Search results for: Multivariate Hierarchical Linear Model
7986 Fractal Patterns for Power Quality Detection Using Color Relational Analysis Based Classifier
Authors: Chia-Hung Lin, Mei-Sung Kang, Cong-Hui Huang, Chao-Lin Kuo
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This paper proposes fractal patterns for power quality (PQ) detection using color relational analysis (CRA) based classifier. Iterated function system (IFS) uses the non-linear interpolation in the map and uses similarity maps to construct various fractal patterns of power quality disturbances, including harmonics, voltage sag, voltage swell, voltage sag involving harmonics, voltage swell involving harmonics, and voltage interruption. The non-linear interpolation functions (NIFs) with fractal dimension (FD) make fractal patterns more distinguishing between normal and abnormal voltage signals. The classifier based on CRA discriminates the disturbance events in a power system. Compared with the wavelet neural networks, the test results will show accurate discrimination, good robustness, and faster processing time for detecting disturbing events.Keywords: Power Quality (PQ), Color Relational Analysis(CRA), Iterated Function System (IFS), Non-linear InterpolationFunction (NIF), Fractal Dimension (FD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16487985 Fuzzy Controlled Hydraulic Excavator with Model Parameter Uncertainty
Authors: Ganesh Kothapalli, Mohammed Y. Hassan
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The hydraulic actuated excavator, being a non-linear mobile machine, encounters many uncertainties. There are uncertainties in the hydraulic system in addition to the uncertain nature of the load. The simulation results obtained in this study show that there is a need for intelligent control of such machines and in particular interval type-2 fuzzy controller is most suitable for minimizing the position error of a typical excavator-s bucket under load variations. We consider the model parameter uncertainties such as hydraulic fluid leakage and friction. These are uncertainties which also depend up on the temperature and alter bulk modulus and viscosity of the hydraulic fluid. Such uncertainties together with the load variations cause chattering of the bucket position. The interval type-2 fuzzy controller effectively eliminates the chattering and manages to control the end-effecter (bucket) position with positional error in the order of few millimeters.Keywords: excavator, fuzzy control, hydraulics, mining, type-2
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16437984 Modelling and Control of Milk Fermentation Process in Biochemical Reactor
Authors: Jožef Ritonja
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The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.Keywords: Bioprocess engineering, biochemical reactor, fermentation process, modeling, adaptive control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14857983 Predictive Analytics of Student Performance Determinants in Education
Authors: Mahtab Davari, Charles Edward Okon, Somayeh Aghanavesi
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Every institute of learning is usually interested in the performance of enrolled students. The level of these performances determines the approach an institute of study may adopt in rendering academic services. The focus of this paper is to evaluate students' academic performance in given courses of study using machine learning methods. This study evaluated various supervised machine learning classification algorithms such as Logistic Regression (LR), Support Vector Machine (SVM), Random Forest, Decision Tree, K-Nearest Neighbors, Linear Discriminant Analysis (LDA), and Quadratic Discriminant Analysis, using selected features to predict study performance. The accuracy, precision, recall, and F1 score obtained from a 5-Fold Cross-Validation were used to determine the best classification algorithm to predict students’ performances. SVM (using a linear kernel), LDA, and LR were identified as the best-performing machine learning methods. Also, using the LR model, this study identified students' educational habits such as reading and paying attention in class as strong determinants for a student to have an above-average performance. Other important features include the academic history of the student and work. Demographic factors such as age, gender, high school graduation, etc., had no significant effect on a student's performance.
Keywords: Student performance, supervised machine learning, prediction, classification, cross-validation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5487982 Dimension Reduction of Microarray Data Based on Local Principal Component
Authors: Ali Anaissi, Paul J. Kennedy, Madhu Goyal
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Analysis and visualization of microarraydata is veryassistantfor biologists and clinicians in the field of diagnosis and treatment of patients. It allows Clinicians to better understand the structure of microarray and facilitates understanding gene expression in cells. However, microarray dataset is a complex data set and has thousands of features and a very small number of observations. This very high dimensional data set often contains some noise, non-useful information and a small number of relevant features for disease or genotype. This paper proposes a non-linear dimensionality reduction algorithm Local Principal Component (LPC) which aims to maps high dimensional data to a lower dimensional space. The reduced data represents the most important variables underlying the original data. Experimental results and comparisons are presented to show the quality of the proposed algorithm. Moreover, experiments also show how this algorithm reduces high dimensional data whilst preserving the neighbourhoods of the points in the low dimensional space as in the high dimensional space.
