Search results for: Roughness Index

Authors: Mohammed Amroune, Hadi Sebaa, Tarek Bouktir

Abstract:

Reactive power limit of power system is one of the major causes of voltage instability. The only way to save the system from voltage instability is to reduce the reactive power load or add additional reactive power to reaching the point of voltage collapse. In recent times, the application of FACTS devices is a very effective solution to prevent voltage instability due to their fast and very flexible control. In this paper, voltage stability assessment with SVC and TCSC devices is investigated and compared in the modified IEEE 30-bus test system. The fast voltage stability indicator (FVSI) is used to identify weakest bus and to assess the voltage stability of power system.

Keywords: SVC, TCSC, Voltage stability, Fast Voltage Stability Index (FVSI), Reactive power.

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Authors: N. H. Arabi, Aicha Iratni, Talaighil Razika, Bruno Capoen, Mohamed Bouazaoui

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TiO2 thin films have been prepared by the sol-gel dipcoating technique in order to elaborate antireflective thin films for monocrystalline silicon (mono-Si). The titanium isopropoxyde was chosen as a precursor with hydrochloric acid as a catalyser for preparing a stable solution. The optical properties have been tailored with varying the solution concentration, the withdrawn speed, and the heat-treatment. We showed that using a TiO2 single layer with 64.5 nm in thickness, heat-treated at 450°C or 300°C reduces the mono-Si reflection at a level lower than 3% over the broadband spectral domains [669-834] nm and [786-1006] nm respectively. Those latter performances are similar to the ones obtained with double layers of low and high refractive index glasses respectively.

Keywords: Dip coating, mono-Si, titanium oxide, thin film.

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Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

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Authors: Hector D. Cortes, Jesus A. del Rio, Esther O. Garcia, Miguel Robles

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Recently the use of data mining to scientific bibliographic data bases has been implemented to analyze the pathways of the knowledge or the core scientific relevances of a laureated novel or a country. This specific case of data mining has been named citation mining, and it is the integration of citation bibliometrics and text mining. In this paper we present an improved WEB implementation of statistical physics algorithms to perform the text mining component of citation mining. In particular we use an entropic like distance between the compression of text as an indicator of the similarity between them. Finally, we have included the recently proposed index h to characterize the scientific production. We have used this web implementation to identify users, applications and impact of the Mexican scientific institutions located in the State of Morelos.

Keywords: Citation Mining, Text Mining, Science Impact

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Authors: Makram Ben Jeddou

Abstract:

ABC classification is widely used by managers for inventory control. The classical ABC classification is based on Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to consider other important criteria. From these models, we will consider a specific model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score, based on a normalized average between a good and a bad optimized index, can affect the ABC-item classification. We will focus on items differently assigned to classes and then propose a classification compromise.

Keywords: ABC classification, Multi criteria inventory classification models, ZF-model.

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Authors: Sheetal Sharma

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Urban planning is associated with land transformation from natural areas to modified and developed ones which leads to modification of natural environment. The basic knowledge of relationship between both should be ascertained before proceeding for the development of natural areas. Changes on land surface due to build up pavements, roads and similar land cover, affect surface water flow. There is a gap between urban planning and basic knowledge of hydrological processes which should be known to the planners. The paper aims to identify these variations in surface flow due to urbanization for a temporal scale of 40 years using Storm Water Management Mode (SWMM) and again correlating these findings with the urban planning guidelines in study area along with geological background to find out the suitable combinations of land cover, soil and guidelines. For the purpose of identifying the changes in surface flows, 19 catchments were identified with different geology and growth in 40 years facing different ground water levels fluctuations. The increasing built up, varying surface runoff are studied using Arc GIS and SWMM modeling, regression analysis for runoff. Resulting runoff for various land covers and soil groups with varying built up conditions were observed. The modeling procedures also included observations for varying precipitation and constant built up in all catchments. All these observations were combined for individual catchment and single regression curve was obtained for runoff. Thus, it was observed that alluvial with suitable land cover was better for infiltration and least generation of runoff but excess built up could not be sustained on alluvial soil. Similarly, basalt had least recharge and most runoff demanding maximum vegetation over it. Sandstone resulted in good recharging if planned with more open spaces and natural soils with intermittent vegetation. Hence, these observations made a keystone base for planners while planning various land uses on different soils. This paper contributes and provides a solution to basic knowledge gap, which urban planners face during development of natural surfaces.

