Search results for: locally weighted regression.

Authors: Mansi Jhamb, R. K. Sharma, A. K. Gupta

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In the current scenario, with the increasing integration densities, most system-on-chip designs are partitioned into multiple clock domains. In this paper, an asynchronous FIFO (First-in First-out pipeline) design is employed as a data transfer interface between two independent clock domains. Since the clocks on the either sides of the FIFO run at a different speed, the task to ensure the correct data transmission through this FIFO is manually performed. Firstly an existing asynchronous FIFO design is discussed and simulated. Gate-level simulation results depicted the flaw in existing design. In order to solve this problem, a novel modified asynchronous FIFO design is proposed. The results obtained from proposed design are in perfect accordance with theoretical expectations. The proposed asynchronous FIFO design outperforms the existing design in terms of accuracy and speed. In order to evaluate the performance of the FIFO designs presented in this paper, the circuits were implemented in 0.24µ TSMC CMOS technology and simulated at 2.5V using HSpice (© Avant! Corporation). The layout design of the proposed FIFO is also presented.

Keywords: Asynchronous, Clock, CMOS, C-element, FIFO, Globally Asynchronous Locally Synchronous (GALS), HSpice.

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Authors: Shuen-Tai Wang, Hsi-Ya Chang

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Cloud computing is becoming more and more matured over the last few years and consequently the demands for better cloud services is increasing rapidly. One of the research topics to improve cloud services is the desktop computing in virtualized environment. This paper aims at the development of an adaptive virtual desktop service in cloud computing platform based on our previous research on the virtualization technology. We implement cloud virtual desktop and application software streaming technology that make it possible for providing Virtual Desktop as a Service (VDaaS). Given the development of remote desktop virtualization, it allows shifting the user’s desktop from the traditional PC environment to the cloud-enabled environment, which is stored on a remote virtual machine rather than locally. This proposed effort has the potential to positively provide an efficient, resilience and elastic environment for online cloud service. Users no longer need to burden the platform maintenances and drastically reduces the overall cost of hardware and software licenses. Moreover, this flexible remote desktop service represents the next significant step to the mobile workplace, and it lets users access their desktop environments from virtually anywhere.

Keywords: Cloud Computing, Virtualization, Virtual Desktop, VDaaS.

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Authors: B. L. Ho, L. Shi, D. F. Wang, V. C. T. Mok

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The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Keywords: Functional magnetic resonance imaging, multivariate regression, network hubs, resting state functional connectivity.

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Authors: A. Abdalla, A. Kaltayev

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The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

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Authors: Hyunsup Yoon, Youngjoon Han, Hernsoo Hahn

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In order to enhance the contrast in the regions where the pixels have similar intensities, this paper presents a new histogram equalization scheme. Conventional global equalization schemes over-equalizes these regions so that too bright or dark pixels are resulted and local equalization schemes produce unexpected discontinuities at the boundaries of the blocks. The proposed algorithm segments the original histogram into sub-histograms with reference to brightness level and equalizes each sub-histogram with the limited extents of equalization considering its mean and variance. The final image is determined as the weighted sum of the equalized images obtained by using the sub-histogram equalizations. By limiting the maximum and minimum ranges of equalization operations on individual sub-histograms, the over-equalization effect is eliminated. Also the result image does not miss feature information in low density histogram region since the remaining these area is applied separating equalization. This paper includes how to determine the segmentation points in the histogram. The proposed algorithm has been tested with more than 100 images having various contrasts in the images and the results are compared to the conventional approaches to show its superiority.

Keywords: Contrast Enhancement, Histogram Equalization, Histogram Region Equalization, Equalization Noise

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Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone

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Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.

Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.

