Search results for: residual life prediction.
2187 Assessment of the Adaptive Pushover Analysis Using Displacement-based Loading in Prediction the Seismic Behaviour of the Unsymmetric-Plan Buildings
Authors: M.O. Makhmalbaf, F. Mohajeri Nav, M. Zabihi Samani
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The recent drive for use of performance-based methodologies in design and assessment of structures in seismic areas has significantly increased the demand for the development of reliable nonlinear inelastic static pushover analysis tools. As a result, the adaptive pushover methods have been developed during the last decade, which unlike their conventional pushover counterparts, feature the ability to account for the effect that higher modes of vibration and progressive stiffness degradation might have on the distribution of seismic storey forces. Even in advanced pushover methods, little attention has been paid to the Unsymmetric structures. This study evaluates the seismic demands for three dimensional Unsymmetric-Plan buildings determined by the Displacement-based Adaptive Pushover (DAP) analysis, which has been introduced by Antoniou and Pinho [2004]. The capability of DAP procedure in capturing the torsional effects due to the irregularities of the structures, is investigated by comparing its estimates to the exact results, obtained from Incremental Dynamic Analysis (IDA). Also the capability of the procedure in prediction the seismic behaviour of the structure is discussed.
Keywords: Nonlinear static procedures, Unsymmetric-PlanBuildings, Torsional effects, IDA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27702186 Influence Analysis of Macroeconomic Parameters on Real Estate Price Variation in Taipei, Taiwan
Authors: Li Li, Kai-Hsuan Chu
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It is well known that the real estate price depends on a lot of factors. Each house current value is dependent on the location, room number, transportation, living convenience, year and surrounding environments. Although, there are different experienced models for housing agent to estimate the price, it is a case by case study without overall dynamic variation investigation. However, many economic parameters may more or less influence the real estate price variation. Here, the influences of most macroeconomic parameters on real estate price are investigated individually based on least-square scheme and grey correlation strategy. Then those parameters are classified into leading indices, simultaneous indices and laggard indices. In addition, the leading time period is evaluated based on least square method. The important leading and simultaneous indices can be used to establish an artificial intelligent neural network model for real estate price variation prediction. The real estate price variation of Taipei, Taiwan during 2005 ~ 2017 are chosen for this research data analysis and validation. The results show that the proposed method has reasonable prediction function for real estate business reference.Keywords: Real estate price, least-square, grey correlation, macroeconomics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9882185 Fire Resistance of High Alumina Cement and Slag Based Ultra High Performance Fibre-Reinforced Cementitious Composites
Authors: A. Q. Sobia, M. S. Hamidah, I. Azmi, S. F. A. Rafeeqi
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Fibre-reinforced polymer (FRP) strengthened reinforced concrete (RC) structures are susceptible to intense deterioration when exposed to elevated temperatures, particularly in the incident of fire. FRP has the tendency to lose bond with the substrate due to the low glass transition temperature of epoxy; the key component of FRP matrix. In the past few decades, various types of high performance cementitious composites (HPCC) were explored for the protection of RC structural members against elevated temperature. However, there is an inadequate information on the influence of elevated temperature on the ultra high performance fibre-reinforced cementitious composites (UHPFRCC) containing ground granulated blast furnace slag (GGBS) as a replacement of high alumina cement (HAC) in conjunction with hybrid fibres (basalt and polypropylene fibres), which could be a prospective fire resisting material for the structural components. The influence of elevated temperatures on the compressive as well as flexural strength of UHPFRCC, made of HAC-GGBS and hybrid fibres, were examined in this study. Besides control sample (without fibres), three other samples, containing 0.5%, 1% and 1.5% of basalt fibres by total weight of mix and 1 kg/m3 of polypropylene fibres, were prepared and tested. Another mix was also prepared with only 1 kg/m3 of polypropylene fibres. Each of the samples were retained at ambient temperature as well as exposed to 400, 700 and 1000 °C followed by testing after 28 and 56 days of conventional curing. Investigation of results disclosed that the use of hybrid fibres significantly helped to improve the ambient temperature compressive and flexural strength of UHPFRCC, which was found to be 80 and 14.3 MPa respectively. However, the optimum residual compressive strength was marked by UHPFRCC-CP (with polypropylene fibres only), equally after both curing days (28 and 56 days), i.e. 41%. In addition, the utmost residual flexural strength, after 28 and 56 days of curing, was marked by UHPFRCC– CP and UHPFRCC– CB2 (1 kg/m3 of PP fibres + 1% of basalt fibres) i.e. 39% and 48.5% respectively.