Keywords: Runoff, built up, roughness, recharge, temporal changes.

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Authors: Mohammad Syed Ali Molla, Mohammed Azim, Mohammad Esharuzzaman

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Centrifugal-casting machine is used in manufacturing special machine components like multi-layer journal bearing used in all internal combustion engine, steam, gas turbine and air craft turboengine where isotropic properties and high precisions are desired. Moreover, this machine can be used in manufacturing thin wall hightech machine components like cylinder liners and piston rings of IC engine and other machine parts like sleeves, and bushes. Heavy-duty machine component like railway wheel can also be prepared by centrifugal casting. A lot of technological developments are required in casting process for production of good casted machine body and machine parts. Usually defects like blowholes, surface roughness, chilled surface etc. are found in sand casted machine parts. But these can be removed by centrifugal casting machine using rotating metallic die. Moreover, die rotation, its temperature control, and good pouring practice can contribute to the quality of casting because of the fact that the soundness of a casting in large part depends upon how the metal enters into the mold or dies and solidifies. Poor pouring practice leads to variety of casting defects such as temperature loss, low quality casting, excessive turbulence, over pouring etc. Besides these, handling of molten metal is very unsecured and dangerous for the workers. In order to get rid of all these problems, the need of an automatic pouring device arises. In this research work, a robot assisted pouring device and a centrifugal casting machine are designed, developed constructed and tested experimentally which are found to work satisfactorily. The robot assisted pouring device is further modified and developed for using it in actual metal casting process. Lot of settings and tests are required to control the system and ultimately it can be used in automation of centrifugal casting machine to produce high-tech machine parts with desired precision.

Keywords: Casting, cylinder liners, journal bearing, robot.

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Authors: Masaki Omata, Shumma Hosokawa

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An experiment to verify the relationships between physiological indexes of an e-learner and the presence or absence of an operation during e-learning is described. Electroencephalogram (EEG), hemoencephalography (HEG), skin conductance (SC), and blood volume pulse (BVP) values were measured while participants performed experimental learning tasks. The results show that there are significant differences between the SC values when reading with clicking on learning materials and the SC values when reading without clicking, and between the HEG ratio when reading (with and without clicking) and the HEG ratio when resting for four of five participants. We conclude that the SC signals can be used to estimate whether or not a learner is performing an active task and that the HEG ratios can be used to estimate whether a learner is learning.

Keywords: E-learning, physiological index, physiological signal, state of learning.

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Authors: Mustafa M. Donma, Orkide Donma

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Spexin, expressed in the central nervous system, has attracted much interest in feeding behavior, obesity, diabetes, energy metabolism and cardiovascular functions. Fetuin A is known as the negative acute phase reactant synthesized in the liver. Eosinophils are early indicators of cardiometabolic complications. Patients with elevated platelet count, associated with hypercoagulable state in the body, are also more liable to cardiovascular diseases (CVDs). In this study, the aim is to examine the profiles of spexin and fetuin A concomitant with the course of variations detected in eosinophil as well as platelet counts in morbid obese children. 34 children with normal-body mass index (N-BMI) and 51 morbid obese (MO) children participated in the study. Written-informed consent forms were obtained prior to the study. Institutional ethics committee approved the study protocol. Age- and sex-adjusted BMI percentile tables prepared by World Health Organization were used to classify healthy and obese children. Mean age ± SEM of the children were 9.3 ± 0.6 years and 10.7 ± 0.5 years in N-BMI and MO groups, respectively. Anthropometric measurements of the children were taken. BMI values were calculated from weight and height values. Blood samples were obtained after an overnight fasting. Routine hematologic and biochemical tests were performed. Within this context, fasting blood glucose (FBG), insulin (INS), triglycerides (TRG), high density lipoprotein-cholesterol (HDL-C) concentrations were measured. Homeostatic model assessment for insulin resistance (HOMA-IR) values were calculated. Spexin and fetuin A levels were determined by enzyme-linked immunosorbent assay. Data were evaluated from the statistical point of view. Statistically significant differences were found between groups in terms of BMI, fat mass index, INS, HOMA-IR and HDL-C. In MO group, all parameters increased as HDL-C decreased. Elevated concentrations in MO group were detected in eosinophils (p < 0.05) and platelets (p > 0.05). Fetuin A levels decreased in MO group (p > 0.05). However, decrease was statistically significant in spexin levels for this group (p < 0.05). In conclusion, these results have suggested that increases in eosinophils and platelets exhibit behavior as cardiovascular risk factors. Decreased fetuin A behaved as a risk factor suitable to increased risk for cardiovascular problems associated with the severity of obesity. Along with increased eosinophils, increased platelets and decreased fetuin A, decreased spexin was the parameter, which reflects best its possible participation in the early development of CVD risk in MO children.