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Authors: Md R. Bashar, Yan Li, Peng Wen

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This study is to investigate the electroencephalogram (EEG) differences generated from a normal and Alzheimer-s disease (AD) sources. We also investigate the effects of brain tissue distortions due to AD on EEG. We develop a realistic head model from T1 weighted magnetic resonance imaging (MRI) using finite element method (FEM) for normal source (somatosensory cortex (SC) in parietal lobe) and AD sources (right amygdala (RA) and left amygdala (LA) in medial temporal lobe). Then, we compare the AD sourced EEGs to the SC sourced EEG for studying the nature of potential changes due to sources and 5% to 20% brain tissue distortions. We find an average of 0.15 magnification errors produced by AD sourced EEGs. Different brain tissue distortion models also generate the maximum 0.07 magnification. EEGs obtained from AD sources and different brain tissue distortion levels vary scalp potentials from normal source, and the electrodes residing in parietal and temporal lobes are more sensitive than other electrodes for AD sourced EEG.

Keywords: Alzheimer's disease (AD), brain tissue distortion, electroencephalogram, finite element method.

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Authors: Z. Khan, O. Moselhi, T. Zayed

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Development of levels of service in municipal context is a flexible vehicle to assist in performing quality-cost trade-off analysis for municipal services. This trade-off depends on the willingness of a community to pay as well as on the condition of the assets. Community perspective of the performance of an asset from service point of view may be quite different from the municipality perspective of the performance of the same asset from condition point of view. This paper presents a three phased level of service based methodology for water mains that consists of :1)development of an Analytical Hierarchy model of level of service 2) development of Fuzzy Weighted Sum model of water main condition index and 3) deriving a Fuzzy logic based function that maps level of service to asset condition index. This mapping will assist asset managers in quantifying condition improvement requirement to meet service goals and to make more informed decisions on interventions and relayed priorities.

Keywords: Asset Management, Level of Service, Condition Index, Analytical Hierarchy, Fuzzy Logic.

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Authors: Sadhana Ghnayem

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This article examines the relationship between several socio-economic and background variables of Arab-Israeli families and their effect on the conflict management style of forcing, where teenage children are expected to obey their parents without questioning. The article explores the inter-generational gap and the desire of Arab-Israeli parents to force their teenage children to obey without questioning. The independent variables include: the sex of the parent, religion (Christian or Muslim), income of the parent, years of education of the parent, and the sex of the teenage child. We use the dependent variable of “Obedience Without Questioning” that is reported twice: by each of the parents as well as by the children. We circulated a questionnaire and collected data from a sample of 180 parents and their adolescent child living in the Galilee area during 2018. In this questionnaire we asked each of the parent and his/her teenage child about whether the latter is expected to follow the instructions of the former without questioning. The outcome of this article indicates, first, that Christian-Arab families are less authoritarian than Muslims families in demanding sheer obedience from their children. Second, female parents indicate more than male parents that their teenage child indeed obeys without questioning. Third, there is a negative correlation between the variable “Income” and “Obedience without Questioning.” Yet, the regression coefficient of this variable is close zero. Fourth, there is a positive correlation between years of education and obedience reported by the children. In other words, more educated parents are more likely to demand obedience from their children.  Finally, after running the regression, the study also found that the impact of the variables of religion as well as the sex of the child on the dependent variable of obedience is also significant at above 95 and 90%, respectively.

Keywords: Arab-Israeli parents, Obedience, Forcing, Inter-generational gap.

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Authors: Ahmed Arara

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Information sharing and exchange, rather than information processing, is what characterizes information technology in the 21st century. Ontologies, as shared common understanding, gain increasing attention, as they appear as the most promising solution to enable information sharing both at a semantic level and in a machine-processable way. Domain Ontology-based modeling has been exploited to provide shareability and information exchange among diversified, heterogeneous applications of enterprises. Contextual ontologies are “an explicit specification of contextual conceptualization". That is: ontology is characterized by concepts that have multiple representations and they may exist in several contexts. Hence, contextual ontologies are a set of concepts and relationships, which are seen from different perspectives. Contextualization is to allow for ontologies to be partitioned according to their contexts. The need for contextual ontologies in enterprise modeling has become crucial due to the nature of today's competitive market. Information resources in enterprise is distributed and diversified and is in need to be shared and communicated locally through the intranet and globally though the internet. This paper discusses the roles that ontologies play in an enterprise modeling, and how ontologies assist in building a conceptual model in order to provide communicative and interoperable information systems. The issue of enterprise modeling based on contextual domain ontology is also investigated, and a framework is proposed for an enterprise model that consists of various applications.

