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6849 Cascaded Neural Network for Internal Temperature Forecasting in Induction Motor
Authors: Hidir S. Nogay
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In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.Keywords: Cascaded neural network, internal temperature, three-phase induction motor, inverter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8736848 Spatial Variability of Brahmaputra River Flow Characteristics
Authors: Hemant Kumar
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Brahmaputra River is known according to the Hindu mythology the son of the Lord Brahma. According to this name, the river Brahmaputra creates mass destruction during the monsoon season in Assam, India. It is a state situated in North-East part of India. This is one of the essential states out of the seven countries of eastern India, where almost all entire Brahmaputra flow carried out. The other states carry their tributaries. In the present case study, the spatial analysis performed in this specific case the number of MODIS data are acquired. In the method of detecting the change, the spray content was found during heavy rainfall and in the flooded monsoon season. By this method, particularly the analysis over the Brahmaputra outflow determines the flooded season. The charged particle-associated in aerosol content genuinely verifies the heavy water content below the ground surface, which is validated by trend analysis through rainfall spectrum data. This is confirmed by in-situ sampled view data from a different position of Brahmaputra River. Further, a Hyperion Hyperspectral 30 m resolution data were used to scan the sediment deposits, which is also confirmed by in-situ sampled view data from a different position.
Keywords: Spatial analysis, change detection, aerosol, trend analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5436847 Mass Casualty Acute Pepper Spray Inhalation Respiratory Effect Severity
Authors: B. Michelle Sweeting
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Pepper spray use has gained momentum since 1992 and although the active ingredient is readily available, it is considered a weapon with restricted use in many regions, including The Bahamas. In light of controversy in the literature regarding the severity of presenting respiration complaints among individuals postacute exposure of pepper spray inhalation, this descriptive case series study was conducted to assess the respiratory status of persons evaluated during a mass casualty in The Bahamas. Parameters noted were patients- demographics and respiration severity determined via clinical examination findings, disposition and follow-up review of the 20 persons. Their most common complaint was difficulty breathing post exposure. Two required admission and stayed for <24 hours uneventfully. All cases remained without residual complaints upon follow-up. Results showed that although respiration difficulty was perceived as the most detrimental of presenting complaints, it was noted to be mostly subjective with benign outcome.Keywords: Acute Pepper Spray Inhalation, Capsaicinoids, Oleoresin Capsicum, Pepper spray, Respiratory severity severity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20656846 A Novel Genetic Algorithm Designed for Hardware Implementation
Authors: Zhenhuan Zhu, David Mulvaney, Vassilios Chouliaras
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A new genetic algorithm, termed the 'optimum individual monogenetic genetic algorithm' (OIMGA), is presented whose properties have been deliberately designed to be well suited to hardware implementation. Specific design criteria were to ensure fast access to the individuals in the population, to keep the required silicon area for hardware implementation to a minimum and to incorporate flexibility in the structure for the targeting of a range of applications. The first two criteria are met by retaining only the current optimum individual, thereby guaranteeing a small memory requirement that can easily be stored in fast on-chip memory. Also, OIMGA can be easily reconfigured to allow the investigation of problems that normally warrant either large GA populations or individuals many genes in length. Local convergence is achieved in OIMGA by retaining elite individuals, while population diversity is ensured by continually searching for the best individuals in fresh regions of the search space. The results given in this paper demonstrate that both the performance of OIMGA and its convergence time are superior to those of a range of existing hardware GA implementations.
Keywords: Genetic algorithms, genetic hardware, machinelearning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20246845 Discovering Complex Regularities by Adaptive Self Organizing Classification
Authors: A. Faro, D. Giordano, F. Maiorana
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Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.
Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15636844 A New Evolutionary Algorithm for Cluster Analysis
Authors: B.Bahmani Firouzi, T. Niknam, M. Nayeripour
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Clustering is a very well known technique in data mining. One of the most widely used clustering techniques is the kmeans algorithm. Solutions obtained from this technique depend on the initialization of cluster centers and the final solution converges to local minima. In order to overcome K-means algorithm shortcomings, this paper proposes a hybrid evolutionary algorithm based on the combination of PSO, SA and K-means algorithms, called PSO-SA-K, which can find better cluster partition. The performance is evaluated through several benchmark data sets. The simulation results show that the proposed algorithm outperforms previous approaches, such as PSO, SA and K-means for partitional clustering problem.
