Search results for: vector error correction model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8825

Search results for: vector error correction model.

7895 Determining the Direction of Causality between Creating Innovation and Technology Market

Authors: Liubov Evstigneeva

Abstract:

In this paper an attempt is made to establish causal nexuses between innovation and international trade in Russia. The topicality of this issue is determined by the necessity of choosing policy instruments for economic modernization and transition to innovative development. The vector auto regression (VAR) model and Granger test are applied for the Russian monthly data from 2005 until the second quartile of 2015. Both lagged import and export at the national level cause innovation, the latter starts to stimulate foreign trade since it is a remote lag. In comparison to aggregate data, the results by patent’s categories are more diverse. Importing technologies from foreign countries stimulates patent activity, while innovations created in Russia are only Granger causality for import to Commonwealth of Independent States.

Keywords: Export, import, innovation, patents.

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7894 Fast Cosine Transform to Increase Speed-up and Efficiency of Karhunen-Loève Transform for Lossy Image Compression

Authors: Mario Mastriani, Juliana Gambini

Abstract:

In this work, we present a comparison between two techniques of image compression. In the first case, the image is divided in blocks which are collected according to zig-zag scan. In the second one, we apply the Fast Cosine Transform to the image, and then the transformed image is divided in blocks which are collected according to zig-zag scan too. Later, in both cases, the Karhunen-Loève transform is applied to mentioned blocks. On the other hand, we present three new metrics based on eigenvalues for a better comparative evaluation of the techniques. Simulations show that the combined version is the best, with minor Mean Absolute Error (MAE) and Mean Squared Error (MSE), higher Peak Signal to Noise Ratio (PSNR) and better image quality. Finally, new technique was far superior to JPEG and JPEG2000.

Keywords: Fast Cosine Transform, image compression, JPEG, JPEG2000, Karhunen-Loève Transform, zig-zag scan.

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7893 Improved Torque Control of Electrical Load Simulator with Parameters and State Estimation

Authors: Nasim Ullah, Shaoping Wang

Abstract:

ELS is an important ground based hardware in the loop simulator used for aerodynamics torque loading experiments of the actuators under test. This work focuses on improvement of the transient response of torque controller with parameters uncertainty of Electrical Load Simulator (ELS).The parameters of load simulator are estimated online and the model is updated, eliminating the model error and improving the steady state torque tracking response of torque controller. To improve the Transient control performance the gain of robust term of SMC is updated online using fuzzy logic system based on the amount of uncertainty in parameters of load simulator. The states of load simulator which cannot be measured directly are estimated using luenberger observer with update of new estimated parameters. The stability of the control scheme is verified using Lyapunov theorem. The validity of proposed control scheme is verified using simulations.

Keywords: ELS, Observer, Transient Performance, SMC, Extra Torque, Fuzzy Logic.

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7892 Artificial Intelligent Approach for Machining Titanium Alloy in a Nonconventional Process

Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama

Abstract:

Artificial neural networks (ANN) are used in distinct researching fields and professions, and are prepared by cooperation of scientists in different fields such as computer engineering, electronic, structure, biology and so many different branches of science. Many models are built correlating the parameters and the outputs in electrical discharge machining (EDM) concern for different types of materials. Up till now model for Ti-5Al-2.5Sn alloy in the case of electrical discharge machining performance characteristics has not been developed. Therefore, in the present work, it is attempted to generate a model of material removal rate (MRR) for Ti-5Al-2.5Sn material by means of Artificial Neural Network. The experimentation is performed according to the design of experiment (DOE) of response surface methodology (RSM). To generate the DOE four parameters such as peak current, pulse on time, pulse off time and servo voltage and one output as MRR are considered. Ti-5Al-2.5Sn alloy is machined with positive polarity of copper electrode. Finally the developed model is tested with confirmation test. The confirmation test yields an error as within the agreeable limit. To investigate the effect of the parameters on performance sensitivity analysis is also carried out which reveals that the peak current having more effect on EDM performance.

Keywords: Ti-5Al-2.5Sn, material removal rate, copper tungsten, positive polarity, artificial neural network, multi-layer perceptron.

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7891 On Chvátal’s Conjecture for the Hamiltonicity of 1-Tough Graphs and Their Complements

Authors: Shin-Shin Kao, Yuan-Kang Shih, Hsun Su

Abstract:

In this paper, we show that the conjecture of Chv tal, which states that any 1-tough graph is either a Hamiltonian graph or its complement contains a specific graph denoted by F, does not hold in general. More precisely, it is true only for graphs with six or seven vertices, and is false for graphs with eight or more vertices. A theorem is derived as a correction for the conjecture.