Keywords: Contextual ontologies, Enterprise model, domainontology.

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Authors: N. Ben Ameur, M. Loulou

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This paper study the high-level modelling and design of delta-sigma (ΔΣ) noise shapers for audio Digital-to-Analog Converter (DAC) so as to eliminate the in-band Signal-to-Noise- Ratio (SNR) degradation that accompany one channel mismatch in audio signal. The converter combines a cascaded digital signal interpolation, a noise-shaping single loop delta-sigma modulator with a 5-bit quantizer resolution in the final stage. To reduce sensitivity of Digital-to-Analog Converter (DAC) nonlinearities of the last stage, a high pass second order Data Weighted Averaging (R2DWA) is introduced. This paper presents a MATLAB description modelling approach of the proposed DAC architecture with low distortion and swing suppression integrator designs. The ΔΣ Modulator design can be configured as a 3rd-order and allows 24-bit PCM at sampling rate of 64 kHz for Digital Video Disc (DVD) audio application. The modeling approach provides 139.38 dB of dynamic range for a 32 kHz signal band at -1.6 dBFS input signal level.

Keywords: DVD-audio, DAC, Interpolator and Interpolation Filter, Single-Loop ΔΣ Modulation, R2DWA, Clock Jitter

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Authors: Salah R. Al Zaidee, Ali S. Mahdi

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Except for simple problems of statically determinate structures, optimum design problems in structural engineering have implicit objective functions where structural analysis and design are essential within each searching loop. With these implicit functions, the structural engineer is usually enforced to write his/her own computer code for analysis, design, and searching for optimum design among many feasible candidates and cannot take advantage of available software for structural analysis, design, and searching for the optimum solution. The meta-model is a regression model used to transform an implicit objective function into objective one and leads in turn to decouple the structural analysis and design processes from the optimum searching process. With the meta-model, well-known software for structural analysis and design can be used in sequence with optimum searching software. In this paper, the meta-model has been used to develop an explicit objective function for plane steel frames subjected to dead, live, and seismic forces. Frame topology is assumed as predefined based on architectural and functional requirements. Columns and beams sections and different connections details are the main design variables in this study. Columns and beams are grouped to reduce the number of design variables and to make the problem similar to that adopted in engineering practice. Data for the implicit objective function have been generated based on analysis and assessment for many design proposals with CSI SAP software. These data have been used later in SPSS software to develop a pure quadratic nonlinear regression model for the explicit objective function. Good correlations with a coefficient, R², in the range from 0.88 to 0.99 have been noted between the original implicit functions and the corresponding explicit functions generated with meta-model.

Keywords: Meta-modal, objective function, steel frames, seismic analysis, design.

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Authors: Shashi Sharma, V. K. Katiyar, Uaday Singh

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In IA-MDT, the magnetic implants are placed strategically at the target site to greatly and locally increase the magnetic force on MDCPs and help to attract and retain the MDCPs at the targeted region. In the present work, we develop a mathematical model to study the capturing of magnetic nanoparticles flowing within a fluid in an implant assisted cylindrical channel under magnetic field. A coil of ferromagnetic SS-430 has been implanted inside the cylindrical channel to enhance the capturing of magnetic nanoparticles under magnetic field. The dominant magnetic and drag forces, which significantly affect the capturing of nanoparticles, are incorporated in the model. It is observed through model results that capture efficiency increases as we increase the magnetic field from 0.1 to 0.5 T, respectively. The increase in capture efficiency by increase in magnetic field is because as the magnetic field increases, the magnetization force, which is attractive in nature and responsible to attract or capture the magnetic particles, increases and results the capturing of large number of magnetic particles due to high strength of attractive magnetic force.

Keywords: Capture efficiency, Implant assisted-Magnetic drug targeting (IA-MDT), Magnetic nanoparticles (MNPs).