Keywords: Data clustering, Hybrid evolutionary optimization algorithm, K-means algorithm, Simulated Annealing (SA), Particle Swarm Optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22786843 Research and Application of Consultative Committee for Space Data Systems Wireless Communications Standards for Spacecraft
Authors: Cuitao Zhang, Xiongwen He
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According to the new requirements of the future spacecraft, such as networking, modularization and non-cable, this paper studies the CCSDS wireless communications standards, and focuses on the low data-rate wireless communications for spacecraft monitoring and control. The application fields and advantages of wireless communications are analyzed. Wireless communications technology has significant advantages in reducing the weight of the spacecraft, saving time in spacecraft integration, etc. Based on this technology, a scheme for spacecraft data system is put forward. The corresponding block diagram and key wireless interface design of the spacecraft data system are given. The design proposal of the wireless node and information flow of the spacecraft are also analyzed. The results show that the wireless communications scheme is reasonable and feasible. The wireless communications technology can meet the future spacecraft demands in networking, modularization and non-cable.
Keywords: CCSDS standards, information flow, non-cable, spacecraft, wireless communications.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9416842 Analysis of Trend and Variability of Rainfall in the Mid-Mahanadi River Basin of Eastern India
Authors: Rabindra K. Panda, Gurjeet Singh
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The major objective of this study was to analyze the trend and variability of rainfall in the middle Mahandi river basin located in eastern India. The trend of variation of extreme rainfall events has predominant effect on agricultural water management and extreme hydrological events such as floods and droughts. Mahanadi river basin is one of the major river basins of India having an area of 1,41,589 km2 and divided into three regions: Upper, middle and delta region. The middle region of Mahanadi river basin has an area of 48,700 km2 and it is mostly dominated by agricultural land, where agriculture is mostly rainfed. The study region has five Agro-climatic zones namely: East and South Eastern Coastal Plain, North Eastern Ghat, Western Undulating Zone, Western Central Table Land and Mid Central Table Land, which were numbered as zones 1 to 5 respectively for convenience in reporting. In the present study, analysis of variability and trends of annual, seasonal, and monthly rainfall was carried out, using the daily rainfall data collected from the Indian Meteorological Department (IMD) for 35 years (1979-2013) for the 5 agro-climatic zones. The long term variability of rainfall was investigated by evaluating the mean, standard deviation and coefficient of variation. The long term trend of rainfall was analyzed using the Mann-Kendall test on monthly, seasonal and annual time scales. It was found that there is a decreasing trend in the rainfall during the winter and pre monsoon seasons for zones 2, 3 and 4; whereas in the monsoon (rainy) season there is an increasing trend for zones 1, 4 and 5 with a level of significance ranging between 90-95%. On the other hand, the mean annual rainfall has an increasing trend at 99% significance level. The estimated seasonality index showed that the rainfall distribution is asymmetric and distributed over 3-4 months period. The study will help to understand the spatio-temporal variation of rainfall and to determine the correlation between the current rainfall trend and climate change scenario of the study region for multifarious use.
