Search results for: strength prediction models.

Authors: Neerja Bhatnagar, Ben A. Juliano, Renee S. Renner

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This paper presents data annotation models at five levels of granularity (database, relation, column, tuple, and cell) of relational data to address the problem of unsuitability of most relational databases to express annotations. These models do not require any structural and schematic changes to the underlying database. These models are also flexible, extensible, customizable, database-neutral, and platform-independent. This paper also presents an SQL-like query language, named Annotation Query Language (AnQL), to query annotation documents. AnQL is simple to understand and exploits the already-existent wide knowledge and skill set of SQL.

Keywords: Annotation query language, data annotations, data annotation models, semantic data annotations.

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Authors: Josip Visković, Josip Arnerić, Ante Rozga

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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.

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Authors: Dr.K.Sri Rama Krishna, J.Lakshmi Narayana, Dr.L.Pratap Reddy

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Microstrip lines, widely used for good reason, are broadband in frequency and provide circuits that are compact and light in weight. They are generally economical to produce since they are readily adaptable to hybrid and monolithic integrated circuit (IC) fabrication technologies at RF and microwave frequencies. Although, the existing EM simulation models used for the synthesis and analysis of microstrip lines are reasonably accurate, they are computationally intensive and time consuming. Neural networks recently gained attention as fast and flexible vehicles to microwave modeling, simulation and optimization. After learning and abstracting from microwave data, through a process called training, neural network models are used during microwave design to provide instant answers to the task learned.This paper presents simple and accurate ANN models for the synthesis and analysis of Microstrip lines to more accurately compute the characteristic parameters and the physical dimensions respectively for the required design specifications.

Keywords: Neural Models, Algorithms, Microstrip Lines, Analysis, Synthesis

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Authors: M. Massoud El Sa'adawy, F. F. F. El Dib

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Lateral-torsional buckling (LTB) is one of the phenomenae controlling the ultimate bending strength of steel Ibeams carrying distributed loads on top flange. Built-up I-sections are used as main beams and distributors. This study investigates the ultimate bending strength of such beams with sections of different classes including slender elements. The nominal strengths of the selected beams are calculated for different unsupported lengths according to the Provisions of the American Institute of Steel Constructions (AISC-LRFD). These calculations are compared with results of a nonlinear inelastic study using accurate FE model for this type of loading. The goal is to investigate the performance of the provisions for the selected sections. Continuous distributed load at the top flange of the beams was applied at the FE model. Imperfections of different values are implemented to the FE model to examine their effect on the LTB of beams at failure, and hence, their effect on the ultimate strength of beams. The study also introduces a procedure for evaluating the performance of the provisions compared with the accurate FEA results of the selected sections. A simplified design procedure is given and recommendations for future code updates are made.

Keywords: Lateral buckling, Top Loading, Ultimate load, Slender Sections.

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Authors: Rachid Zentar, Mokrane Bala, Pascal Boustingorry

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The prediction of the rheological behavior of concrete is at the center of current concerns of the concrete industry for different reasons. The shortage of good quality standard materials combined with variable properties of available materials imposes to improve existing models to take into account these variations at the design stage of concrete. The main reasons for improving the predictive models are, of course, saving time and cost at the design stage as well as to optimize concrete performances. In this study, we will highlight the different properties of the granular mixtures that affect the rheological properties of concrete. Our objective is to identify the intrinsic parameters of the aggregates which make it possible to predict the yield stress of concrete. The work was done using two typologies of grains: crushed and rolled aggregates. The experimental results have shown that the rheology of concrete is improved by increasing the packing density of the granular mixture using rolled aggregates. The experimental program realized allowed to model the yield stress of concrete by a modified model of Chateau et al. through a dimensionless parameter following Krieger-Dougherty law. The modelling confirms that the yield stress of concrete depends not only on the properties of cement paste but also on the packing density of the granular skeleton and the shape of grains.

Keywords: Crushed aggregates, intrinsic viscosity, packing density, rolled aggregates, slump, yield stress of concrete.

