Search results for: ARIMA models
1450 Data Traffic Dynamics and Saturation on a Single Link
Authors: Reginald D. Smith
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The dynamics of User Datagram Protocol (UDP) traffic over Ethernet between two computers are analyzed using nonlinear dynamics which shows that there are two clear regimes in the data flow: free flow and saturated. The two most important variables affecting this are the packet size and packet flow rate. However, this transition is due to a transcritical bifurcation rather than phase transition in models such as in vehicle traffic or theorized large-scale computer network congestion. It is hoped this model will help lay the groundwork for further research on the dynamics of networks, especially computer networks.Keywords: congestion, packet flow, Internet, traffic dynamics, transcritical bifurcation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16151449 Evaluation of a Surrogate Based Method for Global Optimization
Authors: David Lindström
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We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cyclic parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.Keywords: Expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23811448 A Black-Box Approach in Modeling Valve Stiction
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Several valve stiction models have been proposed in the literature to help understand and study the behavior of sticky valves. In this paper, an alternative black-box modeling approach based on Neural Network (NN) is presented. It is shown that with proper network type and optimum model structures, the performance of the developed NN stiction model is comparable to other established method. The resulting NN model is also tested for its robustness against the uncertainty in the stiction parameter values. Predictive mode operation also shows excellent performance of the proposed model for multi-steps ahead prediction.
Keywords: Control valve stiction, neural network, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16051447 Application of 0-1 Fuzzy Programming in Optimum Project Selection
Authors: S. Sadi-Nezhad, K. Khalili Damghani, N. Pilevari
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In this article, a mathematical programming model for choosing an optimum portfolio of investments is developed. The investments are considered as investment projects. The uncertainties of the real world are associated through fuzzy concepts for coefficients of the proposed model (i. e. initial investment costs, profits, resource requirement, and total available budget). Model has been coded by using LINGO 11.0 solver. The results of a full analysis of optimistic and pessimistic derivative models are promising for selecting an optimum portfolio of projects in presence of uncertainty.Keywords: Fuzzy Programming, Fuzzy Knapsack, FuzzyCapital Budgeting, Fuzzy Project Selection
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17241446 Neutron Flux Characterization for Radioisotope Production at ETRR-2
Authors: A. M. Hassanain, Nader M. A. Mohamed, M. Naguib Aly, Alya A. Badawi, M. A. Gaheen
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The thermal, epithermal and fast fluxes were calculated for three irradiation channels at Egypt Second Research Reactor (ETRR-2) using CITVAP code. The validity of the calculations was verified by experimental measurements. There are some deviations between measurements and calculations. This is due to approximations in the calculation models used, homogenization of regions, condensation of energy groups and uncertainty in nuclear data used. Neutron flux data for the three irradiation channels are now available. This would enable predicting the irradiation conditions needed for future radioisotope production.Keywords: ETRR-2, Neutron flux, Radioisotope production, CITVAP
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22421445 Mass Transfer Modeling in a Packed Bed of Palm Kernels under Supercritical Conditions
Authors: I. Norhuda, A. K. Mohd Omar
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Studies on gas solid mass transfer using Supercritical fluid CO2 (SC-CO2) in a packed bed of palm kernels was investigated at operating conditions of temperature 50 °C and 70 °C and pressures ranges from 27.6 MPa, 34.5 MPa, 41.4 MPa and 48.3 MPa. The development of mass transfer models requires knowledge of three properties: the diffusion coefficient of the solute, the viscosity and density of the Supercritical fluids (SCF). Matematical model with respect to the dimensionless number of Sherwood (Sh), Schmidt (Sc) and Reynolds (Re) was developed. It was found that the model developed was found to be in good agreement with the experimental data within the system studied.
Keywords: Mass Transfer, Palm Kernel, Supercritical fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18171444 SIPINA Induction Graph Method for Seismic Risk Prediction
Authors: B. Selma
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The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.