Keywords: Linear Dimension Reduction, Non-Linear Dimension Reduction, Principal Component Analysis, Biologists.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15747981 Feature Reduction of Nearest Neighbor Classifiers using Genetic Algorithm
Authors: M. Analoui, M. Fadavi Amiri
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The design of a pattern classifier includes an attempt to select, among a set of possible features, a minimum subset of weakly correlated features that better discriminate the pattern classes. This is usually a difficult task in practice, normally requiring the application of heuristic knowledge about the specific problem domain. The selection and quality of the features representing each pattern have a considerable bearing on the success of subsequent pattern classification. Feature extraction is the process of deriving new features from the original features in order to reduce the cost of feature measurement, increase classifier efficiency, and allow higher classification accuracy. Many current feature extraction techniques involve linear transformations of the original pattern vectors to new vectors of lower dimensionality. While this is useful for data visualization and increasing classification efficiency, it does not necessarily reduce the number of features that must be measured since each new feature may be a linear combination of all of the features in the original pattern vector. In this paper a new approach is presented to feature extraction in which feature selection, feature extraction, and classifier training are performed simultaneously using a genetic algorithm. In this approach each feature value is first normalized by a linear equation, then scaled by the associated weight prior to training, testing, and classification. A knn classifier is used to evaluate each set of feature weights. The genetic algorithm optimizes a vector of feature weights, which are used to scale the individual features in the original pattern vectors in either a linear or a nonlinear fashion. By this approach, the number of features used in classifying can be finely reduced.Keywords: Feature reduction, genetic algorithm, pattern classification, nearest neighbor rule classifiers (k-NNR).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17687980 Nonlinear Optimal Line-Of-Sight Stabilization with Fuzzy Gain-Scheduling
Authors: A. Puras Trueba, J. R. Llata García
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A nonlinear optimal controller with a fuzzy gain scheduler has been designed and applied to a Line-Of-Sight (LOS) stabilization system. Use of Linear Quadratic Regulator (LQR) theory is an optimal and simple manner of solving many control engineering problems. However, this method cannot be utilized directly for multigimbal LOS systems since they are nonlinear in nature. To adapt LQ controllers to nonlinear systems at least a linearization of the model plant is required. When the linearized model is only valid within the vicinity of an operating point a gain scheduler is required. Therefore, a Takagi-Sugeno Fuzzy Inference System gain scheduler has been implemented, which keeps the asymptotic stability performance provided by the optimal feedback gain approach. The simulation results illustrate that the proposed controller is capable of overcoming disturbances and maintaining a satisfactory tracking performance.Keywords: Fuzzy Gain-Scheduling, Gimbal, Line-Of-SightStabilization, LQR, Optimal Control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23287979 The Validity Range of LSDP Robust Controller by Exploiting the Gap Metric Theory
Authors: Ali Ameur Haj Salah, Tarek Garna, Hassani Messaoud
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This paper attempts to define the validity domain of LSDP (Loop Shaping Design Procedure) controller system, by determining the suitable uncertainty region, so that linear system be stable. Indeed the LSDP controller cannot provide stability for any perturbed system. For this, we will use the gap metric tool that is introduced into the control literature for studying robustness properties of feedback systems with uncertainty. A 2nd order electric linear system example is given to define the validity domain of LSDP controller and effectiveness gap metric.
Keywords: LSDP, Gap metric, Robust Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15057978 Optimization of Process Parameters Affecting Biogas Production from Organic Fraction of Municipal Solid Waste via Anaerobic Digestion
Authors: Sajeena Beevi. B, Jose P. P., G. Madhu
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The aim of this study was to obtain the optimal conditions for biogas production from anaerobic digestion of organic fraction of municipal solid waste (OFMSW) using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The highest level of biogas produced was 53.4 L/Kg VS at optimum pH, substrate concentration and total organic carbon of 6.5, 99gTS/L and 20.32 g/L respectively.
