Search results for: Fault prediction

Authors: Tsolmon Tumenjargal, Muhammad Hassan Khalil, Wu Yao Guo

Abstract:

The research on the effectiveness of environmental assessment (EA) is a milestone effort to evaluate the state of the field, including many contributors related with a lot of countries since more than two decades. In the 1960s, there was a surge of interest between modern industrialized countries over unexpected opposite effects of technical invention. The interest led to choice of approaches for assessing and prediction the impressions of technology and advancement for social and economic, state health and safety, solidity and the circumstances. These are consisting of risk assessment, technology assessment, environmental impact assessment and costbenefit analysis. In this research contribution, the authors have described the research status for environmental assessment in cumulative environmental system. This article discusses the methods for cumulative effect assessment (CEA).

Keywords: Cumulative effect assessment, Environmental impact assessment.

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Authors: Abdelhalim Kessal

Abstract:

This paper treats a design of combined control of a single phase power factor correction (PFC). The strategy of the proposed control is based on two parts, the first, for the outer loop (DC output regulated voltage), and the second govern the input current of the converter in order to achieve a sinusoidal form in phase with the grid voltage. Two kinds of regulators are used, Fuzzy controller for the outer loop and predictive controller for the inner loop. The controllers are verified and discussed through simulation under MATLAB/Simulink platform. Also an experimental confirmation is applied. Results present a high dynamic performance under various parameters changes.

Keywords: Boost converter, harmonic distortion, Fuzzy, prediction, unity power factor.

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Authors: R. Andreola, O. A. A. Santos, L. M. M, Jorge

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An industrial system for the production of white liquor of a paper industry, Klabin Paraná Papéis, formed by ten reactors was modeled, simulated, and analyzed. The developed model considered possible water losses by evaporation and reaction, in addition to variations in volumetric flow of lime mud across the reactors due to composition variations. The model predictions agreed well with the process measurements at the plant and the results showed that the slaking reaction is nearly complete at the third causticizing reactor, while causticizing ends by the seventh reactor. Water loss due to slaking reaction and evaporation occurs more pronouncedly in the slaking reaction than in the final causticizing reactors; nevertheless, the lime mud flow remains nearly constant across the reactors.

Keywords: Causticizing, lime, prediction, process.

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Authors: Lívia B. Meirelles, Erika C. A. N. Chrisman, Flávia B. de Andrade, Lilian C. M. de Oliveira

Abstract:

True Boiling Point distillation (TBP) is one of the most common experimental techniques for the determination of petroleum properties. This curve provides information about the performance of petroleum in terms of its cuts. The experiment is performed in a few days. Techniques are used to determine the properties faster with a software that calculates the distillation curve when a little information about crude oil is known. In order to evaluate the accuracy of distillation curve prediction, eight points of the TBP curve and specific gravity curve (348 K and 523 K) were inserted into the HYSYS Oil Manager, and the extended curve was evaluated up to 748 K. The methods were able to predict the curve with the accuracy of 0.6%-9.2% error (Software X ASTM), 0.2%-5.1% error (Software X Spaltrohr).

Keywords: Distillation curve, petroleum distillation, simulation, true boiling point curve.

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Authors: Fouad Salha , X. Guillaud

Abstract:

Directional over current relays (DOCR) are commonly used in power system protection as a primary protection in distribution and sub-transmission electrical systems and as a secondary protection in transmission systems. Coordination of protective relays is necessary to obtain selective tripping. In this paper, an approach for efficiency reduction of DOCRs nonlinear optimum coordination (OC) is proposed. This was achieved by modifying the objective function and relaxing several constraints depending on the four constraints classification, non-valid, redundant, pre-obtained and valid constraints. According to this classification, the far end fault effect on the objective function and constraints, and in consequently on relay operating time, was studied. The study was carried out, firstly by taking into account the near-end and far-end faults in DOCRs coordination problem formulation; and then faults very close to the primary relays (nearend faults). The optimal coordination (OC) was achieved by simultaneously optimizing all variables (TDS and Ip) in nonlinear environment by using of Genetic algorithm nonlinear programming techniques. The results application of the above two approaches on 6-bus and 26-bus system verify that the far-end faults consideration on OC problem formulation don-t lose the optimality.