Keywords: Fibre reinforced polymer materials, ground granulated blast furnace slag, high-alumina cement, hybrid fibres.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11392184 The Quality Maintenance and Extending Storage Life of Mango Fruit after Postharvest Treatments
Authors: Orathai Wongmetha, Lih-Shang Ke
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The quality attributes and storage life of 'Jinhwang' mango fruit can be effectively maintained with 1-methylcyclopropene (1-MCP) application and/or chitosan coating. 'Jinhwang' mango fruit was treated with 5 μl l-1 1-MCP for 12 h, dipped with 0.5 % chitosan, 5 μl l-1 1-MCP combine with 0.5 % chitosan and untreated (control) then stored at 10oC. Mango treated with 1-MCP maintained firmness, sucrose and starch content. Chitosan coating delayed firmness loss, sucrose content and the fruit decay when compare with control. Application of 1-MCP combine with chitosan also delayed firmness loss, sucrose content and starch content during storage. Furthermore, chitosan coating and combine treatment prolonged storage life of mango up to 29 days after storage while 1-MCP extended to 28 days after storage. Therefore, using all application of chitosan coating or 1-MCP combine with chitosan or 1-MCP in mango at 10oC is a feasible technology for maintains quality and prolongs storage life in order to expand marketability and export options.
Keywords: 1-Methylcyclopropene (1-MCP), chitosan, quality, storage life
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39432183 Long Short-Term Memory Based Model for Modeling Nicotine Consumption Using an Electronic Cigarette and Internet of Things Devices
Authors: Hamdi Amroun, Yacine Benziani, Mehdi Ammi
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In this paper, we want to determine whether the accurate prediction of nicotine concentration can be obtained by using a network of smart objects and an e-cigarette. The approach consists of, first, the recognition of factors influencing smoking cessation such as physical activity recognition and participant’s behaviors (using both smartphone and smartwatch), then the prediction of the configuration of the e-cigarette (in terms of nicotine concentration, power, and resistance of e-cigarette). The study uses a network of commonly connected objects; a smartwatch, a smartphone, and an e-cigarette transported by the participants during an uncontrolled experiment. The data obtained from sensors carried in the three devices were trained by a Long short-term memory algorithm (LSTM). Results show that our LSTM-based model allows predicting the configuration of the e-cigarette in terms of nicotine concentration, power, and resistance with a root mean square error percentage of 12.9%, 9.15%, and 11.84%, respectively. This study can help to better control consumption of nicotine and offer an intelligent configuration of the e-cigarette to users.