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Authors: Alfonso Bahillo, Juan Blas, Santiago Mazuelas, Patricia Fernanadez, Ruben Mateo Lorenzo, Evaristo Jose Abril

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The wide increase and diffusion on telecommunication technologies have caused a huge spread of electromagnetic sources in most European Countries. Since the public is continuously being exposed to electromagnetic radiation the possible health effects have become the focus of population concerns. As a result, electromagnetic field monitoring stations which control field strength in commercial frequency bands are being placed on the flat roof of many buildings. However there is no guidance on where to place them. This paper presents an analysis of frequency, polarization and angles of incidence of a plane wave which impinges on a flat roof security wall and its dependence on electromagnetic field strength meters placement.

Keywords: EM field exposition, EM field strength meter, FDTD method, flat roof security wall, plane wave propagation.

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Authors: Seyed Erfan Hosseini, Mohammad K. Alizadeh, Amir Mesbah

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Non-saturated soils that while saturation greatly decrease their volume, have sudden settlement due to increasing humidity, fracture and structural crack are called loess soils. Whereas importance of civil projects including: dams, canals and constructions bearing this type of soil and thereof problems, it is required for carrying out more research and study in relation to loess soils. This research studies shear strength parameters by using grading test, Atterberg limit, compression, direct shear and consolidation and then effect of using cement and lime additives on stability of loess soils is studied. In related tests, lime and cement are separately added to mixed ratios under different percentages of soil and for different times the stabilized samples are processed and effect of aforesaid additives on shear strength parameters of soil is studied. Results show that upon passing time the effect of additives and collapsible potential is greatly decreased and upon increasing percentage of cement and lime the maximum dry density is decreased; however, optimum humidity is increased. In addition, liquid limit and plastic index is decreased; however, plastic index limit is increased. It is to be noted that results of direct shear test reveal increasing shear strength of soil due to increasing cohesion parameter and soil friction angle.

Keywords: Loess Soils, Shear Strength, Cement, Lime.

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Authors: Jyoti Bharj, Sarabjit Singh, Subhash Chander, Rabinder Singh

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The outstanding mechanical properties of Carbon  nanotubes (CNTs) have generated great interest for their potential as  reinforcements in high performance cementitious composites. The  main challenge in research is the proper dispersion of carbon  nanotubes in the cement matrix. The present work discusses the role  of dispersion of multiwalled carbon nanotubes (MWCNTs) on the  compressive strength characteristics of hydrated Portland IS 1489  cement paste. Cement-MWCNT composites with different mixing  techniques were prepared by adding 0.2% (by weight) of MWCNTs  to Portland IS 1489 cement. Rectangle specimens of size  approximately 40mm × 40mm ×160mm were prepared and curing of  samples was done for 7, 14, 28 and 35days. An appreciable increase  in compressive strength with both techniques; mixture of MWCNTs  with cement in powder form and mixture of MWCNTs with cement  in hydrated form 7 to 28 days of curing time for all the samples was  observed.

 

Keywords: Carbon Nanotubes, Portland Cement, Composite, Compressive Strength.

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Authors: Oseni Taiwo Amoo, Bloodless Dzwairo

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In this paper, we extend the versatility and usefulness of GIS as a methodology for any river basin hydrologic characteristics analysis (HCA). The Gurara River basin located in North-Central Nigeria is presented in this study. It is an on-going research using spatial Digital Elevation Model (DEM) and Arc-Hydro tools to take inventory of the basin characteristics in order to predict water abstraction quantification on streamflow regime. One of the main concerns of hydrological modelling is the quantification of runoff from rainstorm events. In practice, the soil conservation service curve (SCS) method and the Conventional procedure called rational technique are still generally used these traditional hydrological lumped models convert statistical properties of rainfall in river basin to observed runoff and hydrograph. However, the models give little or no information about spatially dispersed information on rainfall and basin physical characteristics. Therefore, this paper synthesizes morphometric parameters in generating runoff. The expected results of the basin characteristics such as size, area, shape, slope of the watershed and stream distribution network analysis could be useful in estimating streamflow discharge. Water resources managers and irrigation farmers could utilize the tool for determining net return from available scarce water resources, where past data records are sparse for the aspect of land and climate.

Keywords: Hydrological characteristic, land and climate, runoff discharge, streamflow.