Keywords: Cardiovascular diseases, eosinophils, fetuin A, pediatric morbid obesity, platelets, spexin.

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Authors: Pitcha Wongskeo, Pramoch Rangsunvigit, Sumaeth Chavadej

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The possibility of using cassava residue containing 49.66% starch, 21.47% cellulose, 12.97% hemicellulose, and 21.86% lignin as a raw material to produce glucose using enzymatic hydrolysis was investigated. In the experiment, each reactor contained the cassava residue, bacteria cells, and production medium. The effects of particles size (40 mesh and 60 mesh) and strains of bacteria (A002 and M015) isolated from Thai higher termites, Microcerotermes sp., on the glucose concentration at 37°C were focused. High performance liquid chromatography (HPLC) with a refractive index detector was used to determine the quantity of glucose. The maximum glucose concentration obtained at 37°C using strain A002 and 60 mesh of the cassava residue was 1.51 g/L at 10 h.

Keywords: Hydrolysis, termites, glucose, cassava

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Authors: Ahmed W. Oda, Ahmed El-Desouky, Hassan Mahdy, Osama M. Moussa

Abstract:

Nanomaterials have many applications in the field of asphalt paving. Two locally produced nanomaterials were used in the asphalt binder modification. The nanomaterials used are Nanosilica (NS), and Nanoclay (NC). The virgin asphalt binder was characterized by the conventional tests. The bitumen was modified by 3%, 5% and 7% of NS and NC. The penetration index (PI), and the retaining penetration (RP) was calculated based on the results of the penetration and the softening point tests. The results show that the RP becomes 95.35% at 5% NS modified bitumen and reaches 97.56% when bitumen is modified with 3% NC. The results show significant improvement in the bitumen stiffness when modified by the two types of nanomaterials, either fresh or aged (stored).

Keywords: Bitumen, modified bitumen, aged, stored, nanomaterials.

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Authors: Nelson F.F. Ebecken, Gilberto C. Pereira

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The objective of this work is to explicit knowledge on the interactions between the chlorophyll-a and nine meroplankton larvae of epibenthonic fauna. The studied case is the Arraial do Cabo upwelling system, Southeastern of Brazil, which provides different environmental conditions. To assess this information a network approach based in probability estimative was used. Comparisons among the generated graphs are made in the light of different water masses, application of Shannon biodiversity index, and the closeness and betweenness centralities measurements. Our results show the main pattern among different water masses and how the core organisms belonging to the network skeleton are correlated to the main environmental variable. We conclude that the approach of complex networks is a promising tool for environmental diagnostic.

Keywords: Coastal upwelling, Ecological networks, Plankton - interactions, Environmental analysis.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

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By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: Ingrid Majerová, Michaela Horúcková

Abstract:

The concept of competitiveness is currently very frequently used term. However, the interpretation of its essence is different. In this paper, one of the many concepts of competitiveness will be analyzed and that is macroeconomic competitiveness, which is understood as a process, which is based on the productivity growth through the growth of key macroeconomic indicators such as standards of living and employment, where all of these variables must have a sustainable basis. Given the competition is a relative quantity it must be constantly compared with the development of competitiveness in other economies or regions. And this comparison method is also used in the article that compares the macrocompetitiveness of selected economies of the European Economic Area – the Czech Republic, Poland, Austria, Switzerland and Germany. The aim of the paper is to verify the hypothesis concerning the direct correlation between the size of the economy and its competitiveness.

Keywords: Comparison, Competitiveness, European Economic Area, Global Competitiveness Index, Immeasurable Indicators of Competitiveness, Macro-competitiveness.

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Authors: Leo Galambos, Jan Lansky, Katsiaryna Chernik

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EGOTHOR is a search engine that indexes the Web and allows us to search the Web documents. Its hit list contains URL and title of the hits, and also some snippet which tries to shortly show a match. The snippet can be almost always assembled by an algorithm that has a full knowledge of the original document (mostly HTML page). It implies that the search engine is required to store the full text of the documents as a part of the index. Such a requirement leads us to pick up an appropriate compression algorithm which would reduce the space demand. One of the solutions could be to use common compression methods, for instance gzip or bzip2, but it might be preferable if we develop a new method which would take advantage of the document structure, or rather, the textual character of the documents. There already exist a special compression text algorithms and methods for a compression of XML documents. The aim of this paper is an integration of the two approaches to achieve an optimal level of the compression ratio

Keywords: Compression, search engine, HTML, XML.