Keywords: Iot, activity recognition, automatic classification, unconstrained environment, deep neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11342182 The BGMRES Method for Generalized Sylvester Matrix Equation AXB − X = C and Preconditioning
Authors: Azita Tajaddini, Ramleh Shamsi
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In this paper, we present the block generalized minimal residual (BGMRES) method in order to solve the generalized Sylvester matrix equation. However, this method may not be converged in some problems. We construct a polynomial preconditioner based on BGMRES which shows why polynomial preconditioner is superior to some block solvers. Finally, numerical experiments report the effectiveness of this method.Keywords: Linear matrix equation, Block GMRES, matrix Krylov subspace, polynomial preconditioner.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8742181 3-D Transient Heat Transfer Analysis of Slab Heating Characteristics in a Reheating Furnace in Hot Strip Mills
Authors: J. Y. Jang, Y. W. Lee, C. N. Lin, C. H. Wang
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The reheating furnace is used to reheat the steel slabs before the hot-rolling process. The supported system includes the stationary/moving beams, and the skid buttons which block some thermal radiation transmitted to the bottom of the slabs. Therefore, it is important to analyze the steel slab temperature distribution during the heating period. A three-dimensional mathematical transient heat transfer model for the prediction of temperature distribution within the slab has been developed. The effects of different skid button height (H=60mm, 90mm, and 120mm) and different gap distance between two slabs (S=50mm, 75mm, and 100mm) on the slab skid mark formation and temperature profiles are investigated. Comparison with the in-situ experimental data from Steel Company in Taiwan shows that the present heat transfer model works well for the prediction of thermal behavior of the slab in the reheating furnace. It is found that the skid mark severity decreases with an increase in the skid button height. The effect of gap distance is important only for the slab edge planes, while it is insignificant for the slab central planes.Keywords: 3-D, slab, transient heat conduction, reheating furnace, thermal radiation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23332180 On the Variability of Tool Wear and Life at Disparate Operating Parameters
Authors: S. E. Oraby, A.M. Alaskari
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The stochastic nature of tool life using conventional discrete-wear data from experimental tests usually exists due to many individual and interacting parameters. It is a common practice in batch production to continually use the same tool to machine different parts, using disparate machining parameters. In such an environment, the optimal points at which tools have to be changed, while achieving minimum production cost and maximum production rate within the surface roughness specifications, have not been adequately studied. In the current study, two relevant aspects are investigated using coated and uncoated inserts in turning operations: (i) the accuracy of using machinability information, from fixed parameters testing procedures, when variable parameters situations are emerged, and (ii) the credibility of tool life machinability data from prior discrete testing procedures in a non-stop machining. A novel technique is proposed and verified to normalize the conventional fixed parameters machinability data to suit the cases when parameters have to be changed for the same tool. Also, an experimental investigation has been established to evaluate the error in the tool life assessment when machinability from discrete testing procedures is employed in uninterrupted practical machining.
Keywords: Machinability, tool life, tool wear, wear variability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17972179 Using Simulation Modeling Approach to Predict USMLE Steps 1 and 2 Performances
Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels
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The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.Keywords: Prediction Model, Sensitivity Analysis, Simulation Method, USMLE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14612178 On Adaptive Optimization of Filter Performance Based on Markov Representation for Output Prediction Error
Authors: Hong Son Hoang, Remy Baraille
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This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12982177 The Quality of Working Life and the Organizational Commitment of Municipal Employee in Samut Sakhon Province
Authors: Mananya Meenakorn
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This research aims to investigate: (1) Relationship between the quality of working life and organizational commitment of municipal employee in Samut Sakhon Province. (2) To compare the quality of working life and the organizational commitment of municipal employee in Samut Sakhon Province by the gender, age, education, official experience, position, division, and income. This study is a quantitative research; data was collected by questionnaires distributed to the municipal employee in Samut Sakhon province for 241 sample by stratified random sampling. Data was analyzed by descriptive statistic including percentage, mean, standard deviation and inferential statistic including t-test, F-test and Pearson correlation for hypothesis testing. Finding showed that the quality of working life and the organizational commitment of municipal Employee in Samut Sakhon province in terms of compensation and fair has a positive correlation (r = 0.673) and the comparison of the quality of working life and organizational commitment of municipal employees in Samut Sakhon province by gender. We found that the overall difference was statistically significant at the 0.05 level and we also found stability and progress in career path and the characteristics are beneficial to society has a difference was statistically significant at the 0.01 level, and the participation and social acceptance has a difference was statistically significant at the 0.05 level.
