Search results for: Mathematical Models
2426 Power Frequency Magnetic Field Survey in Indoor Power Distribution Substation in Egypt
Authors: Ahmed Hossam_ ElDin, Ahmed Farag, Ibrahim Madi., Hanaa Karawia
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In our modern society electricity is vital to our health, safety, comfort and well-being. While our daily use of electricity is often taken for granted, public concern has arisen about potential adverse health effects from electric and magnetic – electromagnetic – fields (EMFs) produced by our use of electricity. This paper aims to compare between the measured magnetic field values and the simulated models for the indoor medium to low voltage (MV/LV) distribution substations. To calculate the magnetic flux density in the substations, interactive software SUBCALC is used which is based on closed form solution of the Biot-Savart law with 3D conductor model. The comparison between the measured values and the simulated models was acceptable. However there were some discrepancies, as expected, may be due to the current variation during measurements.Keywords: Distribution substation, magnetic field, measurement, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22992425 Review of Trust Models in Wireless Sensor Networks
Authors: V. Uma Rani, K. Soma Sundaram
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The major challenge faced by wireless sensor networks is security. Because of dynamic and collaborative nature of sensor networks the connected sensor devices makes the network unusable. To solve this issue, a trust model is required to find malicious, selfish and compromised insiders by evaluating trust worthiness sensors from the network. It supports the decision making processes in wireless sensor networks such as pre key-distribution, cluster head selection, data aggregation, routing and self reconfiguration of sensor nodes. This paper discussed the kinds of trust model, trust metrics used to address attacks by monitoring certain behavior of network. It describes the major design issues and their countermeasures of building trust model. It also discusses existing trust models used in various decision making process of wireless sensor networks.
Keywords: Attacks, Security, Trust, Trust model, Wireless sensor network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 45662424 A Comparison of YOLO Family for Apple Detection and Counting in Orchards
Authors: Yuanqing Li, Changyi Lei, Zhaopeng Xue, Zhuo Zheng, Yanbo Long
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In agricultural production and breeding, implementing automatic picking robot in orchard farming to reduce human labour and error is challenging. The core function of it is automatic identification based on machine vision. This paper focuses on apple detection and counting in orchards and implements several deep learning methods. Extensive datasets are used and a semi-automatic annotation method is proposed. The proposed deep learning models are in state-of-the-art YOLO family. In view of the essence of the models with various backbones, a multi-dimensional comparison in details is made in terms of counting accuracy, mAP and model memory, laying the foundation for realising automatic precision agriculture.
Keywords: Agricultural object detection, Deep learning, machine vision, YOLO family.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10992423 An Enhanced Slicing Algorithm Using Nearest Distance Analysis for Layer Manufacturing
Authors: M. Vatani, A. R. Rahimi, F. Brazandeh, A. Sanati nezhad
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Although the STL (stereo lithography) file format is widely used as a de facto industry standard in the rapid prototyping industry due to its simplicity and ability to tessellation of almost all surfaces, but there are always some defects and shortcoming in their usage, which many of them are difficult to correct manually. In processing the complex models, size of the file and its defects grow extremely, therefore, correcting STL files become difficult. In this paper through optimizing the exiting algorithms, size of the files and memory usage of computers to process them will be reduced. In spite of type and extent of the errors in STL files, the tail-to-head searching method and analysis of the nearest distance between tails and heads techniques were used. As a result STL models sliced rapidly, and fully closed contours produced effectively and errorless.Keywords: Layer manufacturing, STL files, slicing algorithm, nearest distance analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41582422 Empirical and Indian Automotive Equity Portfolio Decision Support
Authors: P. Sankar, P. James Daniel Paul, Siddhant Sahu
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A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.
