Search results for: residence time distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8037

Search results for: residence time distribution

7107 Multivariate High Order Fuzzy Time Series Forecasting for Car Road Accidents

Authors: Tahseen A. Jilani, S. M. Aqil Burney, C. Ardil

Abstract:

In this paper, we have presented a new multivariate fuzzy time series forecasting method. This method assumes mfactors with one main factor of interest. History of past three years is used for making new forecasts. This new method is applied in forecasting total number of car accidents in Belgium using four secondary factors. We also make comparison of our proposed method with existing methods of fuzzy time series forecasting. Experimentally, it is shown that our proposed method perform better than existing fuzzy time series forecasting methods. Practically, actuaries are interested in analysis of the patterns of causalities in road accidents. Thus using fuzzy time series, actuaries can define fuzzy premium and fuzzy underwriting of car insurance and life insurance for car insurance. National Institute of Statistics, Belgium provides region of risk classification for each road. Thus using this risk classification, we can predict premium rate and underwriting of insurance policy holders.

Keywords: Average forecasting error rate (AFER), Fuzziness offuzzy sets Fuzzy, If-Then rules, Multivariate fuzzy time series.

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7106 Mapping of Siltations of AlKhod Dam, Muscat, Sultanate of Oman Using Low-Cost Multispectral Satellite Data

Authors: Sankaran Rajendran

Abstract:

Remote sensing plays a vital role in mapping of resources and monitoring of environments of the earth. In the present research study, mapping and monitoring of clay siltations occurred in the Alkhod Dam of Muscat, Sultanate of Oman are carried out using low-cost multispectral Landsat and ASTER data. The dam is constructed across the Wadi Samail catchment for ground water recharge. The occurrence and spatial distribution of siltations in the dam are studied with five years of interval from the year 1987 of construction to 2014. The deposits are mainly due to the clay, sand and silt occurrences derived from the weathering rocks of ophiolite sequences occurred in the Wadi Samail catchment. The occurrences of clays are confirmed by minerals identification using ASTER VNIR-SWIR spectral bands and Spectral Angle Mapper supervised image processing method. The presence of clays and their spatial distribution are verified in the field. The study recommends the technique and the low-cost satellite data to similar region of the world.

Keywords: Alkhod Dam, ASTER Siltation, Landsat, Remote Sensing, Oman.

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7105 Application of Extreme Learning Machine Method for Time Series Analysis

Authors: Rampal Singh, S. Balasundaram

Abstract:

In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.

Keywords: Chaotic time series, Extreme learning machine, Generalization performance.

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7104 Computationally Efficient Adaptive Rate Sampling and Adaptive Resolution Analysis

Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

Mostly the real life signals are time varying in nature. For proper characterization of such signals, time-frequency representation is required. The STFT (short-time Fourier transform) is a classical tool used for this purpose. The limitation of the STFT is its fixed time-frequency resolution. Thus, an enhanced version of the STFT, which is based on the cross-level sampling, is devised. It can adapt the sampling frequency and the window function length by following the input signal local variations. Therefore, it provides an adaptive resolution time-frequency representation of the input. The computational complexity of the proposed STFT is deduced and compared to the classical one. The results show a significant gain of the computational efficiency and hence of the processing power. The processing error of the proposed technique is also discussed.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity

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7103 Image Retrieval Based on Multi-Feature Fusion for Heterogeneous Image Databases

Authors: N. W. U. D. Chathurani, Shlomo Geva, Vinod Chandran, Proboda Rajapaksha

Abstract:

Selecting an appropriate image representation is the most important factor in implementing an effective Content-Based Image Retrieval (CBIR) system. This paper presents a multi-feature fusion approach for efficient CBIR, based on the distance distribution of features and relative feature weights at the time of query processing. It is a simple yet effective approach, which is free from the effect of features' dimensions, ranges, internal feature normalization and the distance measure. This approach can easily be adopted in any feature combination to improve retrieval quality. The proposed approach is empirically evaluated using two benchmark datasets for image classification (a subset of the Corel dataset and Oliva and Torralba) and compared with existing approaches. The performance of the proposed approach is confirmed with the significantly improved performance in comparison with the independently evaluated baseline of the previously proposed feature fusion approaches.