Keywords: Backup/Primary relay, Coordination time interval (CTI), directional over current relays, Genetic algorithm, time dial setting (TDS), pickup current setting (Ip), nonlinear programming.

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Authors: Firas M. Tuaimah

Abstract:

This paper presents an Artificial Neural Network based approach for short-term load forecasting and exactly for two days ahead. Two seasons have been discussed for Iraqi power system, namely summer and winter; the hourly load demand is the most important input variables for ANN based load forecasting. The recorded daily load profile with a lead time of 1-48 hours for July and December of the year 2012 was obtained from the operation and control center that belongs to the Ministry of Iraqi electricity.

The results of the comparison show that the neural network gives a good prediction for the load forecasting and for two days ahead.

Keywords: Short-Term Load Forecasting, Artificial Neural Networks, Back propagation learning.

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Authors: Chang He, Hiroshi Tamura, Hiroshi Katsuchi, Jiaqi Wang

Abstract:

In this study, the aim is to infer the slip limit (static friction limit) of contact interfaces in bolt friction joints by analyzing other bolt friction joints with the same contact surface but in a different shape. By using the Weibull distribution to deal with microelements on the contact surface statistically, the slip limit of a certain type of bolt joint was predicted from other types of bolt joint with the same contact surface. As a result, this research succeeded in predicting the slip limit of bolt joins with different numbers of contact surfaces and with different numbers of bolt rows.

Keywords: Bolt joints, slip coefficient, finite element method, Weibull distribution.

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Authors: Himanshu Payal, Sachin Maheshwari, Pushpendra S. Bharti

Abstract:

Electrical discharge machining (EDM), a non-conventional machining process, finds wide applications for shaping difficult-to-cut alloys. Process modeling of EDM is required to exploit the process to the fullest. Process modeling of EDM is a challenging task owing to involvement of so many electrical and non-electrical parameters. This work is an attempt to model the EDM process using artificial neural network (ANN). Experiments were carried out on die-sinking EDM taking Inconel 825 as work material. ANN modeling has been performed using experimental data. The prediction ability of trained network has been verified experimentally. Results indicate that ANN can predict the values of performance measures of EDM satisfactorily.

Keywords: Artificial neural network, EDM, metal removal rate, modeling, surface roughness.

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Authors: Mokrane Selma

Abstract:

The shift towards decision making (DM) based on artificial intelligence (AI) techniques will change the way in which consumer markets and our societies function. Through AI, predictive analytics is being used by businesses to identify these patterns and major trends with the objective to improve the DM and influence future business outcomes. This paper proposes an Artificial Neural Network (ANN) approach to predict the success of telemarketing calls for selling bank long-term deposits. To validate the proposed model, we uses the bank marketing data of 41188 phone calls. The ANN attains 98.93% of accuracy which outperforms other conventional classifiers and confirms that it is credible and valuable approach for telemarketing campaign managers.

Keywords: Bank telemarketing, prediction, decision making, artificial intelligence, artificial neural network.

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Authors: N. Mansouri, A. Asadi

Abstract:

Data Grid is a geographically distributed environment that deals with data intensive application in scientific and enterprise computing. Data replication is a common method used to achieve efficient and fault-tolerant data access in Grids. In this paper, a dynamic data replication strategy, called Enhanced Latest Access Largest Weight (ELALW) is proposed. This strategy is an enhanced version of Latest Access Largest Weight strategy. However, replication should be used wisely because the storage capacity of each Grid site is limited. Thus, it is important to design an effective strategy for the replication replacement task. ELALW replaces replicas based on the number of requests in future, the size of the replica, and the number of copies of the file. It also improves access latency by selecting the best replica when various sites hold replicas. The proposed replica selection selects the best replica location from among the many replicas based on response time that can be determined by considering the data transfer time, the storage access latency, the replica requests that waiting in the storage queue and the distance between nodes. Simulation results utilizing the OptorSim show our replication strategy achieve better performance overall than other strategies in terms of job execution time, effective network usage and storage resource usage.

Keywords: Data grid, data replication, simulation, replica selection, replica placement.

