergalactic or interstellar medium which after entering earth generate secondary particles called Extensive Air Shower (EAS). Detection and analysis of High Energy Particle Showers involve a plethora of theoretical and experimental works with a host of constraints resulting in inaccuracies in measurements. Therefore, there exist a necessity to develop a readily available system based on soft-computational approaches which can be used for EAS analysis. This is due to the fact that soft computational tools such as Artificial Neural Network (ANN)s can be trained as classifiers to adapt and learn the surrounding variations. But single classifiers fail to reach optimality of decision making in many situations for which Multiple Classifier System (MCS) are preferred to enhance the ability of the system to make decisions adjusting to finer variations. This work describes the formation of an MCS using Multi Layer Perceptron (MLP), Recurrent Neural Network (RNN) and Probabilistic Neural Network (PNN) with data inputs from correlation mapping Self Organizing Map (SOM) blocks and the output optimized by another SOM. The results show that the setup can be adopted for real time practical applications for prediction of primary energy and location of EAS from density values captured using detectors in a circular grid.

Keywords: EAS, Shower, Core, ANN, Location.

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Authors: Ernst D. Schmitter

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There is increasing evidence that earthquakes produce electromagnetic signals observable at the surface in the extremely low to very low freqency (ELF - VLF) range often in advance to the main event. These precursors are candidates for prediction purposes. Laboratory experiments con´¼ürm that material under load emits an electromagnetic signature, the detailed generation mechanisms how- ever are not well understood yet.

Keywords: Earthquakes, ELF, EM signals from material under load, signal propagation in conductors.

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Authors: Omer Farooq, Salman Ahmed Khan, Sadaf Khalid

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Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by algorithms acting upon the slightest price change in order of microseconds, it also has given birth to many ethical dilemmas in the sense that slightest mistake can cause people to lose all of their livelihoods. This paper reviews one such event that happened on May 06, 2010 in which $1 trillion dollars disappeared from the Dow Jones Industrial Average. We are going to discuss its various aspects and the ethical dilemmas that have arisen due to it.

Keywords: Flash Crash, Market Crash, Stock Market, Stock Market Crash.

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Authors: Intan Maisarah Abd Rahim, Herlina Abdul Rahim, Rashidah Ghazali

Abstract:

Diabetes is a medical condition that can lead to various diseases such as stroke, heart disease, blindness and obesity. In clinical practice, the concern of the diabetic patients towards the blood glucose examination is rather alarming as some of the individual describing it as something painful with pinprick and pinch. As for some patient with high level of glucose level, pricking the fingers multiple times a day with the conventional glucose meter for close monitoring can be tiresome, time consuming and painful. With these concerns, several non-invasive techniques were used by researchers in measuring the glucose level in blood, including ultrasonic sensor implementation, multisensory systems, absorbance of transmittance, bio-impedance, voltage intensity, and thermography. This paper is discussing the application of the near-infrared (NIR) spectroscopy as a non-invasive method in measuring the glucose level and the implementation of the linear system identification model in predicting the output data for the NIR measurement. In this study, the wavelengths considered are at the 1450 nm and 1950 nm. Both of these wavelengths showed the most reliable information on the glucose presence in blood. Then, the linear Autoregressive Moving Average Exogenous model (ARMAX) model with both un-regularized and regularized methods was implemented in predicting the output result for the NIR measurement in order to investigate the practicality of the linear system in this study. However, the result showed only 50.11% accuracy obtained from the system which is far from the satisfying results that should be obtained.

Keywords: Diabetes, glucose level, linear, near-infrared (NIR), non-invasive, prediction system.

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Authors: Rishabh Garg

Abstract:

Blockchain technology can allow remote, untrusted parties in the banking and financial sector to reach consensus on the state of databases without the involvement of gatekeepers. Like a bookkeeper, it can manage all financial transactions including payments, settlements, fundraising, securities management, loans, credits and trade finance. It can outperform existing systems in terms of identity verification, asset transfers, peer-to-peer transfers, hedge funds, security and auditability. Blockchain-based decentralized finance (DeFi) is a new financial protocol. Being open and programmable, it enables various DeFi use-cases, including asset management, tokenization, tokenized derivatives, decentralized autonomous organizations, data analysis and valuation, payments, lending and borrowing, insurance, margin trading, prediction market, gambling and yield-farming, etc. In addition, it can ease financial transactions, cash-flow, use of programmable currency, no-loss lotteries, etc. This paper aims to assess the potential of decentralized finance by leveraging the blockchain-enabled Ethereum platform as an alternative to traditional finance. The study also aims to find out the impact of decentralized finance on prediction markets, quadratic funding and crowd-funding, together with the potential challenges and solutions associated with its implementation.