Keywords: SIPINA method, seism, focal depth, peak ground acceleration, displacement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12111443 Stochastic Repair and Replacement with a Single Repair Channel
Authors: Mohammed A. Hajeeh
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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.Keywords: Repairable models, imperfect, availability, exponential distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8541442 Comparison of Parametric and Nonparametric Techniques for Non-peak Traffic Forecasting
Authors: Yang Zhang, Yuncai Liu
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Accurately predicting non-peak traffic is crucial to daily traffic for all forecasting models. In the paper, least squares support vector machines (LS-SVMs) are investigated to solve such a practical problem. It is the first time to apply the approach and analyze the forecast performance in the domain. For comparison purpose, two parametric and two non-parametric techniques are selected because of their effectiveness proved in past research. Having good generalization ability and guaranteeing global minima, LS-SVMs perform better than the others. Providing sufficient improvement in stability and robustness reveals that the approach is practically promising.Keywords: Parametric and Nonparametric Techniques, Non-peak Traffic Forecasting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23111441 Modelling and Control of Milk Fermentation Process in Biochemical Reactor
Authors: Jožef Ritonja
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The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.Keywords: Bioprocess engineering, biochemical reactor, fermentation process, modeling, adaptive control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14841440 Fail-safe Modeling of Discrete Event Systems using Petri Nets
Authors: P. Nazemzadeh, A. Dideban, M. Zareiee
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In this paper the effect of faults in the elements and parts of discrete event systems is investigated. In the occurrence of faults, some states of the system must be changed and some of them must be forbidden. For this goal, different states of these elements are examined and a model for fail-safe behavior of each state is introduced. Replacing new models of the target elements in the preliminary model by a systematic method, leads to a fail-safe discrete event system.Keywords: Discrete event systems, Fail-safe, Petri nets, Supervisory control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16201439 AGENTMAP: A Conceptual Meta-Model of Interacting Simulations
Authors: Thomas M. Prinz Wilhelm R. Rossak, Kai Gebhardt
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A straightforward and intuitive combination of single simulations into an aggregated master-simulation is not trivial. There are lots of problems, which trigger-specific difficulties during the modeling and execution of such a simulation. In this paper we identify these problems and aim to solve them by mapping the task to the field of multi agent systems. The solution is a new meta-model named AGENTMAP, which is able to mitigate most of the problems and to support intuitive modeling at the same time. This meta-model will be introduced and explained on basis of an example from the e-commerce domain.
Keywords: Multi Agent System, Agent-based Simulation, Distributed Systems, Meta-models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18781438 An Improved Limited Tolerance Rough Set Model
Authors: Chen Wu, Komal Narejo, Dandan Li
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Some extended rough set models in incomplete information system cannot distinguish the two objects that have few known attributes and more unknown attributes; some cannot make a flexible and accurate discrimination. In order to solve this problem, this paper suggests an improved limited tolerance rough set model using two thresholds to control what two objects have a relationship between them in limited tolerance relation and to classify objects. Our practical study case shows the model can get fine and reasonable decision results.
Keywords: Decision rule, incomplete information system, limited tolerance relation, rough set model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11941437 Transportation Mode Choice Analysis for Accessibility of the Mehrabad International Airport by Statistical Models
Authors: N. Mirzaei Varzeghani, M. Saffarzadeh, A. Naderan, A. Taheri
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Countries are progressing, and the world's busiest airports see year-on-year increases in travel demand. Passenger acceptability of an airport depends on the airport's appeals, which may include one of these routes between the city and the airport, as well as the facilities to reach them. One of the critical roles of transportation planners is to predict future transportation demand so that an integrated, multi-purpose system can be provided and diverse modes of transportation (rail, air, and land) can be delivered to a destination like an airport. In this study, 356 questionnaires were filled out in person over six days. First, the attraction of business and non-business trips was studied using data and a linear regression model. Lower travel costs, more passengers aged 55 and older using this airport, and other factors are essential for business trips. Non-business travelers, on the other hand, have prioritized using personal vehicles to get to the airport and ensuring convenient access to the airport. Business travelers are also less price-sensitive than non-business travelers regarding airport travel. Furthermore, carrying additional luggage (for example, more than one suitcase per person) undoubtedly decreases the attractiveness of public transit. Afterward, based on the manner and purpose of the trip, the locations with the highest trip generation to the airport were identified. The most famous district in Tehran was District 2, with 23 visits, while the most popular mode of transportation was an online taxi, with 12 trips from that location. Then, significant variables in separation and behavior of travel methods to access the airport were investigated for all systems. In this scenario, the most crucial factor is the time it takes to get to the airport, followed by the method's user-friendliness as a component of passenger preference. It has also been demonstrated that enhancing public transportation trip times reduces private transportation's market share, including taxicabs. Based on the responses of personal and semi-public vehicles, the desire of passengers to approach the airport via public transportation systems was explored to enhance present techniques and develop new strategies for providing the most efficient modes of transportation. Using the binary model, it was clear that business travelers and people who had already driven to the airport were the least likely to change.
