Search results for: hybrid neural network.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3710

Search results for: hybrid neural network.

2570 Methodology of the Energy Supply Disturbances Affecting Energy System

Authors: J. Augutis, R. Krikstolaitis, L. Martisauskas

Abstract:

Recently global concerns for the energy security have steadily been on the increase and are expected to become a major issue over the next few decades. Energy security refers to a resilient energy system. This resilient system would be capable of withstanding threats through a combination of active, direct security measures and passive or more indirect measures such as redundancy, duplication of critical equipment, diversity in fuel, other sources of energy, and reliance on less vulnerable infrastructure. Threats and disruptions (disturbances) to one part of the energy system affect another. The paper presents methodology in theoretical background about energy system as an interconnected network and energy supply disturbances impact to the network. The proposed methodology uses a network flow approach to develop mathematical model of the energy system network as the system of nodes and arcs with energy flowing from node to node along paths in the network.

Keywords: Energy Security, Energy Supply Disturbances, Modeling of Energy System, Network Flow

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2569 Identifying Network Subgraph-Associated Essential Genes in Molecular Networks

Authors: Efendi Zaenudin, Chien-Hung Huang, Ka-Lok Ng

Abstract:

Essential genes play an important role in the survival of an organism. It has been shown that cancer-associated essential genes are genes necessary for cancer cell proliferation, where these genes are potential therapeutic targets. Also, it was demonstrated that mutations of the cancer-associated essential genes give rise to the resistance of immunotherapy for patients with tumors. In the present study, we focus on studying the biological effects of the essential genes from a network perspective. We hypothesize that one can analyze a biological molecular network by decomposing it into both three-node and four-node digraphs (subgraphs). These network subgraphs encode the regulatory interaction information among the network’s genetic elements. In this study, the frequency of occurrence of the subgraph-associated essential genes in a molecular network was quantified by using the statistical parameter, odds ratio. Biological effects of subgraph-associated essential genes are discussed. In summary, the subgraph approach provides a systematic method for analyzing molecular networks and it can capture useful biological information for biomedical research.

Keywords: Biological molecular networks, essential genes, graph theory, network subgraphs.

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2568 Determination of the Optimal DG PV Interconnection Location Using Losses and Voltage Regulation as Assessment Indicators Case Study: ECG 33 kV Sub-Transmission Network

Authors: Ekow A. Kwofie, Emmanuel K. Anto, Godfred Mensah

Abstract:

In this paper, CYME Distribution software has been used to assess the impacts of solar Photovoltaic (PV) distributed generation (DG) plant on the Electricity Company of Ghana (ECG) 33 kV sub-transmission network at different PV penetration levels. As ECG begins to encourage DG PV interconnections within its network, there has been the need to assess the impacts on the sub-transmission losses and voltage contribution. In Tema, a city in Accra - Ghana, ECG has a 33 kV sub-transmission network made up of 20 No. 33 kV buses that was modeled. Three different locations were chosen: The source bus, a bus along the sub-transmission radial network and a bus at the tail end to determine the optimal location for DG PV interconnection. The optimal location was determined based on sub-transmission technical losses and voltage impact. PV capacities at different penetration levels were modeled at each location and simulations performed to determine the optimal PV penetration level. Interconnection at a bus along (or in the middle of) the sub-transmission network offered the highest benefits at an optimal PV penetration level of 80%. At that location, the maximum voltage improvement of 0.789% on the neighboring 33 kV buses and maximum loss reduction of 6.033% over the base case scenario were recorded. Hence, the optimal location for DG PV integration within the 33 kV sub-transmission utility network is at a bus along the sub-transmission radial network.

Keywords: Distributed generation photovoltaic, DG PV, optimal location, penetration level, sub-transmission network.

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2567 Integrating Fast Karnough Map and Modular Neural Networks for Simplification and Realization of Complex Boolean Functions

Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean functions, simplification, Karnough map, implementation of logic functions, modular neural networks.

