Search results for: prediction and error.
1554 An Adaptive Cooperative Scheme for Reliability of Transmission Using STBC and CDD in Wireless Communications
Authors: Hyun-Jun Shin, Jae-Jeong Kim, Hyoung-Kyu Song
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In broadcasting and cellular system, a cooperative scheme is proposed for the improvement of performance of bit error rate. Up to date, the coverage of broadcasting system coexists with the coverage of cellular system. Therefore each user in a cellular coverage is frequently involved in a broadcasting coverage. The proposed cooperative scheme is derived from the shared areas. The users receive signals from both broadcasting station and cellular station. The proposed scheme selects a cellular base station of a worse channel to achieve better performance of bit error rate in cooperation. The performance of the proposed scheme is evaluated in fading channel.
Keywords: Cooperative communication, diversity, STBC, CDD, channel condition, broadcasting system, cellular system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17231553 Low-Complexity Channel Estimation Algorithm for MIMO-OFDM Systems
Authors: Ali Beydoun, Hamzé H. Alaeddine
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One of the main challenges in MIMO-OFDM system to achieve the expected performances in terms of data rate and robustness against multi-path fading channels is the channel estimation. Several methods were proposed in the literature based on either least square (LS) or minimum mean squared error (MMSE) estimators. These methods present high implementation complexity as they require the inversion of large matrices. In order to overcome this problem and to reduce the complexity, this paper presents a solution that benefits from the use of the STBC encoder and transforms the channel estimation process into a set of simple linear operations. The proposed method is evaluated via simulation in AWGN-Rayleigh fading channel. Simulation results show a maximum reduction of 6.85% of the bit error rate (BER) compared to the one obtained with the ideal case where the receiver has a perfect knowledge of the channel.Keywords: Channel estimation, MIMO, OFDM, STBC, CAZAC sequence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8601552 Validation of the WAsP Model for a Terrain Surrounded by Mountainous Region
Authors: Mohammadamin Zanganeh, Vahid Khalajzadeh
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The problems associated with wind predictions of WAsP model in complex terrain are already the target of several studies in the last decade. In this paper, the influence of surrounding orography on accuracy of wind data analysis of a train is investigated. For the case study, a site with complex surrounding orography is considered. This site is located in Manjil, one of the windiest cities of Iran. For having precise evaluation of wind regime in the site, one-year wind data measurements from two metrological masts are used. To validate the obtained results from WAsP, the cross prediction between each mast is performed. The analysis reveals that WAsP model can estimate the wind speed behavior accurately. In addition, results show that this software can be used for predicting the wind regime in flat sites with complex surrounding orography.Keywords: Complex terrain, Meteorological mast, WAsPmodel, Wind prediction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17811551 The Long Run Relationship between Exports and Imports in South Africa: Evidence from Cointegration Analysis
Authors: Sagaren Pillay
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This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.
Keywords: Cointegration lagged, linear, maximum likelihood, vector error correction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27631550 Prediction Heating Values of Lignocellulosics from Biomass Characteristics
Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon
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The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.
Keywords: Heating value equation, Proximate analysis, Ultimate analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36941549 Comparison of Machine Learning Models for the Prediction of System Marginal Price of Greek Energy Market
Authors: Ioannis P. Panapakidis, Marios N. Moschakis
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The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.
Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12871548 Error Propagation of the Hidden-Point Bar Method: Effect of Bar Geometry
Authors: Said M. Easa, Ahmed Shaker
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The hidden-point bar method is useful in many surveying applications. The method involves determining the coordinates of a hidden point as a function of horizontal and vertical angles measured to three fixed points on the bar. Using these measurements, the procedure involves calculating the slant angles, the distances from the station to the fixed points, the coordinates of the fixed points, and then the coordinates of the hidden point. The propagation of the measurement errors in this complex process has not been fully investigated in the literature. This paper evaluates the effect of the bar geometry on the position accuracy of the hidden point which depends on the measurement errors of the horizontal and vertical angles. The results are used to establish some guidelines regarding the inclination angle of the bar and the location of the observed points that provide the best accuracy.Keywords: Hidden point, accuracy, error propagation, surveying, evaluation, simulation, geometry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17051547 Evidence of the Long-run Equilibrium between Money Demand Determinants in Croatia
Authors: B. Skrabic, N. Tomic-Plazibat
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In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21441546 Performance Prediction Methodology of Slow Aging Assets
Authors: M. Ben Slimene, M.-S. Ouali
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Asset management of urban infrastructures faces a multitude of challenges that need to be overcome to obtain a reliable measurement of performances. Predicting the performance of slowly aging systems is one of those challenges, which helps the asset manager to investigate specific failure modes and to undertake the appropriate maintenance and rehabilitation interventions to avoid catastrophic failures as well as to optimize the maintenance costs. This article presents a methodology for modeling the deterioration of slowly degrading assets based on an operating history. It consists of extracting degradation profiles by grouping together assets that exhibit similar degradation sequences using an unsupervised classification technique derived from artificial intelligence. The obtained clusters are used to build the performance prediction models. This methodology is applied to a sample of a stormwater drainage culvert dataset.