Keywords: Indian Automotive Sector, Stock Market Decisions, Equity Portfolio Analysis, Decision Tree Classifiers, Statistical Data Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20362421 Multidimensional Performance Tracking
Authors: C. Ardil
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In this study, a model, together with a software tool that implements it, has been developed to determine the performance ratings of employees in an organization operating in the information technology sector using the indicators obtained from employees' online study data. Weighted Sum (WS) Method and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method based on multidimensional decision making approach were used in the study. WS and TOPSIS methods provide multidimensional decision making (MDDM) methods that allow all dimensions to be evaluated together considering specific weights, allowing employees to objectively evaluate the problem of online performance tracking. The application of WS and TOPSIS mathematical methods, which can combine alternatives with a large number of dimensions and reach simultaneous solution, has been implemented through an online performance tracking software. In the application of WS and TOPSIS methods, objective dimension weights were calculated by using entropy information (EI) and standard deviation (SD) methods from the data obtained by employees' online performance tracking method, decision matrix was formed by using performance scores for each employee, and a single performance score was calculated for each employee. Based on the calculated performance score, employees were given a performance evaluation decision. The results of Pareto set evidence and comparative mathematical analysis validate that employees' performance preference rankings in WS and TOPSIS methods are closely related. This suggests the compatibility, applicability, and validity of the proposed method to the MDDM problems in which a large number of alternative and dimension types are taken into account. With this study, an objective, realistic, feasible and understandable mathematical method, together with a software tool that implements it has been demonstrated. This is considered to be preferable because of the subjectivity, limitations and high cost of the methods traditionally used in the measurement and performance appraisal in the information technology sector.Keywords: Weighted sum, entropy ınformation, standard deviation, online performance tracking, performance evaluation, performance management, multidimensional decision making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11102420 Analysis of Drying Kinetics of a Slurry Droplet in the Falling Rate Period of Spray Drying
Authors: Boris Golman, Wittaya Julklang
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The heat and mass transfer was investigated during the falling rate period of spray drying of a slurry droplet. The effect of the porosity of crust layer formed from primary particles during liquid evaporation was studied numerically using the developed mathematical model which takes into account the heat and mass transfer in the core and crust regions, the movement of the evaporation interface, and the external heat and mass transfer between the drying air and the droplet surface. It was confirmed that the heat transfer through the crust layer was more intense in the case of the dense droplet than the loose one due to the enhanced thermal conduction resulting in the higher average droplet temperature. The mass transfer was facilitated in the crust layer of loose droplet owing to the large pore space available for diffusion of water vapor from the evaporation interface to the outer droplet surface. The longer drying time is required for the droplet of high porosity to reach the final moisture content than that for the dense one due to the larger amount of water to be evaporated during the falling rate.
Keywords: Spray Drying, Slurry Droplet, Heat and Mass Transfer, Crust Layer Porosity, Mathematical Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36232419 Automatic Generation of OWL Ontologies from UML Class Diagrams Based on Meta- Modelling and Graph Grammars
Authors: Aissam Belghiat, Mustapha Bourahla
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Models are placed by modeling paradigm at the center of development process. These models are represented by languages, like UML the language standardized by the OMG which became necessary for development. Moreover the ontology engineering paradigm places ontologies at the center of development process; in this paradigm we find OWL the principal language for knowledge representation. Building ontologies from scratch is generally a difficult task. The bridging between UML and OWL appeared on several regards such as the classes and associations. In this paper, we have to profit from convergence between UML and OWL to propose an approach based on Meta-Modelling and Graph Grammars and registered in the MDA architecture for the automatic generation of OWL ontologies from UML class diagrams. The transformation is based on transformation rules; the level of abstraction in these rules is close to the application in order to have usable ontologies. We illustrate this approach by an example.
Keywords: ATOM3, MDA, Ontology, OWL, UML
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 249052418 Effect of Concrete Nonlinear Parameters on the Seismic Response of Concrete Gravity Dams
Authors: Z. Heirany, M. Ghaemian
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Behavior of dams against the seismic loads has been studied by many researchers. Most of them proposed new numerical methods to investigate the dam safety. In this paper, to study the effect of nonlinear parameters of concrete in gravity dams, a twodimensional approach was used including the finite element method, staggered method and smeared crack approach. Effective parameters in the models are physical properties of concrete such as modulus of elasticity, tensile strength and specific fracture energy. Two different models were used in foundation (mass-less and massed) in order to determine the seismic response of concrete gravity dams. Results show that when the nonlinear analysis includes the dam- foundation interaction, the foundation-s mass, flexibility and radiation damping are important in gravity dam-s response.Keywords: Numerical methods; concrete gravity dams; finiteelement method; boundary condition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23332417 Identification of Nonlinear Systems Using Radial Basis Function Neural Network
Authors: C. Pislaru, A. Shebani
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This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.
Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28642416 Problem Solving Techniques with Extensive Computational Network and Applying in an Educational Software
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Knowledge bases are basic components of expert systems or intelligent computational programs. Knowledge bases provide knowledge, events that serve deduction activity, computation and control. Therefore, researching and developing of models for knowledge representation play an important role in computer science, especially in Artificial Intelligence Science and intelligent educational software. In this paper, the extensive deduction computational model is proposed to design knowledge bases whose attributes are able to be real values or functional values. The system can also solve problems based on knowledge bases. Moreover, the models and algorithms are applied to produce the educational software for solving alternating current problems or solving set of equations automatically.Keywords: Educational software, artificial intelligence, knowledge base systems, knowledge representation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15932415 Causal Relation Identification Using Convolutional Neural Networks and Knowledge Based Features
Authors: Tharini N. de Silva, Xiao Zhibo, Zhao Rui, Mao Kezhi
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Causal relation identification is a crucial task in information extraction and knowledge discovery. In this work, we present two approaches to causal relation identification. The first is a classification model trained on a set of knowledge-based features. The second is a deep learning based approach training a model using convolutional neural networks to classify causal relations. We experiment with several different convolutional neural networks (CNN) models based on previous work on relation extraction as well as our own research. Our models are able to identify both explicit and implicit causal relations as well as the direction of the causal relation. The results of our experiments show a higher accuracy than previously achieved for causal relation identification tasks.
Keywords: Causal relation identification, convolutional neural networks, natural Language Processing, Machine Learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22572414 Analytics Model in a Telehealth Center Based on Cloud Computing and Local Storage
Authors: L. Ramirez, E. Guillén, J. Sánchez
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Some of the main goals about telecare such as monitoring, treatment, telediagnostic are deployed with the integration of applications with specific appliances. In order to achieve a coherent model to integrate software, hardware, and healthcare systems, different telehealth models with Internet of Things (IoT), cloud computing, artificial intelligence, etc. have been implemented, and their advantages are still under analysis. In this paper, we propose an integrated model based on IoT architecture and cloud computing telehealth center. Analytics module is presented as a solution to control an ideal diagnostic about some diseases. Specific features are then compared with the recently deployed conventional models in telemedicine. The main advantage of this model is the availability of controlling the security and privacy about patient information and the optimization on processing and acquiring clinical parameters according to technical characteristics.Keywords: Analytics, telemedicine, internet of things, cloud computing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15652413 Understanding and Designing Situation-Aware Mobile and Ubiquitous Computing Systems
Authors: Kai Häussermann, Christoph Hubig, Paul Levi, Frank Leymann, Oliver Siemoneit, Matthias Wieland, Oliver Zweigle
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Using spatial models as a shared common basis of information about the environment for different kinds of contextaware systems has been a heavily researched topic in the last years. Thereby the research focused on how to create, to update, and to merge spatial models so as to enable highly dynamic, consistent and coherent spatial models at large scale. In this paper however, we want to concentrate on how context-aware applications could use this information so as to adapt their behavior according to the situation they are in. The main idea is to provide the spatial model infrastructure with a situation recognition component based on generic situation templates. A situation template is – as part of a much larger situation template library – an abstract, machinereadable description of a certain basic situation type, which could be used by different applications to evaluate their situation. In this paper, different theoretical and practical issues – technical, ethical and philosophical ones – are discussed important for understanding and developing situation dependent systems based on situation templates. A basic system design is presented which allows for the reasoning with uncertain data using an improved version of a learning algorithm for the automatic adaption of situation templates. Finally, for supporting the development of adaptive applications, we present a new situation-aware adaptation concept based on workflows.Keywords: context-awareness, ethics, facilitation of system use through workflows, situation recognition and learning based on situation templates and situation ontology's, theory of situationaware systems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17592412 Clustering Multivariate Empiric Characteristic Functions for Multi-Class SVM Classification