Keywords: Advance trading, crowd funding, exchange tokens, fund aggregation, margin trading, quadratic funding, smart contracts, streaming money, token derivatives.

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Authors: Ionel Stanculeanu, Theodor Borangiu

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This paper presents a new approach in the identification of the quadrotor dynamic model using a black-box system for identification. Also the paper considers the problems which appear during the identification in the closed-loop and offers a technical solution for overcoming the correlation between the input noise present in the output

Keywords: System identification, UAV, prediction error method, quadrotor.

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Authors: Muhammad Aqil, Ichiro Kita, Akira Yano, Nishiyama Soichi

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This paper presents an alternate approach that uses artificial neural network to simulate the flood level dynamics in a river basin. The algorithm was developed in a decision support system environment in order to enable users to process the data. The decision support system is found to be useful due to its interactive nature, flexibility in approach and evolving graphical feature and can be adopted for any similar situation to predict the flood level. The main data processing includes the gauging station selection, input generation, lead-time selection/generation, and length of prediction. This program enables users to process the flood level data, to train/test the model using various inputs and to visualize results. The program code consists of a set of files, which can as well be modified to match other purposes. This program may also serve as a tool for real-time flood monitoring and process control. The running results indicate that the decision support system applied to the flood level seems to have reached encouraging results for the river basin under examination. The comparison of the model predictions with the observed data was satisfactory, where the model is able to forecast the flood level up to 5 hours in advance with reasonable prediction accuracy. Finally, this program may also serve as a tool for real-time flood monitoring and process control.

Keywords: Decision Support System, Neural Network, Flood Level

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Authors: Insung Jung, Gi-Nam Wang

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In this paper, we present user pattern learning algorithm based MDSS (Medical Decision support system) under ubiquitous. Most of researches are focus on hardware system, hospital management and whole concept of ubiquitous environment even though it is hard to implement. Our objective of this paper is to design a MDSS framework. It helps to patient for medical treatment and prevention of the high risk patient (COPD, heart disease, Diabetes). This framework consist database, CAD (Computer Aided diagnosis support system) and CAP (computer aided user vital sign prediction system). It can be applied to develop user pattern learning algorithm based MDSS for homecare and silver town service. Especially this CAD has wise decision making competency. It compares current vital sign with user-s normal condition pattern data. In addition, the CAP computes user vital sign prediction using past data of the patient. The novel approach is using neural network method, wireless vital sign acquisition devices and personal computer DB system. An intelligent agent based MDSS will help elder people and high risk patients to prevent sudden death and disease, the physician to get the online access to patients- data, the plan of medication service priority (e.g. emergency case).

Keywords: Neural network, U-healthcare, MDSS, CAP, DSS.

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Authors: Zhaoan Wang

Abstract:

Research in predictive maintenance modeling has improved in the recent years to predict failures and needed maintenance with high accuracy, saving cost and improving manufacturing efficiency. However, classic prediction models provide little valuable insight towards the most important features contributing to the failure. By analyzing and quantifying feature importance in predictive maintenance models, cost saving can be optimized based on business goals. First, multiple classifiers are evaluated with cross-validation to predict the multi-class of failures. Second, predictive performance with features provided by different feature selection algorithms are further analyzed. Third, features selected by different algorithms are ranked and combined based on their predictive power. Finally, linear explainer SHAP (SHapley Additive exPlanations) is applied to interpret classifier behavior and provide further insight towards the specific roles of features in both local predictions and global model behavior. The results of the experiments suggest that certain features play dominant roles in predictive models while others have significantly less impact on the overall performance. Moreover, for multi-class prediction of machine failures, the most important features vary with type of machine failures. The results may lead to improved productivity and cost saving by prioritizing sensor deployment, data collection, and data processing of more important features over less importance features.

Keywords: Automated supply chain, intelligent manufacturing, predictive maintenance machine learning, feature engineering, model interpretation.