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Authors: B. A. Gobin, R. K. Subramanian

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This paper gives an overview of how an OWL ontology has been created to represent template knowledge models defined in CML that are provided by CommonKADS. CommonKADS is a mature knowledge engineering methodology which proposes the use of template knowledge model for knowledge modelling. The aim of developing this ontology is to present the template knowledge model in a knowledge representation language that can be easily understood and shared in the knowledge engineering community. Hence OWL is used as it has become a standard for ontology and also it already has user friendly tools for viewing and editing.

Keywords: Ontology, OWL, Template Knowledge Models, CommonKADS

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Authors: Jens Friedrich, Matthias A. Gebele, Armin Lechler, Alexander Verl

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Chatter vibrations and process instabilities are the most important factors limiting the productivity of the milling process. Chatter can leads to damage of the tool, the part or the machine tool. Therefore, the estimation and prediction of the process stability is very important. The process stability depends on the spindle speed, the depth of cut and the width of cut. In milling, the process conditions are defined in the NC-program. While the spindle speed is directly coded in the NC-program, the depth and width of cut are unknown. This paper presents a new simulation based approach for the prediction of the depth and width of cut of a milling process. The prediction is based on a material removal simulation with an analytically represented tool shape and a multi-dexel approach for the workpiece. The new calculation method allows the direct estimation of the depth and width of cut, which are the influencing parameters of the process stability, instead of the removed volume as existing approaches do. The knowledge can be used to predict the stability of new, unknown parts. Moreover with an additional vibration sensor, the stability lobe diagram of a milling process can be estimated and improved based on the estimated depth and width of cut.

Keywords: Dexel, process stability, material removal, milling.

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Authors: M. Jayakumar, Lau Chee Sing

Abstract:

The pavement constructions on soft and expansive soils are not durable and unable to sustain heavy traffic loading. As a result, pavement failures and settlement problems will occur very often even under light traffic loading due to cyclic and rolling effects. Geotechnical engineers have dwelled deeply into this matter, and adopt various methods to improve the engineering characteristics of soft fine-grained soils and expansive soils. The problematic soils are either replaced by good and better quality material or treated by using chemical stabilization with various binding materials. Increased the strength and durability are also the part of the sustainability drive to reduce the environment footprint of the built environment by the efficient use of resources and waste recycle materials. This paper presents a series of laboratory tests and evaluates the effect of cement and fly ash on the strength and drainage characteristics of soil in Miri. The tests were performed at different percentages of cement and fly ash by dry weight of soil. Additional tests were also performed on soils treated with the combinations of fly ash with cement and lime. The results of this study indicate an increase in unconfined compression strength and a decrease in hydraulic conductivity of the treated soil.

Keywords: Pavement failure, soft soil, sustainability, stabilization, fly ash, strength and permeability.

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Authors: K. Kamalanand, S. Srinivasan

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Analysis of blood vessel mechanics in normal and diseased conditions is essential for disease research, medical device design and treatment planning. In this work, 3D finite element models of normal vessel and atherosclerotic vessel with 50% plaque deposition were developed. The developed models were meshed using finite number of tetrahedral elements. The developed models were simulated using actual blood pressure signals. Based on the transient analysis performed on the developed models, the parameters such as total displacement, strain energy density and entropy per unit volume were obtained. Further, the obtained parameters were used to develop artificial neural network models for analyzing normal and atherosclerotic blood vessels. In this paper, the objectives of the study, methodology and significant observations are presented.

Keywords: Blood vessel, atherosclerosis, finite element model, artificial neural networks

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Authors: Myungsook Klassen

Abstract:

Training neural networks to capture an intrinsic property of a large volume of high dimensional data is a difficult task, as the training process is computationally expensive. Input attributes should be carefully selected to keep the dimensionality of input vectors relatively small. Technical indexes commonly used for stock market prediction using neural networks are investigated to determine its effectiveness as inputs. The feed forward neural network of Levenberg-Marquardt algorithm is applied to perform one step ahead forecasting of NASDAQ and Dow stock prices.

