Search results for: lattice models

Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.

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Authors: G. Korotcenkov, B. K. Cho, L. B. Gulina, V. P. Tolstoy

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The effect of SnO2 surface modification by Ag nanoclusters, synthesized by SILD method, on the operating characteristics of thin film gas sensors was studied and models for the promotional role of Ag additives were discussed. It was found that mentioned above approach can be used for improvement both the sensitivity and the rate of response of the SnO2-based gas sensors to CO and H2. At the same time, the presence of the Ag clusters on the surface of SnO2 depressed the sensor response to ozone.

Keywords: Ag nanoparticles, deposition, characterization, gas sensors, optimization.

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Authors: M. Sivaiah, R. Parmar, S. K. Majumder

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This article reports on hydrodynamic, mass transfer performances of fine bubble in a modified reactor. The quality of mixing in the modified reactor is discussed in the paper. Mass transfer efficiency based on quality of mixing is enunciated. To interpret the gas phase volume fraction and the quality of mixing is the empirical models for the modified system are developed.

Keywords: Downflow, bubble, hydrodynamics, gas-liquid, mixing, mass transfer, gas holdup

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Authors: Morten Brøgger, Kim Wittchen

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Focus on reducing energy consumption in existing buildings at large scale, e.g. in cities or countries, has been increasing in recent years. In order to reduce energy consumption in existing buildings, political incentive schemes are put in place and large scale investments are made by utility companies. Prioritising these investments requires a comprehensive overview of the energy consumption in the existing building stock, as well as potential energy-savings. However, a building stock comprises thousands of buildings with different characteristics making it difficult to model energy consumption accurately. Moreover, the complexity of the building stock makes it difficult to convey model results to policymakers and other stakeholders. In order to manage the complexity of the building stock, building archetypes are often employed in building stock energy models (BSEMs). Building archetypes are formed by segmenting the building stock according to specific characteristics. Segmenting the building stock according to building type and building age is common, among other things because this information is often easily available. This segmentation makes it easy to convey results to non-experts. However, using a single archetypical building to represent all buildings in a segment of the building stock is associated with loss of detail. Thermal characteristics are aggregated while other characteristics, which could affect the energy efficiency of a building, are disregarded. Thus, using a simplified representation of the building stock could come at the expense of the accuracy of the model. The present study evaluates the accuracy of a conventional archetype-based BSEM that segments the building stock according to building type- and age. The accuracy is evaluated in terms of the archetypes’ ability to accurately emulate the average energy demands of the corresponding buildings they were meant to represent. This is done for the buildings’ energy demands as a whole as well as for relevant sub-demands. Both are evaluated in relation to the type- and the age of the building. This should provide researchers, who use archetypes in BSEMs, with an indication of the expected accuracy of the conventional archetype model, as well as the accuracy lost in specific parts of the calculation, due to use of the archetype method.

Keywords: Building stock energy modelling, energy-savings, archetype.

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Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: Regression model, social mood, stock market prediction, Twitter.

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Authors: R. Bendib, A. Khelassi

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In this paper we will consider the most known ratios control schemes ((L/D, V/B),(L/D,V/F), Ryskamp-s, and (D/(L+D),V/B)) for binary distillation column and we compare them in the basis of interactions and disturbance propagation. The models for these configurations are deuced using mathematical transformations taking the energy balance structure (LV) as a base model. The dynamic relative magnitude criterion (DRMC) is used to assess the interactions. The results show that the introduction of ratios in controlling the column tends to minimize the degree of interactions between the loops.

Keywords: Distillation, interaction, DRMC, configurations.

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Authors: Wided GuezGuez, Nahla Ben Amor, Khaled Mellouli

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Influence diagrams (IDs) are one of the most commonly used graphical decision models for reasoning under uncertainty. The quantification of IDs which consists in defining conditional probabilities for chance nodes and utility functions for value nodes is not always obvious. In fact, decision makers cannot always provide exact numerical values and in some cases, it is more easier for them to specify qualitative preference orders. This work proposes an adaptation of standard IDs to the qualitative framework based on possibility theory.

Keywords: decision making, influence diagrams, qualitative utility, possibility theory.

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Emilia Nercissians

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The paper attempts to contribute to the largely neglected social and anthropological discussion of technology development on the one hand, and to redirecting the emphasis in anthropology from primitive and exotic societies to problems of high relevance in contemporary era and how technology is used in everyday life. It draws upon multidimensional models of intelligence and ideal type formation. It is argued that the predominance of computational and cognitive cosmovisions have led to technology alienation. Injection of communicative competence in artificially intelligent systems and identity technologies in the coming information society are analyzed

Keywords: convergence, nomadic computing, solidarity, status.