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Authors: Orkide Donma, Mustafa M. Donma

Abstract:

Basal metabolic rate (BMR) is widely used and an accepted measure of energy expenditure. Its principal determinant is body mass. However, this parameter is also correlated with a variety of other factors. The objective of this study is to measure BMR and compare it with the values obtained from predictive equations in adults classified according to their body mass index (BMI) values. 276 adults were included into the scope of this study. Their age, height and weight values were recorded. Five groups were designed based on their BMI values. First group (n = 85) was composed of individuals with BMI values varying between 18.5 and 24.9 kg/m². Those with BMI values varying from 25.0 to 29.9 kg/m² constituted Group 2 (n = 90). Individuals with 30.0-34.9 kg/m², 35.0-39.9 kg/m², > 40.0 kg/m² were included in Group 3 (n = 53), 4 (n = 28) and 5 (n = 20), respectively. The most commonly used equations to be compared with the measured BMR values were selected. For this purpose, the values were calculated by the use of four equations to predict BMR values, by name, introduced by Food and Agriculture Organization (FAO)/World Health Organization (WHO)/United Nations University (UNU), Harris and Benedict, Owen and Mifflin. Descriptive statistics, ANOVA, post-Hoc Tukey and Pearson’s correlation tests were performed by a statistical program designed for Windows (SPSS, version 16.0). p values smaller than 0.05 were accepted as statistically significant. Mean ± SD of groups 1, 2, 3, 4 and 5 for measured BMR in kcal were 1440.3 ± 210.0, 1618.8 ± 268.6, 1741.1 ± 345.2, 1853.1 ± 351.2 and 2028.0 ± 412.1, respectively. Upon evaluation of the comparison of means among groups, differences were highly significant between Group 1 and each of the remaining four groups. The values were increasing from Group 2 to Group 5. However, differences between Group 2 and Group 3, Group 3 and Group 4, Group 4 and Group 5 were not statistically significant. These insignificances were lost in predictive equations proposed by Harris and Benedict, FAO/WHO/UNU and Owen. For Mifflin, the insignificance was limited only to Group 4 and Group 5. Upon evaluation of the correlations of measured BMR and the estimated values computed from prediction equations, the lowest correlations between measured BMR and estimated BMR values were observed among the individuals within normal BMI range. The highest correlations were detected in individuals with BMI values varying between 30.0 and 34.9 kg/m². Correlations between measured BMR values and BMR values calculated by FAO/WHO/UNU as well as Owen were the same and the highest. In all groups, the highest correlations were observed between BMR values calculated from Mifflin and Harris and Benedict equations using age as an additional parameter. In conclusion, the unique resemblance of the FAO/WHO/UNU and Owen equations were pointed out. However, mean values obtained from FAO/WHO/UNU were much closer to the measured BMR values. Besides, the highest correlations were found between BMR calculated from FAO/WHO/UNU and measured BMR. These findings suggested that FAO/WHO/UNU was the most reliable equation, which may be used in conditions when the measured BMR values are not available.

Keywords: Adult, basal metabolic rate, FAO/WHO/UNU, obesity, prediction equations.

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Authors: R. G. Ariyawansa, M. A. N. R. M. Perera

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“House” is a powerful symbol of socio-economic background of individuals and families. In fact, housing provides all types of needs/wants from basic needs to self-actualization needs. This phenomenon can be realized only having analyzed hidden motives of buyers and sellers of the housing market. Hence, the aim of this study is to examine the socio-economic insight of the secondary housing market in Colombo suburbs. This broader aim was achieved via analyzing the general pattern of the secondary housing market, identifying socio-economic motives of sellers of the secondary housing market, and reviewing sellers’ experience of buyer behavior. A purposive sample of 50 sellers from popular residential areas in Colombo such as Maharagama, Kottawa, Piliyandala, Punnipitiya, and Nugegoda was used to collect primary data instead of relevant secondary data from published and unpublished reports. The sample was limited to selling price ranging from Rs15 million to Rs25 million, which apparently falls into middle and upper-middle income houses in the context. Participatory observation and semi-structured interviews were adopted as key data collection tools. Data were descriptively analyzed. This study found that the market is mainly handled by informal agents who are unqualified and unorganized. People such as taxi/tree-wheel drivers, boutique venders, security personals etc. are engaged in housing brokerage as a part time career. Few fulltime and formally organized agents were found but they were also not professionally qualified. As far as housing quality is concerned, it was observed that 90% of houses was poorly maintained and illegally modified. They are situated in poorly maintained neighborhoods as well. Among the observed houses, 2% was moderately maintained and 8% was well maintained and modified. Major socio-economic motives of sellers were “migrating foreign countries for education and employment” (80% and 10% respectively), “family problems” (4%), and “social status” (3%). Other motives were “health” and “environmental/neighborhood problems” (3%). This study further noted that the secondary middle income housing market in the area directly related with the migrants who motivated for education in foreign countries, mainly Australia, UK and USA. As per the literature, families motivated for education tend to migrate Colombo suburbs from remote areas of the country. They are seeking temporary accommodation in lower middle income housing. However, the secondary middle income housing market relates with the migration from Colombo to major global cities. Therefore, final transaction price of this market may depend on migration related dates such as university deadlines, visa and other agreements. Hence, it creates a buyers’ market lowering the selling price. Also it was revealed that the buyers tend to trust more on this market as far as the quality of construction of houses is concerned than brand new houses which are built for selling purpose.