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2566 A Hybrid Algorithm for Collaborative Transportation Planning among Carriers

Authors: Elham Jelodari Mamaghani, Christian Prins, Haoxun Chen

Abstract:

In this paper, there is concentration on collaborative transportation planning (CTP) among multiple carriers with pickup and delivery requests and time windows. This problem is a vehicle routing problem with constraints from standard vehicle routing problems and new constraints from a real-world application. In the problem, each carrier has a finite number of vehicles, and each request is a pickup and delivery request with time window. Moreover, each carrier has reserved requests, which must be served by itself, whereas its exchangeable requests can be outsourced to and served by other carriers. This collaboration among carriers can help them to reduce total transportation costs. A mixed integer programming model is proposed to the problem. To solve the model, a hybrid algorithm that combines Genetic Algorithm and Simulated Annealing (GASA) is proposed. This algorithm takes advantages of GASA at the same time. After tuning the parameters of the algorithm with the Taguchi method, the experiments are conducted and experimental results are provided for the hybrid algorithm. The results are compared with those obtained by a commercial solver. The comparison indicates that the GASA significantly outperforms the commercial solver.

Keywords: Centralized collaborative transportation, collaborative transportation with pickup and delivery, collaborative transportation with time windows, hybrid algorithm of GA and SA.

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2565 Churn Prediction: Does Technology Matter?

Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta

Abstract:

The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.

Keywords: Churn, Decision Trees, Neural Networks, Regression.

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2564 The Design and Construction of the PV-Wind Autonomous System for Greenhouse Plantations in Central Thailand

Authors: Napat Watjanatepin, Wikorn Wong-SatieanNapat Watjanatepin, Wikorn Wong-Satiean

Abstract:

The objective of this research is to design and construct the PV-Wind hybrid autonomous system for the greenhouse plantation, and analyze the technical performance of the PV-Wind energy system. This design depends on the water consumption in the greenhouse by using 24 of the fogging mist each with the capability of 24 liter/min. The operating time is 4 times per day, each round for 15 min. The fogging system is being driven by water pump with AC motor rating 0.5 hp. The load energy consumed is around 1.125 kWh/d. The designing results of the PV-Wind hybrid energy system is that sufficient energy could be generated by this system. The results of this study can be applied as a technical data reference for other areas in the central part of Thailand.

Keywords: Central part of Thailand, fogging system, greenhouse plantation, PV-Wind hybrid autonomous system.

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2563 Design of a Hybrid Fuel Cell with Battery Energy Storage for Stand-Alone Distributed Generation Applications

Authors: N. A. Zambri, A. Mohamed, H. Shareef, M. Z. C. Wanik

Abstract:

This paper presents the modeling and simulation of a hybrid proton exchange membrane fuel cell (PEMFC) with an energy storage system for use in a stand-alone distributed generation (DG) system. The simulation model consists of fuel cell DG, lead-acid battery, maximum power point tracking and power conditioning unit which is modeled in the MATLAB/Simulink platform. Poor loadfollowing characteristics and slow response to rapid load changes are some of the weaknesses of PEMFC because of the gas processing reaction and the fuel cell dynamics. To address the load-tracking issues in PEMFC, a hybrid PEMFC and battery storage system is considered and modelled. The model utilizes PEMFC as the main energy source whereas the battery functions as energy storage to compensate for the limitations of PEMFC.Simulation results are given to show the overall system performance under light and heavyloading conditions.

Keywords: Hybrid, Lead–Acid Battery, Maximum Power Point Tracking, Proton Exchange Membrane Fuel Cell.

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2562 Hybrid Algorithm for Hammerstein System Identification Using Genetic Algorithm and Particle Swarm Optimization

Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata

Abstract:

This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.

Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.

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2561 Solar-Inducted Cluster Head Relocation Algorithm

Authors: Goran Djukanovic, Goran Popovic

Abstract:

A special area in the study of Wireless Sensor Networks (WSNs) is how to move sensor nodes, as it expands the scope of application of wireless sensors and provides new opportunities to improve network performance. On the other side, it opens a set of new problems, especially if complete clusters are mobile. Node mobility can prolong the network lifetime. In such WSN, some nodes are possibly moveable or nomadic (relocated periodically), while others are static. This paper presents an idea of mobile, solar-powered CHs that relocate themselves inside clusters in such a way that the total energy consumption in the network reduces, and the lifetime of the network extends. Positioning of CHs is made in each round based on selfish herd hypothesis, where leader retreats to the center of gravity. Based on this idea, an algorithm, together with its modified version, has been presented and tested in this paper. Simulation results show that both algorithms have benefits in network lifetime, and prolongation of network stability period duration.