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Authors: Mehran Yazdi, Mehdi Seyfi, Amirhossein Rafati, Meghdad Asadi

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Detection and tracking of the lip contour is an important issue in speechreading. While there are solutions for lip tracking once a good contour initialization in the first frame is available, the problem of finding such a good initialization is not yet solved automatically, but done manually. We have developed a new tracking solution for lip contour detection using only few landmarks (15 to 25) and applying the well known Active Shape Models (ASM). The proposed method is a new LMS-like adaptive scheme based on an Auto regressive (AR) model that has been fit on the landmark variations in successive video frames. Moreover, we propose an extra motion compensation model to address more general cases in lip tracking. Computer simulations demonstrate a fair match between the true and the estimated spatial pixels. Significant improvements related to the well known LMS approach has been obtained via a defined Frobenius norm index.

Keywords: Lip contour, Tracking, LMS-Like

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Authors: R. Boondao, A. J. Hurst, J. I. Sheard

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In the globalized e-learning environment, students coming from different cultures and countries have different characteristics and require different support designed for their approaches to study and learning styles. This paper explores the ways in which cultural background influences students- approaches to study and learning styles. Participants in the study consisted of 131 eastern students and 54 western students from an Australian university. The students were tested using the Study Process Questionnaire (SPQ) for assessing their approaches to study and the Index of Learning Styles Questionnaire (ILS) for assessing their learning styles. The results of the study led to a set of principles being proposed to guide personalization of e-learning system design on the basis of cultural differences.

Keywords: Approaches to study, Cultural influences, Learningstyles, Personalization, e-learning system.

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Authors: Frantisek Bozek, Alena Bumbova, Eduard Bakos

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Paper is dealing with vulnerability concerning elements of hydrological structures and elements of technological equipments which are acceptable for groundwater resources. The vulnerability assessment stems from the application of the register of hazards and a potential threat to individual water source elements within each type of hazard. The proposed procedure is pattern for assessing the risks of disturbance, damage, or destruction of water source by the identified natural or technological hazards and consequently for classification of these risks in relation to emergency water supply. Using of this procedure was verified on selected groundwater resource in particular region, which seems to be as potentially useful for crisis planning system.

Keywords: Hazard, Hydrogeological Structure, Elements, Index, Sensitivity, Water Source, Vulnerability

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Authors: Rajesh Joseph Abraham, D. Das, Amit Patra

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This paper is concerned with the application of small rating Capacitive Energy Storage units for the improvement of Automatic Generation Control of a multiunit multiarea power system. Generation Rate Constraints are also considered in the investigations. Integral Squared Error technique is used to obtain the optimal integral gain settings by minimizing a quadratic performance index. Simulation studies reveal that with CES units, the deviations in area frequencies and inter-area tie-power are considerably improved in terms of peak deviations and settling time as compared to that obtained without CES units.

Keywords: Automatic Generation Control, Capacitive EnergyStorage, Integral Squared Error.

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Authors: Xinyan Zhang, Zhipeng Tan, Shan Fan

Abstract:

The first layer of defense against data loss is the backup data. This paper implements an agent-based network backup system used the backup, server-storage and server-backup agent these tripartite construction, and the snapshot and hierarchical index are used in the NSBS. It realizes the control command and data flow separation, balances the system load, thereby improving efficiency of the system backup and recovery. The test results show the agent-based network backup system can effectively improve the task-based concurrency, reasonably allocate network bandwidth, the system backup performance loss costs smaller and improves data recovery efficiency by 20%.

Keywords: Agent, network backup system, three architecture model, NSBS.