Keywords: Quality of working life, organizational commitment, municipal employee, Samut Sakhon province.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8762176 Improve Safety Performance of Un-Signalized Intersections in Oman
Authors: Siham G. Farag
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The main objective of this paper is to provide a new methodology for road safety assessment in Oman through the development of suitable accident prediction models. GLM technique with Poisson or NBR using SAS package was carried out to develop these models. The paper utilized the accidents data of 31 un-signalized T-intersections during three years. Five goodness-of-fit measures were used to assess the overall quality of the developed models. Two types of models were developed separately; the flow-based models including only traffic exposure functions, and the full models containing both exposure functions and other significant geometry and traffic variables. The results show that, traffic exposure functions produced much better fit to the accident data. The most effective geometric variables were major-road mean speed, minor-road 85th percentile speed, major-road lane width, distance to the nearest junction, and right-turn curb radius. The developed models can be used for intersection treatment or upgrading and specify the appropriate design parameters of T-intersections. Finally, the models presented in this thesis reflect the intersection conditions in Oman and could represent the typical conditions in several countries in the middle east area, especially gulf countries.
Keywords: Accidents Prediction Models (APMs), Generalized Linear Model (GLM), T-intersections, Oman.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20652175 Identity Formation and Autobiographical Memory: Two Interrelated Concepts of Development
Authors: Anna R. Alyusheva, Veronika V. Nourkova
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The aim of the present paper is to investigate the interdependency among ego-identity status, autobiographical memory and cultural life story schema. The study shows considerable differences between autobiographical memory characteristics and “family script", which is typical for participants (adolescents, M age years = 17.84, SD = 1.18, N = 58), with different ego-identity statuses. Participants with diffused ego-identity status recalled fewer autobiographical memories. Additionally, this group of participants recalled fewer events from their parents- life. Participants with moratorium ego-identity status dated their first recollections to a later age than others, and recalled fewer memories relating to their childhood. Participants with achieved identity status recalled more self-defining memories and events from their parents- life. They used more functions from the autobiographical memory. There weren-t any significant differences between the foreclosed identity status group and the others. These findings support the idea of a bidirectional relation between culture, memory and self.Keywords: Autobiographical memory, autobiographical narrative, cultural life script, ego-identity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22692174 Life Cycle Assessment of Precast Concrete Units
Authors: Ya Hong Dong, Conrad T.C. Wong, S. Thomas Ng, James M.W. Wong
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Precast concrete has been widely adopted in public housing construction of Hong Kong since the mid-1980s. While pre-casting is considered an environmental friendly solution, there is lack of study to investigate the life cycle performance of precast concrete units. This study aims to bridge the knowledge gap by providing a comprehensive life cycle assessment (LCA) study for two precast elements namely façade and bathroom. The results show that raw material is the most significant contributor of environmental impact accounting for about 90% to the total impact. Furthermore, human health is more affected by the production of precast concrete than the ecosystems.Keywords: Environment, green, LCA, LCIA, precast.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29952173 Prediction of Slump in Concrete using Artificial Neural Networks
Authors: V. Agrawal, A. Sharma
