Search results for: Data delivery
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7763

Search results for: Data delivery

6773 Unstructured-Data Content Search Based on Optimized EEG Signal Processing and Multi-Objective Feature Extraction

Authors: Qais M. Yousef, Yasmeen A. Alshaer

Abstract:

Over the last few years, the amount of data available on the globe has been increased rapidly. This came up with the emergence of recent concepts, such as the big data and the Internet of Things, which have furnished a suitable solution for the availability of data all over the world. However, managing this massive amount of data remains a challenge due to their large verity of types and distribution. Therefore, locating the required file particularly from the first trial turned to be a not easy task, due to the large similarities of names for different files distributed on the web. Consequently, the accuracy and speed of search have been negatively affected. This work presents a method using Electroencephalography signals to locate the files based on their contents. Giving the concept of natural mind waves processing, this work analyses the mind wave signals of different people, analyzing them and extracting their most appropriate features using multi-objective metaheuristic algorithm, and then classifying them using artificial neural network to distinguish among files with similar names. The aim of this work is to provide the ability to find the files based on their contents using human thoughts only. Implementing this approach and testing it on real people proved its ability to find the desired files accurately within noticeably shorter time and retrieve them as a first choice for the user.

Keywords: Artificial intelligence, data contents search, human active memory, mind wave, multi-objective optimization.

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6772 IT Workforce Enablement – How Cloud Computing Changes the Competence Mix of the IT Workforce

Authors: Dominik Krimpmann

Abstract:

Cloud computing has provided the impetus for change in the demand, sourcing, and consumption of IT-enabled services. The technology developed from an emerging trend towards a ‘musthave’. Many organizations harnessed on the quick-wins of cloud computing within the last five years but nowadays reach a plateau when it comes to sustainable savings and performance. This study aims to investigate what is needed from an organizational perspective to make cloud computing a sustainable success. The study was carried out in Germany among senior IT professionals, both in management and delivery positions. Our research shows that IT executives must be prepared to realign their IT workforce to sustain the advantage of cloud computing for today and the near future. While new roles will undoubtedly emerge, roles alone cannot ensure the success of cloud deployments. What is needed is a change in the IT workforce’s business behaviour, or put more simply, the ways in which the IT personnel works. It gives clear guidance on which dimensions of an employees’ working behaviour need to be adapted. The practical implications are drawn from a series of semi-structured interviews, resulting in a high-level workforce enablement plan. Lastly, it elaborates on tools and gives clear guidance on which pitfalls might arise along the proposed workforce enablement process.

Keywords: Cloud Computing, Organization Design, Organizational Change, Workforce Enablement.

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6771 A Modified AES Based Algorithm for Image Encryption

Authors: M. Zeghid, M. Machhout, L. Khriji, A. Baganne, R. Tourki

Abstract:

With the fast evolution of digital data exchange, security information becomes much important in data storage and transmission. Due to the increasing use of images in industrial process, it is essential to protect the confidential image data from unauthorized access. In this paper, we analyze the Advanced Encryption Standard (AES), and we add a key stream generator (A5/1, W7) to AES to ensure improving the encryption performance; mainly for images characterised by reduced entropy. The implementation of both techniques has been realized for experimental purposes. Detailed results in terms of security analysis and implementation are given. Comparative study with traditional encryption algorithms is shown the superiority of the modified algorithm.

Keywords: Cryptography, Encryption, Advanced EncryptionStandard (AES), ECB mode, statistical analysis, key streamgenerator.

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6770 Incremental Mining of Shocking Association Patterns

Authors: Eiad Yafi, Ahmed Sultan Al-Hegami, M. A. Alam, Ranjit Biswas

Abstract:

Association rules are an important problem in data mining. Massively increasing volume of data in real life databases has motivated researchers to design novel and incremental algorithms for association rules mining. In this paper, we propose an incremental association rules mining algorithm that integrates shocking interestingness criterion during the process of building the model. A new interesting measure called shocking measure is introduced. One of the main features of the proposed approach is to capture the user background knowledge, which is monotonically augmented. The incremental model that reflects the changing data and the user beliefs is attractive in order to make the over all KDD process more effective and efficient. We implemented the proposed approach and experiment it with some public datasets and found the results quite promising.