Keywords: Feature fusion, image retrieval, membership function, normalization.

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7102 Network Reconfiguration for Load Balancing in Distribution System with Distributed Generation and Capacitor Placement

Authors: T. Lantharthong, N. Rugthaicharoencheep

Abstract:

This paper presents an efficient algorithm for optimization of radial distribution systems by a network reconfiguration to balance feeder loads and eliminate overload conditions. The system load-balancing index is used to determine the loading conditions of the system and maximum system loading capacity. The index value has to be minimum in the optimal network reconfiguration of load balancing. A method based on Tabu search algorithm, The Tabu search algorithm is employed to search for the optimal network reconfiguration. The basic idea behind the search is a move from a current solution to its neighborhood by effectively utilizing a memory to provide an efficient search for optimality. It presents low computational effort and is able to find good quality configurations. Simulation results for a radial 69-bus system with distributed generations and capacitors placement. The study results show that the optimal on/off patterns of the switches can be identified to give the best network reconfiguration involving balancing of feeder loads while respecting all the constraints.

Keywords: Network reconfiguration, Distributed generation Capacitor placement, Load balancing, Optimization technique

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7101 Automated Segmentation of ECG Signals using Piecewise Derivative Dynamic Time Warping

Authors: Ali Zifan, Mohammad Hassan Moradi, Sohrab Saberi, Farzad Towhidkhah

Abstract:

Electrocardiogram (ECG) segmentation is necessary to help reduce the time consuming task of manually annotating ECG-s. Several algorithms have been developed to segment the ECG automatically. We first review several of such methods, and then present a new single lead segmentation method based on Adaptive piecewise constant approximation (APCA) and Piecewise derivative dynamic time warping (PDDTW). The results are tested on the QT database. We compared our results to Laguna-s two lead method. Our proposed approach has a comparable mean error, but yields a slightly higher standard deviation than Laguna-s method.

Keywords: Adaptive Piecewise Constant Approximation, Dynamic programming, ECG segmentation, Piecewise DerivativeDynamic Time Warping.

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7100 Investigation of Short Time Scale Variation of Solar Radiation Spectrum in UV, PAR, and NIR Bands due to Atmospheric Aerosol and Water Vapor

Authors: Jackson H. W. Chang, Jedol Dayou, Justin Sentian

Abstract:

Long terms variation of solar insolation had been widely studied. However, its parallel observations in short time scale is rather lacking. This paper aims to investigate the short time scale evolution of solar radiation spectrum (UV, PAR, and NIR bands) due to atmospheric aerosols and water vapors. A total of 25 days of global and diffused solar spectrum ranges from air mass 2 to 6 were collected using ground-based spectrometer with shadowband technique. The result shows that variation of solar radiation is the least in UV fraction, followed by PAR and the most in NIR. Broader variations in PAR and NIR are associated with the short time scale fluctuations of aerosol and water vapors. The corresponding daily evolution of UV, PAR, and NIR fractions implies that aerosol and water vapors variation could also be responsible for the deviation pattern in the Langley-plot analysis.

Keywords: Aerosol, short time scale variation, solar radiation, water vapor.

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7099 A Combination of Similarity Ranking and Time for Social Research Paper Searching

Authors: P. Jomsri

Abstract:

Nowadays social media are important tools for web resource discovery. The performance and capabilities of web searches are vital, especially search results from social research paper bookmarking. This paper proposes a new algorithm for ranking method that is a combination of similarity ranking with paper posted time or CSTRank. The paper posted time is static ranking for improving search results. For this particular study, the paper posted time is combined with similarity ranking to produce a better ranking than other methods such as similarity ranking or SimRank. The retrieval performance of combination rankings is evaluated using mean values of NDCG. The evaluation in the experiments implies that the chosen CSTRank ranking by using weight score at ratio 90:10 can improve the efficiency of research paper searching on social bookmarking websites.