Keywords: Multimodal transportation, travel behavior, demand modeling, statistical models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5321436 Cross-Cultural Strategies for Web Design
Authors: Armando Calabrese, Guendalina Capece, Michele Corbò, Nathan Levialdi Ghiron, Matteo M. Marucchi
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People from different cultures favor web pages characterized by the values of their culture and, therefore, tend to prefer different characteristics of a website according to their cultural values in terms of navigation, security, product information, customer service, shopping and design tools. For a company aiming to globalize its market it is useful to implement country specific cultural interfaces and different web sites for countries with different cultures. This paper, following the conclusions proposed by two models of Hall and Hofstede, and the studies of Marcus and Gould, defines, through an empirical analysis, the guidelines of web design for both the Scandinavian countries and Malaysia.Keywords: Cultural dimensions, cultural markers, Hofstede, web design, web marketing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34841435 Development and Validation of an Instrument Measuring the Coping Strategies in Situations of Stress
Authors: Lucie Côté, Martin Lauzier, Guy Beauchamp, France Guertin
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Stress causes deleterious effects to the physical, psychological and organizational levels, which highlight the need to use effective coping strategies to deal with it. Several coping models exist, but they don’t integrate the different strategies in a coherent way nor do they take into account the new research on the emotional coping and acceptance of the stressful situation. To fill these gaps, an integrative model incorporating the main coping strategies was developed. This model arises from the review of the scientific literature on coping and from a qualitative study carried out among workers with low or high levels of stress, as well as from an analysis of clinical cases. The model allows one to understand under what circumstances the strategies are effective or ineffective and to learn how one might use them more wisely. It includes Specific Strategies in controllable situations (the Modification of the Situation and the Resignation-Disempowerment), Specific Strategies in non-controllable situations (Acceptance and Stubborn Relentlessness) as well as so-called General Strategies (Wellbeing and Avoidance). This study is intended to undertake and present the process of development and validation of an instrument to measure coping strategies based on this model. An initial pool of items has been generated from the conceptual definitions and three expert judges have validated the content. Of these, 18 items have been selected for a short form questionnaire. A sample of 300 students and employees from a Quebec university was used for the validation of the questionnaire. Concerning the reliability of the instrument, the indices observed following the inter-rater agreement (Krippendorff’s alpha) and the calculation of the coefficients for internal consistency (Cronbach's alpha) are satisfactory. To evaluate the construct validity, a confirmatory factor analysis using MPlus supports the existence of a model with six factors. The results of this analysis suggest also that this configuration is superior to other alternative models. The correlations show that the factors are only loosely related to each other. Overall, the analyses carried out suggest that the instrument has good psychometric qualities and demonstrates the relevance of further work to establish predictive validity and reconfirm its structure. This instrument will help researchers and clinicians better understand and assess coping strategies to cope with stress and thus prevent mental health issues.
Keywords: Acceptance, coping strategies, measurement instrument, questionnaire, stress, validation process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9221434 A new Cellular Automata Model of Cardiac Action Potential Propagation based on Summation of Excited Neighbors
Authors: F. Pourhasanzade, S. H. Sabzpoushan
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The heart tissue is an excitable media. A Cellular Automata is a type of model that can be used to model cardiac action potential propagation. One of the advantages of this approach against the methods based on differential equations is its high speed in large scale simulations. Recent cellular automata models are not able to avoid flat edges in the result patterns or have large neighborhoods. In this paper, we present a new model to eliminate flat edges by minimum number of neighbors.Keywords: Cellular Automata, Action Potential Simulation, Isotropic Pattern.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19491433 Extended Least Squares LS–SVM
Authors: József Valyon, Gábor Horváth
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Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20091432 The Sign in the Communication Process
Authors: S. Pesina, T. Solonchak
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In the process of information transmission (concept verbalization) we deal mostly with the substance (contents), and then pay attention to the form. Recalling events from the remote past, often we cannot exactly reproduce specific heard or pronounced words, as well as the syntactic structures. We remember events, feelings, images; we recall the general contents of the discourse. The thought gets a specific language form only during the concept verbalization phase. With minimum time for pondering, depending on the language competence level, the grammar and syntactic shaping often occurs automatically with the use of famous models and stereotypes. This means that the language form adapts itself to the consciousness, and not vice versa.