Keywords: Artificial intelligence, clustering, culvert, regression model, slow degradation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4271545 Improving Protein-Protein Interaction Prediction by Using Encoding Strategies and Random Indices
Authors: Essam Al-Daoud
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A New features are extracted and compared to improve the prediction of protein-protein interactions. The basic idea is to select and use the best set of features from the Tensor matrices that are produced by the frequency vectors of the protein sequences. Three set of features are compared, the first set is based on the indices that are the most common in the interacting proteins, the second set is based on the indices that tend to be common in the interacting and non-interacting proteins, and the third set is constructed by using random indices. Moreover, three encoding strategies are compared; that are based on the amino asides polarity, structure, and chemical properties. The experimental results indicate that the highest accuracy can be obtained by using random indices with chemical properties encoding strategy and support vector machine.Keywords: protein-protein interactions, random indices, encoding strategies, support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15511544 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids
Authors: Caroline E. Mendes, Alberto C. Badino
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Pneumatic reactors have been widely employed in various sectors of the chemical industry, especially where are required high heat and mass transfer rates. This study aimed to obtain correlations that allow the prediction of gas hold-up (Ԑ) and volumetric oxygen transfer coefficient (kLa), and compare these values, for three models of pneumatic reactors on two scales utilizing Newtonian fluids. Values of kLa were obtained using the dynamic pressure-step method, while e was used for a new proposed measure. Comparing the three models of reactors studied, it was observed that the mass transfer was superior to draft-tube airlift, reaching e of 0.173 and kLa of 0.00904s-1. All correlations showed good fit to the experimental data (R2≥94%), and comparisons with correlations from the literature demonstrate the need for further similar studies due to shortage of data available, mainly for airlift reactors and high viscosity fluids.
Keywords: Bubble column, internal loop airlift, gas hold-up, kLa.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15131543 Remaining Useful Life Prediction Using Elliptical Basis Function Network and Markov Chain
Authors: Yi Yu, Lin Ma, Yong Sun, Yuantong Gu
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This paper presents a novel method for remaining useful life prediction using the Elliptical Basis Function (EBF) network and a Markov chain. The EBF structure is trained by a modified Expectation-Maximization (EM) algorithm in order to take into account the missing covariate set. No explicit extrapolation is needed for internal covariates while a Markov chain is constructed to represent the evolution of external covariates in the study. The estimated external and the unknown internal covariates constitute an incomplete covariate set which are then used and analyzed by the EBF network to provide survival information of the asset. It is shown in the case study that the method slightly underestimates the remaining useful life of an asset which is a desirable result for early maintenance decision and resource planning.Keywords: Elliptical Basis Function Network, Markov Chain, Missing Covariates, Remaining Useful Life
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16481542 A Simple Constellation Precoding Technique over MIMO-OFDM Systems
Authors: Fuh-Hsin Hwang, Tsui-Tsai Lin, Chih-Wen Chan, Cheng-Yuan Chang
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This paper studies the design of a simple constellation precoding for a multiple-input multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) system over Rayleigh fading channels where OFDM is used to keep the diversity replicas orthogonal and reduce ISI effects. A multi-user environment with K synchronous co-channel users is considered. The proposed scheme provides a bandwidth efficient transmission for individual users by increasing the system throughput. In comparison with the existing coded MIMO-OFDM schemes, the precoding technique is designed under the consideration of its low implementation complexity while providing a comparable error performance to the existing schemes. Analytic and simulation results have been presented to show the distinguished error performance.Keywords: coded modulation, diversity technique, OFDM, MIMO, constellation precoding
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16191541 Principal Component Regression in Noninvasive Pineapple Soluble Solids Content Assessment Based On Shortwave Near Infrared Spectrum
Authors: K. S. Chia, H. Abdul Rahim, R. Abdul Rahim