Keywords: CH-active algorithm, mobile cluster head, sensors, wireless sensor network.

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2560 Optimized Data Fusion in an Intelligent Integrated GPS/INS System Using Genetic Algorithm

Authors: Ali Asadian, Behzad Moshiri, Ali Khaki Sedigh, Caro Lucas

Abstract:

Most integrated inertial navigation systems (INS) and global positioning systems (GPS) have been implemented using the Kalman filtering technique with its drawbacks related to the need for predefined INS error model and observability of at least four satellites. Most recently, a method using a hybrid-adaptive network based fuzzy inference system (ANFIS) has been proposed which is trained during the availability of GPS signal to map the error between the GPS and the INS. Then it will be used to predict the error of the INS position components during GPS signal blockage. This paper introduces a genetic optimization algorithm that is used to update the ANFIS parameters with respect to the INS/GPS error function used as the objective function to be minimized. The results demonstrate the advantages of the genetically optimized ANFIS for INS/GPS integration in comparison with conventional ANFIS specially in the cases of satellites- outages. Coping with this problem plays an important role in assessment of the fusion approach in land navigation.

Keywords: Adaptive Network based Fuzzy Inference System (ANFIS), Genetic optimization, Global Positioning System (GPS), Inertial Navigation System (INS).

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2559 A Comprehensive Survey and Comparative Analysis of Black Hole Attack in Mobile Ad Hoc Network

Authors: Nidhi Gupta, Sanjoy Das, Khushal Singh

Abstract:

A Mobile Ad-hoc Network (MANET) is a self managing network consists of versatile nodes that are capable of communicating with each other without having any fixed infrastructure. These nodes may be routers and/or hosts. Due to this dynamic nature of the network, routing protocols are vulnerable to various kinds of attacks. The black hole attack is one of the conspicuous security threats in MANETs. As the route discovery process is obligatory and customary, attackers make use of this loophole to get success in their motives to destruct the network. In Black hole attack the packet is redirected to a node that actually does not exist in the network. Many researchers have proposed different techniques to detect and prevent this type of attack. In this paper, we have analyzed various routing protocols in this context. Further we have shown a critical comparison among various protocols. We have shown various routing metrics are required proper and significant analysis of the protocol.

Keywords: Black Hole, MANET, Performance Parameters, Routing Protocol.

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2558 Evaluation of Hybrid Viscoelastic Damper for Passive Energy Dissipation

Authors: S. S. Ghodsi, M. H. Mehrabi, Zainah Ibrahim, Meldi Suhatril

Abstract:

This research examines the performance of a hybrid passive control device for enhancing the seismic response of steel frame structures. The device design comprises a damper which employs a viscoelastic material to control both shear and axial strain. In the design, energy is dissipated through the shear strain of a two-layer system of viscoelastic pads which are located between steel plates. In addition, viscoelastic blocks have been included on either side of the main shear damper which obtains compressive strains in the viscoelastic blocks. These dampers not only dissipate energy but also increase the stiffness of the steel frame structure, and the degree to which they increase the stiffness may be controlled by the size and shape. In this research, the cyclical behavior of the damper was examined both experimentally and numerically with finite element modeling. Cyclic loading results of the finite element modeling reveal fundamental characteristics of this hybrid viscoelastic damper. The results indicate that incorporating a damper of the design can significantly improve the seismic performance of steel frame structures.

Keywords: Cyclic loading, energy dissipation, hybrid damper, passive control system, viscoelastic damper.

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2557 Towards for Admission Control in WIMAX Relay Station Mesh Network for Mobile Stations out of Coverage Using Ad-Hoc

Authors: Anas Majeed, A. A. Zaidan, B. B. Zaidan, Laiha Mat Kiah

Abstract:

WIMAX relay station mesh network has been approved by IEEE 802.16j as a standard to provide a highly data rate transmission, the RS was implemented to extend the coverage zone of the BS, for instance the MSs previously were out of the coverage of the BS they become in the coverage of the RS, therefore these MSs can have Admission control from the BS through the RS. This paper describe a problem in the mesh network Relay station, for instance the problem of how to serve the mobile stations (MSs) which are out of the Relay station coverage. This paper also proposed a solution for mobile stations out of the coverage of the WIMAX Relay stations mesh Network. Therefore Ad-hoc network defined as a solution by using its admission control schema and apply it on the mobiles inside and outside the Relay station coverage.