Authors: María-Dolores Cubiles-de-la-Vega, Rafael Pino-Mejías, Esther-Lydia Silva-Ramírez
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A dissimilarity measure between the empiric characteristic functions of the subsamples associated to the different classes in a multivariate data set is proposed. This measure can be efficiently computed, and it depends on all the cases of each class. It may be used to find groups of similar classes, which could be joined for further analysis, or it could be employed to perform an agglomerative hierarchical cluster analysis of the set of classes. The final tree can serve to build a family of binary classification models, offering an alternative approach to the multi-class SVM problem. We have tested this dendrogram based SVM approach with the oneagainst- one SVM approach over four publicly available data sets, three of them being microarray data. Both performances have been found equivalent, but the first solution requires a smaller number of binary SVM models.Keywords: Cluster Analysis, Empiric Characteristic Function, Multi-class SVM, R.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18772411 A Method to Enhance the Accuracy of Digital Forensic in the Absence of Sufficient Evidence in Saudi Arabia
Authors: Fahad Alanazi, Andrew Jones
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Digital forensics seeks to achieve the successful investigation of digital crimes through obtaining acceptable evidence from digital devices that can be presented in a court of law. Thus, the digital forensics investigation is normally performed through a number of phases in order to achieve the required level of accuracy in the investigation processes. Since 1984 there have been a number of models and frameworks developed to support the digital investigation processes. In this paper, we review a number of the investigation processes that have been produced throughout the years and introduce a proposed digital forensic model which is based on the scope of the Saudi Arabia investigation process. The proposed model has been integrated with existing models for the investigation processes and produced a new phase to deal with a situation where there is initially insufficient evidence.Keywords: Digital forensics, Process, Metadata, Traceback, Saudi Arabia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20002410 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids
Authors: Caroline E. Mendes, Alberto C. Badino
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Pneumatic reactors have been widely employed in various sectors of the chemical industry, especially where are required high heat and mass transfer rates. This study aimed to obtain correlations that allow the prediction of gas hold-up (Ԑ) and volumetric oxygen transfer coefficient (kLa), and compare these values, for three models of pneumatic reactors on two scales utilizing Newtonian fluids. Values of kLa were obtained using the dynamic pressure-step method, while e was used for a new proposed measure. Comparing the three models of reactors studied, it was observed that the mass transfer was superior to draft-tube airlift, reaching e of 0.173 and kLa of 0.00904s-1. All correlations showed good fit to the experimental data (R2≥94%), and comparisons with correlations from the literature demonstrate the need for further similar studies due to shortage of data available, mainly for airlift reactors and high viscosity fluids.
Keywords: Bubble column, internal loop airlift, gas hold-up, kLa.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15262409 Assessment of Path Loss Prediction Models for Wireless Propagation Channels at L-Band Frequency over Different Micro-Cellular Environments of Ekiti State, Southwestern Nigeria
Authors: C. I. Abiodun, S. O. Azi, J. S. Ojo, P. Akinyemi
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The design of accurate and reliable mobile communication systems depends majorly on the suitability of path loss prediction methods and the adaptability of the methods to various environments of interest. In this research, the results of the adaptability of radio channel behavior are presented based on practical measurements carried out in the 1800 MHz frequency band. The measurements are carried out in typical urban, suburban and rural environments in Ekiti State, Southwestern part of Nigeria. A total number of seven base stations of MTN GSM service located in the studied environments were monitored. Path loss and break point distances were deduced from the measured received signal strength (RSS) and a practical path loss model is proposed based on the deduced break point distances. The proposed two slope model, regression line and four existing path loss models were compared with the measured path loss values. The standard deviations of each model with respect to the measured path loss were estimated for each base station. The proposed model and regression line exhibited lowest standard deviations followed by the Cost231-Hata model when compared with the Erceg Ericsson and SUI models. Generally, the proposed two-slope model shows closest agreement with the measured values with a mean error values of 2 to 6 dB. These results show that, either the proposed two slope model or Cost 231-Hata model may be used to predict path loss values in mobile micro cell coverage in the well-considered environments. Information from this work will be useful for link design of microwave band wireless access systems in the region.