Keywords: Eastern India, long-term variability and trends, Mann-Kendall test, seasonality index, spatio-temporal variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16346841 Determination of Critical Source Areas for Sediment Loss: Sarrath River Basin, Tunisia
Authors: Manel Mosbahi
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The risk of water erosion is one of the main environmental concerns in the southern Mediterranean regions. Thus, quantification of soil loss is an important issue for soil and water conservation managers. The objective of this paper is to examine the applicability of the Soil and Water Assessment Tool (SWAT) model in The Sarrath river catchment, North of Tunisia, and to identify the most vulnerable areas in order to help manager implement an effective management program. The spatial analysis of the results shows that 7 % of the catchment experiences very high erosion risk, in need for suitable conservation measures to be adopted on a priority basis. The spatial distribution of erosion risk classes estimated 3% high, 5,4% tolerable, and 84,6% low. Among the 27 delineated subcatchments only 4 sub-catchments are found to be under high and very high soil loss group, two sub-catchments fell under moderate soil loss group, whereas other sub-catchments are under low soil loss group.Keywords: Critical source areas, Erosion risk, SWAT model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14656840 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Authors: Zeynep İltüzer Samur, Gül Tekin Temur
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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30856839 Totally Integrated Smart Energy System through Data Acquisition via Remote Location
Authors: Muhammad Tahir Qadri, M. Irfan Anis, M. Nawaz Irshad Khan
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This paper discusses the approach of real-time controlling of the energy management system using the data acquisition tool of LabVIEW. The main idea of this inspiration was to interface the Station (PC) with the system and publish the data on internet using LabVIEW. In this venture, controlling and switching of 3 phase AC loads are effectively and efficiently done. The phases are also sensed through devices. In case of any failure the attached generator starts functioning automatically. The computer sends command to the system and system respond to the request. The modern feature is to access and control the system world-wide using world wide web (internet). This controlling can be done at any time from anywhere to effectively use the energy especially in developing countries where energy management is a big problem. In this system totally integrated devices are used to operate via remote location.Keywords: VI-server, Remote Access, Telemetry, Data Acquisition, web server.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18796838 Driver Fatigue State Recognition with Pixel Based Caveat Scheme Using Eye-Tracking
Authors: K. Thulasimani, K. G. Srinivasagan
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Driver fatigue is an important factor in the increasing number of road accidents. Dynamic template matching method was proposed to address the problem of real-time driver fatigue detection system based on eye-tracking. An effective vision based approach was used to analyze the driver’s eye state to detect fatigue. The driver fatigue system consists of Face detection, Eye detection, Eye tracking, and Fatigue detection. Initially frames are captured from a color video in a car dashboard and transformed from RGB into YCbCr color space to detect the driver’s face. Canny edge operator was used to estimating the eye region and the locations of eyes are extracted. The extracted eyes were considered as a template matching for eye tracking. Edge Map Overlapping (EMO) and Edge Pixel Count (EPC) matching function were used for eye tracking which is used to improve the matching accuracy. The pixel of eyeball was tracked from the eye regions which are used to determine the fatigue state of the driver.Keywords: Driver fatigue detection, Driving safety, Eye tracking, Intelligent transportation system, Template matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17276837 Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems
Authors: Kazutoshi Shishido, Sanehiro Muromachi, Ryo Ohmura
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This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.Keywords: Clathrate hydrate, Ozone, Molecule storage, Sterilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15086836 A Fuzzy TOPSIS Based Model for Safety Risk Assessment of Operational Flight Data
Authors: N. Borjalilu, P. Rabiei, A. Enjoo
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Flight Data Monitoring (FDM) program assists an operator in aviation industries to identify, quantify, assess and address operational safety risks, in order to improve safety of flight operations. FDM is a powerful tool for an aircraft operator integrated into the operator’s Safety Management System (SMS), allowing to detect, confirm, and assess safety issues and to check the effectiveness of corrective actions, associated with human errors. This article proposes a model for safety risk assessment level of flight data in a different aspect of event focus based on fuzzy set values. It permits to evaluate the operational safety level from the point of view of flight activities. The main advantages of this method are proposed qualitative safety analysis of flight data. This research applies the opinions of the aviation experts through a number of questionnaires Related to flight data in four categories of occurrence that can take place during an accident or an incident such as: Runway Excursions (RE), Controlled Flight Into Terrain (CFIT), Mid-Air Collision (MAC), Loss of Control in Flight (LOC-I). By weighting each one (by F-TOPSIS) and applying it to the number of risks of the event, the safety risk of each related events can be obtained.Keywords: F-TOPSIS, fuzzy set, FDM, flight safety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8876835 Time Series Forecasting Using a Hybrid RBF Neural Network and AR Model Based On Binomial Smoothing
Authors: Fengxia Zheng, Shouming Zhong
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ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36876834 Unsupervised Texture Classification and Segmentation
Authors: V.P.Subramanyam Rallabandi, S.K.Sett
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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15936833 A Novel NIRS Index to Evaluate Brain Activity in Prefrontal Regions While Listening to First and Second Languages for Long Time Periods
Authors: Kensho Takahashi, Ko Watanabe, Takashi Kaburagi, Hiroshi Tanaka, Kajiro Watanabe, Yosuke Kurihara
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Near-infrared spectroscopy (NIRS) has been widely used as a non-invasive method to measure brain activity, but it is corrupted by baseline drift noise. Here we present a method to measure regional cerebral blood flow as a derivative of NIRS output. We investigate whether, when listening to languages, blood flow can reasonably localize and represent regional brain activity or not. The prefrontal blood flow distribution pattern when advanced second-language listeners listened to a second language (L2) was most similar to that when listening to their first language (L1) among the patterns of mean and standard deviation. In experiments with 25 healthy subjects, the maximum blood flow was localized to the left BA46 of advanced listeners. The blood flow presented is robust to baseline drift and stably localizes regional brain activity.