Keywords: combination ranking, information retrieval, time, similarity ranking, static ranking, weight score

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7098 Support Vector Machine based Intelligent Watermark Decoding for Anticipated Attack

Authors: Syed Fahad Tahir, Asifullah Khan, Abdul Majid, Anwar M. Mirza

Abstract:

In this paper, we present an innovative scheme of blindly extracting message bits from an image distorted by an attack. Support Vector Machine (SVM) is used to nonlinearly classify the bits of the embedded message. Traditionally, a hard decoder is used with the assumption that the underlying modeling of the Discrete Cosine Transform (DCT) coefficients does not appreciably change. In case of an attack, the distribution of the image coefficients is heavily altered. The distribution of the sufficient statistics at the receiving end corresponding to the antipodal signals overlap and a simple hard decoder fails to classify them properly. We are considering message retrieval of antipodal signal as a binary classification problem. Machine learning techniques like SVM is used to retrieve the message, when certain specific class of attacks is most probable. In order to validate SVM based decoding scheme, we have taken Gaussian noise as a test case. We generate a data set using 125 images and 25 different keys. Polynomial kernel of SVM has achieved 100 percent accuracy on test data.

Keywords: Bit Correct Ratio (BCR), Grid Search, Intelligent Decoding, Jackknife Technique, Support Vector Machine (SVM), Watermarking.

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7097 3-D Transient Heat Transfer Analysis of Slab Heating Characteristics in a Reheating Furnace in Hot Strip Mills

Authors: J. Y. Jang, Y. W. Lee, C. N. Lin, C. H. Wang

Abstract:

The reheating furnace is used to reheat the steel slabs before the hot-rolling process. The supported system includes the stationary/moving beams, and the skid buttons which block some thermal radiation transmitted to the bottom of the slabs. Therefore, it is important to analyze the steel slab temperature distribution during the heating period. A three-dimensional mathematical transient heat transfer model for the prediction of temperature distribution within the slab has been developed. The effects of different skid button height (H=60mm, 90mm, and 120mm) and different gap distance between two slabs (S=50mm, 75mm, and 100mm) on the slab skid mark formation and temperature profiles are investigated. Comparison with the in-situ experimental data from Steel Company in Taiwan shows that the present heat transfer model works well for the prediction of thermal behavior of the slab in the reheating furnace. It is found that the skid mark severity decreases with an increase in the skid button height. The effect of gap distance is important only for the slab edge planes, while it is insignificant for the slab central planes.

Keywords: 3-D, slab, transient heat conduction, reheating furnace, thermal radiation.

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7096 Web Based Real Time Laboratory Applications of Analog and Digital Communication Courses with Lab VIEW Access

Authors: Ayse Yayla, Aynur Akar

Abstract:

Developments in scientific and technical area cause to use new methods and techniques in education, as is the case in all fields. Especially, the internet contributes a variety of new methods to design virtual and real time laboratory applications in education. In this study, a real time virtual laboratory is designed and implemented for analog and digital communications laboratory experiments by using Lab VIEW program for Marmara University Electronics-Communication Department. In this application, students can access the virtual laboratory web site and perform their experiments without any limitation of time and location so as the students can observe the signals by changing the parameters of the experiment and evaluate the results.