Keywords: WIMAX, relay station, mesh network, ad-hoc, WiFi, generic algorithm.

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2556 An Intelligent Approach for Management of Hybrid DG System

Authors: Ali Vaseghi Ardekani, Hamid Reza Forutan, Amir Habibi, Ali Reza Rajabi, Hasan Adloo

Abstract:

Distributed generation units (DGs) are grid-connected or stand-alone electric generation units located within the electric distribution system at or near the end user. It is generally accepted that centralized electric power plants will remain the major source of the electric power supply for the near future. DGs, however, can complement central power by providing incremental capacity to the utility grid or to an end user. This paper presents an efficient power dispatching model for hybrid wind-Solar power generation system, to satisfy some essential requirements, such as dispersed electric power demand, electric power quality and reducing generation cost and so on. In this paper, presented some elements of the main parts in the hybrid system; and then made fundamental dispatching strategies according to different situations; then pointed out four improving measures to improve genetic algorithm, such as: modify the producing way of selection probability, improve the way of crossover, protect excellent chromosomes, and change mutation range and so on. Finally, propose a technique for solving the unit's commitment for dispatching problem based on an improved genetic algorithm.

Keywords: Power Quality, Wind-Solar System, Genetic Algorithm, Hybrid System.

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2555 Hybrid Anomaly Detection Using Decision Tree and Support Vector Machine

Authors: Elham Serkani, Hossein Gharaee Garakani, Naser Mohammadzadeh, Elaheh Vaezpour

Abstract:

Intrusion detection systems (IDS) are the main components of network security. These systems analyze the network events for intrusion detection. The design of an IDS is through the training of normal traffic data or attack. The methods of machine learning are the best ways to design IDSs. In the method presented in this article, the pruning algorithm of C5.0 decision tree is being used to reduce the features of traffic data used and training IDS by the least square vector algorithm (LS-SVM). Then, the remaining features are arranged according to the predictor importance criterion. The least important features are eliminated in the order. The remaining features of this stage, which have created the highest level of accuracy in LS-SVM, are selected as the final features. The features obtained, compared to other similar articles which have examined the selected features in the least squared support vector machine model, are better in the accuracy, true positive rate, and false positive. The results are tested by the UNSW-NB15 dataset.

Keywords: Intrusion detection system, decision tree, support vector machine, feature selection.

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2554 Investigating Feed Mix Problem Approaches: An Overview and Potential Solution

Authors: Rosshairy Abd Rahman, Chooi-Leng Ang, Razamin Ramli

Abstract:

Feed is one of the factors which play an important role in determining a successful development of an aquaculture industry. It is always critical to produce the best aquaculture diet at a minimum cost in order to trim down the operational cost and gain more profit. However, the feed mix problem becomes increasingly difficult since many issues need to be considered simultaneously. Thus, the purpose of this paper is to review the current techniques used by nutritionist and researchers to tackle the issues. Additionally, this paper introduce an enhance algorithm which is deemed suitable to deal with all the issues arise. The proposed technique refers to Hybrid Genetic Algorithm which is expected to obtain the minimum cost diet for farmed animal, while satisfying nutritional requirements. Hybrid GA technique with artificial bee algorithm is expected to reduce the penalty function and provide a better solution for the feed mix problem.

Keywords: Artificial bee algorithm, feed mix problem, hybrid genetic algorithm.