Keywords: Knowledge discovery in databases (KDD), Data mining, Incremental Association rules, Domain knowledge, Interestingness, Shocking rules (SHR).

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6769 Zero Inflated Strict Arcsine Regression Model

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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6768 Comparison of Different k-NN Models for Speed Prediction in an Urban Traffic Network

Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.

Keywords: Big data, k-NN, machine learning, traffic speed prediction.

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6767 Chitosan Nanoparticle as a Novel Delivery System for A/H1n1 Influenza Vaccine: Safe Property and Immunogenicity in Mice

Authors: Nguyen Anh Dzung, Nguyen Thi Ngoc Hà, Dang Thi Hong Van, Nguyen Thi Lan Phuong, Nguyen Thi Nhu Quynh, Dinh Minh Hiep, Le Van Hiep

Abstract:

The aims of this paper are to study the efficacy of chitosan nanoparticles in stimulating specific antibody against A/H1N1 influenza antigen in mice. Chitosan nanoparticles (CSN) were characterized by TEM. The results showed that the average size of CSN was from 80nm to 106nm. The efficacy of A/H1N1 influenza vaccine loaded on the surface of CSN showed that loading efficiency of A/H1N1 influenza antigen on CSN was from 93.75 to 100%. Safe property of the vaccine were tested. In 10 days post vaccination, group of CSN 30 kDa and 300 kDa loaded A/H1N1 influenza antigen were the rate of immune response on mice to be 100% (9/9) higher than Al(OH)3 and other adjuvant. 100% mice in the experiment of all groups had immune response in 20 days post vaccination. The results also showed that HI titer of the group using CSN 300 kDa as an adjuvant increased significantly up to 3971 HIU, over three-fold higher than the Al(OH)3 adjuvant, chitosan (CS), and one hundredfold than the A/H1N1 antigen only. Stability of the vaccine formulation was investigated.

Keywords: Chitosan nanoparticles, A/H1N1 influenza antigen, vaccine, immunogenicity, adjuvant, antibody titer

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6766 GA Based Optimal Feature Extraction Method for Functional Data Classification

Authors: Jun Wan, Zehua Chen, Yingwu Chen, Zhidong Bai

Abstract:

Classification is an interesting problem in functional data analysis (FDA), because many science and application problems end up with classification problems, such as recognition, prediction, control, decision making, management, etc. As the high dimension and high correlation in functional data (FD), it is a key problem to extract features from FD whereas keeping its global characters, which relates to the classification efficiency and precision to heavens. In this paper, a novel automatic method which combined Genetic Algorithm (GA) and classification algorithm to extract classification features is proposed. In this method, the optimal features and classification model are approached via evolutional study step by step. It is proved by theory analysis and experiment test that this method has advantages in improving classification efficiency, precision and robustness whereas using less features and the dimension of extracted classification features can be controlled.

Keywords: Classification, functional data, feature extraction, genetic algorithm, wavelet.

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6765 An Experimental Study of a Self-Supervised Classifier Ensemble

Authors: Neamat El Gayar

Abstract:

Learning using labeled and unlabelled data has received considerable amount of attention in the machine learning community due its potential in reducing the need for expensive labeled data. In this work we present a new method for combining labeled and unlabeled data based on classifier ensembles. The model we propose assumes each classifier in the ensemble observes the input using different set of features. Classifiers are initially trained using some labeled samples. The trained classifiers learn further through labeling the unknown patterns using a teaching signals that is generated using the decision of the classifier ensemble, i.e. the classifiers self-supervise each other. Experiments on a set of object images are presented. Our experiments investigate different classifier models, different fusing techniques, different training sizes and different input features. Experimental results reveal that the proposed self-supervised ensemble learning approach reduces classification error over the single classifier and the traditional ensemble classifier approachs.

Keywords: Multiple Classifier Systems, classifier ensembles, learning using labeled and unlabelled data, K-nearest neighbor classifier, Bayes classifier.