Keywords: Virtual laboratory, LabVIEW, ModulationTechniques

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7095 Order Statistics-based “Anti-Bayesian“ Parametric Classification for Asymmetric Distributions in the Exponential Family

Authors: A. Thomas, B. John Oommen

Abstract:

Although the field of parametric Pattern Recognition (PR) has been thoroughly studied for over five decades, the use of the Order Statistics (OS) of the distributions to achieve this has not been reported. The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean. This must be contrasted with the Bayesian paradigm in which, if we are allowed to compare the testing sample with only a single point in the feature space from each class, the optimal strategy would be to achieve this based on the (Mahalanobis) distance from the corresponding central points, for example, the means. In [2], we showed that the results could be extended for a few symmetric distributions within the exponential family. In this paper, we attempt to extend these results significantly by considering asymmetric distributions within the exponential family, for some of which even the closed form expressions of the cumulative distribution functions are not available. These distributions include the Rayleigh, Gamma and certain Beta distributions. As in [1] and [2], the new scheme, referred to as Classification by Moments of Order Statistics (CMOS), attains an accuracy very close to the optimal Bayes’ bound, as has been shown both theoretically and by rigorous experimental testing.

Keywords: Classification using Order Statistics (OS), Exponential family, Moments of OS

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7094 Probabilistic Characteristics of older PR Frames in the Mid-America Earthquake Region

Authors: Do-Hwan Kim, Roberto Leon

Abstract:

Probabilistic characteristics of seismic responses of the Partially Restrained connection rotation (PRCR) and panel zone deformation (PZD) installed in older steel moment frames were investigated in accordance with statistical inference in decision-making process. The 4, 6 and 8 story older steel moment frames with clip angle and T-stub connections were designed and analyzed using 2%/50yrs ground motions in four cities of the Mid-America earthquake region. The probability density function and cumulative distribution function of PRCR and PZD were determined by the goodness-of-fit tests based on probabilistic parameters measured from the results of the nonlinear time-history analyses. The obtained probabilistic parameters and distributions can be used to find out what performance level mainly PR connections and panel zones satisfy and how many PR connections and panel zones experience a serious damage under the Mid-America ground motions.

Keywords: Mid-America earthquake, Panel zone, PR connection, Probabilistic characteristics, seismic performance

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7093 New Stability Analysis for Neural Networks with Time-Varying Delays

Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of asymptotically stability for neural networks with time-varying delays.By establishing a suitable Lyapunov-Krasovskii function and several novel sufficient conditions are obtained to guarantee the asymptotically stability of the considered system. Finally,two numerical examples are given to illustrate the effectiveness of the proposed main results.

Keywords: Neural networks, Lyapunov-Krasovskii, Time-varying delays, Linear matrix inequality.

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7092 Comparison of Artificial Neural Network Architectures in the Task of Tourism Time Series Forecast

Authors: João Paulo Teixeira, Paula Odete Fernandes

Abstract:

The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.

Keywords: Artificial Neural Network Architectures, time series forecast, tourism.

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7091 Diagnostic Investigation of Liftoff Time of Solid Propellant Rockets

Authors: Vignesh Rangaraj, Jerin John, N. Naveen, M. Karuppasamy Pandian, P. Sathyan, V. R. Sanal Kumar

Abstract:

In this paper parametric analytical studies have been carried out to examine the intrinsic flow physics pertaining to the liftoff time of solid propellant rockets. Idealized inert simulators of solid rockets are selected for numerical studies to examining the preignition chamber dynamics. Detailed diagnostic investigations have been carried out using an unsteady two-dimensional k-omega turbulence model. We conjectured from the numerical results that the altered variations of the igniter jet impingement angle, turbulence level, time and location of the first ignition, flame spread characteristics, the overall chamber dynamics including the boundary layer growth history are having bearing on the time for nozzle flow chocking for establishing the required thrust for the rocket liftoff. We concluded that the altered flow choking time of strap-on motors with the pre-determined identical ignition time at the lift off phase will lead to the malfunctioning of the rocket. We also concluded that, in the light of the space debris, an error in predicting the liftoff time can lead to an unfavorable launch window amounts the satellite injection errors and/or the mission failures.

Keywords: Liftoff, Nozzle Choking, Solid Rocket, Takeoff.