Keywords: Informal housing market, hidden motives of buyers and sellers, secondary housing market, socio-economic insight.

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Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: Ankit Sinha, Soham Banerjee, Pratik Chattopadhyay

Abstract:

Automated product recognition in retail stores is an important real-world application in the domain of Computer Vision and Pattern Recognition. In this paper, we consider the problem of automatically identifying the classes of the products placed on racks in retail stores from an image of the rack and information about the query/product images. We improve upon the existing approaches in terms of effectiveness and memory requirement by developing a two-stage object detection and recognition pipeline comprising of a Faster-RCNN-based object localizer that detects the object regions in the rack image and a ResNet-18-based image encoder that classifies  the detected regions into the appropriate classes. Each of the models is fine-tuned using appropriate data sets for better prediction and data augmentation is performed on each query image to prepare an extensive gallery set for fine-tuning the ResNet-18-based product recognition model. This encoder is trained using a triplet loss function following the strategy of online-hard-negative-mining for improved prediction. The proposed models are lightweight and can be connected in an end-to-end manner during deployment to automatically identify each product object placed in a rack image. Extensive experiments using Grozi-32k and GP-180 data sets verify the effectiveness of the proposed model.

Keywords: Retail stores, Faster-RCNN, object localization, ResNet-18, triplet loss, data augmentation, product recognition.

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Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

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We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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Authors: Zaineb Ben Messaoud, Dorra Gargouri, Saida Zribi, Ahmed Ben Hamida

Abstract:

This paper presents a formant-tracking linear prediction (FTLP) model for speech processing in noise. The main focus of this work is the detection of formant trajectory based on Hidden Markov Models (HMM), for improved formant estimation in noise. The approach proposed in this paper provides a systematic framework for modelling and utilization of a time- sequence of peaks which satisfies continuity constraints on parameter; the within peaks are modelled by the LP parameters. The formant tracking LP model estimation is composed of three stages: (1) a pre-cleaning multi-band spectral subtraction stage to reduce the effect of residue noise on formants (2) estimation stage where an initial estimate of the LP model of speech for each frame is obtained (3) a formant classification using probability models of formants and Viterbi-decoders. The evaluation results for the estimation of the formant tracking LP model tested in Gaussian white noise background, demonstrate that the proposed combination of the initial noise reduction stage with formant tracking and LPC variable order analysis, results in a significant reduction in errors and distortions. The performance was evaluated with noisy natual vowels extracted from international french and English vocabulary speech signals at SNR value of 10dB. In each case, the estimated formants are compared to reference formants.

Keywords: Formants Estimation, HMM, Multi Band Spectral Subtraction, Variable order LPC coding, White Gauusien Noise.

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Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

Abstract:

The seismic responses-based structural health monitoring system has been performed to prevent seismic damage. Structural seismic damage of building is caused by the instantaneous stress concentration which is related with dynamic characteristic of earthquake. Meanwhile, seismic response analysis to estimate the dynamic responses of building demands significantly high computational cost. To prevent the failure of structural members from the characteristic of the earthquake and the significantly high computational cost for seismic response analysis, this paper presents an artificial neural network (ANN) based prediction model for dynamic responses of building considering specific time length. Through the measured dynamic responses, input and output node of the ANN are formed by the length of specific time, and adopted for the training. In the model, evolutionary radial basis function neural network (ERBFNN), that radial basis function network (RBFN) is integrated with evolutionary optimization algorithm to find variables in RBF, is implemented. The effectiveness of the proposed model is verified through an analytical study applying responses from dynamic analysis for multi-degree of freedom system to training data in ERBFNN.

Keywords: Structural health monitoring, dynamic response, artificial neural network, radial basis function network, genetic algorithm.