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The Principal component regression (PCR) is a combination of principal component analysis (PCA) and multiple linear regression (MLR). The objective of this paper is to revise the use of PCR in shortwave near infrared (SWNIR) (750-1000nm) spectral analysis. The idea of PCR was explained mathematically and implemented in the non-destructive assessment of the soluble solid content (SSC) of pineapple based on SWNIR spectral data. PCR achieved satisfactory results in this application with root mean squared error of calibration (RMSEC) of 0.7611 Brix°, coefficient of determination (R2) of 0.5865 and root mean squared error of crossvalidation (RMSECV) of 0.8323 Brix° with principal components (PCs) of 14.Keywords: Pineapple, Shortwave near infrared, Principal component regression, Non-invasive measurement; Soluble solids content
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20141540 Hierarchical Operation Strategies for Grid Connected Building Microgrid with Energy Storage and Photovoltatic Source
Authors: Seon-Ho Yoon, Jin-Young Choi, Dong-Jun Won
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This paper presents hierarchical operation strategies which are minimizing operation error between day ahead operation plan and real time operation. Operating power systems between centralized and decentralized approaches can be represented as hierarchical control scheme, featured as primary control, secondary control and tertiary control. Primary control is known as local control, featuring fast response. Secondary control is referred to as microgrid Energy Management System (EMS). Tertiary control is responsible of coordinating the operations of multi-microgrids. In this paper, we formulated 3 stage microgrid operation strategies which are similar to hierarchical control scheme. First stage is to set a day ahead scheduled output power of Battery Energy Storage System (BESS) which is only controllable source in microgrid and it is optimized to minimize cost of exchanged power with main grid using Particle Swarm Optimization (PSO) method. Second stage is to control the active and reactive power of BESS to be operated in day ahead scheduled plan in case that State of Charge (SOC) error occurs between real time and scheduled plan. The third is rescheduling the system when the predicted error is over the limited value. The first stage can be compared with the secondary control in that it adjusts the active power. The second stage is comparable to the primary control in that it controls the error in local manner. The third stage is compared with the secondary control in that it manages power balancing. The proposed strategies will be applied to one of the buildings in Electronics and Telecommunication Research Institute (ETRI). The building microgrid is composed of Photovoltaic (PV) generation, BESS and load and it will be interconnected with the main grid. Main purpose of that is minimizing operation cost and to be operated in scheduled plan. Simulation results support validation of proposed strategies.
Keywords: Battery energy storage system, energy management system, microgrid, particle swarm optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10761539 Application of Double Side Approach Method on Super Elliptical Winkler Plate
Authors: Hsiang-Wen Tang, Cheng-Ying Lo
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In this study, the static behavior of super elliptical Winkler plate is analyzed by applying the double side approach method. The lack of information about super elliptical Winkler plates is the motivation of this study and we use the double side approach method to solve this problem because of its superior ability on efficiently treating problems with complex boundary shape. The double side approach method has the advantages of high accuracy, easy calculation procedure and less calculation load required. Most important of all, it can give the error bound of the approximate solution. The numerical results not only show that the double side approach method works well on this problem but also provide us the knowledge of static behavior of super elliptical Winkler plate in practical use.
Keywords: Super elliptical Winkler Plate, double side approach method, error bound.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16091538 States Estimation and Fault Detection of a Doubly Fed Induction Machine by Moving Horizon Estimation
Authors: A. T. Boum, L. Bitjoka, N. N. Léandre, S. Bennet
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This paper presents the estimation of the key parameters of a double fed induction machine (DFIM) by the use of the moving horizon estimator (MHE) for control and monitoring purpose. A study was conducted on the behavior of this observer in the presence of some faults which can occur during the operation of the machine. In the first case a stator phase has been suppressed. In the second case the rotor resistance has been multiplied by a factor. The results show a good estimation of different parameters such as rotor flux, rotor speed, stator current with a very small estimation error. The robustness of the observer was also tested in the practical case of DFIM by using another model different from the real one at a constant close. The very small estimation error makes the MHE a good software sensor candidate for monitoring purpose for the DFIM.