Keywords: Lexical eidos, phenomenology, noema, polysemantic word, semantic core.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19421431 Quantification of Peptides based on Isotope Dilution Surface Enhanced Raman Scattering
Authors: F. Yaghobian, R. Stosch, B. Güttler
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This study aims to demonstrate the quantification of peptides based on isotope dilution surface enhanced Raman scattering (IDSERS). SERS spectra of phenylalanine (Phe), leucine (Leu) and two peptide sequences TGQIFK (T13) and YSFLQNPQTSLCFSESIPTPSNR (T6) as part of the 22-kDa human growth hormone (hGH) were obtained on Ag-nanoparticle covered substrates. On the basis of the dominant Phe and Leu vibrational modes, precise partial least squares (PLS) prediction models were built enabling the determination of unknown T13 and T6 concentrations. Detection of hGH in its physiological concentration in order to investigate the possibility of protein quantification has been achieved.Keywords: Surface Enhanced Raman Scattering, Quantification, Peptides.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16721430 A Contribution to 3D Modeling of Manufacturing Tolerance Optimization
Authors: F. Sebaa, A. Cheikh, M. Rahou
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The study of the generated defects on manufactured parts shows the difficulty to maintain parts in their positions during the machining process and to estimate them during the pre-process plan. This work presents a contribution to the development of 3D models for the optimization of the manufacturing tolerances. An experimental study allows the measurement of the defects of part positioning for the determination of ε and the choice of an optimal setup of the part. An approach of 3D tolerance based on the small displacements method permits the determination of the manufacturing errors upstream. A developed tool, allows an automatic generation of the tolerance intervals along the three axes.Keywords: Manufacturing tolerances, 3D modeling, optimization, errors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15731429 A New Time Dependent, High Temperature Analytical Model for the Single-electron Box in Digital Applications
Authors: M.J. Sharifi
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Several models have been introduced so far for single electron box, SEB, which all of them were restricted to DC response and or low temperature limit. In this paper we introduce a new time dependent, high temperature analytical model for SEB for the first time. DC behavior of the introduced model will be verified against SIMON software and its time behavior will be verified against a newly published paper regarding step response of SEB.Keywords: Single electron box, SPICE, SIMON, Timedependent, Circuit model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12361428 Removal of Basic Blue 3 from Aqueous Solution by Adsorption Onto Durio Ziberthinus
Authors: Siew-Teng
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Durian husk (DH), a fruit waste, was studied for its ability to remove Basic blue 3 (BB3) from aqueous solutions. Batch kinetic studies were carried out to study the sorption characteristics under various experimental conditions. The optimum pH for the dye removal occurred in the pH range of 3-10. Sorption was found to be concentration and agitation dependent. The kinetics of dye sorption fitted a pseudo-second order rate expression. Both Langmuir and Freundlich models appeared to provide reasonable fittings for the sorption data of BB3 on durian husk. Maximum sorption capacity calculated from the Langmuir model is 49.50 mg g-1.