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High Strength Concrete (HSC) is defined as concrete that meets special combination of performance and uniformity requirements that cannot be achieved routinely using conventional constituents and normal mixing, placing, and curing procedures. It is a highly complex material, which makes modeling its behavior a very difficult task. This paper aimed to show possible applicability of Neural Networks (NN) to predict the slump in High Strength Concrete (HSC). Neural Network models is constructed, trained and tested using the available test data of 349 different concrete mix designs of High Strength Concrete (HSC) gathered from a particular Ready Mix Concrete (RMC) batching plant. The most versatile Neural Network model is selected to predict the slump in concrete. The data used in the Neural Network models are arranged in a format of eight input parameters that cover the Cement, Fly Ash, Sand, Coarse Aggregate (10 mm), Coarse Aggregate (20 mm), Water, Super-Plasticizer and Water/Binder ratio. Furthermore, to test the accuracy for predicting slump in concrete, the final selected model is further used to test the data of 40 different concrete mix designs of High Strength Concrete (HSC) taken from the other batching plant. The results are compared on the basis of error function (or performance function).Keywords: Artificial Neural Networks, Concrete, prediction ofslump, slump in concrete
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35972172 Quality of Groundwater in the Shallow Aquifers of a Paddy Dominated Agricultural River Basin, Kerala, India
Authors: N. Kannan, Sabu Joseph
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Groundwater is an essential and vital component of our life support system. The groundwater resources are being utilized for drinking, irrigation and industrial purposes. There is growing concern on deterioration of groundwater quality due to geogenic and anthropogenic activities. Groundwater, being a fragile must be carefully managed to maintain its purity within standard limits. So, quality assessment and management are to be carried out hand-in-hand to have a pollution free environment and for a sustainable use. In order to assess the quality for consumption by human beings and for use in agriculture, the groundwater from the shallow aquifers (dug well) in the Palakkad and Chittur taluks of Bharathapuzha river basin - a paddy dominated agricultural basin (order=8th; L= 209 Km; Area = 6186 Km2), Kerala, India, has been selected. The water samples (n= 120) collected for various seasons, viz., monsoon-MON (August, 2005), postmonsoon-POM (December, 2005) and premonsoon-PRM (April, 2006), were analyzed for important physico-chemical attributes. Spatial and temporal variation of attributes do exist in the study area, and based on major cations and anions, different hydrochemical facies have been identified. Using Gibbs'diagram, rock dominance has been identified as the mechanism controlling groundwater chemistry. Further, the suitability of water for irrigation was determined by analyzing salinity hazard indicated by sodium adsorption ratio (SAR), residual sodium carbonate (RSC) and sodium percent (%Na). Finally, stress zones in the study area were delineated using Arc GIS spatial analysis and various management options were recommended to restore the ecosystem.
Keywords: Groundwater quality, agricultural basin, Kerala, India.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25982171 Efficient Compact Micro DBD Plasma Reactor for Ozone Generation for Industrial Application in Liquid and Gas Phase Systems
Authors: Kuvshinov, D., Siswanto, A., Lozano-Parada, J., Zimmerman, W. B.
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Ozone is well known as a powerful, fast reacting oxidant. Ozone based processes produce no by-product residual as non-reacted ozone decomposes to molecular oxygen. Therefore an application of ozone is widely accepted as one of the main approaches for a Sustainable and Clean Technologies development.
There are number of technologies which require ozone to be delivered to specific points of a production network or reactors construction. Due to space constraints, high reactivity and short life time of ozone the use of ozone generators even of a bench top scale is practically limited. This requires development of mini/micro scale ozone generator which can be directly incorporated into production units.
Our report presents a feasibility study of a new micro scale rector for ozone generation (MROG). Data on MROG calibration and indigo decomposition at different operation conditions are presented.
At selected operation conditions with residence time of 0.25 s the process of ozone generation is not limited by reaction rate and the amount of ozone produced is a function of power applied. It was shown that the MROG is capable to produce ozone at voltage level starting from 3.5kV with ozone concentration of 5.28*10-6 (mol/L) at 5kV. This is in line with data presented on numerical investigation for a MROG. It was shown that in compare to a conventional ozone generator, MROG has lower power consumption at low voltages and atmospheric pressure.
The MROG construction makes it applicable for both submerged and dry systems. With a robust compact design MROG can be used as an integrated module for production lines of high complexity.