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Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies mechanical buckling of functionally graded beams subjected to axial compressive load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. Applying the Hamilton's principle, the equilibrium equation is established. The influences of dimensionless geometrical parameter, functionally graded index and foundation coefficient on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Mechanical Buckling, Functionally graded beam- Engesser-Timoshenko beam theory

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Authors: J. Y. Woo, J. Lee, N. Kim, C.-S. Han

Abstract:

This paper reports on the enhanced photoluminescence (PL) of nanocomposites through the layered structuring of phosphor and quantum dot (QD). Green phosphor of Sr2SiO4:Eu, red QDs of CdSe/CdS/CdZnS/ZnS core-multishell, and thermo-curable resin were used for this study. Two kinds of composite (layered and mixed) were prepared, and the schemes for optical energy transfer between QD and phosphor were suggested and investigated based on PL decay characteristics. It was found that the layered structure is more effective than the mixed one in the respects of PL intensity, PL decay and thermal loss. When this layered nanocomposite (QDs on phosphor) is used to make white light emitting diode (LED), the brightness is increased by 37 %, and the color rendering index (CRI) value is raised to 88.4 compared to the mixed case of 80.4.

Keywords: Quantum Dot, Nanocomposites, Photoluminescence, Light Emitting Diode

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Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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Authors: Md. Ashraful Islam, Rahat Sharif

Abstract:

Chittagong is the Commercial Capital of Bangladesh. The study area at GEC in Chittagong is one of the most commercial activity centers of Chittagong. This paper first analyzes the parking demand of the commercial centers, based on the parking survey. Further, it analyzes the relationship between the parking demand of the commercial buildings and the public transport accessibility. The conclusion is that the parking demand rate of the shopping centre and supermarkets decreases with the increasing of the public transport accessibility. This paper also provides the parking demand rate under the different levels of the public transport accessibility and the parking demand model with the accessibility. The conclusions are valuable for the researches on the parking demand and the making of the parking index for the commercial buildings.

Keywords: Parking, accumulation, inventory, demand, supply, occupancy.

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Chouvalit Khancome, Veera Boonjing

Abstract:

This paper proposes a new solution to string matching problem. This solution constructs an inverted list representing a  string pattern to be searched for. It then uses a new algorithm to process an input string in a single pass. The preprocessing phase  takes 1) time complexity O(m) 2) space complexity O(1) where m is  the length of pattern. The searching phase time complexity takes 1)  O(m+α ) in average case 2) O(n/m) in the best case and 3) O(n) in  the worst case, where α is the number of comparing leading to  mismatch and n is the length of input text.

Keywords: String matching, inverted list, inverted index, pattern, algorithm.

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Authors: Sharjeel Aslam, Vassil Vassilev, Karim Ouazzane

Abstract:

Ontologies and various semantic repositories became a convenient approach for implementing model-driven architectures of distributed systems on the Web. SPARQL is the standard query language for querying such. However, although SPARQL is well-established standard for querying semantic repositories in RDF and OWL format and there are commonly used APIs which supports it, like Jena for Java, its parallel option is not incorporated in them. This article presents a complete framework consisting of an object algebra for parallel RDF and an index-based implementation of the parallel query engine capable of dealing with the distributed RDF ontologies which share common vocabulary. It has been implemented in Java, and for validation of the algorithms has been applied to the problem of organizing virtual exhibitions on the Web.

Keywords: Distributed ontologies, parallel querying, semantic indexing, shared vocabulary, SPARQL.

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Authors: Mahmoud R. Shaghaghian

Abstract:

Genetic Algorithms (GAs) are direct searching methods which require little information from design space. This characteristic beside robustness of these algorithms makes them to be very popular in recent decades. On the other hand, while this method is employed, there is no guarantee to achieve optimum results. This obliged designer to run such algorithms more than one time to achieve more reliable results. There are many attempts to modify the algorithms to make them more efficient. In this paper, by application of fractal dimension (particularly, Box Counting Method), the complexity of design space are established for determination of mutation and crossover probabilities (Pm and Pc). This methodology is followed by a numerical example for more clarification. It is concluded that this modification will improve efficiency of GAs and make them to bring about more reliable results especially for design space with higher fractal dimensions.

Keywords: Genetic Algorithm, Fractal Dimension, BoxCounting Method, Weierstrass-Mandelbrot function.

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Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

Stability of functionally graded beams with piezoelectric layers subjected to axial compressive load that is simply supported at both ends is studied in this paper. The displacement field of beam is assumed based on first order shear deformation beam theory. Applying the Hamilton's principle, the governing equation is established. The influences of applied voltage, dimensionless geometrical parameter, functionally graded index and piezoelectric thickness on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Stability, Functionally graded beam, First order shear deformation theory, Piezoelectric layer.

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Authors: Defu Zhang, Qingshan Jiang, Xin Li

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This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Keywords: Data mining, neural network, stock forecasting.

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