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7090 Copper Contamination in the Sediments of Northern Kaohsiung Harbor, Taiwan

Authors: Chiu-Wen Chen, Chih-Feng Chen, Cheng-Di Dong

Abstract:

The distribution, enrichment, accumulation, and potential ecological risk of copper (Cu) in the surface sediments of northern Kaohsiung Harbor, Taiwan were investigated. Sediment samples from 12 locations of northern Kaohsiung Harbor were collected and characterized for Cu, aluminum, water content, organic matter, total nitrogen, total phosphorous, total grease and grain size. Results showed that the Cu concentrations varied from 6.9–244 mg/kg with an average of 109±66 mg/kg. The spatial distribution of Cu reveals that the Cu concentration is relatively high in the river mouth region, and gradually diminishes toward the harbor entrance region. This indicates that upstream industrial and municipal wastewater discharges along the river bank are major sources of Cu pollution. Results from the enrichment factor and geo-accumulation index analyses imply that the sediments collected from the river mouth can be characterized between moderate and moderately severe degree enrichment and between none to medium and moderate accumulation of Cu, respectively. However, results of potential ecological risk index indicate that the sediment has low ecological potential risk.

Keywords: Accumulation, ecological risk, enrichment, copper, sediment.

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7089 Methodology for the Multi-Objective Analysis of Data Sets in Freight Delivery

Authors: Dale Dzemydiene, Aurelija Burinskiene, Arunas Miliauskas, Kristina Ciziuniene

Abstract:

Data flow and the purpose of reporting the data are different and dependent on business needs. Different parameters are reported and transferred regularly during freight delivery. This business practices form the dataset constructed for each time point and contain all required information for freight moving decisions. As a significant amount of these data is used for various purposes, an integrating methodological approach must be developed to respond to the indicated problem. The proposed methodology contains several steps: (1) collecting context data sets and data validation; (2) multi-objective analysis for optimizing freight transfer services. For data validation, the study involves Grubbs outliers analysis, particularly for data cleaning and the identification of statistical significance of data reporting event cases. The Grubbs test is often used as it measures one external value at a time exceeding the boundaries of standard normal distribution. In the study area, the test was not widely applied by authors, except when the Grubbs test for outlier detection was used to identify outsiders in fuel consumption data. In the study, the authors applied the method with a confidence level of 99%. For the multi-objective analysis, the authors would like to select the forms of construction of the genetic algorithms, which have more possibilities to extract the best solution. For freight delivery management, the schemas of genetic algorithms' structure are used as a more effective technique. Due to that, the adaptable genetic algorithm is applied for the description of choosing process of the effective transportation corridor. In this study, the multi-objective genetic algorithm methods are used to optimize the data evaluation and select the appropriate transport corridor. The authors suggest a methodology for the multi-objective analysis, which evaluates collected context data sets and uses this evaluation to determine a delivery corridor for freight transfer service in the multi-modal transportation network. In the multi-objective analysis, authors include safety components, the number of accidents a year, and freight delivery time in the multi-modal transportation network. The proposed methodology has practical value in the management of multi-modal transportation processes.

Keywords: Multi-objective decision support, analysis, data validation, freight delivery, multi-modal transportation, genetic programming methods.

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7088 The Investigation of the Role of Institutions in the Process of Growth and Development of Economy

Authors: Seyed Mohammad Reza Hosseini

Abstract:

The new institutional Economics helps generalization and expansion of new classic by adding the institution theories to Economic. It is clear that the appropriate institution is among the factors that lead to success in Economic programs. If the institutional are appropriate, the society will save the source and when we make use of time to apply the program, there will be welfare and average revenue product will also increase. In Economy, one should not expect the real manifestation of Economic programs only with a model for estimating and predicting rather institutions of the same purpose and along with production are needed to form the process of growth and development costs. In this research, the institution role in transaction costs, financial markets, distribution of revenue and capital and its influence on the process of growth and development are investigated so that handicaps and problems of Iran Economic Institutions can be recognized. In other words, incapability, non productivity and ambiguity of the institution in Iran Economic are some of the factors that handicap Economic growth and development. For example, Iran government as an important institution while having 20 ministries,83 organizations and 60 years of programming could not go along the growth and development but why?