Keywords: DBD, micro reactor, ozone, plasma.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30042170 A Mathematical Modelling to Predict Rhamnolipid Production by Pseudomonas aeruginosa under Nitrogen Limiting Fed-Batch Fermentation
Authors: Seyed Ali Jafari, Mohammad Ghomi Avili, Emad Benhelal
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In this study, a mathematical model was proposed and the accuracy of this model was assessed to predict the growth of Pseudomonas aeruginosa and rhamnolipid production under nitrogen limiting (sodium nitrate) fed-batch fermentation. All of the parameters used in this model were achieved individually without using any data from the literature. The overall growth kinetic of the strain was evaluated using a dual-parallel substrate Monod equation which was described by several batch experimental data. Fed-batch data under different glycerol (as the sole carbon source, C/N=10) concentrations and feed flow rates were used to describe the proposed fed-batch model and other parameters. In order to verify the accuracy of the proposed model several verification experiments were performed in a vast range of initial glycerol concentrations. While the results showed an acceptable prediction for rhamnolipid production (less than 10% error), in case of biomass prediction the errors were less than 23%. It was also found that the rhamnolipid production by P. aeruginosa was more sensitive at low glycerol concentrations. Based on the findings of this work, it was concluded that the proposed model could effectively be employed for rhamnolipid production by this strain under fed-batch fermentation on up to 80 g l- 1 glycerol.
Keywords: Fed-batch culture, glycerol, kinetic parameters, modelling, Pseudomonas aeruginosa, rhamnolipid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24532169 Multivariate Output-Associative RVM for Multi-Dimensional Affect Predictions
Authors: Achut Manandhar, Kenneth D. Morton, Peter A. Torrione, Leslie M. Collins
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The current trends in affect recognition research are to consider continuous observations from spontaneous natural interactions in people using multiple feature modalities, and to represent affect in terms of continuous dimensions, incorporate spatio-temporal correlation among affect dimensions, and provide fast affect predictions. These research efforts have been propelled by a growing effort to develop affect recognition system that can be implemented to enable seamless real-time human-computer interaction in a wide variety of applications. Motivated by these desired attributes of an affect recognition system, in this work a multi-dimensional affect prediction approach is proposed by integrating multivariate Relevance Vector Machine (MVRVM) with a recently developed Output-associative Relevance Vector Machine (OARVM) approach. The resulting approach can provide fast continuous affect predictions by jointly modeling the multiple affect dimensions and their correlations. Experiments on the RECOLA database show that the proposed approach performs competitively with the OARVM while providing faster predictions during testing.Keywords: Dimensional affect prediction, Output-associative RVM, Multivariate regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16682168 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market
Authors: Cristian Păuna
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In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.
Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6962167 Application of Extreme Learning Machine Method for Time Series Analysis
Authors: Rampal Singh, S. Balasundaram
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In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.Keywords: Chaotic time series, Extreme learning machine, Generalization performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35192166 Influence of PLA Film Packaging on the Shelf Life of Soft Cheese Kleo
Authors: Lija Dukalska, Sandra Muizniece-Brasava, Irisa Murniece, Ilona Dabina-Bicka, Emils Kozlinskis, Svetlana Sarvi
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Experiments were carried out at the Faculty of Food Technology of Latvia University of Agriculture (LLU). Soft cheese Kleo produced in Latvia was packed in a biodegradable PLA without barrierproperties and VC999 BioPack lidding film PLA, coated with a barrier of pure silicon oxide (SiOx) and in combination with modified atmosphere (MAP) the influence on the shelf life was investigated and compared with some conventional (OPP, PE/PA, PE/OPA and Multibarrier 60) polymer film impact. Modified atmosphere consisted of carbon dioxide CO2 (E 290) 30% and nitrogen N2 (E 941) 70%. The analyzable samples were stored at the temperature of +4.0±0.5 °C up to 32 days- and analyzed before packaging and in the 0, 5th, 11th, 15th, 18th, 22nd, 25th, 29th and 32nd day of storage. The shelf life was extended along to 32 days, good outside appearance and lactic acid aroma was observed.Keywords: Soft cheese, modified atmosphere, conventional andbiodegradable PLA film, shelf life
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26902165 A Quick Prediction for Shear Behaviour of RC Membrane Elements by Fixed-Angle Softened Truss Model with Tension-Stiffening
Authors: X. Wang, J. S. Kuang
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The Fixed-angle Softened Truss Model with Tension-stiffening (FASTMT) has a superior performance in predicting the shear behaviour of reinforced concrete (RC) membrane elements, especially for the post-cracking behaviour. Nevertheless, massive computational work is inevitable due to the multiple transcendental equations involved in the stress-strain relationship. In this paper, an iterative root-finding technique is introduced to FASTMT for solving quickly the transcendental equations of the tension-stiffening effect of RC membrane elements. This fast FASTMT, which performs in MATLAB, uses the bisection method to calculate the tensile stress of the membranes. By adopting the simplification, the elapsed time of each loop is reduced significantly and the transcendental equations can be solved accurately. Owing to the high efficiency and good accuracy as compared with FASTMT, the fast FASTMT can be further applied in quick prediction of shear behaviour of complex large-scale RC structures.