Keywords: Complement, degree sum, Hamiltonian, tough.

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7890 Underwriting Risks as Determinants of Insurance Cycles: Case of Croatia

Authors: D. Jakovčević, M. Mihelja Žaja

Abstract:

The purpose of this paper is to analyze the influence and relative share of underwriting risks in explaining the variation in insurance cycles in subsequent periods. Through the insurance contracts they underwrite, insurance companies assume risks. Underwriting risks include pricing risk, reserve risk, reinsurance risk and occurrence risk. These risks pose major risks for property and liability insurers, and therefore their impact on the insurance cycle is important. The main goal of this paper is to determine the relative proportion of underwriting risks in explaining the variation of insurance cycle. In order to fulfill the main goal of the paper vector autoregressive model, VAR, will be applied.

Keywords: Insurance cycle, insurance risks, combined ratio, Republic of Croatia.

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7889 Alternative Convergence Analysis for a Kind of Singularly Perturbed Boundary Value Problems

Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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7888 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7887 The Relative Efficiency Based on the MSE in Generalized Ridge Estimate

Authors: Chao Yuan, Bao Guang Tian

Abstract:

A relative efficiency is defined as Ridge Estimate in the general linear model. The relative efficiency is based on the Mean square error. In this paper, we put forward a parameter of Ridge Estimate and discussions are made on the relative efficiency between the ridge estimation and the General Ridge Estimate. Eventually, this paper proves that the estimation is better than the general ridge estimate, which is based on the MSE.

Keywords: Ridge estimate, generalized ridge estimate, MSE, relative efficiency.

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7886 Detecting Earnings Management via Statistical and Neural Network Techniques

Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

Abstract:

Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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7885 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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7884 MMSE Based Beamforming for Chip Interleaved CDMA in Aeronautical Mobile Radio Channel

Authors: Sherif K. El Dyasti, Esam A. Hagras, Adel E. El-Hennawy

Abstract:

This paper addresses the performance of antenna array beamforming on Chip-Interleaved Code Division Multiple Access (CI_CDMA) system based on Minimum Mean Square Error (MMSE) detector in aeronautical mobile radio channel. Multipath fading, Doppler shifts caused by the speed of the aircraft, and Multiple Access Interference (MAI) are the most important reasons that affect and reduce the performance of aeronautical system. In this paper we suggested the CI-CDMA with antenna array to combat this fading and improve the bit error rate (BER) performance. We further evaluate the performance of the proposed system in the four standard scenarios in aeronautical mobile radio channel.

Keywords: Aeronautical Channel, CI-CDMA, Beamforming.

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7883 Nonparametric Control Chart Using Density Weighted Support Vector Data Description

Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek

Abstract:

In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.

Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)

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7882 An Adaptive Cooperative Scheme for Reliability of Transmission Using STBC and CDD in Wireless Communications

Authors: Hyun-Jun Shin, Jae-Jeong Kim, Hyoung-Kyu Song

Abstract:

In broadcasting and cellular system, a cooperative  scheme is proposed for the improvement of performance of bit error  rate. Up to date, the coverage of broadcasting system coexists with the  coverage of cellular system. Therefore each user in a cellular coverage  is frequently involved in a broadcasting coverage. The proposed  cooperative scheme is derived from the shared areas. The users receive  signals from both broadcasting station and cellular station. The  proposed scheme selects a cellular base station of a worse channel to  achieve better performance of bit error rate in cooperation. The  performance of the proposed scheme is evaluated in fading channel.

Keywords: Cooperative communication, diversity, STBC, CDD, channel condition, broadcasting system, cellular system.

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7881 Low-Complexity Channel Estimation Algorithm for MIMO-OFDM Systems

Authors: Ali Beydoun, Hamzé H. Alaeddine

Abstract:

One of the main challenges in MIMO-OFDM system to achieve the expected performances in terms of data rate and robustness against multi-path fading channels is the channel estimation. Several methods were proposed in the literature based on either least square (LS) or minimum mean squared error (MMSE) estimators. These methods present high implementation complexity as they require the inversion of large matrices. In order to overcome this problem and to reduce the complexity, this paper presents a solution that benefits from the use of the STBC encoder and transforms the channel estimation process into a set of simple linear operations. The proposed method is evaluated via simulation in AWGN-Rayleigh fading channel. Simulation results show a maximum reduction of 6.85% of the bit error rate (BER) compared to the one obtained with the ideal case where the receiver has a perfect knowledge of the channel.