Keywords: Anaerobic Digestion, Biogas, Optimization, Response Surface Methodology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 47747977 Evaluation of Exerting Force on the Heating Surface Due to Bubble Ebullition in Subcooled Flow Boiling
Authors: M. R. Nematollahi
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Vibration characteristics of subcooled flow boiling on thin and long structures such as a heating rod were recently investigated by the author. The results show that the intensity of the subcooled boiling-induced vibration (SBIV) was influenced strongly by the conditions of the subcooling temperature, linear power density and flow velocity. Implosive bubble formation and collapse are the main nature of subcooled boiling, and their behaviors are the only sources to originate from SBIV. Therefore, in order to explain the phenomenon of SBIV, it is essential to obtain reliable information about bubble behavior in subcooled boiling conditions. This was investigated at different conditions of coolant subcooling temperatures of 25 to 75°C, coolant flow velocities of 0.16 to 0.53m/s, and linear power densities of 100 to 600 W/cm. High speed photography at 13,500 frames per second was performed at these conditions. The results show that even at the highest subcooling condition, the absolute majority of bubbles collapse very close to the surface after detaching from the heating surface. Based on these observations, a simple model of surface tension and momentum change is introduced to offer a rough quantitative estimate of the force exerted on the heating surface during the bubble ebullition. The formation of a typical bubble in subcooled boiling is predicted to exert an excitation force in the order of 10-4 N.Keywords: Subcooled boiling, vibration mechanism, bubble behavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15427976 Backcalculation of HMA Stiffness Based On Finite Element Model
Authors: Md Rashadul Islam, Umme Amina Mannan, Rafiqul A. Tarefder
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Stiffness of Hot Mix Asphalt (HMA) in flexible pavement is largely dependent of temperature, mode of testing and age of pavement. Accurate measurement of HMA stiffness is thus quite challenging. This study determines HMA stiffness based on Finite Element Model (FEM) and validates the results using field data. As a first step, stiffnesses of different layers of a pavement section on Interstate 40 (I-40) in New Mexico were determined by Falling Weight Deflectometer (FWD) test. Pavement temperature was not measured at that time due to lack of temperature probe. Secondly, a FE model is developed in ABAQUS. Stiffness of the base, subbase and subgrade were taken from the FWD test output obtained from the first step. As HMA stiffness largely varies with temperature it was assigned trial and error approach. Thirdly, horizontal strain and vertical stress at the bottom of the HMA and temperature at different depths of the pavement were measured with installed sensors on the whole day on December 25th, 2012. Fourthly, outputs of FEM were correlated with measured stress-strain responses. After a number of trials a relationship was developed between the trial stiffness of HMA and measured mid-depth HMA temperature. At last, the obtained relationship between stiffness and temperature is verified by further FWD test when pavement temperature was recorded. A promising agreement between them is observed. Therefore, conclusion can be drawn that linear elastic FEM can accurately predict the stiffness and the structural response of flexible pavement.
Keywords: Asphalt pavement, falling weight deflectometer test, field instrumentation, finite element model, horizontal strain, temperature probes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24167975 On the Algorithmic Iterative Solutions of Conjugate Gradient, Gauss-Seidel and Jacobi Methods for Solving Systems of Linear Equations
Authors: H. D. Ibrahim, H. C. Chinwenyi, H. N. Ude
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In this paper, efforts were made to examine and compare the algorithmic iterative solutions of conjugate gradient method as against other methods such as Gauss-Seidel and Jacobi approaches for solving systems of linear equations of the form Ax = b, where A is a real n x n symmetric and positive definite matrix. We performed algorithmic iterative steps and obtained analytical solutions of a typical 3 x 3 symmetric and positive definite matrix using the three methods described in this paper (Gauss-Seidel, Jacobi and Conjugate Gradient methods) respectively. From the results obtained, we discovered that the Conjugate Gradient method converges faster to exact solutions in fewer iterative steps than the two other methods which took much iteration, much time and kept tending to the exact solutions.
Keywords: conjugate gradient, linear equations, symmetric and positive definite matrix, Gauss-Seidel, Jacobi, algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4757974 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images
Authors: U. Datta
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The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.
Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7307973 New Efficient Iterative Optimization Algorithm to Design the Two Channel QMF Bank
Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena
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This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16767972 Face Recognition using Radial Basis Function Network based on LDA
Authors: Byung-Joo Oh
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This paper describes a method to improve the robustness of a face recognition system based on the combination of two compensating classifiers. The face images are preprocessed by the appearance-based statistical approaches such as Principal Component Analysis (PCA) and Linear Discriminant Analysis (LDA). LDA features of the face image are taken as the input of the Radial Basis Function Network (RBFN). The proposed approach has been tested on the ORL database. The experimental results show that the LDA+RBFN algorithm has achieved a recognition rate of 93.5%
Keywords: Face recognition, linear discriminant analysis, radial basis function network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21227971 Prediction of Air-Water Two-Phase Frictional Pressure Drop Using Artificial Neural Network
Authors: H. B. Mehta, Vipul M. Patel, Jyotirmay Banerjee
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The present paper discusses the prediction of gas-liquid two-phase frictional pressure drop in a 2.12 mm horizontal circular minichannel using Artificial Neural Network (ANN). The experimental results are obtained with air as gas phase and water as liquid phase. The superficial gas velocity is kept in the range of 0.0236 m/s to 0.4722 m/s while the values of 0.0944 m/s, 0.1416 m/s and 0.1889 m/s are considered for superficial liquid velocity. The experimental results are predicted using different Artificial Neural Network (ANN) models. Networks used for prediction are radial basis, generalised regression, linear layer, cascade forward back propagation, feed forward back propagation, feed forward distributed time delay, layer recurrent, and Elman back propagation. Transfer functions used for networks are Linear (PURELIN), Logistic sigmoid (LOGSIG), tangent sigmoid (TANSIG) and Gaussian RBF. Combination of networks and transfer functions give different possible neural network models. These models are compared for Mean Absolute Relative Deviation (MARD) and Mean Relative Deviation (MRD) to identify the best predictive model of ANN.
Keywords: Minichannel, Two-Phase Flow, Frictional Pressure Drop, ANN, MARD, MRD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14047970 Space Telemetry Anomaly Detection Based on Statistical PCA Algorithm
Authors: B. Nassar, W. Hussein, M. Mokhtar
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The critical concern of satellite operations is to ensure the health and safety of satellites. The worst case in this perspective is probably the loss of a mission, but the more common interruption of satellite functionality can result in compromised mission objectives. All the data acquiring from the spacecraft are known as Telemetry (TM), which contains the wealth information related to the health of all its subsystems. Each single item of information is contained in a telemetry parameter, which represents a time-variant property (i.e. a status or a measurement) to be checked. As a consequence, there is a continuous improvement of TM monitoring systems to reduce the time required to respond to changes in a satellite's state of health. A fast conception of the current state of the satellite is thus very important to respond to occurring failures. Statistical multivariate latent techniques are one of the vital learning tools that are used to tackle the problem above coherently. Information extraction from such rich data sources using advanced statistical methodologies is a challenging task due to the massive volume of data. To solve this problem, in this paper, we present a proposed unsupervised learning algorithm based on Principle Component Analysis (PCA) technique. The algorithm is particularly applied on an actual remote sensing spacecraft. Data from the Attitude Determination and Control System (ADCS) was acquired under two operation conditions: normal and faulty states. The models were built and tested under these conditions, and the results show that the algorithm could successfully differentiate between these operations conditions. Furthermore, the algorithm provides competent information in prediction as well as adding more insight and physical interpretation to the ADCS operation.Keywords: Space telemetry monitoring, multivariate analysis, PCA algorithm, space operations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20627969 Calibration of the Discrete Element Method Using a Large Shear Box
Authors: Corné J. Coetzee, Etienne Horn
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One of the main challenges in using the Discrete Element Method (DEM) is to specify the correct input parameter values. In general, the models are sensitive to the input parameter values and accurate results can only be achieved if the correct values are specified. For the linear contact model, micro-parameters such as the particle density, stiffness, coefficient of friction, as well as the particle size and shape distributions are required. There is a need for a procedure to accurately calibrate these parameters before any attempt can be made to accurately model a complete bulk materials handling system. Since DEM is often used to model applications in the mining and quarrying industries, a calibration procedure was developed for materials that consist of relatively large (up to 40 mm in size) particles. A coarse crushed aggregate was used as the test material. Using a specially designed large shear box with a diameter of 590 mm, the confined Young’s modulus (bulk stiffness) and internal friction angle of the material were measured by means of the confined compression test and the direct shear test respectively. DEM models of the experimental setup were developed and the input parameter values were varied iteratively until a close correlation between the experimental and numerical results was achieved. The calibration process was validated by modelling the pull-out of an anchor from a bed of material. The model results compared well with experimental measurement.Keywords: Discrete Element Method (DEM), calibration, shear box, anchor pull-out.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26727968 Dynamic Model of a Buck Converter with a Sliding Mode Control
Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak
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This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29907967 Assessing the Effect of the Shift of Rural Labor towards Non-Agricultural Sectors on Rice Cultivation in the African Environment: Evidence from Sierra Leone
Authors: Alhaji M. H Conteh, Xiangbin Yan, Alfred V Gborie
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The crop rice is the staple food of most Sierra Leone with no close substitute. However, its cultivation has been on its last legs over the years. The decline in the domestic rice cultivation has had vicious socio-economic implications such as hiking consumer prices, balance of payment dilemmas with debt burden. The objective of this study is thus, to assess the effect of the shift of rural labour towards non-agricultural sectors on rice cultivation. The tools utilized for analyzing the problem under consideration involved a thorough descriptive statistics and generalized linear model using OLS technique. Increased rural population was established positive and significant in affecting rice cultivation. Fertilizer utilization was insignificant in rice cultivation. For reducing the shift of rural labor force towards nonagricultural sectors, the government should make the agricultural sector very lucrative.