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6764 Delay Analysis of Sampled-Data Systems in Hard RTOS

Authors: A. M. Azad, M. Alam, C. M. Hussain

Abstract:

In this paper, we have presented the effect of varying time-delays on performance and stability in the single-channel multirate sampled-data system in hard real-time (RT-Linux) environment. The sampling task require response time that might exceed the capacity of RT-Linux. So a straight implementation with RT-Linux is not feasible, because of the latency of the systems and hence, sampling period should be less to handle this task. The best sampling rate is chosen for the sampled-data system, which is the slowest rate meets all performance requirements. RT-Linux is consistent with its specifications and the resolution of the real-time is considered 0.01 seconds to achieve an efficient result. The test results of our laboratory experiment shows that the multi-rate control technique in hard real-time operating system (RTOS) can improve the stability problem caused by the random access delays and asynchronization.

Keywords: Multi-rate, PID, RT-Linux, Sampled-data, Servo.

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6763 IT Perspective of Service-Oriented eGovernment Enterprise

Authors: Anu Paul, Varghese Paul

Abstract:

The focal aspire of e-Government (eGovt) is to offer citizen-centered service delivery. Accordingly, the citizenry consumes services from multiple government agencies through national portal. Thus, eGovt is an enterprise with the primary business motive of transparent, efficient and effective public services to its citizenry and its logical structure is the eGovernment Enterprise Architecture (eGEA). Since eGovt is IT oriented multifaceted service-centric system, EA doesn’t do much on an automated enterprise other than the business artifacts. Service-Oriented Architecture (SOA) manifestation led some governments to pertain this in their eGovts, but it limits the source of business artifacts. The concurrent use of EA and SOA in eGovt executes interoperability and integration and leads to Service-Oriented e-Government Enterprise (SOeGE). Consequently, agile eGovt system becomes a reality. As an IT perspective eGovt comprises of centralized public service artifacts with the existing application logics belong to various departments at central, state and local level. The eGovt is renovating to SOeGE by apply the Service-Orientation (SO) principles in the entire system. This paper explores IT perspective of SOeGE in India which encompasses the public service models and illustrated with a case study the Passport service of India.

Keywords: Enterprise Architecture, Service-Oriented e-Government Enterprise, Service Interface Layer, Service Model.

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6762 A Study of the Adaptive Reuse for School Land Use Strategy: An Application of the Analytic Network Process and Big Data

Authors: Wann-Ming Wey

Abstract:

In today's popularity and progress of information technology, the big data set and its analysis are no longer a major conundrum. Now, we could not only use the relevant big data to analysis and emulate the possible status of urban development in the near future, but also provide more comprehensive and reasonable policy implementation basis for government units or decision-makers via the analysis and emulation results as mentioned above. In this research, we set Taipei City as the research scope, and use the relevant big data variables (e.g., population, facility utilization and related social policy ratings) and Analytic Network Process (ANP) approach to implement in-depth research and discussion for the possible reduction of land use in primary and secondary schools of Taipei City. In addition to enhance the prosperous urban activities for the urban public facility utilization, the final results of this research could help improve the efficiency of urban land use in the future. Furthermore, the assessment model and research framework established in this research also provide a good reference for schools or other public facilities land use and adaptive reuse strategies in the future.

Keywords: Adaptive reuse, analytic network process, big data, land use strategy.

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6761 A Review and Comparative Analysis on Cluster Ensemble Methods

Authors: S. Sarumathi, P. Ranjetha, C. Saraswathy, M. Vaishnavi, S. Geetha

Abstract:

Clustering is an unsupervised learning technique for aggregating data objects into meaningful classes so that intra cluster similarity is maximized and inter cluster similarity is minimized in data mining. However, no single clustering algorithm proves to be the most effective in producing the best result. As a result, a new challenging technique known as the cluster ensemble approach has blossomed in order to determine the solution to this problem. For the cluster analysis issue, this new technique is a successful approach. The cluster ensemble's main goal is to combine similar clustering solutions in a way that achieves the precision while also improving the quality of individual data clustering. Because of the massive and rapid creation of new approaches in the field of data mining, the ongoing interest in inventing novel algorithms necessitates a thorough examination of current techniques and future innovation. This paper presents a comparative analysis of various cluster ensemble approaches, including their methodologies, formal working process, and standard accuracy and error rates. As a result, the society of clustering practitioners will benefit from this exploratory and clear research, which will aid in determining the most appropriate solution to the problem at hand.

Keywords: Clustering, cluster ensemble methods, consensus function, data mining, unsupervised learning.