Keywords: Durian husk, Batch study, Sorption, Basic Blue 3
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12801427 Retrieval Augmented Generation against the Machine: Merging Human Cyber Security Expertise with Generative AI
Authors: Brennan Lodge
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Amidst a complex regulatory landscape, Retrieval Augmented Generation (RAG) emerges as a transformative tool for Governance Risk and Compliance (GRC) officers. This paper details the application of RAG in synthesizing Large Language Models (LLMs) with external knowledge bases, offering GRC professionals an advanced means to adapt to rapid changes in compliance requirements. While the development for standalone LLMs is exciting, such models do have their downsides. LLMs cannot easily expand or revise their memory, and they cannot straightforwardly provide insight into their predictions, and may produce “hallucinations.” Leveraging a pre-trained seq2seq transformer and a dense vector index of domain-specific data, this approach integrates real-time data retrieval into the generative process, enabling gap analysis and the dynamic generation of compliance and risk management content. We delve into the mechanics of RAG, focusing on its dual structure that pairs parametric knowledge contained within the transformer model with non-parametric data extracted from an updatable corpus. This hybrid model enhances decision-making through context-rich insights, drawing from the most current and relevant information, thereby enabling GRC officers to maintain a proactive compliance stance. Our methodology aligns with the latest advances in neural network fine-tuning, providing a granular, token-level application of retrieved information to inform and generate compliance narratives. By employing RAG, we exhibit a scalable solution that can adapt to novel regulatory challenges and cybersecurity threats, offering GRC officers a robust, predictive tool that augments their expertise. The granular application of RAG’s dual structure not only improves compliance and risk management protocols but also informs the development of compliance narratives with pinpoint accuracy. It underscores AI’s emerging role in strategic risk mitigation and proactive policy formation, positioning GRC officers to anticipate and navigate the complexities of regulatory evolution confidently.
Keywords: Retrieval Augmented Generation, Governance Risk and Compliance, Cybersecurity, AI-driven Compliance, Risk Management, Generative AI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1241426 Decomposition Method for Neural Multiclass Classification Problem
Authors: H. El Ayech, A. Trabelsi
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In this article we are going to discuss the improvement of the multi classes- classification problem using multi layer Perceptron. The considered approach consists in breaking down the n-class problem into two-classes- subproblems. The training of each two-class subproblem is made independently; as for the phase of test, we are going to confront a vector that we want to classify to all two classes- models, the elected class will be the strongest one that won-t lose any competition with the other classes. Rates of recognition gotten with the multi class-s approach by two-class-s decomposition are clearly better that those gotten by the simple multi class-s approach.Keywords: Artificial neural network, letter-recognition, Multi class Classification, Multi Layer Perceptron.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15721425 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22391424 Identification of an Unstable Nonlinear System: Quadrotor
Authors: Mauricio Pe˜na, Adriana Luna, Carol Rodr´ıguez
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In the following article we begin from a multi-parameter unstable nonlinear model of a Quadrotor. We design a control to stabilize and assure the attitude of the device, starting off a linearized system at the equilibrium point of the null angles of Euler (hover), which provides us a control with limited capacities at small angles of rotation of the vehicle in three dimensions. In order to clear this obstacle, we propose the identification of models in different angles by means of simulations and the design of a controller specifically implemented for the identification task, that in future works will allow the development of controllers according to fast and agile angles of Euler for Quadrotor.
Keywords: Quadrotor, model, control, identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27371423 Calculation of Wave Function at the Origin (WFO) for Heavy Mesons by Numerical Solving of the Schrodinger Equation
Authors: M. Momeni Feyli
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Many recent high energy physics calculations involving charm and beauty invoke wave function at the origin (WFO) for the meson bound state. Uncertainties of charm and beauty quark masses and different models for potentials governing these bound states require a simple numerical algorithm for evaluation of the WFO's for these bound states. We present a simple algorithm for this propose which provides WFO's with high precision compared with similar ones already obtained in the literature.Keywords: Mesons, Bound states, Schrodinger equation, Nonrelativistic quark model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15031422 A Strategy to Optimize the SPC Scheme for Mass Production of HDD Arm with ClusteringTechnique and Three-Way Control Chart
Authors: W. Chattinnawat
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Consider a mass production of HDD arms where hundreds of CNC machines are used to manufacturer the HDD arms. According to an overwhelming number of machines and models of arm, construction of separate control chart for monitoring each HDD arm model by each machine is not feasible. This research proposed a strategy to optimize the SPC management on shop floor. The procedure started from identifying the clusters of the machine with similar manufacturing performance using clustering technique. The three way control chart ( I - MR - R ) is then applied to each clustered group of machine. This proposed research has advantageous to the manufacturer in terms of not only better performance of the SPC but also the quality management paradigm.Keywords: Three way control chart. I - MR - R , between/within variation, HDD arm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16351421 Probability of Globality
Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich
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The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.Keywords: global optimization, probability theory, probability of globality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1582