Keywords: Institution, New institutional economics, Transaction costs.

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7087 Stability Verification for Bilateral Teleoperation System with Variable Time Delay

Authors: M. Sallam, A. Ramadan, M. Fanni, M. Abdellatif

Abstract:

Time delay in bilateral teleoperation system was introduced as a sufficient reason to make the system unstable or certainly degrade the system performance. In this paper, simulations and experimental results of implementing p-like control scheme, under different ranges of variable time delay, will be presented to verify a certain criteria, which guarantee the system stability and position tracking. The system consists of two Phantom premium 1.5A devices. One of them acts as a master and the other acts as a slave. The study includes deriving the Phantom kinematic and dynamic model, establishing the link between the two Phantoms over Simulink in Matlab, and verifying the stability criteria with simulations and real experiments.

Keywords: bilateral teleoperation, Phantom premium 1.5, varying time delay

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7086 An Hybrid Approach for Loss Reduction in Distribution Systems using Harmony Search Algorithm

Authors: R. Srinivasa Rao

Abstract:

Individually Network reconfiguration or Capacitor control perform well in minimizing power loss and improving voltage profile of the distribution system. But for heavy reactive power loads network reconfiguration and for heavy active power loads capacitor placement can not effectively reduce power loss and enhance voltage profiles in the system. In this paper, an hybrid approach that combine network reconfiguration and capacitor placement using Harmony Search Algorithm (HSA) is proposed to minimize power loss reduction and improve voltage profile. The proposed approach is tested on standard IEEE 33 and 16 bus systems. Computational results show that the proposed hybrid approach can minimize losses more efficiently than Network reconfiguration or Capacitor control. The results of proposed method are also compared with results obtained by Simulated Annealing (SA). The proposed method has outperformed in terms of the quality of solution compared to SA.

Keywords: Capacitor Control, Network Reconfiguration, HarmonySearch Algorithm, Loss Reduction, Voltage Profile.

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7085 Evolving Knowledge Extraction from Online Resources

Authors: Zhibo Xiao, Tharini Nayanika de Silva, Kezhi Mao

Abstract:

In this paper, we present an evolving knowledge extraction system named AKEOS (Automatic Knowledge Extraction from Online Sources). AKEOS consists of two modules, including a one-time learning module and an evolving learning module. The one-time learning module takes in user input query, and automatically harvests knowledge from online unstructured resources in an unsupervised way. The output of the one-time learning is a structured vector representing the harvested knowledge. The evolving learning module automatically schedules and performs repeated one-time learning to extract the newest information and track the development of an event. In addition, the evolving learning module summarizes the knowledge learned at different time points to produce a final knowledge vector about the event. With the evolving learning, we are able to visualize the key information of the event, discover the trends, and track the development of an event.

Keywords: Evolving learning, knowledge extraction, knowledge graph, text mining.

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7084 Automated ECG Segmentation Using Piecewise Derivative Dynamic Time Warping

Authors: Ali Zifan, Sohrab Saberi, Mohammad Hassan Moradi, Farzad Towhidkhah

Abstract:

Electrocardiogram (ECG) segmentation is necessary to help reduce the time consuming task of manually annotating ECG's. Several algorithms have been developed to segment the ECG automatically. We first review several of such methods, and then present a new single lead segmentation method based on Adaptive piecewise constant approximation (APCA) and Piecewise derivative dynamic time warping (PDDTW). The results are tested on the QT database. We compared our results to Laguna's two lead method. Our proposed approach has a comparable mean error, but yields a slightly higher standard deviation than Laguna's method.

Keywords: Adaptive Piecewise Constant Approximation, Dynamic programming, ECG segmentation, Piecewise Derivative Dynamic Time Warping.

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7083 The Effects of Misspecification of Stochastic Processes on Investment Appraisal

Authors: George Yungchih Wang

Abstract:

For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.