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Authors: Fenglong Guo, Dingcheng Wang

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This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

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Authors: A. C. Amaro de Faria Jr, A. M. Canone

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Considering a scenario where our universe is taken as a 3d domain wall embedded in a 5d dimensional Minkowski space-time, we explore the existence of a richer class of solitonic solutions and their consequences for accelerating universes driven by collisions of bulk particle excitations with the walls. In particular it is shown that some of these solutions should play a fundamental role at the beginning of the expansion process. We present some of these solutions in cosmological scenarios that can be applied to models that describe the inflationary period of the Universe.

Keywords: Solitons, topological defects, Branes, kinks, accelerating universes in Brane scenarios.

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Authors: Hritwik Ghosh, Irfan Sadiq Rahat, Sachi Nandan Mohanty, J. V. R. Ravindra, Abdus Sobur

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In the rapidly evolving landscape of medical diagnostics, the early detection and accurate classification of skin cancer remain paramount for effective treatment outcomes. This research delves into the transformative potential of artificial intelligence (AI), specifically deep learning (DL), as a tool for discerning and categorizing various skin conditions. Utilizing a diverse dataset of 3,000 images, representing nine distinct skin conditions, we confront the inherent challenge of class imbalance. This imbalance, where conditions like melanomas are over-represented, is addressed by incorporating class weights during the model training phase, ensuring an equitable representation of all conditions in the learning process. Our approach presents a hybrid model, amalgamating the strengths of two renowned convolutional neural networks (CNNs), VGG16 and ResNet50. These networks, pre-trained on the ImageNet dataset, are adept at extracting intricate features from images. By synergizing these models, our research aims to capture a holistic set of features, thereby bolstering classification performance. Preliminary findings underscore the hybrid model's superiority over individual models, showcasing its prowess in feature extraction and classification. Moreover, the research emphasizes the significance of rigorous data pre-processing, including image resizing, color normalization, and segmentation, in ensuring data quality and model reliability. In essence, this study illuminates the promising role of AI and DL in revolutionizing skin cancer diagnostics, offering insights into its potential applications in broader medical domains.

Keywords: Artificial intelligence, machine learning, deep learning, skin cancer, dermatology, convolutional neural networks, image classification, computer vision, healthcare technology, cancer detection, medical imaging.

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Authors: M. Sasajima, M. Watanabe, T. Yamaguchi Y. Kurosawa, Y. Koike

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In very narrow pathways, the speed of sound propagation and the phase of sound waves change due to the air viscosity. We have developed a new finite element method (FEM) that includes the effects of air viscosity for modeling a narrow sound pathway. This method is developed as an extension of the existing FEM for porous sound-absorbing materials. The numerical calculation results for several three-dimensional slit models using the proposed FEM are validated against existing calculation methods.

Keywords: Simulation, FEM, air viscosity, slit.

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Authors: Zhu Jiaming, Yu Mengna

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In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.

Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab

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Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

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Authors: Ben Khayut, Lina Fabri, Maya Avikhana

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The modern Artificial Narrow Intelligence (ANI) models cannot: a) independently, situationally, and continuously function without of human intelligence, used for retraining and reprogramming the ANI’s models, and b) think, understand, be conscious, and cognize under uncertainty and changing of the environmental objects. To eliminate these shortcomings and build a new generation of Artificial Intelligence systems, the paper proposes a Conception, Model, and Method of Computational Psycholinguistic Cognitive Situational-Fuzzy Self-Controlled Brain and Mind System (CPCSFSCBMSUU). This system uses a neural network as its computational memory, and activates functions of the perception, identification of real objects, fuzzy situational control, and forming images of these objects. These images and objects are used for modeling their psychological, linguistic, cognitive, and neural values of properties and features, the meanings of which are identified, interpreted, generated, and formed taking into account the identified subject area, using the data, information, knowledge, accumulated in the Memory. The functioning of the CPCSFSCBMSUU is carried out by its subsystems of the: fuzzy situational control of all processes, computational perception, identifying of reactions and actions, Psycholinguistic Cognitive Fuzzy Logical Inference, Decision Making, Reasoning, Systems Thinking, Planning, Awareness, Consciousness, Cognition, Intuition, and Wisdom. In doing so are performed analysis and processing of the psycholinguistic, subject, visual, signal, sound and other objects, accumulation and using the data, information and knowledge of the Memory, communication, and interaction with other computing systems, robots and humans in order of solving the joint tasks. To investigate the functional processes of the proposed system, the principles of situational control, fuzzy logic, psycholinguistics, informatics, and modern possibilities of data science were applied. The proposed self-controlled system of brain and mind is oriented on use as a plug-in in multilingual subject applications.

Keywords: Computational psycholinguistic cognitive brain and mind system, situational fuzzy control, uncertainty, AI.