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Authors: Salma Parvin, M. A. Alim

Abstract:

The convective and radiative heat transfer performance and entropy generation on forced convection through a direct absorption solar collector (DASC) is investigated numerically. Four different fluids, including Cu-water nanofluid, Al₂O₃-waternanofluid, TiO₂-waternanofluid, and pure water are used as the working fluid. Entropy production has been taken into account in addition to the collector efficiency and heat transfer enhancement. Penalty finite element method with Galerkin’s weighted residual technique is used to solve the governing non-linear partial differential equations. Numerical simulations are performed for the variation of mass flow rate. The outcomes are presented in the form of isotherms, average output temperature, the average Nusselt number, collector efficiency, average entropy generation, and Bejan number. The results present that the rate of heat transfer and collector efficiency enhance significantly for raising the values of m up to a certain range.

Keywords: DASC, forced convection, mass flow rate, nanofluid.

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Authors: V. Churkin, M. Lopatin

Abstract:

The purpose of the paper is to estimate the US small wind turbines market potential and forecast the small wind turbines sales in the US. The forecasting method is based on the application of the Bass model and the generalized Bass model of innovations diffusion under replacement purchases. In the work an exponential distribution is used for modeling of replacement purchases. Only one parameter of such distribution is determined by average lifetime of small wind turbines. The identification of the model parameters is based on nonlinear regression analysis on the basis of the annual sales statistics which has been published by the American Wind Energy Association (AWEA) since 2001 up to 2012. The estimation of the US average market potential of small wind turbines (for adoption purchases) without account of price changes is 57080 (confidence interval from 49294 to 64866 at P = 0.95) under average lifetime of wind turbines 15 years, and 62402 (confidence interval from 54154 to 70648 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 90,7%, while in the second - 91,8%. The effect of the wind turbines price changes on their sales was estimated using generalized Bass model. This required a price forecast. To do this, the polynomial regression function, which is based on the Berkeley Lab statistics, was used. The estimation of the US average market potential of small wind turbines (for adoption purchases) in that case is 42542 (confidence interval from 32863 to 52221 at P = 0.95) under average lifetime of wind turbines 15 years, and 47426 (confidence interval from 36092 to 58760 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 95,3%, while in the second – 95,3%.

Keywords: Bass model, generalized Bass model, replacement purchases, sales forecasting of innovations, statistics of sales of small wind turbines in the United States.

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: Big data, building-value analysis, machine learning, price prediction.

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Authors: Parviz Fattahi

Abstract:

Scheduling for the flexible job shop is very important in both fields of production management and combinatorial optimization. However, it quit difficult to achieve an optimal solution to this problem with traditional optimization approaches owing to the high computational complexity. The combining of several optimization criteria induces additional complexity and new problems. In this paper, a Pareto approach to solve the multi objective flexible job shop scheduling problems is proposed. The objectives considered are to minimize the overall completion time (makespan) and total weighted tardiness (TWT). An effective simulated annealing algorithm based on the proposed approach is presented to solve multi objective flexible job shop scheduling problem. An external memory of non-dominated solutions is considered to save and update the non-dominated solutions during the solution process. Numerical examples are used to evaluate and study the performance of the proposed algorithm. The proposed algorithm can be applied easily in real factory conditions and for large size problems. It should thus be useful to both practitioners and researchers.

Keywords: Flexible job shop, Scheduling, Hierarchical approach, simulated annealing, tabu search, multi objective.

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Authors: Chin S. Y., Radzi, S. N. R., Maharon, I. H., Shafawi, M. A.

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A kinetic model for propane dehydrogenation in an industrial moving bed reactor is developed based on the reported reaction scheme. The kinetic parameters and activity constant are fine tuned with several sets of balanced plant data. Plant data at different operating conditions is applied to validate the model and the results show a good agreement between the model predictions and plant observations in terms of the amount of main product, propylene produced. The simulation analysis of key variables such as inlet temperature of each reactor (Tinrx) and hydrogen to total hydrocarbon ratio (H2/THC) affecting process performance is performed to identify the operating condition to maximize the production of propylene. Within the range of operating conditions applied in the present studies, the operating condition to maximize the propylene production at the same weighted average inlet temperature (WAIT) is ΔTinrx1= -2, ΔTinrx2= +1, ΔTinrx3= +1 , ΔTinrx4= +2 and ΔH2/THC= -0.02. Under this condition, the surplus propylene produced is 7.07 tons/day as compared with base case.