Keywords: Channel estimation, MIMO, OFDM, STBC, CAZAC sequence.

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7880 Developing New Processes and Optimizing Performance Using Response Surface Methodology

Authors: S. Raissi

Abstract:

Response surface methodology (RSM) is a very efficient tool to provide a good practical insight into developing new process and optimizing them. This methodology could help engineers to raise a mathematical model to represent the behavior of system as a convincing function of process parameters. Through this paper the sequential nature of the RSM surveyed for process engineers and its relationship to design of experiments (DOE), regression analysis and robust design reviewed. The proposed four-step procedure in two different phases could help system analyst to resolve the parameter design problem involving responses. In order to check accuracy of the designed model, residual analysis and prediction error sum of squares (PRESS) described. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with one or more responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Response Surface Methodology (RSM), Design of Experiments (DOE), Process modeling, Process setting, Process optimization.

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7879 Superior Performances of the Neural Network on the Masses Lesions Classification through Morphological Lesion Differences

Authors: U. Bottigli, R.Chiarucci, B. Golosio, G.L. Masala, P. Oliva, S.Stumbo, D.Cascio, F. Fauci, M. Glorioso, M. Iacomi, R. Magro, G. Raso

Abstract:

Purpose of this work is to develop an automatic classification system that could be useful for radiologists in the breast cancer investigation. The software has been designed in the framework of the MAGIC-5 collaboration. In an automatic classification system the suspicious regions with high probability to include a lesion are extracted from the image as regions of interest (ROIs). Each ROI is characterized by some features based generally on morphological lesion differences. A study in the space features representation is made and some classifiers are tested to distinguish the pathological regions from the healthy ones. The results provided in terms of sensitivity and specificity will be presented through the ROC (Receiver Operating Characteristic) curves. In particular the best performances are obtained with the Neural Networks in comparison with the K-Nearest Neighbours and the Support Vector Machine: The Radial Basis Function supply the best results with 0.89 ± 0.01 of area under ROC curve but similar results are obtained with the Probabilistic Neural Network and a Multi Layer Perceptron.

Keywords: Neural Networks, K-Nearest Neighbours, Support Vector Machine, Computer Aided Detection

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7878 Machine Learning for Music Aesthetic Annotation Using MIDI Format: A Harmony-Based Classification Approach

Authors: Lin Yang, Zhian Mi, Jiacheng Xiao, Rong Li

Abstract:

Swimming with the tide of deep learning, the field of music information retrieval (MIR) experiences parallel development and a sheer variety of feature-learning models has been applied to music classification and tagging tasks. Among those learning techniques, the deep convolutional neural networks (CNNs) have been widespreadly used with better performance than the traditional approach especially in music genre classification and prediction. However, regarding the music recommendation, there is a large semantic gap between the corresponding audio genres and the various aspects of a song that influence user preference. In our study, aiming to bridge the gap, we strive to construct an automatic music aesthetic annotation model with MIDI format for better comparison and measurement of the similarity between music pieces in the way of harmonic analysis. We use the matrix of qualification converted from MIDI files as input to train two different classifiers, support vector machine (SVM) and Decision Tree (DT). Experimental results in performance of a tag prediction task have shown that both learning algorithms are capable of extracting high-level properties in an end-to end manner from music information. The proposed model is helpful to learn the audience taste and then the resulting recommendations are likely to appeal to a niche consumer.

Keywords: Harmonic analysis, machine learning, music classification and tagging, MIDI.

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7877 Clustering Based Formulation for Short Term Load Forecasting

Authors: Ajay Shekhar Pandey, D. Singh, S. K. Sinha

Abstract:

A clustering based technique has been developed and implemented for Short Term Load Forecasting, in this article. Formulation has been done using Mean Absolute Percentage Error (MAPE) as an objective function. Data Matrix and cluster size are optimization variables. Model designed, uses two temperature variables. This is compared with six input Radial Basis Function Neural Network (RBFNN) and Fuzzy Inference Neural Network (FINN) for the data of the same system, for same time period. The fuzzy inference system has the network structure and the training procedure of a neural network which initially creates a rule base from existing historical load data. It is observed that the proposed clustering based model is giving better forecasting accuracy as compared to the other two methods. Test results also indicate that the RBFNN can forecast future loads with accuracy comparable to that of proposed method, where as the training time required in the case of FINN is much less.