Keywords: Stock Market Prediction, Neural Networks, Levenberg-Marquadt Algorithm, Technical Indexes

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Authors: I. Goual, M. S. Goual, M. K. Gueddouda, Taïbi Saïd, Abou-Bekr Nabil, A. Ferhat

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The aim of the paper is to study the hydro-mechanical behavior of a tuff and calcareous sand mixture. A first experimental phase was carried out in order to find the optimal mixture. This showed that the material composed of 80% tuff and 20% calcareous sand provides the maximum mechanical strength. The second experimental phase concerns the study of the drying-wetting behavior of the optimal mixture was carried out on slurry samples and compacted samples at the MPO. Experimental results let to deduce the parameters necessary for the prediction of the hydro-mechanical behavior of pavement formulated from tuff and calcareous sand mixtures, related to moisture. This optimal mixture satisfies the regulation rules and hence constitutes a good local eco-material, abundantly available, for the conception of pavements.

Keywords: Tuff, sandy calcareous, road engineering, hydro mechanical behaviour, suction.

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Authors: Joon Ho Kim, Tae Kwon Ha

Abstract:

Single crystals of Magnesium alloys such as Mg-1Al, Mg-1Zn-0.5Y, Mg-3Li, and AZ31 alloys were successfully fabricated in this study by employing the modified Bridgman method. Single crystals of pure Mg were also made in this study. To determine the exact orientation of crystals, Laue back-reflection method and pole figure measurement were carried out on each single crystal. Dimensions of single crystals were 10 mm in diameter and 120 mm in length. Hardness and compression tests were conducted and the results revealed that hardness and the strength strongly depended on the orientation. The closer to basal one the orientation was, the higher hardness and compressive strength were. The effect of alloying was not higher than that of orientation. After compressive deformation of single crystals, the orientation of the crystals was found to rotate and to be parallel to the basal orientation.

Keywords: Compressive strength, Hardness, Mg alloys, Modified Bridgman method, Orientation, Pole figure, Single crystal.

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Authors: M. Madiajagan, B. Vijayakumar

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The ability of information systems to operate in conjunction with each other encompassing communication protocols, hardware, software, application, and data compatibility layers. There has been considerable work in industry on the development of component interoperability models, such as CORBA, (D)COM and JavaBeans. These models are intended to reduce the complexity of software development and to facilitate reuse of off-the-shelf components. The focus of these models is syntactic interface specification, component packaging, inter-component communications, and bindings to a runtime environment. What these models lack is a consideration of architectural concerns – specifying systems of communicating components, explicitly representing loci of component interaction, and exploiting architectural styles that provide well-understood global design solutions. The development of complex business applications is now focused on an assembly of components available on a local area network or on the net. These components must be localized and identified in terms of available services and communication protocol before any request. The first part of the article introduces the base concepts of components and middleware while the following sections describe the different up-todate models of communication and interaction and the last section shows how different models can communicate among themselves.

Keywords: Interoperability, component packaging, communication technology, heterogeneous platform, component interface, middleware.

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Authors: I. Miličević, M. Hadzima Nyarko, R. Bušić, J. Simonović Radosavljević, M. Prokopijević, K. Vojisavljević

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This paper investigates the effects of different treatment methods of rubber aggregates for self-compacting concrete (SCC) on compressive strength and modulus of elasticity. SCC mixtures with 10% replacement of fine aggregate with crumb rubber by total aggregate volume and with different aggregate treatment methods were investigated. The rubber aggregate was treated in three different methods: dry process, water-soaking, and NaOH treatment plus water soaking. Properties of SCC in a fresh and hardened state were tested and evaluated. Scanning electron microscope (SEM) analysis of three different SCC patches were made and discussed. It was observed that applying the proposed NaOH plus water soaking method resulted in the improvement of fresh and hardened concrete properties. It resulted in a more uniform distribution of rubber particles in the cement matrix, a better bond between rubber particles and the cement matrix, and higher compressive strength of SCC rubberized concrete.

Keywords: Compressive strength, modulus of elasticity, NaOH treatment, rubber aggregate, self-compacting rubberized concrete, scanning electron microscope analysis.