Keywords: NIRS, oxy-hemoglobin, baseline drift, blood flow, working memory, BA46, first language, second language.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22776832 Vision-Based Daily Routine Recognition for Healthcare with Transfer Learning
Authors: Bruce X. B. Yu, Yan Liu, Keith C. C. Chan
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We propose to record Activities of Daily Living (ADLs) of elderly people using a vision-based system so as to provide better assistive and personalization technologies. Current ADL-related research is based on data collected with help from non-elderly subjects in laboratory environments and the activities performed are predetermined for the sole purpose of data collection. To obtain more realistic datasets for the application, we recorded ADLs for the elderly with data collected from real-world environment involving real elderly subjects. Motivated by the need to collect data for more effective research related to elderly care, we chose to collect data in the room of an elderly person. Specifically, we installed Kinect, a vision-based sensor on the ceiling, to capture the activities that the elderly subject performs in the morning every day. Based on the data, we identified 12 morning activities that the elderly person performs daily. To recognize these activities, we created a HARELCARE framework to investigate into the effectiveness of existing Human Activity Recognition (HAR) algorithms and propose the use of a transfer learning algorithm for HAR. We compared the performance, in terms of accuracy, and training progress. Although the collected dataset is relatively small, the proposed algorithm has a good potential to be applied to all daily routine activities for healthcare purposes such as evidence-based diagnosis and treatment.Keywords: Daily activity recognition, healthcare, IoT sensors, transfer learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8956831 Visualization of Sediment Thickness Variation for Sea Bed Logging using Spline Interpolation
Authors: Hanita Daud, Noorhana Yahya, Vijanth Sagayan, Muizuddin Talib
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This paper discusses on the use of Spline Interpolation and Mean Square Error (MSE) as tools to process data acquired from the developed simulator that shall replicate sea bed logging environment. Sea bed logging (SBL) is a new technique that uses marine controlled source electromagnetic (CSEM) sounding technique and is proven to be very successful in detecting and characterizing hydrocarbon reservoirs in deep water area by using resistivity contrasts. It uses very low frequency of 0.1Hz to 10 Hz to obtain greater wavelength. In this work the in house built simulator was used and was provided with predefined parameters and the transmitted frequency was varied for sediment thickness of 1000m to 4000m for environment with and without hydrocarbon. From series of simulations, synthetics data were generated. These data were interpolated using Spline interpolation technique (degree of three) and mean square error (MSE) were calculated between original data and interpolated data. Comparisons were made by studying the trends and relationship between frequency and sediment thickness based on the MSE calculated. It was found that the MSE was on increasing trends in the set up that has the presence of hydrocarbon in the setting than the one without. The MSE was also on decreasing trends as sediment thickness was increased and with higher transmitted frequency.Keywords: Spline Interpolation, Mean Square Error, Sea Bed Logging, Controlled Source Electromagnetic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16566830 The Consumer Private Space: What is and How it can be Approached without Affecting the Consumer's Privacy
Authors: Calin Veghes
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The concept of privacy, seen in connection to the consumer's private space and personalization, has recently gained a higher importance as a consequence of the increasing marketing efforts of the organizations based on the capturing, processing and usage of consumer-s personal data.Paper intends to provide a definition of the consumer-s private space based on the types of personal data the consumer is willing to disclose, to assess the attitude toward personalization and to identify the means preferred by consumers to control their personal data and defend their private space. Several implications generated through the definition of the consumer-s private space are identified and weighted from both the consumers- and organizations- perspectives.