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6760 Simultaneous Clustering and Feature Selection Method for Gene Expression Data

Authors: T. Chandrasekhar, K. Thangavel, E. N. Sathishkumar

Abstract:

Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. It is used to identify the co-expressed genes in specific cells or tissues that are actively used to make proteins. This method is used to analysis the gene expression, an important task in bioinformatics research. Cluster analysis of gene expression data has proved to be a useful tool for identifying co-expressed genes, biologically relevant groupings of genes and samples. In this work K-Means algorithms has been applied for clustering of Gene Expression Data. Further, rough set based Quick reduct algorithm has been applied for each cluster in order to select the most similar genes having high correlation. Then the ACV measure is used to evaluate the refined clusters and classification is used to evaluate the proposed method. They could identify compact clusters with feature selection method used to genes are selected.

Keywords: Clustering, Feature selection, Gene expression data, Quick reduct.

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6759 Segmentation Free Nastalique Urdu OCR

Authors: Sobia T. Javed, Sarmad Hussain, Ameera Maqbool, Samia Asloob, Sehrish Jamil, Huma Moin

Abstract:

The electronically available Urdu data is in image form which is very difficult to process. Printed Urdu data is the root cause of problem. So for the rapid progress of Urdu language we need an OCR systems, which can help us to make Urdu data available for the common person. Research has been carried out for years to automata Arabic and Urdu script. But the biggest hurdle in the development of Urdu OCR is the challenge to recognize Nastalique Script which is taken as standard for writing Urdu language. Nastalique script is written diagonally with no fixed baseline which makes the script somewhat complex. Overlap is present not only in characters but in the ligatures as well. This paper proposes a method which allows successful recognition of Nastalique Script.

Keywords: HMM, Image processing, Optical CharacterRecognition, Urdu OCR.

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6758 Family-size Biogas Plant Using Manure and Urine Mixture at Ambient Temperature in Semi-arid Regions of Northwestern China

Authors: Wenguang Ding, Yang Wu, Xia Wang, Yayu Gao

Abstract:

Biogas, a clean renewable energy, is attracting a growing concern of researchers and professionals in many fields. Based on the natural and climatic conditions in semi-arid regions of northwestern China, the present study introduces a specifically-designed family-size biogas plant (with a digester of 10m3) with manure and urine of animals and humanity as raw materials. The biogas plant is applicable to areas with altitudes of more than 2000 meters in northwestern China. In addition to the installation cost, a little operational expenditure, structure, characteristics, benefits of this small-scale biogas plant, this article introduces a wide range of specific popularization methods such as training, financial support, guided tour to the biogas plant, community-based group study and delivery of operational manuals. The feasibility of the biogas plant is explored on the basis of the availability of the raw materials. Simple operations contained in the current work increase the possibility of the wide use of this small-scale biogas plant in similar regions of the world.

Keywords: biogas, family-size biogas plant, northwestern China, popularization

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6757 The Advent of Electronic Logbook Technology - Reducing Cost and Risk to Both Marine Resources and the Fishing Industry

Authors: Amos Barkai, Guy Meredith, Fatima Felaar, Zahrah Dantie, Dave de Buys

Abstract:

Fisheries management all around the world is hampered by the lack, or poor quality, of critical data on fish resources and fishing operations. The main reasons for the chronic inability to collect good quality data during fishing operations is the culture of secrecy common among fishers and the lack of modern data gathering technology onboard most fishing vessels. In response, OLRAC-SPS, a South African company, developed fisheries datalogging software (eLog in short) and named it Olrac. The Olrac eLog solution is capable of collecting, analysing, plotting, mapping, reporting, tracing and transmitting all data related to fishing operations. Olrac can be used by skippers, fleet/company managers, offshore mariculture farmers, scientists, observers, compliance inspectors and fisheries management authorities. The authors believe that using eLog onboard fishing vessels has the potential to revolutionise the entire process of data collection and reporting during fishing operations and, if properly deployed and utilised, could transform the entire commercial fleet to a provider of good quality data and forever change the way fish resources are managed. In addition it will make it possible to trace catches back to the actual individual fishing operation, to improve fishing efficiency and to dramatically improve control of fishing operations and enforcement of fishing regulations.