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Authors: Chaiyakrit Raoupatham, Ram Hari Dhakal, Chalermchai Wanichlamlert

Abstract:

Fresh concrete has one of dynamic properties known as slump. Slump of concrete is design to compatible with placing method. Due to hydration reaction of cement, the slump of concrete is loss through time. Therefore, delayed concrete probably get reject because slump is unacceptable. In order to recover the slump of delayed concrete the second dose of superplasticizer (naphthalene based type F) is added into the system, the slump recovery can be done as long as the concrete is not setting. By adding superplasticizer as solution for recover unusable slump loss concrete may affects other concrete properties. Therefore, this paper was observed setting times and compressive strength of concrete after being re-dose with chemical admixture type F (superplasticizer, naphthalene based) for slump recovery. The concrete used in this study was fly ash concrete with fly ash replacement of 0%, 30% and 50% respectively. Concrete mix designed for test specimen was prepared with paste content (ratio of volume of cement to volume of void in the aggregate) of 1.2 and 1.3, water-to-binder ratio (w/b) range of 0.3 to 0.58, initial dose of superplasticizer (SP) range from 0.5 to 1.6%. The setting times of concrete were tested both before and after re-dosed with different amount of second dose and time of dosing. The research was concluded that addition of second dose of superplasticizer would increase both initial and final setting times accordingly to dosage of addition. As for fly ash concrete, the prolongation effect was higher as the replacement of fly ash increase. The prolongation effect can reach up to maximum about 4 hours. In case of compressive strength, the re-dosed concrete has strength fluctuation within acceptable range of ±10%.

Keywords: Compressive strength, Fly ash concrete, Second dose of superplasticizer, Slump recovery, Setting times.

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Authors: Abolghasem Yazdani, Sara Pourjafar

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This study has applied the L16 orthogonal array of the Taguchi method to determine the optimized polymeric Nanocomposite asphalt binder. Three control factors are defined as polypropylene plastomer (PP), styrene-butadiene-styrene elastomer (SBS) and Nanoclay. Four level of concentration contents are introduced for prepared asphalt binder samples. all samples were prepared with 4.5% of bitumen 60/70 content. Compressive strength tests were carried out for defining the optimized sample via QUALITEK-4 software. SBS with 3%, PP with 5 % and Nanoclay with 1.5% of concentrations are defined as the optimized Nanocomposite asphalt binders. The confirmation compressive strength and also softening point tests showed that modification of asphalt binders with this method, improved the compressive strength and softening points of asphalt binders up to 55%.

Keywords: modified asphalt, Polypropylene, SBS, Nanoclay, Taguchi method

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Authors: P. Parthiban, J. Karthikeyan

Abstract:

This paper deals with the performance of semi-light weight concrete, prepared by using wood ash pellets as coarse aggregates which were improved by partial replacement of cement with alccofine. Alccofine is a mineral admixture which contains high glass content obtained through the process of controlled granulation. This is finer than cement which carries its own pozzolanic property. Therefore, cement could be replaced by alccofine as 0%, 5%, 10%, 15%, 20%, 25%, 30%, 35%, 40%, 45%, 50%, 55%, 60%, 65%, and 70% to enhance the strength and durability properties of concrete. High range water reducing admixtures (HRWA) were used in these mixes which were dosed up to 1.5% weight of the total cementitious content (alccofine & cement). It also develops the weaker transition zone into more impermeable layer. Specimens were subjected in both the accelerated curing method as well as conventional curing method. Experimental results were compared and reported, in that the maximum compressive strength of 32.6 MPa was achieved on 28^th day with 30% replacement level in a density of 2200 kg/m³ to a conventional curing, while in the accelerated curing, maximum compressive strength was achieved at 40% replacement level. Rapid chloride penetration test (RCPT) output results for the conventional curing method at 0% and 70% give 3296.7 and 545.6 coulombs.

Keywords: Alccofine, compressive strength, RCPT, wood ash pellets.

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Authors: R. Ziaie Moayed, M. Hamidzadeh

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The use of waste rubber chips not only can be of great importance in terms of the environment, but also can be used to increase the shear strength of soils. The purpose of this study was to evaluate the variation of the internal friction angle of liquefiable sandy soil using waste rubber chips. For this purpose, the geotechnical properties of unmodified and modified soil samples by waste lining rubber chips have been evaluated and analyzed by performing the triaxial consolidated drained test. In order to prepare the laboratory specimens, the sandy soil in part of Rudsar shores in Gilan province, north of Iran with high liquefaction potential has been replaced by two percent of waste rubber chips. Samples have been compressed until reaching the two levels of density of 15.5 and 16.7 kN/m³. Also, in order to find the optimal length of chips in sandy soil, the rectangular rubber chips with the widths of 0.5 and 1 cm and the lengths of 0.5, 1, and 2 cm were used. The results showed that the addition of rubber chips to liquefiable sandy soil greatly increases the shear resistance of these soils. Also, it can be seen that decreasing the width and increasing the length-to-width ratio of rubber chips has a direct impact on the shear strength of the modified soil samples with rubber chips.