Keywords: kinetic model, dehydrogenation, simulation, modeling, propane

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Authors: Ahmad Tariq Sheikh, Shahzad Amin Sheikh

Abstract:

A new distance-adjusted approach is proposed in which static square contours are defined around an estimated symbol in a QAM constellation, which create regions that correspond to fixed step sizes and weighting factors. As a result, the equalizer tap adjustment consists of a linearly weighted sum of adaptation criteria that is scaled by a variable step size. This approach is the basis of two new algorithms: the Variable step size Square Contour Algorithm (VSCA) and the Variable step size Square Contour Decision-Directed Algorithm (VSDA). The proposed schemes are compared with existing blind equalization algorithms in the SCA family in terms of convergence speed, constellation eye opening and residual ISI suppression. Simulation results for 64-QAM signaling over empirically derived microwave radio channels confirm the efficacy of the proposed algorithms. An RTL implementation of the blind adaptive equalizer based on the proposed schemes is presented and the system is configured to operate in VSCA error signal mode, for square QAM signals up to 64-QAM.

Keywords: Adaptive filtering, Blind Equalization, Square Contour Algorithm.

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Authors: M. A. Ghorbani, M. Pasbani Khiavi

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The seismic response of steel shear wall system considering nonlinearity effects using finite element method is investigated in this paper. The non-linear finite element analysis has potential as usable and reliable means for analyzing of civil structures with the availability of computer technology. In this research the large displacements and materially nonlinear behavior of shear wall is presented with developing of finite element code. A numerical model based on the finite element method for the seismic analysis of shear wall is presented with developing of finite element code in this research. To develop the finite element code, the standard Galerkin weighted residual formulation is used. Two-dimensional plane stress model and total Lagrangian formulation was carried out to present the shear wall response and the Newton-Raphson method is applied for the solution of nonlinear transient equations. The presented model in this paper can be developed for analysis of civil engineering structures with different material behavior and complicated geometry.

Keywords: Finite element, steel shear wall, nonlinear, earthquake

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Authors: Bashir M. Suleiman

Abstract:

Thermal load calculations have been performed for multi-layered walls that are composed of three different parts; a common (sand and cement) plaster, and two types of locally produced soft and hard bricks. The masonry construction of these layered walls was based on concrete-backed stone masonry made of limestone bricks joined by mortar. These multilayered walls are forming the outer walls of the building envelope of a typical Libyan house. Based on the periodic seasonal weather conditions, within the Libyan cost region during summer and winter, measured thermal conductivity values were used to implement such seasonal variation of heat flow and the temperature variations through the walls. The experimental measured thermal conductivity values were obtained using the Hot Disk technique. The estimation of the thermal resistance of the wall layers ( R-values) is based on measurements and calculations. The numerical calculations were done using a simplified analytical model that considers two different wall constructions which are characteristics of such houses. According to the obtained results, the R-values were quite low and therefore, several suggestions have been proposed to improve the thermal loading performance that will lead to a reasonable human comfort and reduce energy consumption.

Keywords: Thermal loading, multilayered walls, Libyan bricks, thermal resistance

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Authors: Jörg Linde, Ekaterina Buyko, Robert Altwasser, Udo Hahn, Reinhard Guthke

Abstract:

Reverse engineering of full-genomic interaction networks based on compendia of expression data has been successfully applied for a number of model organisms. This study adapts these approaches for an important non-model organism: The major human fungal pathogen Candida albicans. During the infection process, the pathogen can adapt to a wide range of environmental niches and reversibly changes its growth form. Given the importance of these processes, it is important to know how they are regulated. This study presents a reverse engineering strategy able to infer fullgenomic interaction networks for C. albicans based on a linear regression, utilizing the sparseness criterion (LASSO). To overcome the limited amount of expression data and small number of known interactions, we utilize different prior-knowledge sources guiding the network inference to a knowledge driven solution. Since, no database of known interactions for C. albicans exists, we use a textmining system which utilizes full-text research papers to identify known regulatory interactions. By comparing with these known regulatory interactions, we find an optimal value for global modelling parameters weighting the influence of the sparseness criterion and the prior-knowledge. Furthermore, we show that soft integration of prior-knowledge additionally improves the performance. Finally, we compare the performance of our approach to state of the art network inference approaches.