Keywords: Break-point distances, path loss models, path loss exponent, received signal strength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8192408 Educational Quiz Board Games for Adaptive E-Learning
Authors: Boyan Bontchev, Dessislava Vassileva
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Internet computer games turn to be more and more attractive within the context of technology enhanced learning. Educational games as quizzes and quests have gained significant success in appealing and motivating learners to study in a different way and provoke steadily increasing interest in new methods of application. Board games are specific group of games where figures are manipulated in competitive play mode with race conditions on a surface according predefined rules. The article represents a new, formalized model of traditional quizzes, puzzles and quests shown as multimedia board games which facilitates the construction process of such games. Authors provide different examples of quizzes and their models in order to demonstrate the model is quite general and does support not only quizzes, mazes and quests but also any set of teaching activities. The execution process of such models is explained and, as well, how they can be useful for creation and delivery of adaptive e-learning courseware.Keywords: Quiz, board game, e-learning, adaptive.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24222407 Comparative Analysis of the Software Effort Estimation Models
Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon
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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22212406 Analyses for Primary Coolant Pump Coastdown Phenomena for Jordan Research and Training Reactor
Authors: Yazan M. Alatrash, Han-ok Kang, Hyun-gi Yoon, Shen Zhang, Juhyeon Yoon
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Flow coastdown phenomena are very important to secure nuclear fuel integrity during loss of off-site power accidents. In this study, primary coolant flow coastdown phenomena are investigated for the Jordan Research and Training Reactor (JRTR) using a simulation software package, Modular Modeling System (MMS). Two MMS models are built. The first one is a simple model to investigate the characteristics of the primary coolant pump only. The second one is a model for a simulation of the Primary Coolant System (PCS) loop, in which all the detailed design data of the JRTR PCS system are modeled, including the geometrical arrangement data. The same design data for a PCS pump are used for both models. Coastdown curves obtained from the two models are compared to study the PCS loop coolant inertia effect on a flow coastdown. Results showed that the loop coolant inertia effect is found to be small in the JRTR PCS loop, i.e., about one second increases in a coastdown half time required to halve the coolant flow rate. The effects of different flywheel inertia on the flow coastdown are also investigated. It is demonstrated that the coastdown half time increases with the flywheel inertia linearly. The designed coastdown half time is proved to be well above the design requirement for the fuel integrity.
Keywords: Flow Coastdown, Loop Coolant Inertia, Modeling, Research Reactor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37962405 Periodic Topology and Size Optimization Design of Tower Crane Boom
Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng
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In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.
Keywords: Tower crane boom, topology optimization, size optimization, periodic, soft kill option, optimization criterion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13432404 Expected Present Value of Losses in the Computation of Optimum Seismic Design Parameters
Authors: J. García-Pérez
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An approach to compute optimum seismic design parameters is presented. It is based on the optimization of the expected present value of the total cost, which includes the initial cost of structures as well as the cost due to earthquakes. Different types of seismicity models are considered, including one for characteristic earthquakes. Uncertainties are included in some variables to observe the influence on optimum values. Optimum seismic design coefficients are computed for three different structural types representing high, medium and low rise buildings, located near and far from the seismic sources. Ordinary and important structures are considered in the analysis. The results of optimum values show an important influence of seismicity models as well as of uncertainties on the variables.
Keywords: Importance factors, optimum parameters, seismic losses, seismic risk, total cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13542403 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 22452402 Development of Rock Engineering System-Based Models for Tunneling Progress Analysis and Evaluation: Case Study of Tailrace Tunnel of Azad Power Plant Project
Authors: S. Golmohammadi, M. Noorian Bidgoli
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Tunneling progress is a key parameter in the blasting method of tunneling. Taking measures to enhance tunneling advance can limit the progress distance without a supporting system, subsequently reducing or eliminating the risk of damage. This paper focuses on modeling tunneling progress using three main groups of parameters (tunneling geometry, blasting pattern, and rock mass specifications) based on the Rock Engineering Systems (RES) methodology. In the proposed models, four main effective parameters on tunneling progress are considered as inputs (RMR, Q-system, Specific charge of blasting, Area), with progress as the output. Data from 86 blasts conducted at the tailrace tunnel in the Azad Dam, western Iran, were used to evaluate the progress value for each blast. The results indicated that, for the 86 blasts, the progress of the estimated model aligns mostly with the measured progress. This paper presents a method for building the interaction matrix (statistical base) of the RES model. Additionally, a comparison was made between the results of the new RES-based model and a Multi-Linear Regression (MLR) analysis model. In the RES-based model, the effective parameters are RMR (35.62%), Q (28.6%), q (specific charge of blasting) (20.35%), and A (15.42%), respectively, whereas for MLR analysis, the main parameters are RMR, Q (system), q, and A. These findings confirm the superior performance of the RES-based model over the other proposed models.