Keywords: Improvement, shear strength, internal friction angle, sandy soil, rubber chip.

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Authors: Seema Kapoor, Uma Batra

Abstract:

In this study, hydroxyapatite (HA) composites are prepared on addition of 30%CaO-30%P2O5-40%Na2 O based glass to pure HA, in proportion of 2, 5, and 10 wt %. Each composition was sintered over a range of temperatures. The quantitative phase analysis was carried out using XRD and the microstructures were studied using SEM. The density, microhardness, and compressive strength have shown increase with the increasing amount of glass addition. The resulting composites have chemical compositions that are similar to the inorganic constituent of the mineral part of bone, and constitutes trace elements like Na. X-ray diffraction showed no decomposition of HA to secondary phases, however, the glass reinforced-HA composites contained a HA phase and variable amounts of tricalcium phosphate phase, depending on the amount of bioglass added. The HA-composite material exhibited higher compressive strength compared to sintered HA. The HA composite reinforced with 10 wt % bioglass showed highest bioactivity level.

Keywords: Bioactivity, Bioglass, Compressive strength, Hydroxyapatite.

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Authors: Yi Chao Ma, Cheng Siong Chin, Wai Lok Woo

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Since the last decade, there has been a rapid growth in digital multimedia, such as high-resolution media files and threedimentional movies. Hence, there is a need for large digital storage such as Hard Disk Drive (HDD). As such, users expect to have a quieter HDD in their laptop. In this paper, a jury test has been conducted on a group of 34 people where 17 of them are students who are the potential consumer, and the remaining are engineers who know the HDD. A total 13 HDD sound samples have been selected from over hundred HDD noise recordings. These samples are selected based on an agreed subjective feeling. The samples are played to the participants using head acoustic playback system, which enabled them to experience as similar as possible the same environment as have been recorded. Analysis has been conducted and the obtained results have indicated different group has different perception over the noises. Two neural network-based acoustic annoyance models are established based on back propagation neural network. Four psychoacoustic metrics, loudness, sharpness, roughness and fluctuation strength, are used as the input of the model, and the subjective evaluation results are taken as the output. The developed models are reasonably accurate in simulating both training and test samples.

Keywords: Hard disk drive noise, jury test, neural network model, psychoacoustic annoyance.

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Authors: Nripjit, Anand K Tyagi, Nirmal Singh

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The present work consecutively on synthesis and characterization of composites, Al/Al alloy A 384.1 as matrix in which the main ingredient as Al/Al-5% MgO alloy based metal matrix composite. As practical implications the low cost processing route for the fabrication of Al alloy A 384.1 and operational difficulties of presently available manufacturing processes based in liquid manipulation methods. As all new developments, complete understanding of the influence of processing variables upon the final quality of the product. And the composite is applied comprehensively to the acquaintance for achieving superiority of information concerning the specific heat measurement of a material through the aid of thermographs. Products are evaluated concerning relative particle size and mechanical behavior under tensile strength. Furthermore, Taguchi technique was employed to examine the experimental optimum results are achieved, owing to effectiveness of this approach.

Keywords: MMC, Thermographs, Tensile strength, Taguchi technique, Optimal parameters

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Authors: Fiona Browne, Huiru Zheng, Haiying Wang, Francisco Azuaje

Abstract:

Recent years have seen a growing trend towards the integration of multiple information sources to support large-scale prediction of protein-protein interaction (PPI) networks in model organisms. Despite advances in computational approaches, the combination of multiple “omic" datasets representing the same type of data, e.g. different gene expression datasets, has not been rigorously studied. Furthermore, there is a need to further investigate the inference capability of powerful approaches, such as fullyconnected Bayesian networks, in the context of the prediction of PPI networks. This paper addresses these limitations by proposing a Bayesian approach to integrate multiple datasets, some of which encode the same type of “omic" data to support the identification of PPI networks. The case study reported involved the combination of three gene expression datasets relevant to human heart failure (HF). In comparison with two traditional methods, Naive Bayesian and maximum likelihood ratio approaches, the proposed technique can accurately identify known PPI and can be applied to infer potentially novel interactions.