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Authors: Ljerka Hrženjak-Šego, Željko Polić, Zdravka Aljinović

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In general, reports are a form of representing data in such way that user gets the information he needs. They can be built in various ways, from the simplest (“select from") to the most complex ones (results derived from different sources/tables with complex formulas applied). Furthermore, rules of calculations could be written as a program hard code or built in the database to be used by dynamic code. This paper will introduce two types of reports, defined in the DB structure. The main goal is to manage calculations in optimal way, keeping maintenance of reports as simple and smooth as possible.

Keywords: Data Definition diagram, Server Model Diagram, system modelling, reports.

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Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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Authors: Giovanni Incerti

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The dynamic behaviour of a four-bar linkage driven by a velocity controlled DC motor is discussed in the paper. In particular the author presents the results obtained by means of a specifically developed software, which implements the mathematical models of all components of the system (linkage, transmission, electric motor, control devices). The use of this software enables a more efficient design approach, since it allows the designer to check, in a simple and immediate way, the dynamic behaviour of the mechanism, arising from different values of the system parameters.

Keywords: Four-bar linkage, Speed control, Dynamic analysis.

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Authors: Abdolhamid Fetanat, Mehdi Naghian Feshaareki

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In open settings, the participants in virtual organization are autonomous and there is no central authority to ensure the felicity of their interactions. When agents interact in such settings, each relies upon being able to model the trustworthiness of the agents with whom it interacts. Fundamentally, such models must consider the past behavior of the other parties in order to predict their future behavior. Further, it is sensible for the agents to share information via referrals to trustworthy agents. In this article, trust is a bet on the future contingent actions of others" and enumerates six major factors supporting it: (1) reputation, (2) performance, (3) appearance, (4) accountability, (5) precommitment, and (6) contextual facilitation.

Keywords: Trustworthy, trust, virtual organization.

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Authors: Miloš Šeda, Tomáš Březina

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In this paper, we focus on the use of knowledge bases in two different application areas – control of systems with unknown or strongly nonlinear models (i.e. hardly controllable by the classical methods), and robot motion planning in eight directions. The first one deals with fuzzy logic and the paper presents approaches for setting and aggregating the rules of a knowledge base. Te second one is concentrated on a case-based reasoning strategy for finding the path in a planar scene with obstacles.

Keywords: fuzzy controller, fuzzification, rule base, inference, defuzzification, genetic algorithm, neural network, case-based reasoning

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Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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Authors: Angelo Corallo, Maria Elena Latino, Marta Menegoli

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Agri-food value chain involves various stakeholders with different roles. All of them abide by national and international rules and leverage marketing strategies to advance their products. Food products and related processing phases carry with it a big mole of data that are often not used to inform final customer. Some data, if fittingly identified and used, can enhance the single company, and/or the all supply chain creates a math between marketing techniques and voluntary traceability strategies. Moreover, as of late, the world has seen buying-models’ modification: customer is careful on wellbeing and food quality. Food citizenship and food democracy was born, leveraging on transparency, sustainability and food information needs. Internet of Things (IoT) and Analytics, some of the innovative technologies of Industry 4.0, have a significant impact on market and will act as a main thrust towards a genuine ‘4.0 change’ for agriculture. But, realizing a traceability system is not simple because of the complexity of agri-food supply chain, a lot of actors involved, different business models, environmental variations impacting products and/or processes, and extraordinary climate changes. In order to give support to the company involved in a traceability path, starting from business model analysis and related business process a Framework to Manage Product Data in Agri-Food Supply Chain for Voluntary Traceability was conceived. Studying each process task and leveraging on modeling techniques lead to individuate information held by different actors during agri-food supply chain. IoT technologies for data collection and Analytics techniques for data processing supply information useful to increase the efficiency intra-company and competitiveness in the market. The whole information recovered can be shown through IT solutions and mobile application to made accessible to the company, the entire supply chain and the consumer with the view to guaranteeing transparency and quality.

Keywords: Agriculture 4.0, agri-food supply chain, Industry 4.0, voluntary traceability.

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Authors: Nilson Barbieri, Renato Barbieri

Abstract:

–In this paper the damage in clamped-free, clampedclamped and free-free beam are analyzed considering samples without and with structural modifications. The damage location is investigated by the use of the bispectrum and wavelet analysis. The mathematical models are obtained using 2D elasticity theory and the Finite Element Method (FEM). The numerical and experimental data are approximated using the Particle Swarm Optimizer (PSO) method and this way is possible to adjust the localization and the severity of the damage. The experimental data are obtained through accelerometers placed along the sample. The system is excited using impact hammer.