Keywords: Pathogen, network inference, text-mining, Candida albicans, LASSO, mutual information, reverse engineering, linear regression, modelling.

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Authors: Hussein Yousif Aziz, Jianlin Ma

Abstract:

This research investigates the suitability of fuel oil in improving gypseous soil. A detailed laboratory tests were carried-out on two soils (soil I with 51.6% gypsum content, and soil II with 26.55%), where the two soils were obtained from Al-Therthar site (Al-Anbar Province-Iraq). This study examines the improvement of soil properties using the gypsum material which is locally available with low cost to minimize the effect of moisture on these soils by using the fuel oil. This study was conducted on two models of the soil gypsum, from the Tharthar area. The first model was sandy soil with Gypsum content of (51.6%) and the second is clayey soil and the content of Gypsum is (26.55%). The program included tests measuring the permeability and compressibility of the soil and their collapse properties. The shear strength of the soil and the amounts of weight loss of fuel oil due to drying had been found. These tests have been conducted on the treated and untreated soils to observe the effect of soil treatment on the engineering properties when mixed with varying degrees of fuel oil with the equivalent of the water content. The results showed that fuel oil is a good material to modify the basic properties of the gypseous soil of collapsibility and permeability, which are the main problems of this soil and retained the soil by an appropriate amount of the cohesion suitable for carrying the loads from the structure.

Keywords: Collapsibility, Enhancement of Gypseous Soils, Geotechnical Engineering, Gypseous soil, Shear Strength.

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Authors: Carol Anne Hargreaves

Abstract:

A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.

Keywords: Machine learning, stock market trading, logistic principal component analysis, automated stock investment system.

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Authors: Alhaji M. H. Conteh, Xiangbin Yan, Alfred V Gborie

Abstract:

Rice, which is the staple food in Sierra Leone, is consumed on a daily basis. It is the most imperative food crop extensively grown by farmers across all ecologies in the country. Though much attention is now given to rice grain production through the small holder commercialization programme (SHCP), however, no attention has been given in investigating the limitations faced by rice producers. This paper will contribute to attempts to overcome the development challenges caused by food insecurity. The objective of this paper is thus, to analysis the relationship between rice production and the domestic retail price of rice. The study employed a log linear model in which, the quantity of rice produced is the dependent variable, quantity of rice imported, price of imported rice and price of domestic rice as explanatory variables. Findings showed that, locally produced rice is even more expensive than the imported rice per ton, and almost all the inhabitants in the capital city which hosts about 65% of the entire population of the country favor imported rice, as it is free from stones with other impurities. On the other hand, to control price and simultaneously increase rice production, the government should purchase the rice from the farmers and then sell to private retailers.

Keywords: Domestic price of rice, Econometric model, Rice production, Sierra Leone.

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: M. A. Ghorbani, M. Pasbani Khiavi, F. Rezaie Moghaddam

Abstract:

In the analysis of structures, the nonlinear effects due to large displacement, large rotation and materially-nonlinear are very important and must be considered for the reliable analysis. The non-linear fmite element analysis has potential as usable and reliable means for analyzing of civil structures with the availability of computer technology. In this research the large displacements and materially nonlinear behavior of shear wall is presented with developing of fmite element code using the standard Galerkin weighted residual formulation. Two-dimensional plane stress model was carried out to present the shear wall response. Total Lagangian formulation, which is computationally more effective, is used in the formulation of stiffness matrices and the Newton-Raphson method is applied for the solution of nonlinear transient equations. The details of the program formulation are highlighted and the results of the analyses are presented, along with a comparison of the response of the structure with Ansys software results. The presented model in this paper can be developed for nonlinear analysis of civil engineering structures with different material behavior and complicated geometry.

Keywords: Finite element, large displacements, materially nonlinear, shear wall.