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Authors: Kazuhide Sugiyama, Hiroshi Osada

Abstract:

Lately management strategy that put Industrial Design (ID) in its core is recognized more important, as technology and price alone cannot differentiate a product. The needs to shorten the time to develop a product also shorten the development period of ID, and it necessitates the ID process management. This research analyzes the status of integration process of ID and Engineering Design (ED) of office equipment that requires the collaboration of ID and ED to clarify the issues for the efficiency of the development and to propose solutions.

Keywords: Industrial Design (ID), Engineering Design (ED), Integration process, Office equipment

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Authors: D. G. Badagha, C. D. Modhera, S. A. Vasanwala

Abstract:

There is a great challenge for civil engineering field to contribute in environment prevention by finding out alternatives of cement and natural aggregates. There is a problem of global warming due to cement utilization in concrete, so it is necessary to give sustainable solution to produce concrete containing waste. It is very difficult to produce designated grade of concrete containing different ingredient and water cement ratio including waste to achieve desired fresh and harden properties of concrete as per requirement and specifications. To achieve the desired grade of concrete, a number of trials have to be taken, and then after evaluating the different parameters at long time performance, the concrete can be finalized to use for different purposes. This research work is carried out to solve the problem of time, cost and serviceability in the field of construction. In this research work, artificial neural network introduced to fix proportion of concrete ingredient with 50% waste replacement for M20, M25, M30, M35, M40, M45, M50, M55 and M60 grades of concrete. By using the neural network, mix design of high performance concrete was finalized, and the main basic mechanical properties were predicted at 3 days, 7 days and 28 days. The predicted strength was compared with the actual experimental mix design and concrete cube strength after 3 days, 7 days and 28 days. This experimentally and neural network based mix design can be used practically in field to give cost effective, time saving, feasible and sustainable high performance concrete for different types of structures.

Keywords: Artificial neural network, ANN, high performance concrete, rebound hammer, strength prediction.

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Authors: Harish Krishnamurthy, Anna Lafontant, Ren Yi

Abstract:

Unidentified Flying Objects (UFOs) have been an interesting topic for most enthusiasts and hence people all over the United States report such findings online at the National UFO Report Center (NUFORC). Some of these reports are a hoax and among those that seem legitimate, our task is not to establish that these events confirm that they indeed are events related to flying objects from aliens in outer space. Rather, we intend to identify if the report was a hoax as was identified by the UFO database team with their existing curation criterion. However, the database provides a wealth of information that can be exploited to provide various analyses and insights such as social reporting, identifying real-time spatial events and much more. We perform analysis to localize these time-series geospatial events and correlate with known real-time events. This paper does not confirm any legitimacy of alien activity, but rather attempts to gather information from likely legitimate reports of UFOs by studying the online reports. These events happen in geospatial clusters and also are time-based. We look at cluster density and data visualization to search the space of various cluster realizations to decide best probable clusters that provide us information about the proximity of such activity. A random forest classifier is also presented that is used to identify true events and hoax events, using the best possible features available such as region, week, time-period and duration. Lastly, we show the performance of the scheme on various days and correlate with real-time events where one of the UFO reports strongly correlates to a missile test conducted in the United States.

Keywords: Time-series clustering, feature extraction, hoax prediction, geospatial events.

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Authors: A. Nicknam, N. Eftekhari, A. Mazarei, M. Ganjvar

Abstract:

This article presents an alternative collapse capacity intensity measure in the three elements form which is influenced by the spectral ordinates at periods longer than that of the first mode period at near and far source sites. A parameter, denoted by β, is defined by which the spectral ordinate effects, up to the effective period (2T1), on the intensity measure are taken into account. The methodology permits to meet the hazard-levelled target extreme event in the probabilistic and deterministic forms. A MATLAB code is developed involving OpenSees to calculate the collapse capacities of the 8 archetype RC structures having 2 to 20 stories for regression process. The incremental dynamic analysis (IDA) method is used to calculate the structure’s collapse values accounting for the element stiffness and strength deterioration. The general near field set presented by FEMA is used in a series of performing nonlinear analyses. 8 linear relationships are developed for the 8structutres leading to the correlation coefficient up to 0.93. A collapse capacity near field prediction equation is developed taking into account the results of regression processes obtained from the 8 structures. The proposed prediction equation is validated against a set of actual near field records leading to a good agreement. Implementation of the proposed equation to the four archetype RC structures demonstrated different collapse capacities at near field site compared to those of FEMA. The reasons of differences are believed to be due to accounting for the spectral shape effects.

Keywords: Collapse capacity, fragility analysis, spectral shape effects, IDA method.

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Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

Abstract:

In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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