Keywords: Bisection method, fixed-angle softened truss model with tension-stiffening, iterative root-finding technique, reinforced concrete membrane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8272164 Comparison of Multivariate Adaptive Regression Splines and Random Forest Regression in Predicting Forced Expiratory Volume in One Second
Authors: P. V. Pramila, V. Mahesh
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Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients resulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF25, PEF, FEF25-75, FEF50 and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects) with the aforementioned input features. It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, as well as yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.
Keywords: FEV1, Multivariate Adaptive Regression Splines Pulmonary Function Test, Random Forest.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37372163 Analysis of Residents’ Travel Characteristics and Policy Improving Strategies
Authors: Zhenzhen Xu, Chunfu Shao, Shengyou Wang, Chunjiao Dong
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To improve the satisfaction of residents' travel, this paper analyzes the characteristics and influencing factors of urban residents' travel behavior. First, a Multinominal Logit Model (MNL) model is built to analyze the characteristics of residents' travel behavior, reveal the influence of individual attributes, family attributes and travel characteristics on the choice of travel mode, and identify the significant factors. Then put forward suggestions for policy improvement. Finally, Support Vector Machine (SVM) and Multi-Layer Perceptron (MLP) models are introduced to evaluate the policy effect. This paper selects Futian Street in Futian District, Shenzhen City for investigation and research. The results show that gender, age, education, income, number of cars owned, travel purpose, departure time, journey time, travel distance and times all have a significant influence on residents' choice of travel mode. Based on the above results, two policy improvement suggestions are put forward from reducing public transportation and non-motor vehicle travel time, and the policy effect is evaluated. Before the evaluation, the prediction effect of MNL, SVM and MLP models was evaluated. After parameter optimization, it was found that the prediction accuracy of the three models was 72.80%, 71.42%, and 76.42%, respectively. The MLP model with the highest prediction accuracy was selected to evaluate the effect of policy improvement. The results showed that after the implementation of the policy, the proportion of public transportation in plan 1 and plan 2 increased by 14.04% and 9.86%, respectively, while the proportion of private cars decreased by 3.47% and 2.54%, respectively. The proportion of car trips decreased obviously, while the proportion of public transport trips increased. It can be considered that the measures have a positive effect on promoting green trips and improving the satisfaction of urban residents, and can provide a reference for relevant departments to formulate transportation policies.Keywords: Travel characteristics analysis, transportation choice, travel sharing rate, neural network model, traffic resource allocation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6152162 Multivariate School Travel Demand Regression Based on Trip Attraction
Authors: Ben-Edigbe J, RahmanR
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Since primary school trips usually start from home, attention by many scholars have been focused on the home end for data gathering. Thereafter category analysis has often been relied upon when predicting school travel demands. In this paper, school end was relied on for data gathering and multivariate regression for future travel demand prediction. 9859 pupils were surveyed by way of questionnaires at 21 primary schools. The town was divided into 5 zones. The study was carried out in Skudai Town, Malaysia. Based on the hypothesis that the number of primary school trip ends are expected to be the same because school trips are fixed, the choice of trip end would have inconsequential effect on the outcome. The study compared empirical data for home and school trip end productions and attractions. Variance from both data results was insignificant, although some claims from home based family survey were found to be grossly exaggerated. Data from the school trip ends was relied on for travel demand prediction because of its completeness. Accessibility, trip attraction and trip production were then related to school trip rates under daylight and dry weather conditions. The paper concluded that, accessibility is an important parameter when predicting demand for future school trip rates.Keywords: Trip generation, regression analysis, multiple linearregressions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19062161 Software Maintenance Severity Prediction for Object Oriented Systems