Keywords: data management, electronic logbook (eLog), electronic reporting system (ERS), fisheries management

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6756 Using the Semantic Web in Ubiquitous and Mobile Computing: the Morfeo Experience

Authors: José M. Cantera, Miguel Jiménez, Genoveva López, Javier Soriano

Abstract:

With the advent of emerging personal computing paradigms such as ubiquitous and mobile computing, Web contents are becoming accessible from a wide range of mobile devices. Since these devices do not have the same rendering capabilities, Web contents need to be adapted for transparent access from a variety of client agents. Such content adaptation results in better rendering and faster delivery to the client device. Nevertheless, Web content adaptation sets new challenges for semantic markup. This paper presents an advanced components platform, called MorfeoSMC, enabling the development of mobility applications and services according to a channel model based on Services Oriented Architecture (SOA) principles. It then goes on to describe the potential for integration with the Semantic Web through a novel framework of external semantic annotation of mobile Web contents. The role of semantic annotation in this framework is to describe the contents of individual documents themselves, assuring the preservation of the semantics during the process of adapting content rendering, as well as to exploit these semantic annotations in a novel user profile-aware content adaptation process. Semantic Web content adaptation is a way of adding value to and facilitates repurposing of Web contents (enhanced browsing, Web Services location and access, etc).

Keywords: Semantic web, ubiquitous and mobile computing, web content transcoding, semantic markup, mobile computing middleware and services.

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6755 Integrated Method for Detection of Unknown Steganographic Content

Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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6754 Cascaded Neural Network for Internal Temperature Forecasting in Induction Motor

Authors: Hidir S. Nogay

Abstract:

In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.

Keywords: Cascaded neural network, internal temperature, three-phase induction motor, inverter.

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6753 Spatial Variability of Brahmaputra River Flow Characteristics

Authors: Hemant Kumar

Abstract:

Brahmaputra River is known according to the Hindu mythology the son of the Lord Brahma. According to this name, the river Brahmaputra creates mass destruction during the monsoon season in Assam, India. It is a state situated in North-East part of India. This is one of the essential states out of the seven countries of eastern India, where almost all entire Brahmaputra flow carried out. The other states carry their tributaries. In the present case study, the spatial analysis performed in this specific case the number of MODIS data are acquired. In the method of detecting the change, the spray content was found during heavy rainfall and in the flooded monsoon season. By this method, particularly the analysis over the Brahmaputra outflow determines the flooded season. The charged particle-associated in aerosol content genuinely verifies the heavy water content below the ground surface, which is validated by trend analysis through rainfall spectrum data. This is confirmed by in-situ sampled view data from a different position of Brahmaputra River. Further, a Hyperion Hyperspectral 30 m resolution data were used to scan the sediment deposits, which is also confirmed by in-situ sampled view data from a different position.

Keywords: Spatial analysis, change detection, aerosol, trend analysis.

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6752 Discovering Complex Regularities by Adaptive Self Organizing Classification

Authors: A. Faro, D. Giordano, F. Maiorana

Abstract:

Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.

Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.

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6751 A New Evolutionary Algorithm for Cluster Analysis

Authors: B.Bahmani Firouzi, T. Niknam, M. Nayeripour

Abstract:

Clustering is a very well known technique in data mining. One of the most widely used clustering techniques is the kmeans algorithm. Solutions obtained from this technique depend on the initialization of cluster centers and the final solution converges to local minima. In order to overcome K-means algorithm shortcomings, this paper proposes a hybrid evolutionary algorithm based on the combination of PSO, SA and K-means algorithms, called PSO-SA-K, which can find better cluster partition. The performance is evaluated through several benchmark data sets. The simulation results show that the proposed algorithm outperforms previous approaches, such as PSO, SA and K-means for partitional clustering problem.

Keywords: Data clustering, Hybrid evolutionary optimization algorithm, K-means algorithm, Simulated Annealing (SA), Particle Swarm Optimization (PSO).

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6750 Research and Application of Consultative Committee for Space Data Systems Wireless Communications Standards for Spacecraft

Authors: Cuitao Zhang, Xiongwen He

Abstract:

According to the new requirements of the future spacecraft, such as networking, modularization and non-cable, this paper studies the CCSDS wireless communications standards, and focuses on the low data-rate wireless communications for spacecraft monitoring and control. The application fields and advantages of wireless communications are analyzed. Wireless communications technology has significant advantages in reducing the weight of the spacecraft, saving time in spacecraft integration, etc. Based on this technology, a scheme for spacecraft data system is put forward. The corresponding block diagram and key wireless interface design of the spacecraft data system are given. The design proposal of the wireless node and information flow of the spacecraft are also analyzed. The results show that the wireless communications scheme is reasonable and feasible. The wireless communications technology can meet the future spacecraft demands in networking, modularization and non-cable.