Keywords: Regression Model, Rice Cultivation, Rural Migration, Sierra Leone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17947966 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.Keywords: genetic algorithm, Genetic-BS, option pricing model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22457965 Phosphine Mortality Estimation for Simulation of Controlling Pest of Stored Grain: Lesser Grain Borer (Rhyzopertha dominica)
Authors: Mingren Shi, Michael Renton
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There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.
Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15847964 Conditions on Blind Source Separability of Linear FIR-MIMO Systems with Binary Inputs
Authors: Jiashan Tang
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In this note, we investigate the blind source separability of linear FIR-MIMO systems. The concept of semi-reversibility of a system is presented. It is shown that for a semi-reversible system, if the input signals belong to a binary alphabet, then the source data can be blindly separated. One sufficient condition for a system to be semi-reversible is obtained. It is also shown that the proposed criteria is weaker than that in the literature which requires that the channel matrix is irreducible/invertible or reversible.
Keywords: Blind source separable, FIR-MIMO system, Binary input, Bezout equality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13087963 Characterizing Multivariate Thresholds in Industrial Engineering
Authors: Ali E. Abbas
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This paper highlights some of the normative issues that might result by setting independent thresholds in risk analyses and particularly with safety regions. A second objective is to explain how such regions can be specified appropriately in a meaningful way. We start with a review of the importance of setting deterministic trade-offs among target requirements. We then show how to determine safety regions for risk analysis appropriately using utility functions.
Keywords: Decision analysis, thresholds, risk, reliability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10967962 Doping Profile Measurement and Characterization by Scanning Capacitance Microscope for PocketImplanted Nano Scale n-MOSFET
Authors: Muhibul Haque Bhuyan, Farseem Mannan Mohammedy, Quazi Deen Mohd Khosru
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This paper presents the doping profile measurement and characterization technique for the pocket implanted nano scale n-MOSFET. Scanning capacitance microscopy and atomic force microscopy have been used to image the extent of lateral dopant diffusion in MOS structures. The data are capacitance vs. voltage measurements made on a nano scale device. The technique is nondestructive when imaging uncleaved samples. Experimental data from the published literature are presented here on actual, cleaved device structures which clearly indicate the two-dimensional dopant profile in terms of a spatially varying modulated capacitance signal. Firstorder deconvolution indicates the technique has much promise for the quantitative characterization of lateral dopant profiles. The pocket profile is modeled assuming the linear pocket profiles at the source and drain edges. From the model, the effective doping concentration is found to use in modeling and simulation results of the various parameters of the pocket implanted nano scale n-MOSFET. The potential of the technique to characterize important device related phenomena on a local scale is also discussed.Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Scanning Capacitance Microscope, Atomic Force Microscope.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20207961 An Evaluation Method for Two-Dimensional Position Errors and Assembly Errors of a Rotational Table on a 4 Axis Machine Tool
Authors: Jooho Hwang, Chang-Kyu Song, Chun-Hong Park
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This paper describes a method to measure and compensate a 4 axes ultra-precision machine tool that generates micro patterns on the large surfaces. The grooving machine is usually used for making a micro mold for many electrical parts such as a light guide plate for LCD and fuel cells. The ultra precision machine tool has three linear axes and one rotational table. Shaping is usually used to generate micro patterns. In the case of 50 μm pitch and 25 μm height pyramid pattern machining with a 90° wedge angle bite, one of linear axis is used for long stroke motion for high cutting speed and other linear axis are used for feeding. The triangular patterns can be generated with many times of long stroke of one axis. Then 90° rotation of work piece is needed to make pyramid patterns with superposition of machined two triangular patterns. To make a two dimensional positioning error, straightness of two axes in out of plane, squareness between the each axis are important. Positioning errors, straightness and squarness were measured by laser interferometer system. Those were compensated and confirmed by ISO230-6. One of difficult problem to measure the error motions is squareness or parallelism of axis between the rotational table and linear axis. It was investigated by simultaneous moving of rotary table and XY axes. This compensation method is introduced in this paper.Keywords: Ultra-precision machine tool, muti-axis errors, squraness, positioning errors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15827960 Spectral Analysis of Speech: A New Technique