Keywords: Consumer private space, personalization, privacy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15666829 Quantifying the Methods of Monitoring Timers in Electric Water Heater for Grid Balancing on Demand Side Management: A Systematic Mapping Review
Authors: Yamamah Abdulrazaq, Lahieb A. Abrahim, Samuel E. Davies, Iain Shewring
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Electric water heater (EWH) is a powerful appliance that uses electricity in residential, commercial, and industrial settings, and the ability to control them properly will result in cost savings and the prevention of blackouts on the national grid. This article discusses the usage of timers in EWH control strategies for demand-side management (DSM). To the authors' knowledge, there is no systematic mapping review focusing on the utilization of EWH control strategies in DSM has yet been conducted. Consequently, the purpose of this research is to identify and examine main papers exploring EWH procedures in DSM by quantifying and categorizing information with regard to publication year and source, kind of methods, and source of data for monitoring control techniques. In order to answer the research questions, a total of 31 publications published between 1999 and 2023 were selected depending on specific inclusion and exclusion criteria. The data indicate that direct load control (DLC) has been somewhat more prevalent than indirect load control (ILC). Additionally, the mix method is much lower than the other techniques, and the proportion of real-time data (RTD) to non-real-time data (NRTD) is about equal.
Keywords: Demand side management, direct load control, electric water heater, indirect load control, non-real-time data, real time data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1146828 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14306827 A Weighted Sum Technique for the Joint Optimization of Performance and Power Consumption in Data Centers
Authors: Samee Ullah Khan, C.Ardil
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With data centers, end-users can realize the pervasiveness of services that will be one day the cornerstone of our lives. However, data centers are often classified as computing systems that consume the most amounts of power. To circumvent such a problem, we propose a self-adaptive weighted sum methodology that jointly optimizes the performance and power consumption of any given data center. Compared to traditional methodologies for multi-objective optimization problems, the proposed self-adaptive weighted sum technique does not rely on a systematical change of weights during the optimization procedure. The proposed technique is compared with the greedy and LR heuristics for large-scale problems, and the optimal solution for small-scale problems implemented in LINDO. the experimental results revealed that the proposed selfadaptive weighted sum technique outperforms both of the heuristics and projects a competitive performance compared to the optimal solution.Keywords: Meta-heuristics, distributed systems, adaptive methods, resource allocation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18366826 Software-Defined Radio Based Channel Measurement System of Wideband HF Communication System in Low-Latitude Region
Authors: P. H. Mukti, I. Kurniawati, F. Oktaviansyah, A. D. Adhitya, N. Rachmadani, R. Corputty, G. Hendrantoro, T. Fukusako
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HF Communication system is one of the attractive fields among many researchers since it can be reached long-distance areas with low-cost. This long-distance communication can be achieved by exploiting the ionosphere as a transmission medium for the HF radio wave. However, due to the dynamic nature of ionosphere, the channel characteristic of HF communication has to be investigated in order to gives better performances. Many techniques to characterize HF channel are available in the literature. However, none of those techniques describe the HF channel characteristic in low-latitude regions, especially equatorial areas. Since the ionosphere around equatorial region has an ESF phenomenon, it becomes an important investigation to characterize the wideband HF Channel in low-latitude region. On the other sides, the appearance of software-defined radio attracts the interest of many researchers. Accordingly, in this paper a SDR-based channel measurement system is proposed to be used for characterizing the HF channel in low-latitude region.