Keywords: Doubly fed induction machine, moving horizon estimator parameters’ estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7551537 Fuzzy Controlled Hydraulic Excavator with Model Parameter Uncertainty
Authors: Ganesh Kothapalli, Mohammed Y. Hassan
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The hydraulic actuated excavator, being a non-linear mobile machine, encounters many uncertainties. There are uncertainties in the hydraulic system in addition to the uncertain nature of the load. The simulation results obtained in this study show that there is a need for intelligent control of such machines and in particular interval type-2 fuzzy controller is most suitable for minimizing the position error of a typical excavator-s bucket under load variations. We consider the model parameter uncertainties such as hydraulic fluid leakage and friction. These are uncertainties which also depend up on the temperature and alter bulk modulus and viscosity of the hydraulic fluid. Such uncertainties together with the load variations cause chattering of the bucket position. The interval type-2 fuzzy controller effectively eliminates the chattering and manages to control the end-effecter (bucket) position with positional error in the order of few millimeters.Keywords: excavator, fuzzy control, hydraulics, mining, type-2
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16291536 A K-Means Based Clustering Approach for Finding Faulty Modules in Open Source Software Systems
Authors: Parvinder S. Sandhu, Jagdeep Singh, Vikas Gupta, Mandeep Kaur, Sonia Manhas, Ramandeep Sidhu
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Prediction of fault-prone modules provides one way to support software quality engineering. Clustering is used to determine the intrinsic grouping in a set of unlabeled data. Among various clustering techniques available in literature K-Means clustering approach is most widely being used. This paper introduces K-Means based Clustering approach for software finding the fault proneness of the Object-Oriented systems. The contribution of this paper is that it has used Metric values of JEdit open source software for generation of the rules for the categorization of software modules in the categories of Faulty and non faulty modules and thereafter empirically validation is performed. The results are measured in terms of accuracy of prediction, probability of Detection and Probability of False Alarms.Keywords: K-Means, Software Fault, Classification, ObjectOriented Metrics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22911535 Multi Response Optimization in Drilling Al6063/SiC/15% Metal Matrix Composite
Authors: Hari Singh, Abhishek Kamboj, Sudhir Kumar
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This investigation proposes a grey-based Taguchi method to solve the multi-response problems. The grey-based Taguchi method is based on the Taguchi’s design of experimental method, and adopts grey relational analysis (GRA) to transfer multi-response problems into single-response problems. In this investigation, an attempt has been made to optimize the drilling process parameters considering weighted output response characteristics using grey relational analysis. The output response characteristics considered are surface roughness, burr height and hole diameter error under the experimental conditions of cutting speed, feed rate, step angle, and cutting environment. The drilling experiments were conducted using L27 orthogonal array. A combination of orthogonal array, design of experiments and grey relational analysis was used to ascertain best possible drilling process parameters that give minimum surface roughness, burr height and hole diameter error. The results reveal that combination of Taguchi design of experiment and grey relational analysis improves surface quality of drilled hole.
Keywords: Metal matrix composite, Drilling, Optimization, step drill, Surface roughness, burr height, hole diameter error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32371534 Near Perfect Reconstruction Quadrature Mirror Filter
Authors: A. Kumar, G. K. Singh, R. S. Anand
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In this paper, various algorithms for designing quadrature mirror filter are reviewed and a new algorithm is presented for the design of near perfect reconstruction quadrature mirror filter bank. In the proposed algorithm, objective function is formulated using the perfect reconstruction condition or magnitude response condition of prototype filter at frequency (ω = 0.5π) in ideal condition. The cutoff frequency is iteratively changed to adjust the filters coefficients using optimization algorithm. The performances of the proposed algorithm are evaluated in term of computation time, reconstruction error and number of iterations. The design examples illustrate that the proposed algorithm is superior in term of peak reconstruction error, computation time, and number of iterations. The proposed algorithm is simple, easy to implement, and linear in nature.
Keywords: Aliasing cancellations filter bank, Filter banks, quadrature mirror filter (QMF), subband coding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25101533 Probabilistic Crash Prediction and Prevention of Vehicle Crash
Authors: Lavanya Annadi, Fahimeh Jafari
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Transportation brings immense benefits to society, but it also has its costs. Costs include the cost of infrastructure, personnel, and equipment, but also the loss of life and property in traffic accidents on the road, delays in travel due to traffic congestion, and various indirect costs in terms of air transport. This research aims to predict the probabilistic crash prediction of vehicles using Machine Learning due to natural and structural reasons by excluding spontaneous reasons, like overspeeding, etc., in the United States. These factors range from meteorological elements such as weather conditions, precipitation, visibility, wind speed, wind direction, temperature, pressure, and humidity, to human-made structures, like road structure components such as Bumps, Roundabouts, No Exit, Turning Loops, Give Away, etc. The probabilities are categorized into ten distinct classes. All the predictions are based on multiclass classification techniques, which are supervised learning. This study considers all crashes in all states collected by the US government. The probability of the crash was determined by employing Multinomial Expected Value, and a classification label was assigned accordingly. We applied three classification models, including multiclass Logistic Regression, Random Forest and XGBoost. The numerical results show that XGBoost achieved a 75.2% accuracy rate which indicates the part that is being played by natural and structural reasons for the crash. The paper has provided in-depth insights through exploratory data analysis.