Keywords: Bayesian network, Classification, Data integration, Protein interaction networks.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: Machimontorn Promtong, Sherman C. P. Cheung, Guan H. Yeoh, Sara Vahaji, Jiyuan Tu

Abstract:

The wide range of industrial applications involved with boiling flows promotes the necessity of establishing fundamental knowledge in boiling flow phenomena. For this purpose, a number of experimental and numerical researches have been performed to elucidate the underlying physics of this flow. In this paper, the improved wall boiling models, implemented on ANSYS CFX 14.5, were introduced to study subcooled boiling flow at elevated pressure. At the heated wall boundary, the Fractal model, Force balance approach and Mechanistic frequency model are given for predicting the nucleation site density, bubble departure diameter, and bubble departure frequency. The presented wall heat flux partitioning closures were modified to consider the influence of bubble sliding along the wall before the lift-off, which usually happens in the flow boiling. The simulation was performed based on the Two-fluid model, where the standard k-ω SST model was selected for turbulence modelling. Existing experimental data at around 5 bars were chosen to evaluate the accuracy of the presented mechanistic approach. The void fraction and Interfacial Area Concentration (IAC) are in good agreement with the experimental data. However, the predicted bubble velocity and Sauter Mean Diameter (SMD) are over-predicted. This over-prediction may be caused by consideration of only dispersed and spherical bubbles in the simulations. In the future work, the important physical mechanisms of bubbles, such as merging and shrinking during sliding on the heated wall will be incorporated into this mechanistic model to enhance its capability for a wider range of flow prediction.

Keywords: CFD, mechanistic model, subcooled boiling flow, two-fluid model.

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Authors: Fazıl Gökgöz, Fahrettin Filiz

Abstract:

Electricity prices have sophisticated features such as high volatility, nonlinearity and high frequency that make forecasting quite difficult. Electricity price has a volatile and non-random character so that, it is possible to identify the patterns based on the historical data. Intelligent decision-making requires accurate price forecasting for market traders, retailers, and generation companies. So far, many shallow-ANN (artificial neural networks) models have been published in the literature and showed adequate forecasting results. During the last years, neural networks with many hidden layers, which are referred to as DNN (deep neural networks) have been using in the machine learning community. The goal of this study is to investigate electricity price forecasting performance of the shallow-ANN and DNN models for the Turkish day-ahead electricity market. The forecasting accuracy of the models has been evaluated with publicly available data from the Turkish day-ahead electricity market. Both shallow-ANN and DNN approach would give successful result in forecasting problems. Historical load, price and weather temperature data are used as the input variables for the models. The data set includes power consumption measurements gathered between January 2016 and December 2017 with one-hour resolution. In this regard, forecasting studies have been carried out comparatively with shallow-ANN and DNN models for Turkish electricity markets in the related time period. The main contribution of this study is the investigation of different shallow-ANN and DNN models in the field of electricity price forecast. All models are compared regarding their MAE (Mean Absolute Error) and MSE (Mean Square) results. DNN models give better forecasting performance compare to shallow-ANN. Best five MAE results for DNN models are 0.346, 0.372, 0.392, 0,402 and 0.409.

Keywords: Deep learning, artificial neural networks, energy price forecasting, Turkey.

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Authors: Changhyuk Jang, Keechul Jung

Abstract:

Human pose estimation can be executed using Active Shape Models. The existing techniques for applying to human-body research using Active Shape Models, such as human detection, primarily take the form of silhouette of human body. This technique is not able to estimate accurately for human pose to concern two arms and legs, as the silhouette of human body represents the shape as out of round. To solve this problem, we applied the human body model as stick-figure, “skeleton". The skeleton model of human body can give consideration to various shapes of human pose. To obtain effective estimation result, we applied background subtraction and deformed matching algorithm of primary Active Shape Models in the fitting process. The images which were used to make the model were 600 human bodies, and the model has 17 landmark points which indicate body junction and key features of human pose. The maximum iteration for the fitting process was 30 times and the execution time was less than .03 sec.

Keywords: Active shape models, skeleton, pose estimation.

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