Keywords: Rock Engineering Systems, tunneling progress, Multi Linear Regression, Specific charge of blasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1412401 Using Historical Data for Stock Prediction of a Tech Company
Authors: Sofia Stoica
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In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.
Keywords: Finance, machine learning, opening price, stock market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6602400 Membrane Distillation Process Modeling: Dynamical Approach
Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati
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This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.
Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28532399 Bio-Heat Transfer in Various Transcutaneous Stimulation Models
Authors: Trevor E. Davis, Isaac Cassar, Yi-Kai Lo, Wentai Liu
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This study models the use of transcutaneous electrical nerve stimulation on skin with a disk electrode in order to simulate tissue damage. The current density distribution above a disk electrode is known to be a dynamic and non-uniform quantity that is intensified at the edges of the disk. The non-uniformity is subject to change through using various electrode geometries or stimulation methods. One of these methods known as edge-retarded stimulation has shown to reduce this edge enhancement. Though progress has been made in modeling the behavior of a disk electrode, little has been done to test the validity of these models in simulating the actual heat transfer from the electrode. This simulation uses finite element software to couple the injection of current from a disk electrode to heat transfer described by the Pennesbioheat transfer equation. An example application of this model is studying an experimental form of stimulation, known as edge-retarded stimulation. The edge-retarded stimulation method will reduce the current density at the edges of the electrode. It is hypothesized that reducing the current density edge enhancement effect will, in turn, reduce temperature change and tissue damage at the edges of these electrodes. This study tests this hypothesis as a demonstration of the capabilities of this model. The edge-retarded stimulation proved to be safer after this simulation. It is shown that temperature change and the fraction of tissue necrosis is much greater in the square wave stimulation. These results bring implications for changes of procedures in transcutaneous electrical nerve stimulation and transcutaneous spinal cord stimulation as well.
Keywords: Bioheat transfer, Electrode, Neuroprosthetics, TENS, Transcutaneous stimulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22872398 Quality-Driven Business Process Refactoring
Authors: María Fernández-Ropero, Ricardo Pérez-Castillo, Ismael Caballero, Mario Piattini
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Appropriate description of business processes through standard notations has become one of the most important assets for organizations. Organizations must therefore deal with quality faults in business process models such as the lack of understandability and modifiability. These quality faults may be exacerbated if business process models are mined by reverse engineering, e.g., from existing information systems that support those business processes. Hence, business process refactoring is often used, which change the internal structure of business processes whilst its external behavior is preserved. This paper aims to choose the most appropriate set of refactoring operators through the quality assessment concerning understandability and modifiability. These quality features are assessed through well-proven measures proposed in the literature. Additionally, a set of measure thresholds are heuristically established for applying the most promising refactoring operators, i.e., those that achieve the highest quality improvement according to the selected measures in each case.Keywords: business process model, modifiability, refactoring, understandability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15282397 Methodology Issues and Design Approach of VLE on Mathematical Concepts Acquisition within Secondary Education in England
Authors: Aaron A. R. Nwabude
Abstract:
This study used positivist quantitative approach to examine the mathematical concepts acquisition of- KS4 (14-16) Special Education Needs (SENs) students within the school sector education in England. The research is based on a pilot study and the design is completely holistic in its approach with mixing methodologies. The study combines the qualitative and quantitative methods of approach in gathering formative data for the design process. Although, the approach could best be described as a mix method, fundamentally with a strong positivist paradigm, hence my earlier understanding of the differentiation of the students, student – teacher body and the various elements of indicators that is being measured which will require an attenuated description of individual research subjects. The design process involves four phases with five key stages which are; literature review and document analysis, the survey, interview, and observation; then finally the analysis of data set. The research identified the need for triangulation with Reid-s phases of data management providing scaffold for the study. The study clearly identified the ideological and philosophical aspects of educational research design for the study of mathematics by the special education needs (SENs) students in England using the virtual learning environment (VLE) platform.
Keywords: VLE, Special Education Needs, Key stage4, School, Mathematics, Concepts Acquisition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1978