Keywords: Road safety, crash prediction, exploratory analysis, machine learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 121532 Detecting Earnings Management via Statistical and Neural Network Techniques
Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie
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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20931531 Wiener Filter as an Optimal MMSE Interpolator
Authors: Tsai-Sheng Kao
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The ideal sinc filter, ignoring the noise statistics, is often applied for generating an arbitrary sample of a bandlimited signal by using the uniformly sampled data. In this article, an optimal interpolator is proposed; it reaches a minimum mean square error (MMSE) at its output in the presence of noise. The resulting interpolator is thus a Wiener filter, and both the optimal infinite impulse response (IIR) and finite impulse response (FIR) filters are presented. The mean square errors (MSE-s) for the interpolator of different length impulse responses are obtained by computer simulations; it shows that the MSE-s of the proposed interpolators with a reasonable length are improved about 0.4 dB under flat power spectra in noisy environment with signal-to-noise power ratio (SNR) equal 10 dB. As expected, the results also demonstrate the improvements for the MSE-s with various fractional delays of the optimal interpolator against the ideal sinc filter under a fixed length impulse response.Keywords: Interpolator, minimum mean square error, Wiener filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29381530 Support Vector Regression for Retrieval of Soil Moisture Using Bistatic Scatterometer Data at X-Band
Authors: Dileep Kumar Gupta, Rajendra Prasad, Pradeep Kumar, Varun Narayan Mishra, Ajeet Kumar Vishwakarma, Prashant Kumar Srivastava
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An approach was evaluated for the retrieval of soil moisture of bare soil surface using bistatic scatterometer data in the angular range of 200 to 700 at VV- and HH- polarization. The microwave data was acquired by specially designed X-band (10 GHz) bistatic scatterometer. The linear regression analysis was done between scattering coefficients and soil moisture content to select the suitable incidence angle for retrieval of soil moisture content. The 250 incidence angle was found more suitable. The support vector regression analysis was used to approximate the function described by the input output relationship between the scattering coefficient and corresponding measured values of the soil moisture content. The performance of support vector regression algorithm was evaluated by comparing the observed and the estimated soil moisture content by statistical performance indices %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE). The values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 2.9451, 1.0986 and 0.9214 respectively at HHpolarization. At VV- polarization, the values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 3.6186, 0.9373 and 0.9428 respectively.Keywords: Bistatic scatterometer, soil moisture, support vector regression, RMSE, %Bias, NSE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32091529 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market
Authors: Taylan Kabbani, Ekrem Duman
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Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.
Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4991528 The Classification Performance in Parametric and Nonparametric Discriminant Analysis for a Class- Unbalanced Data of Diabetes Risk Groups
Authors: Lily Ingsrisawang, Tasanee Nacharoen
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The problems arising from unbalanced data sets generally appear in real world applications. Due to unequal class distribution, many researchers have found that the performance of existing classifiers tends to be biased towards the majority class. The k-nearest neighbors’ nonparametric discriminant analysis is a method that was proposed for classifying unbalanced classes with good performance. In this study, the methods of discriminant analysis are of interest in investigating misclassification error rates for classimbalanced data of three diabetes risk groups. The purpose of this study was to compare the classification performance between parametric discriminant analysis and nonparametric discriminant analysis in a three-class classification of class-imbalanced data of diabetes risk groups. Data from a project maintaining healthy conditions for 599 employees of a government hospital in Bangkok were obtained for the classification problem. The employees were divided into three diabetes risk groups: non-risk (90%), risk (5%), and diabetic (5%). The original data including the variables of diabetes risk group, age, gender, blood glucose, and BMI were analyzed and bootstrapped for 50 and 100 samples, 599 observations per sample, for additional estimation of the misclassification error rate. Each data set was explored for the departure of multivariate normality and the equality of covariance matrices of the three risk groups. Both the original data and the bootstrap samples showed nonnormality and unequal covariance matrices. The parametric linear discriminant function, quadratic