Authors: Neeta Awasthy, J.P.Saini, D.S.Chauhan
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ICA which is generally used for blind source separation problem has been tested for feature extraction in Speech recognition system to replace the phoneme based approach of MFCC. Applying the Cepstral coefficients generated to ICA as preprocessing has developed a new signal processing approach. This gives much better results against MFCC and ICA separately, both for word and speaker recognition. The mixing matrix A is different before and after MFCC as expected. As Mel is a nonlinear scale. However, cepstrals generated from Linear Predictive Coefficient being independent prove to be the right candidate for ICA. Matlab is the tool used for all comparisons. The database used is samples of ISOLET.Keywords: Cepstral Coefficient, Distance measures, Independent Component Analysis, Linear Predictive Coefficients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19577959 Seismic Performance Evaluation of Bridge Structures Using 3D Finite Element Methods in South Korea
Authors: Woo Young Jung, Bu Seog Ju
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This study described the seismic performance evaluation of bridge structures, located near Daegu metropolitan city in Korea. The structural design code or regulatory guidelines is focusing on the protection of brittle failure or collapse in bridges’ lifetime during an earthquake. This paper illustrated the procedure in terms of the safety evaluation of bridges using simple linear elastic 3D Finite Element (FE) model in ABAQUS platform. The design response spectra based on KBC 2009 were then developed, in order to understand the seismic behavior of bridge structures. Besides, the multiple directional earthquakes were applied and it revealed that the most dominated earthquake direction was transverse direction of the bridge. Also, the bridge structure under the compressive stress was more fragile than the tensile stress and the vertical direction of seismic ground motions was not significantly affected to the structural system.Keywords: Bridge, Finite Element, 3D model, Earthquake, Spectrum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16407958 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations
Authors: L. Dzierzbicka-Głowacka, M. Janecki
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Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic SeaKeywords: Ecosystem model, phytoplankton, Baltic Sea
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26727957 The Effect of Addition of Dioctyl Terephthalate and Calcite on the Tensile Properties of Organoclay/Linear Low Density Polyethylene Nanocomposites
Authors: A. Gürses, Z. Eroğlu, E. Şahin, K. Güneş, Ç. Doğar
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In recent years, polymer/clay nanocomposites have generated great interest in the polymer industry as a new type of composite material because of their superior properties, which includes high heat deflection temperature, gas barrier performance, dimensional stability, enhanced mechanical properties, optical clarity and flame retardancy when compared with the pure polymer or conventional composites. The investigation of change of the tensile properties of organoclay/linear low density polyethylene (LLDPE) nanocomposites with the use of Dioctyl terephthalate (DOTP) (as plasticizer) and calcite (as filler) has been aimed. The composites and organoclay synthesized were characterized using the techniques such as XRD, HRTEM and FTIR techniques. The spectroscopic results indicate that platelets of organoclay were well dispersed within the polymeric matrix. The tensile properties of the composites were compared considering the stress-strain curve drawn for each composite and pure polymer. It was observed that the composites prepared by adding the plasticizer at different ratios and a certain amount of calcite exhibited different tensile behaviors compared to pure polymer.
Keywords: Linear low density polyethylene, nanocomposite, organoclay, plasticizer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1446