Authors: Parvinder S. Sandhu, Roma Jaswal, Sandeep Khimta, Shailendra Singh
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As the majority of faults are found in a few of its modules so there is a need to investigate the modules that are affected severely as compared to other modules and proper maintenance need to be done in time especially for the critical applications. As, Neural networks, which have been already applied in software engineering applications to build reliability growth models predict the gross change or reusability metrics. Neural networks are non-linear sophisticated modeling techniques that are able to model complex functions. Neural network techniques are used when exact nature of input and outputs is not known. A key feature is that they learn the relationship between input and output through training. In this present work, various Neural Network Based techniques are explored and comparative analysis is performed for the prediction of level of need of maintenance by predicting level severity of faults present in NASA-s public domain defect dataset. The comparison of different algorithms is made on the basis of Mean Absolute Error, Root Mean Square Error and Accuracy Values. It is concluded that Generalized Regression Networks is the best algorithm for classification of the software components into different level of severity of impact of the faults. The algorithm can be used to develop model that can be used for identifying modules that are heavily affected by the faults.Keywords: Neural Network, Software faults, Software Metric.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15752160 Machine Learning for Music Aesthetic Annotation Using MIDI Format: A Harmony-Based Classification Approach
Authors: Lin Yang, Zhian Mi, Jiacheng Xiao, Rong Li
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Swimming with the tide of deep learning, the field of music information retrieval (MIR) experiences parallel development and a sheer variety of feature-learning models has been applied to music classification and tagging tasks. Among those learning techniques, the deep convolutional neural networks (CNNs) have been widespreadly used with better performance than the traditional approach especially in music genre classification and prediction. However, regarding the music recommendation, there is a large semantic gap between the corresponding audio genres and the various aspects of a song that influence user preference. In our study, aiming to bridge the gap, we strive to construct an automatic music aesthetic annotation model with MIDI format for better comparison and measurement of the similarity between music pieces in the way of harmonic analysis. We use the matrix of qualification converted from MIDI files as input to train two different classifiers, support vector machine (SVM) and Decision Tree (DT). Experimental results in performance of a tag prediction task have shown that both learning algorithms are capable of extracting high-level properties in an end-to end manner from music information. The proposed model is helpful to learn the audience taste and then the resulting recommendations are likely to appeal to a niche consumer.
Keywords: Harmonic analysis, machine learning, music classification and tagging, MIDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7582159 Influence of Hygro-Chemo-Mechanical Degradation on Performance of Concrete Gravity Dam
Authors: Kalyan Kumar Mandal, Damodar Maity
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The degradation of concrete due to various hygrochemo- mechanical actions is inevitable for the structures particularly built to store water. Therefore, it is essential to determine the material properties of dam-like structures due to ageing to predict the behavior of such structures after a certain age. The degraded material properties are calculated by introducing isotropic degradation index. The predicted material properties are used to study the behavior of aged dam at different ages. The dam is modeled by finite elements and displacement and is considered as an unknown variable. The parametric study reveals that the displacement is quite larger for comparatively lower design life of the structure because the degradation of elastic properties depends on the design life of the dam. The stresses in dam cam be unexpectedly large at any age with in the design life. The outcomes of the present study indicate the importance of the consideration ageing effect of concrete exposed to water for the safe design of dam throughout its life time.Keywords: Hygro-chemo-mechanical, isotropic degradation, finite element method, Koyna earthquake.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18672158 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification
Authors: Ishapathik Das
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The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.
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