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Authors: Nazar Zaki, Safaai Deris, Hany Alashwal

Abstract:

Detecting protein-protein interactions is a central problem in computational biology and aberrant such interactions may have implicated in a number of neurological disorders. As a result, the prediction of protein-protein interactions has recently received considerable attention from biologist around the globe. Computational tools that are capable of effectively identifying protein-protein interactions are much needed. In this paper, we propose a method to detect protein-protein interaction based on substring similarity measure. Two protein sequences may interact by the mean of the similarities of the substrings they contain. When applied on the currently available protein-protein interaction data for the yeast Saccharomyces cerevisiae, the proposed method delivered reasonable improvement over the existing ones.

Keywords: Protein-Protein Interaction, support vector machine, feature extraction, pairwise alignment, Smith-Waterman score.

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Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean Functions, Simplification, KarnoughMap, Implementation of Logic Functions, Modular NeuralNetworks.

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Authors: Ibrahim Abdel Gadir Malik, Dafalla Siddig Dafalla, Abdelazim Ibrahim

Abstract:

Jabal Omar is located in the western side of Makkah city in Saudi Arabia. The proposed Jabal Omar Development project includes several multi-storey buildings, roads, bridges and below ground structures founded at various depths. In this study, geological mapping and site inspection which covered pre-selected areas were carried out within the easily accessed parts. Geological features; including rock types, structures, degree of weathering, and geotechnical hazards were observed and analyzed with specified software and also were documented in form of photographs. The presence of joints and fractures in the area made the rock blocks small and weak. The site is full of jointing; it was observed that, the northern side consists of 3 to 4 jointing systems with 2 random fractures associated with dykes. The southern part is affected by 2 to 3 jointing systems with minor fault and shear zones. From the field measurements and observations, it was concluded that, the Jabal Omar intruded by andesitic and basaltic dykes of different thickness and orientation. These dykes made the outcrop weak, highly deformed and made the rock masses sensitive to weathering.

Keywords: Rock, slope, stabilization, protection, Makkah.

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Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean functions, simplification, Karnough map, implementation of logic functions, modular neural networks.

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Authors: Min Sun, Jing Liu

Abstract:

In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.

Keywords: variational inequality problems, alternating direction method, global convergence

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Authors: A. Bumbová, M. Čáslavský, F. Božek, J. Dvořák, E. Bakoš

Abstract:

The paper presents the case study of hazard identification and sensitivity of potential resource of emergency water supply as part of the application of methodology classifying the resources of drinking water for emergency supply of population. The case study has been carried out on a selected resource of emergency water supply in one region of the Czech Republic. The hazard identification and sensitivity of potential resource of emergency water supply is based on a unique procedure and developed general registers of selected types of hazards and sensitivities. The registers have been developed with the help of the “Fault Tree Analysis” method in combination with the “What if method”. The identified hazards for the assessed resource include hailstorms and torrential rains, drought, soil erosion, accidents of farm machinery, and agricultural production. The developed registers of hazards and vulnerabilities and a semi-quantitative assessment of hazards for individual parts of hydrological structure and technological elements of presented drilled wells are the basis for a semi-quantitative risk assessment of potential resource of emergency supply of population and the subsequent classification of such resource within the system of crisis planning.

Keywords: Hazard identification, register of hazards, sensitivity identification, register of sensitivity, emergency water supply, state of crisis, resource of emergency water supply, ground water.

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Authors: Mizan Ahmed, Srikanth Venkatesan

Abstract:

Geological and tectonic framework indicates that Bangladesh is one of the most seismically active regions in the world. The Bengal Basin is at the junction of three major interacting plates: the Indian, Eurasian, and Burma Plates. Besides there are many active faults within the region, e.g. the large Dauki fault in the north. The country has experienced a number of destructive earthquakes due to the movement of these active faults. Current seismic provisions of Bangladesh are mostly based on earthquake data prior to the 1990. Given the record of earthquakes post 1990, there is a need to revisit the design provisions of the code. This paper compares the base shear demand of three major cities in Bangladesh: Dhaka (the capital city), Sylhet, and Chittagong for earthquake scenarios of magnitudes 7.0MW, 7.5MW, 8.0MW, and 8.5MW using a stochastic model. In particular, the stochastic model allows the flexibility to input region specific parameters such as shear wave velocity profile (that were developed from Global Crustal Model CRUST2.0) and include the effects of attenuation as individual components. Effects of soil amplification were analysed using the Extended Component Attenuation Model (ECAM). Results show that the estimated base shear demand is higher in comparison with code provisions leading to the suggestion of additional seismic design consideration in the study regions.