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Authors: J. Alamelu Mangai, Satej Wagle, V. Santhosh Kumar

Abstract:

The exponential increase in the volume of medical image database has imposed new challenges to clinical routine in maintaining patient history, diagnosis, treatment and monitoring. With the advent of data mining and machine learning techniques it is possible to automate and/or assist physicians in clinical diagnosis. In this research a medical image classification framework using data mining techniques is proposed. It involves feature extraction, feature selection, feature discretization and classification. In the classification phase, the performance of the traditional kNN k nearest neighbor classifier is improved using a feature weighting scheme and a distance weighted voting instead of simple majority voting. Feature weights are calculated using the interestingness measures used in association rule mining. Experiments on the retinal fundus images show that the proposed framework improves the classification accuracy of traditional kNN from 78.57 % to 92.85 %.

Keywords: Medical Image Mining, Data Mining, Feature Weighting, Association Rule Mining, k nearest neighbor classifier.

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Authors: Fernanda M. Assef, Maria Teresinha A. Steiner

Abstract:

The aim of this paper is to compare and discuss better classifier algorithm options for credit risk assessment by applying different Machine Learning techniques. Using records from a Brazilian financial institution, this study uses a database of 5,432 companies that are clients of the bank, where 2,600 clients are classified as non-defaulters, 1,551 are classified as defaulters and 1,281 are temporarily defaulters, meaning that the clients are overdue on their payments for up 180 days. For each case, a total of 15 attributes was considered for a one-against-all assessment using four different techniques: Artificial Neural Networks Multilayer Perceptron (ANN-MLP), Artificial Neural Networks Radial Basis Functions (ANN-RBF), Logistic Regression (LR) and finally Support Vector Machines (SVM). For each method, different parameters were analyzed in order to obtain different results when the best of each technique was compared. Initially the data were coded in thermometer code (numerical attributes) or dummy coding (for nominal attributes). The methods were then evaluated for each parameter and the best result of each technique was compared in terms of accuracy, false positives, false negatives, true positives and true negatives. This comparison showed that the best method, in terms of accuracy, was ANN-RBF (79.20% for non-defaulter classification, 97.74% for defaulters and 75.37% for the temporarily defaulter classification). However, the best accuracy does not always represent the best technique. For instance, on the classification of temporarily defaulters, this technique, in terms of false positives, was surpassed by SVM, which had the lowest rate (0.07%) of false positive classifications. All these intrinsic details are discussed considering the results found, and an overview of what was presented is shown in the conclusion of this study.

Keywords: Artificial Neural Networks, ANNs, classifier algorithms, credit risk assessment, logistic regression, machine learning, support vector machines.

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Authors: Hanifeh Imanian, Morteza Kolahdoozan

Abstract:

The purpose of this study is to present a mathematical phrase for calculating the dispersion rate of spilled oil in water column under non-breaking waves. In this regard, a multiphase numerical model is applied for which waves and oil phase were computed concurrently, and accuracy of its hydraulic calculations have been proven. More than 200 various scenarios of oil spilling in wave waters were simulated using the multiphase numerical model and its outcome were collected in a database. The recorded results were investigated to identify the major parameters affected vertical oil dispersion and finally 6 parameters were identified as main independent factors. Furthermore, some statistical tests were conducted to identify any relationship between the dependent variable (dispersed oil mass in the water column) and independent variables (water wave specifications containing height, length and wave period and spilled oil characteristics including density, viscosity and spilled oil mass). Finally, a mathematical-statistical relationship is proposed to predict dispersed oil in marine waters. To verify the proposed relationship, a laboratory example available in the literature was selected. Oil mass rate penetrated in water body computed by statistical regression was in accordance with experimental data was predicted. On this occasion, it was necessary to verify the proposed mathematical phrase. In a selected laboratory case available in the literature, mass oil rate penetrated in water body computed by suggested regression. Results showed good agreement with experimental data. The validated mathematical-statistical phrase is a useful tool for oil dispersion prediction in oil spill events in marine areas.

Keywords: Dispersion, marine environment, mathematical-statistical relationship, oil spill.

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