Keywords: CCSDS standards, information flow, non-cable, spacecraft, wireless communications.

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6749 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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6748 Building Information Modeling-Based Approach for Automatic Quantity Take-off and Cost Estimation

Authors: Lo Kar Yin, Law Ka Mei

Abstract:

Architectural, engineering, construction and operations (AECO) industry practitioners have been well adapting to the dynamic construction market from the fundamental training of its disciplines. As further triggered by the pandemic since 2019, great steps are taken in virtual environment and the best collaboration is strived with project teams without boundaries. With adoption of Building Information Modeling-based approach and qualitative analysis, this paper is to review quantity take-off (QTO) and cost estimation process through modeling techniques in liaison with suppliers, fabricators, subcontractors, contractors, designers, consultants and services providers in the construction industry value chain for automatic project cost budgeting, project cost control and cost evaluation on design options of in-situ reinforced-concrete construction and Modular Integrated Construction (MiC) at design stage, variation of works and cash flow/spending analysis at construction stage as far as practicable, with a view to sharing the findings for enhancing mutual trust and co-operation among AECO industry practitioners. It is to foster development through a common prototype of design and build project delivery method in NEC4 Engineering and Construction Contract (ECC) Options A and C.

Keywords: Building Information Modeling, cost estimation, quantity take-off, modeling techniques.

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6747 Totally Integrated Smart Energy System through Data Acquisition via Remote Location

Authors: Muhammad Tahir Qadri, M. Irfan Anis, M. Nawaz Irshad Khan

Abstract:

This paper discusses the approach of real-time controlling of the energy management system using the data acquisition tool of LabVIEW. The main idea of this inspiration was to interface the Station (PC) with the system and publish the data on internet using LabVIEW. In this venture, controlling and switching of 3 phase AC loads are effectively and efficiently done. The phases are also sensed through devices. In case of any failure the attached generator starts functioning automatically. The computer sends command to the system and system respond to the request. The modern feature is to access and control the system world-wide using world wide web (internet). This controlling can be done at any time from anywhere to effectively use the energy especially in developing countries where energy management is a big problem. In this system totally integrated devices are used to operate via remote location.

Keywords: VI-server, Remote Access, Telemetry, Data Acquisition, web server.

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6746 Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems

Authors: Kazutoshi Shishido, Sanehiro Muromachi, Ryo Ohmura

Abstract:

This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.

Keywords: Clathrate hydrate, Ozone, Molecule storage, Sterilization.

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6745 A Fuzzy TOPSIS Based Model for Safety Risk Assessment of Operational Flight Data

Authors: N. Borjalilu, P. Rabiei, A. Enjoo

Abstract:

Flight Data Monitoring (FDM) program assists an operator in aviation industries to identify, quantify, assess and address operational safety risks, in order to improve safety of flight operations. FDM is a powerful tool for an aircraft operator integrated into the operator’s Safety Management System (SMS), allowing to detect, confirm, and assess safety issues and to check the effectiveness of corrective actions, associated with human errors. This article proposes a model for safety risk assessment level of flight data in a different aspect of event focus based on fuzzy set values. It permits to evaluate the operational safety level from the point of view of flight activities. The main advantages of this method are proposed qualitative safety analysis of flight data. This research applies the opinions of the aviation experts through a number of questionnaires Related to flight data in four categories of occurrence that can take place during an accident or an incident such as: Runway Excursions (RE), Controlled Flight Into Terrain (CFIT), Mid-Air Collision (MAC), Loss of Control in Flight (LOC-I). By weighting each one (by F-TOPSIS) and applying it to the number of risks of the event, the safety risk of each related events can be obtained.

Keywords: F-TOPSIS, fuzzy set, FDM, flight safety.

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6744 Time Series Forecasting Using a Hybrid RBF Neural Network and AR Model Based On Binomial Smoothing

Authors: Fengxia Zheng, Shouming Zhong

Abstract:

ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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