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2553 Advantages of Neural Network Based Air Data Estimation for Unmanned Aerial Vehicles

Authors: Angelo Lerro, Manuela Battipede, Piero Gili, Alberto Brandl

Abstract:

Redundancy requirements for UAV (Unmanned Aerial Vehicle) are hardly faced due to the generally restricted amount of available space and allowable weight for the aircraft systems, limiting their exploitation. Essential equipment as the Air Data, Attitude and Heading Reference Systems (ADAHRS) require several external probes to measure significant data as the Angle of Attack or the Sideslip Angle. Previous research focused on the analysis of a patented technology named Smart-ADAHRS (Smart Air Data, Attitude and Heading Reference System) as an alternative method to obtain reliable and accurate estimates of the aerodynamic angles. This solution is based on an innovative sensor fusion algorithm implementing soft computing techniques and it allows to obtain a simplified inertial and air data system reducing external devices. In fact, only one external source of dynamic and static pressures is needed. This paper focuses on the benefits which would be gained by the implementation of this system in UAV applications. A simplification of the entire ADAHRS architecture will bring to reduce the overall cost together with improved safety performance. Smart-ADAHRS has currently reached Technology Readiness Level (TRL) 6. Real flight tests took place on ultralight aircraft equipped with a suitable Flight Test Instrumentation (FTI). The output of the algorithm using the flight test measurements demonstrates the capability for this fusion algorithm to embed in a single device multiple physical and virtual sensors. Any source of dynamic and static pressure can be integrated with this system gaining a significant improvement in terms of versatility.

Keywords: Neural network, aerodynamic angles, virtual sensor, unmanned aerial vehicle, air data system, flight test.

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2552 Denial of Service (DOS) Attack and Its Possible Solutions in VANET

Authors: Halabi Hasbullah, Irshad Ahmed Soomro, Jamalul-lail Ab Manan

Abstract:

Vehicular Ad-hoc Network (VANET) is taking more attention in automotive industry due to the safety concern of human lives on roads. Security is one of the safety aspects in VANET. To be secure, network availability must be obtained at all times since availability of the network is critically needed when a node sends any life critical information to other nodes. However, it can be expected that security attacks are likely to increase in the coming future due to more and more wireless applications being developed and deployed onto the well-known expose nature of the wireless medium. In this respect, the network availability is exposed to many types of attacks. In this paper, Denial of Service (DOS) attack on network availability is presented and its severity level in VANET environment is elaborated. A model to secure the VANET from the DOS attacks has been developed and some possible solutions to overcome the attacks have been discussed.

Keywords: Vehicular Ad hoc Network (VANET); security;availability; security attack; Denial of Service (DOS).

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2551 Exponential Stability of Periodic Solutions in Inertial Neural Networks with Unbounded Delay

Authors: Yunquan Ke, Chunfang Miao

Abstract:

In this paper, the exponential stability of periodic solutions in inertial neural networks with unbounded delay are investigated. First, using variable substitution the system is transformed to first order differential equation. Second, by the fixed-point theorem and constructing suitable Lyapunov function, some sufficient conditions guaranteeing the existence and exponential stability of periodic solutions of the system are obtained. Finally, two examples are given to illustrate the effectiveness of the results.

Keywords: Inertial neural networks, unbounded delay, fixed-point theorem, Lyapunov function, periodic solutions, exponential stability.

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2550 Hybrid Genetic-Simulated Annealing Approach for Fractal Image Compression

Authors: Y.Chakrapani, K.Soundera Rajan

Abstract:

In this paper a hybrid technique of Genetic Algorithm and Simulated Annealing (HGASA) is applied for Fractal Image Compression (FIC). With the help of this hybrid evolutionary algorithm effort is made to reduce the search complexity of matching between range block and domain block. The concept of Simulated Annealing (SA) is incorporated into Genetic Algorithm (GA) in order to avoid pre-mature convergence of the strings. One of the image compression techniques in the spatial domain is Fractal Image Compression but the main drawback of FIC is that it involves more computational time due to global search. In order to improve the computational time along with acceptable quality of the decoded image, HGASA technique has been proposed. Experimental results show that the proposed HGASA is a better method than GA in terms of PSNR for Fractal image Compression.

Keywords: Fractal Image Compression, Genetic Algorithm, HGASA, Simulated Annealing.