Keywords: GBM, real options, investment trigger, misspecification, collection lags

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7082 Improved Technique of Non-viral Gene Delivery into Cancer Cells

Authors: D. Vainauska, S. Kozireva, A. Karpovs, M. Chistyakovs, M. Baryshev

Abstract:

Liposomal magnetofection is a simple, highly efficient technology for cell transfection, demonstrating better outcome than a number of other common gene delivery methods. However, aggregate complexes distribution over the cell surface is non-uniform due to the gradient of the permanent magnetic field. The aim of this study was to estimate the efficiency of liposomal magnetofection for prostate carcinoma PC3 cell line using newly designed device, “DynaFECTOR", ensuring magnetofection in a dynamic gradient magnetic field. Liposomal magnetofection in a dynamic gradient magnetic field demonstrated the highest transfection efficiency for PC3 cells – it increased for 21% in comparison with liposomal magnetofection and for 42% in comparison with lipofection alone. The optimal incubation time under dynamic magnetic field for PC3 cell line was 5 minutes and the optimal rotation frequency of magnets – 5 rpm. The new approach also revealed lower cytotoxic effect to cells than liposomal magnetofection.

Keywords: Dynamic gradient magnetic field, gene delivery, liposomal magnetofection, prostate cancer cell line

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7081 Typical Day Prediction Model for Output Power and Energy Efficiency of a Grid-Connected Solar Photovoltaic System

Authors: Yan Su, L. C. Chan

Abstract:

A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.

Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.

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7080 A Technique for Reachability Graph Generation for the Petri Net Models of Parallel Processes

Authors: Farooq Ahmad, Hejiao Huang, Xiaolong Wang

Abstract:

Reachability graph (RG) generation suffers from the problem of exponential space and time complexity. To alleviate the more critical problem of time complexity, this paper presents the new approach for RG generation for the Petri net (PN) models of parallel processes. Independent RGs for each parallel process in the PN structure are generated in parallel and cross-product of these RGs turns into the exhaustive state space from which the RG of given parallel system is determined. The complexity analysis of the presented algorithm illuminates significant decrease in the time complexity cost of RG generation. The proposed technique is applicable to parallel programs having multiple threads with the synchronization problem.

Keywords: Parallel processes, Petri net, reachability graph, time complexity.

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7079 Family Communication Patterns between Muslim and Santal Communities in Rural Bangladesh: A Cross-Cultural Perspective

Authors: Md. Emaj Uddin

Abstract:

This study compares family communication patterns in association with family socio-cultural status, especially marriage and family pattern, and couples- socio-economic status between Muslim and Santal communities in rural Bangladesh. A total of 288 couples, 145 couples from the Muslim and 143 couples from the Santal were randomly selected through cluster sampling procedure from Kalna village situated in Tanore Upazila of Rajshahi district of Bangladesh, where both the communities dwell as neighbors. In order to collect data from the selected samples, interview method with semistructural questionnaire schedule was applied. The responses given by the respondents were analyzed by Pearson-s chi-squire test and bivariate correlation techniques. The results of Pearson-s chi-squire test revealed that family communication patterns (X2= 25. 90, df= 2, p<0.01, p>0.05) were significantly different between the Muslim and Santal communities. In addition, Spearman-s bivariate correlation coefficients suggested that among the exogenous factors, family type (rs=.135, p<0.05) and occupation of both husband (rs= .197, p<0.01) and wife (rs= .265, p<0.01) were significantly positive associations, and marital arrangement (rs= -.177, p<0.01), education of husband (rs= -.108, p<0.05) and wife (rs= -.142, p<0.01 & p<0.05), and family income (rs= -.164, p<0.01) were significantly negative relations with the family communication patterns followed between the two communities, although age difference between husband and wife, family head and residence patterns were not significant relations with ones.

Keywords: Bangladesh, Cross-Cultural Comparison, Family Communication Patterns, Family Socio-Cultural Status, Muslim, Santal.

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7078 Estimation of Time -Varying Linear Regression with Unknown Time -Volatility via Continuous Generalization of the Akaike Information Criterion

Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

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