discriminant function, and the nonparametric k-nearest neighbors’ discriminant function were performed over 50 and 100 bootstrap samples and applied to the original data. Searching the optimal classification rule, the choices of prior probabilities were set up for both equal proportions (0.33: 0.33: 0.33) and unequal proportions of (0.90:0.05:0.05), (0.80: 0.10: 0.10) and (0.70, 0.15, 0.15). The results from 50 and 100 bootstrap samples indicated that the k-nearest neighbors approach when k=3 or k=4 and the defined prior probabilities of non-risk: risk: diabetic as 0.90: 0.05:0.05 or 0.80:0.10:0.10 gave the smallest error rate of misclassification. The k-nearest neighbors approach would be suggested for classifying a three-class-imbalanced data of diabetes risk groups.Keywords: Bootstrap, diabetes risk groups, error rate, k-nearest neighbors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19941527 Lyapunov-Based Tracking Control for Nonholonomic Wheeled Mobile Robot
Authors: Raouf Fareh, Maarouf Saad, Sofiane Khadraoui, Tamer Rabie
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This paper presents a tracking control strategy based on Lyapunov approach for nonholonomic wheeled mobile robot. This control strategy consists of two levels. First, a kinematic controller is developed to adjust the right and left wheel velocities. Using this velocity control law, the stability of the tracking error is guaranteed using Lyapunov approach. This kinematic controller cannot be generated directly by the motors. To overcome this problem, the second level of the controllers, dynamic control, is designed. This dynamic control law is developed based on Lyapunov theory in order to track the desired trajectories of the mobile robot. The stability of the tracking error is proved using Lupunov and Barbalat approaches. Simulation results on a nonholonomic wheeled mobile robot are given to demonstrate the feasibility and effectiveness of the presented approach.Keywords: Mobile robot, trajectory tracking, Lyapunov, stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23681526 Low Cost IMU \ GPS Integration Using Kalman Filtering for Land Vehicle Navigation Application
Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla, Ameer Yousef
Abstract:
Land vehicle navigation system technology is a subject of great interest today. Global Positioning System (GPS) is a common choice for positioning in such systems. However, GPS alone is incapable of providing continuous and reliable positioning, because of its inherent dependency on external electromagnetic signals. Inertial Navigation is the implementation of inertial sensors to determine the position and orientation of a vehicle. As such, inertial navigation has unbounded error growth since the error accumulates at each step. Thus in order to contain these errors some form of external aiding is required. The availability of low cost Micro-Electro-Mechanical-System (MEMS) inertial sensors is now making it feasible to develop Inertial Navigation System (INS) using an inertial measurement unit (IMU), in conjunction with GPS to fulfill the demands of such systems. Typically IMU’s are very expensive systems; however this INS will use “low cost” components. Unfortunately with low cost also comes low performance and is the main reason for the inclusion of GPS and Kalman filtering into the system. The aim of this paper is to develop a GPS/MEMS INS integrated system, which is able to provide a navigation solution with accuracy levels appropriate for land vehicle navigation. The primary piece of equipment used was a MEMS-based Crista IMU (from Cloud Cap Technology Inc.) and a Garmin GPS 18 PC (which is both a receiver and antenna). The integration of GPS with INS can be implemented using a Kalman filter in loosely coupled mode. In this integration mode the INS error states, together with any navigation state (position, velocity, and attitude) and other unknown parameters of interest, are estimated using GPS measurements. All important equations regarding navigation are presented along with discussion.
Keywords: GPS, IMU, Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 75141525 Classification of Earthquake Distribution in the Banda Sea Collision Zone with Point Process Approach
Authors: Henry J. Wattimanela, Udjianna S. Pasaribu, Nanang T. Puspito, Sapto W. Indratno
Abstract:
Banda Sea Collision Zone (BSCZ) is the result of the interaction and convergence of Indo-Australian plate, Eurasian plate and Pacific plate. This location is located in eastern Indonesia. This zone has a very high seismic activity. In this research, we will calculate the rate (λ) and Mean Square Error (MSE). By this result, we will classification earthquakes distribution in the BSCZ with the point process approach. Chi-square is used to determine the type of earthquakes distribution in the sub region of BSCZ. The data used in this research is data of earthquakes with a magnitude ≥ 6 SR for the period 1964-2013 and sourced from BMKG Jakarta. This research is expected to contribute to the Moluccas Province and surrounding local governments in performing spatial plan document related to disaster management.Keywords: Banda sea collision zone, earthquakes, mean square error, Poisson distribution, chi-square test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2092