Keywords: Attenuation, earthquake, ground motion, stochastic, seismic hazard.

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Authors: Aníbal Rodríguez Fuentes, Juan V. Lorenzo Ginori, Ricardo Grau Ábalo

Abstract:

Identifying protein coding regions in DNA sequences is a basic step in the location of genes. Several approaches based on signal processing tools have been applied to solve this problem, trying to achieve more accurate predictions. This paper presents a new predictor that improves the efficacy of three techniques that use the Fourier Transform to predict coding regions, and that could be computed using an algorithm that reduces the computation load. Some ideas about the combination of the predictor with other methods are discussed. ROC curves are used to demonstrate the efficacy of the proposed predictor, based on the computation of 25 DNA sequences from three different organisms.

Keywords: Bioinformatics, Coding region prediction, Computational load reduction, Digital Signal Processing, Fourier Transform.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: O. B. Azovskova, А. А. Malyugin, А. А. Nekrasova, M. Yu. Yanchenko

Abstract:

Pyritisation halos are identified in weathering crusts and unconsolidated formations at five locations within large fault structure of the Urals’ eastern slope. Electron microscopy reveals the presence of inclusions and growths on pyrite faces – normally on cubic pyrite with striations, or combinations of cubes and other forms. Following neogenesis types are established: native elements and intermetallic compounds (including gold and silver), halogenides, sulphides, sulfosalts, tellurides, sulphotellurides, selenides, tungstates, sulphates, phosphates, carbon-based substances. Direct relationship is noted between amount and diversity of such mineral phases, and proximity to and scale of ore-grade mineralization. Gold and silver, both in native form and within tellurides, presence of lead (galena, native lead), native tungsten, and, possibly, molybdenite and sulfosalts can indicate gold-bearing formations. First find of native tungsten in the Urals is for the first time – in crystallised and druse-like form. Link is suggested between unusual mineralization and “reducing” hydrothermal fluids from deep-seated faults at later stages of Urals’ reactivation. 

Keywords: Gold in weathering crust, low temperature metasomatism, pyrite, native tungsten, Urals.

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Authors: Kyung Joo Yi, Seung Wook Baek, Sung Nam Lee, Man Young Kim, Won Cheol Kim, Gun Yung Go

Abstract:

In order to enhance the aircraft survivability, the infrared signatures emitted by hot engine parts should be determined exactly. For its reduction it is necessary for the rear fuselage temperature to be decreased. In this study, numerical modeling of flow fields and heat transfer characteristics of an aircraft nozzle is performed and its temperature distribution along each component wall is predicted. The radiation shield is expected to reduce the skin temperature of rear fuselage. The effect of material characteristic of radiation shield on the heat transfer is also investigated. Through this numerical analysis, design parameters related to the susceptibility of aircraft are examined.

Keywords: Infrared signature, Nozzle flow, Radiation shield, Rear fuselage temperature, Susceptibility

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Authors: R. Alipour, F.Najarian

Abstract:

Because of high ductility, aluminum alloys, have been widely used as an important base of metal forming industries. But the main week point of these alloys is their low strength so in forming them with conventional methods like deep drawing, hydro forming, etc have been always faced with problems like fracture during of forming process. Because of this, recently using of explosive forming method for forming of these plates has been recommended. In this paper free explosive forming of A2024 aluminum alloy is numerically simulated and during it, explosion wave propagation process is studied. Consequences of this simulation can be effective in prediction of quality of production. These consequences are compared with an experimental test and show the superiority of this method to similar methods like hydro forming and deep drawing.

Keywords: Free explosive forming, CEL, Johnson cook.