Keywords: Damage, beam, PSO, bispectrum, wavelet transform

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Authors: Kandarpa Kumar Sarma

Abstract:

The key to the continued success of ANN depends, considerably, on the use of hybrid structures implemented on cooperative frame-works. Hybrid architectures provide the ability to the ANN to validate heterogeneous learning paradigms. This work describes the implementation of a set of Distributed and Hybrid ANN models for Character Recognition applied to Anglo-Assamese scripts. The objective is to describe the effectiveness of Hybrid ANN setups as innovative means of neural learning for an application like multilingual handwritten character and numeral recognition.

Keywords: Assamese, Feature, Recurrent.

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Authors: Antonio Vitale, Nicola Genito, Giovanni Cuciniello, Ferdinando Montemari

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The introduction of tilt-rotor aircraft into the existing civilian air transportation system will provide beneficial effects due to tilt-rotor capability to combine the characteristics of a helicopter and a fixed-wing aircraft into one vehicle. The disposability of reliable tilt-rotor simulation models supports the development of such vehicle. Indeed, simulation models are required to design automatic control systems that increase safety, reduce pilot's workload and stress, and ensure the optimal aircraft configuration with respect to flight envelope limits, especially during the most critical flight phases such as conversion from helicopter to aircraft mode and vice versa. This article presents a process to build a simplified tilt-rotor simulation model, derived from the analysis of flight data. The model aims to reproduce the complex dynamics of tilt-rotor during the in-flight conversion phase. It uses a set of scheduled linear transfer functions to relate the autopilot reference inputs to the most relevant rigid body state variables. The model also computes information about the rotor flapping dynamics, which are useful to evaluate the aircraft control margin in terms of rotor collective and cyclic commands. The rotor flapping model is derived through a mixed theoretical-empirical approach, which includes physical analytical equations (applicable to helicopter configuration) and parametric corrective functions. The latter are introduced to best fit the actual rotor behavior and balance the differences existing between helicopter and tilt-rotor during flight. Time-domain system identification from flight data is exploited to optimize the model structure and to estimate the model parameters. The presented model-building process was applied to simulated flight data of the ERICA Tilt-Rotor, generated by using a high fidelity simulation model implemented in FlightLab environment. The validation of the obtained model was very satisfying, confirming the validity of the proposed approach.

Keywords: Flapping Dynamics, Flight Dynamics, System Identification, Tilt-Rotor Modeling and Simulation.

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Authors: A. Siam, R. Maamri, Z. Sahnoun

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The development of adaptive user interfaces (UI) presents for a long time an important research area in which researcher attempt to call upon the full resources and skills of several disciplines, The adaptive UI community holds a thorough knowledge regarding the adaptation of UIs with users and with contexts of use. Several solutions, models, formalisms, techniques and mechanisms were proposed to develop adaptive UI. In this paper, we propose an approach based on the fuzzy set theory for modeling the concept of the appropriateness of different solutions of UI adaptation with different situations for which interactive systems have to adapt their UIs.

Keywords: Adaptive user interfaces, adaptation solution’s appropriateness, fuzzy sets.

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Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim

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In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.

Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.

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Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

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A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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Authors: J.Partanen

Abstract:

Complexity, as a theoretical background has made it easier to understand and explain the features and dynamic behavior of various complex systems. As the common theoretical background has confirmed, borrowing the terminology for design from the natural sciences has helped to control and understand urban complexity. Phenomena like self-organization, evolution and adaptation are appropriate to describe the formerly inaccessible characteristics of the complex environment in unpredictable bottomup systems. Increased computing capacity has been a key element in capturing the chaotic nature of these systems. A paradigm shift in urban planning and architectural design has forced us to give up the illusion of total control in urban environment, and consequently to seek for novel methods for steering the development. New methods using dynamic modeling have offered a real option for more thorough understanding of complexity and urban processes. At best new approaches may renew the design processes so that we get a better grip on the complex world via more flexible processes, support urban environmental diversity and respond to our needs beyond basic welfare by liberating ourselves from the standardized minimalism. A complex system and its features are as such beyond human ethics. Self-organization or evolution is either good or bad. Their mechanisms are by nature devoid of reason. They are common in urban dynamics in both natural processes and gas. They are features of a complex system, and they cannot be prevented. Yet their dynamics can be studied and supported. The paradigm of complexity and new design approaches has been criticized for a lack of humanity and morality, but the ethical implications of scientific or computational design processes have not been much discussed. It is important to distinguish the (unexciting) ethics of the theory and tools from the ethics of computer aided processes based on ethical decisions. Urban planning and architecture cannot be based on the survival of the fittest; however, the natural dynamics of the system cannot be impeded on grounds of being “non-human". In this paper the ethical challenges of using the dynamic models are contemplated in light of a few examples of new architecture and dynamic urban models and literature. It is suggested that ethical challenges in computational design processes could be reframed under the concepts of responsibility and transparency.

Keywords: urban planning, architecture, dynamic modeling, ethics, complexity theory.

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