Keywords: Load forecasting, clustering, fuzzy inference.

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7876 Evaluation of the Impact of Dataset Characteristics for Classification Problems in Biological Applications

Authors: Kanthida Kusonmano, Michael Netzer, Bernhard Pfeifer, Christian Baumgartner, Klaus R. Liedl, Armin Graber

Abstract:

Availability of high dimensional biological datasets such as from gene expression, proteomic, and metabolic experiments can be leveraged for the diagnosis and prognosis of diseases. Many classification methods in this area have been studied to predict disease states and separate between predefined classes such as patients with a special disease versus healthy controls. However, most of the existing research only focuses on a specific dataset. There is a lack of generic comparison between classifiers, which might provide a guideline for biologists or bioinformaticians to select the proper algorithm for new datasets. In this study, we compare the performance of popular classifiers, which are Support Vector Machine (SVM), Logistic Regression, k-Nearest Neighbor (k-NN), Naive Bayes, Decision Tree, and Random Forest based on mock datasets. We mimic common biological scenarios simulating various proportions of real discriminating biomarkers and different effect sizes thereof. The result shows that SVM performs quite stable and reaches a higher AUC compared to other methods. This may be explained due to the ability of SVM to minimize the probability of error. Moreover, Decision Tree with its good applicability for diagnosis and prognosis shows good performance in our experimental setup. Logistic Regression and Random Forest, however, strongly depend on the ratio of discriminators and perform better when having a higher number of discriminators.

Keywords: Classification, High dimensional data, Machine learning

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7875 A New Correlation for Overall Sherwood Number in Packed Liquid-Liquid Extraction Column

Authors: S. GhaffariTooran, H. Abolghasemi, H. Bahmanyar, M. Esmaeili, A. Safari

Abstract:

Using plug flow model in conjunction with experimental solute concentration profiles, overall volumetric mass transfer coefficient based on continuous phase (Koca), in a packed liquid-liquid extraction column has been optimized. Number of 12 experiments has been done using standard system of water/acid acetic/toluene in a 6 cm diameter, 120 cm height column. Thorough consideration of influencing parameters we intended to correlate dimensionless parameters in term of overall Sherwood number which has an acceptable average error of about 15.8%.

Keywords: Packed column, mass transfer coefficient, solvent extraction, Sherwood number.

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7874 Application of Gamma Frailty Model in Survival of Liver Cirrhosis Patients

Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

Abstract:

Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: Frailty model, latent variables, liver cirrhosis, parametric distribution.

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7873 Error Propagation of the Hidden-Point Bar Method: Effect of Bar Geometry

Authors: Said M. Easa, Ahmed Shaker

Abstract:

The hidden-point bar method is useful in many surveying applications. The method involves determining the coordinates of a hidden point as a function of horizontal and vertical angles measured to three fixed points on the bar. Using these measurements, the procedure involves calculating the slant angles, the distances from the station to the fixed points, the coordinates of the fixed points, and then the coordinates of the hidden point. The propagation of the measurement errors in this complex process has not been fully investigated in the literature. This paper evaluates the effect of the bar geometry on the position accuracy of the hidden point which depends on the measurement errors of the horizontal and vertical angles. The results are used to establish some guidelines regarding the inclination angle of the bar and the location of the observed points that provide the best accuracy.

Keywords: Hidden point, accuracy, error propagation, surveying, evaluation, simulation, geometry.

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7872 A Compact Pi Network for Reducing Bit Error Rate in Dispersive FIR Channel Noise Model

Authors: Kavita Burse, R.N. Yadav, S.C. Shrivastava, Vishnu Pratap Singh Kirar

Abstract:

During signal transmission, the combined effect of the transmitter filter, the transmission medium, and additive white Gaussian noise (AWGN) are included in the channel which distort and add noise to the signal. This causes the well defined signal constellation to spread causing errors in bit detection. A compact pi neural network with minimum number of nodes is proposed. The replacement of summation at each node by multiplication results in more powerful mapping. The resultant pi network is tested on six different channels.

Keywords: Additive white Gaussian noise, digitalcommunication system, multiplicative neuron, Pi neural network.