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Authors: Ewa. M. Sztendur, Neil T. Diamond

Abstract:

Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Seasonal variability of nutrients concentration in the Baltic Sea using the 3D ecosystem numerical model 3D-CEMBS has been investigated. Additionally this study shows horizontal and vertical distribution of nutrients in the Baltic Sea. Model domain is an extended Baltic Sea area divided into 600x640 horizontal grid cells. Aside from standard hydrodynamic parameters 3D-CEMBS produces modeled ecological variables such as: three types of phytoplankton, two detrital classes, dissolved oxygen and the nutrients (nitrate, ammonium, phosphate and silicate). The presented model allows prediction of parameters that describe distribution of nutrients concentration and phytoplankton biomass. 3D-CEMBS can be used to study the effect of different hydrodynamic and biogeochemical processes on distributions of these variables in a larger scale.

Keywords: ecosystem model, nutrients, Baltic Sea

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Authors: Rohit Choudhry, Kumkum Garg

Abstract:

In this paper, we propose a hybrid machine learning system based on Genetic Algorithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. The results show that the hybrid GA-SVM system outperforms the stand alone SVM system.

Keywords: Genetic Algorithms, Support Vector Machines, Stock Market Forecasting.

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Authors: Nuawi M. Z., Lamin F., Ismail A. R., Abdullah S., Wahid Z.

Abstract:

A filter is used to remove undesirable frequency information from a dynamic signal. This paper shows that the Znotch filter filtering technique can be applied to remove the noise nuisance from a machining signal. In machining, the noise components were identified from the sound produced by the operation of machine components itself such as hydraulic system, motor, machine environment and etc. By correlating the noise components with the measured machining signal, the interested components of the measured machining signal which was less interfered by the noise, can be extracted. Thus, the filtered signal is more reliable to be analysed in terms of noise content compared to the unfiltered signal. Significantly, the I-kaz method i.e. comprises of three dimensional graphical representation and I-kaz coefficient, Z∞ could differentiate between the filtered and the unfiltered signal. The bigger space of scattering and the higher value of Z∞ demonstrated that the signal was highly interrupted by noise. This method can be utilised as a proactive tool in evaluating the noise content in a signal. The evaluation of noise content is very important as well as the elimination especially for machining operation fault diagnosis purpose. The Z-notch filtering technique was reliable in extracting noise component from the measured machining signal with high efficiency. Even though the measured signal was exposed to high noise disruption, the signal generated from the interaction between cutting tool and work piece still can be acquired. Therefore, the interruption of noise that could change the original signal feature and consequently can deteriorate the useful sensory information can be eliminated.

Keywords: Digital signal filtering, I-kaz method, Machiningmonitoring, Noise Cancelling, Sound

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Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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Authors: Hari Mohan Kushwaha, Santosh K. Sahu

Abstract:

In the present study, analysis of heat transfer is carried out in the slip flow region for the fluid flowing between two parallel plates by employing the asymmetric heat fluxes at surface of the plates. The flow is assumed to be hydrodynamically and thermally fully developed for the analysis. The second order velocity slip and viscous dissipation effects are considered for the analysis. Closed form expressions are obtained for the Nusselt number as a function of Knudsen number and modified Brinkman number. The limiting condition of the present prediction for Kn = 0, Kn2 = 0, and Brq1 = 0 is considered and found to agree well with other analytical results.

Keywords: Knudsen Number, Modified Brinkman Number, Slip Flow, Velocity Slip.

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Authors: Kevin McDaid, Simon P. Wilson

Abstract:

Software developed for a specific customer under contract typically undergoes a period of testing by the customer before acceptance. This is known as user acceptance testing and the process can reveal both defects in the system and requests for changes to the product. This paper uses nonhomogeneous Poisson processes to model a real user acceptance data set from a recently developed system. In particular a split Poisson process is shown to provide an excellent fit to the data. The paper explains how this model can be used to aid the allocation of resources through the accurate prediction of occurrences both during the acceptance testing phase and before this activity begins.

Keywords: User acceptance testing. Software reliability growth modelling. Split Poisson process. Bayesian methods.

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Authors: Defu Zhang, Qingshan Jiang, Xin Li

Abstract:

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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