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2549 The Care Management Network as an Effective Intervention in Mitigating the Risks of Hypertension

Authors: Feng-Chuan Pan, Fang-Yue Liu

Abstract:

Hospitals in southern Hualien teamed with the Hypertension Joint Care Network. Working with the network, the team provided a special designed health education to the individual who had been identified as a hypertension patient in the outpatient department. Some metabolism improvements achieved. This is a retrospective study by purposively taking 106 patients from a hospital between 2008 and 2010. Records of before and after education intervention of the objects was collected and analyzed to see the how the intervention affected the patients- hypertension control via clinical parameter monitoring. The results showed that the clinical indicators, the LDL-C, the cholesterol and the systolic blood pressure were significantly improved. The study provides evidence for the effectiveness of the network in controlling hypertension.

Keywords: hypertension, joint care management network, cardiovascular diseases, metabolic syndrome.

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2548 Hybrid TOA/AOA Schemes for Mobile Location in Cellular Communication Systems

Authors: Chien-Sheng Chen, Szu-Lin Su, Chuan-Der Lu

Abstract:

Wireless location is to determine the mobile station (MS) location in a wireless cellular communications system. When fewer base stations (BSs) may be available for location purposes or the measurements with large errors in non-line-of-sight (NLOS) environments, it is necessary to integrate all available heterogeneous measurements to achieve high location accuracy. This paper illustrates a hybrid proposed schemes that combine time of arrival (TOA) at three BSs and angle of arrival (AOA) information at the serving BS to give a location estimate of the MS. The proposed schemes mitigate the NLOS effect simply by the weighted sum of the intersections between three TOA circles and the AOA line without requiring a priori information about the NLOS error. Simulation results show that the proposed methods can achieve better accuracy when compare with Taylor series algorithm (TSA) and the hybrid lines of position algorithm (HLOP).

Keywords: Time of arrival (TOA), angle of arrival (AOA), non-line-of-sight (NLOS).

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2547 Study of Tribological Behaviour of Al6061/Silicon Carbide/Graphite Hybrid Metal Matrix Composite Using Taguchi's Techniques

Authors: Mohamed Zakaulla, A. R. Anwar Khan

Abstract:

Al6061 alloy base matrix, reinforced with particles of silicon carbide (10 wt %) and Graphite powder (1wt%), known as hybrid composites have been fabricated by liquid metallurgy route (stir casting technique) and optimized at different parameters like applied load, sliding speed and sliding distance by taguchi method. A plan of experiment generated through taguchi technique was used to perform experiments based on L27 orthogonal array. The developed ANOVA and regression equations are used to find the optimum coefficient of friction and wear under the influence of applied load, sliding speed and sliding distance. On the basis of “smaller the best” the dry sliding wear resistance was analysed and finally confirmation tests were carried out to verify the experimental results.

Keywords: Analysis of variance, dry sliding wear, Hybrid composite, orthogonal array, Taguchi technique.

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2546 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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2545 A Bayesian Network Reliability Modeling for FlexRay Systems

Authors: Kuen-Long Leu, Yung-Yuan Chen, Chin-Long Wey, Jwu-E Chen, Chung-Hsien Hsu

Abstract:

The increasing importance of FlexRay systems in automotive domain inspires unceasingly relative researches. One primary issue among researches is to verify the reliability of FlexRay systems either from protocol aspect or from system design aspect. However, research rarely discusses the effect of network topology on the system reliability. In this paper, we will illustrate how to model the reliability of FlexRay systems with various network topologies by a well-known probabilistic reasoning technology, Bayesian Network. In this illustration, we especially investigate the effectiveness of error containment built in star topology and fault-tolerant midpoint synchronization algorithm adopted in FlexRay communication protocol. Through a FlexRay steer-by-wire case study, the influence of different topologies on the failure probability of the FlexRay steerby- wire system is demonstrated. The notable value of this research is to show that the Bayesian Network inference is a powerful and feasible method for the reliability assessment of FlexRay systems.

Keywords: Bayesian Network, FlexRay, fault tolerance, network topology, reliability.