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7871 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7870 Classifying Biomedical Text Abstracts based on Hierarchical 'Concept' Structure

Authors: Rozilawati Binti Dollah, Masaki Aono

Abstract:

Classifying biomedical literature is a difficult and challenging task, especially when a large number of biomedical articles should be organized into a hierarchical structure. In this paper, we present an approach for classifying a collection of biomedical text abstracts downloaded from Medline database with the help of ontology alignment. To accomplish our goal, we construct two types of hierarchies, the OHSUMED disease hierarchy and the Medline abstract disease hierarchies from the OHSUMED dataset and the Medline abstracts, respectively. Then, we enrich the OHSUMED disease hierarchy before adapting it to ontology alignment process for finding probable concepts or categories. Subsequently, we compute the cosine similarity between the vector in probable concepts (in the “enriched" OHSUMED disease hierarchy) and the vector in Medline abstract disease hierarchies. Finally, we assign category to the new Medline abstracts based on the similarity score. The results obtained from the experiments show the performance of our proposed approach for hierarchical classification is slightly better than the performance of the multi-class flat classification.

Keywords: Biomedical literature, hierarchical text classification, ontology alignment, text mining.

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7869 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

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.

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7868 One Hour Ahead Load Forecasting Using Artificial Neural Network for the Western Area of Saudi Arabia

Authors: A. J. Al-Shareef, E. A. Mohamed, E. Al-Judaibi

Abstract:

Load forecasting has become in recent years one of the major areas of research in electrical engineering. Most traditional forecasting models and artificial intelligence neural network techniques have been tried out in this task. Artificial neural networks (ANN) have lately received much attention, and a great number of papers have reported successful experiments and practical tests. This article presents the development of an ANN-based short-term load forecasting model with improved generalization technique for the Regional Power Control Center of Saudi Electricity Company, Western Operation Area (SEC-WOA). The proposed ANN is trained with weather-related data and historical electric load-related data using the data from the calendar years 2001, 2002, 2003, and 2004 for training. The model tested for one week at five different seasons, typically, winter, spring, summer, Ramadan and fall seasons, and the mean absolute average error for one hour-ahead load forecasting found 1.12%.

Keywords: Artificial neural networks, short-term load forecasting, back propagation.

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7867 A Simple Constellation Precoding Technique over MIMO-OFDM Systems

Authors: Fuh-Hsin Hwang, Tsui-Tsai Lin, Chih-Wen Chan, Cheng-Yuan Chang

Abstract:

This paper studies the design of a simple constellation precoding for a multiple-input multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) system over Rayleigh fading channels where OFDM is used to keep the diversity replicas orthogonal and reduce ISI effects. A multi-user environment with K synchronous co-channel users is considered. The proposed scheme provides a bandwidth efficient transmission for individual users by increasing the system throughput. In comparison with the existing coded MIMO-OFDM schemes, the precoding technique is designed under the consideration of its low implementation complexity while providing a comparable error performance to the existing schemes. Analytic and simulation results have been presented to show the distinguished error performance.

Keywords: coded modulation, diversity technique, OFDM, MIMO, constellation precoding

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7866 Nonlinear Estimation Model for Rail Track Deterioration

Authors: M. Karimpour, L. Hitihamillage, N. Elkhoury, S. Moridpour, R. Hesami

Abstract:

Rail transport authorities around the world have been facing a significant challenge when predicting rail infrastructure maintenance work for a long period of time. Generally, maintenance monitoring and prediction is conducted manually. With the restrictions in economy, the rail transport authorities are in pursuit of improved modern methods, which can provide precise prediction of rail maintenance time and location. The expectation from such a method is to develop models to minimize the human error that is strongly related to manual prediction. Such models will help them in understanding how the track degradation occurs overtime under the change in different conditions (e.g. rail load, rail type, rail profile). They need a well-structured technique to identify the precise time that rail tracks fail in order to minimize the maintenance cost/time and secure the vehicles. The rail track characteristics that have been collected over the years will be used in developing rail track degradation prediction models. Since these data have been collected in large volumes and the data collection is done both electronically and manually, it is possible to have some errors. Sometimes these errors make it impossible to use them in prediction model development. This is one of the major drawbacks in rail track degradation prediction. An accurate model can play a key role in the estimation of the long-term behavior of rail tracks. Accurate models increase the track safety and decrease the cost of maintenance in long term. In this research, a short review of rail track degradation prediction models has been discussed before estimating rail track degradation for the curve sections of Melbourne tram track system using Adaptive Network-based Fuzzy Inference System (ANFIS) model.

Keywords: ANFIS, MGT, Prediction modeling, rail track degradation.

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