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2544 Authentic Learning for Computer Network with Mobile Device-Based Hands-On Labware

Authors: Kai Qian, Ming Yang, Minzhe Guo, Prabir Bhattacharya, Lixin Tao

Abstract:

Computer network courses are essential parts of college computer science curriculum and hands-on networking experience is well recognized as an effective approach to help students understand better about the network concepts, the layered architecture of network protocols, and the dynamics of the networks. However, existing networking labs are usually server-based and relatively cumbersome, which require a certain level of specialty and resource to set up and maintain the lab environment. Many universities/colleges lack the resources and build-ups in this field and have difficulty to provide students with hands-on practice labs. A new affordable and easily-adoptable approach to networking labs is desirable to enhance network teaching and learning. In addition, current network labs are short on providing hands-on practice for modern wireless and mobile network learning. With the prevalence of smart mobile devices, wireless and mobile network are permeating into various aspects of our information society. The emerging and modern mobile technology provides computer science students with more authentic learning experience opportunities especially in network learning. A mobile device based hands-on labware can provide an excellent ‘real world’ authentic learning environment for computer network especially for wireless network study. In this paper, we present our mobile device-based hands-on labware (series of lab module) for computer network learning which is guided by authentic learning principles to immerse students in a real world relevant learning environment. We have been using this labware in teaching computer network, mobile security, and wireless network classes. The student feedback shows that students can learn more when they have hands-on authentic learning experience. 

Keywords: Mobile computing, android, network, labware.

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2543 MITOS-RCNN: Mitotic Figure Detection in Breast Cancer Histopathology Images Using Region Based Convolutional Neural Networks

Authors: Siddhant Rao

Abstract:

Studies estimate that there will be 266,120 new cases of invasive breast cancer and 40,920 breast cancer induced deaths in the year of 2018 alone. Despite the pervasiveness of this affliction, the current process to obtain an accurate breast cancer prognosis is tedious and time consuming. It usually requires a trained pathologist to manually examine histopathological images and identify the features that characterize various cancer severity levels. We propose MITOS-RCNN: a region based convolutional neural network (RCNN) geared for small object detection to accurately grade one of the three factors that characterize tumor belligerence described by the Nottingham Grading System: mitotic count. Other computational approaches to mitotic figure counting and detection do not demonstrate ample recall or precision to be clinically viable. Our models outperformed all previous participants in the ICPR 2012 challenge, the AMIDA 2013 challenge and the MITOS-ATYPIA-14 challenge along with recently published works. Our model achieved an F- measure score of 0.955, a 6.11% improvement in accuracy from the most accurate of the previously proposed models.

Keywords: Object detection, histopathology, breast cancer, mitotic count, deep learning, computer vision.

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2542 A Hybrid Genetic Algorithm for the Sequence Dependent Flow-Shop Scheduling Problem

Authors: Mohammad Mirabi

Abstract:

Flow-shop scheduling problem (FSP) deals with the scheduling of a set of jobs that visit a set of machines in the same order. The FSP is NP-hard, which means that an efficient algorithm for solving the problem to optimality is unavailable. To meet the requirements on time and to minimize the make-span performance of large permutation flow-shop scheduling problems in which there are sequence dependent setup times on each machine, this paper develops one hybrid genetic algorithms (HGA). Proposed HGA apply a modified approach to generate population of initial chromosomes and also use an improved heuristic called the iterated swap procedure to improve initial solutions. Also the author uses three genetic operators to make good new offspring. The results are compared to some recently developed heuristics and computational experimental results show that the proposed HGA performs very competitively with respect to accuracy and efficiency of solution.

Keywords: Hybrid genetic algorithm, Scheduling, Permutationflow-shop, Sequence dependent

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2541 Passenger Flow Characteristics of Seoul Metropolitan Subway Network

Authors: Kang Won Lee, Jung Won Lee

Abstract:

Characterizing the network flow is of fundamental importance to understand the complex dynamics of networks. And passenger flow characteristics of the subway network are very relevant for an effective transportation management in urban cities. In this study, passenger flow of Seoul metropolitan subway network is investigated and characterized through statistical analysis. Traditional betweenness centrality measure considers only topological structure of the network and ignores the transportation factors. This paper proposes a weighted betweenness centrality measure that incorporates monthly passenger flow volume. We apply the proposed measure on the Seoul metropolitan subway network involving 493 stations and 16 lines. Several interesting insights about the network are derived from the new measures. Using Kolmogorov-Smirnov test, we also find out that monthly passenger flow between any two stations follows a power-law distribution and other traffic characteristics such as congestion level and throughflow traffic follow exponential distribution.

Keywords: Betweenness centrality, correlation coefficient, power-law distribution, Korea traffic data base.

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