Keywords: Channel Characteristic, HF Communication System, LabVIEW, Software-Defined Radio, Universal Software Radio Pheripheral.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30096825 Image-Based (RBG) Technique for Estimating Phosphorus Levels of Crops
Authors: M. M. Ali, Ahmed Al-Ani, Derek Eamus, Daniel K. Y. Tan
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In this glasshouse study, we developed a new imagebased non-destructive technique for detecting leaf P status of different crops such as cotton, tomato and lettuce. The plants were grown on a nutrient solution containing different P concentrations, e.g. 0%, 50% and 100% of recommended P concentration (P0 = no P, L; P1 = 2.5 mL 10 L-1 of P and P2 = 5 mL 10 L-1 of P). After 7 weeks of treatment, the plants were harvested and data on leaf P contents were collected using the standard destructive laboratory method and at the same time leaf images were collected by a handheld crop image sensor. We calculated leaf area, leaf perimeter and RGB (red, green and blue) values of these images. These data were further used in linear discriminant analysis (LDA) to estimate leaf P contents, which successfully classified these plants on the basis of leaf P contents. The data indicated that P deficiency in crop plants can be predicted using leaf image and morphological data. Our proposed nondestructive imaging method is precise in estimating P requirements of different crop species.Keywords: Image-based techniques, leaf area, leaf P contents, linear discriminant analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16496824 An Improved K-Means Algorithm for Gene Expression Data Clustering
Authors: Billel Kenidra, Mohamed Benmohammed
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Data mining technique used in the field of clustering is a subject of active research and assists in biological pattern recognition and extraction of new knowledge from raw data. Clustering means the act of partitioning an unlabeled dataset into groups of similar objects. Each group, called a cluster, consists of objects that are similar between themselves and dissimilar to objects of other groups. Several clustering methods are based on partitional clustering. This category attempts to directly decompose the dataset into a set of disjoint clusters leading to an integer number of clusters that optimizes a given criterion function. The criterion function may emphasize a local or a global structure of the data, and its optimization is an iterative relocation procedure. The K-Means algorithm is one of the most widely used partitional clustering techniques. Since K-Means is extremely sensitive to the initial choice of centers and a poor choice of centers may lead to a local optimum that is quite inferior to the global optimum, we propose a strategy to initiate K-Means centers. The improved K-Means algorithm is compared with the original K-Means, and the results prove how the efficiency has been significantly improved.
Keywords: Microarray data mining, biological pattern recognition, partitional clustering, k-means algorithm, centroid initialization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12846823 The Classification Performance in Parametric and Nonparametric Discriminant Analysis for a Class- Unbalanced Data of Diabetes Risk Groups
Authors: Lily Ingsrisawang, Tasanee Nacharoen
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The problems arising from unbalanced data sets generally appear in real world applications. Due to unequal class distribution, many researchers have found that the performance of existing classifiers tends to be biased towards the majority class. The k-nearest neighbors’ nonparametric discriminant analysis is a method that was proposed for classifying unbalanced classes with good performance. In this study, the methods of discriminant analysis are of interest in investigating misclassification error rates for classimbalanced data of three diabetes risk groups. The purpose of this study was to compare the classification performance between parametric discriminant analysis and nonparametric discriminant analysis in a three-class classification of class-imbalanced data of diabetes risk groups. Data from a project maintaining healthy conditions for 599 employees of a government hospital in Bangkok were obtained for the classification problem. The employees were divided into three diabetes risk groups: non-risk (90%), risk (5%), and diabetic (5%). The original data including the variables of diabetes risk group, age, gender, blood glucose, and BMI were analyzed and bootstrapped for 50 and 100 samples, 599 observations per sample, for additional estimation of the misclassification error rate. Each data set was explored for the departure of multivariate normality and the equality of covariance matrices of the three risk groups. Both the original data and the bootstrap samples showed nonnormality and unequal covariance matrices. The parametric linear discriminant function, quadratic discriminant function, and the nonparametric k-nearest neighbors’ discriminant function were performed over 50 and 100 bootstrap samples and applied to the original data. Searching the optimal classification rule, the choices of prior probabilities were set up for both equal proportions (0.33: 0.33: 0.33) and unequal proportions of (0.90:0.05:0.05), (0.80: 0.10: 0.10) and (0.70, 0.15, 0.15). The results from 50 and 100 bootstrap samples indicated that the k-nearest neighbors approach when k=3 or k=4 and the defined prior probabilities of non-risk: risk: diabetic as 0.90: 0.05:0.05 or 0.80:0.10:0.10 gave the smallest error rate of misclassification. The k-nearest neighbors approach would be suggested for classifying a three-class-imbalanced data of diabetes risk groups.Keywords: Bootstrap, diabetes risk groups, error rate, k-nearest neighbors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20086822 Localizing and Experiencing Electronic Questionnaires in an Educational Web Site
Authors: Theodore H. Kaskalis
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One of the main research methods in humanistic studies is the collection and process of data through questionnaires. This paper reports our experiences of localizing and adapting the phpESP package of electronic surveys, which led to a friendly on-line questionnaire environment offered through our department web site. After presenting the characteristics of this environment, we identify the expected benefits and present a questionnaire carried out through both the traditional and electronic way. We present the respondents' feedback and then we report the researchers' opinions.Finally, we propose ideas we intend to implement in order to further assist and enhance the research based on this web accessed,electronic questionnaire environment.
Keywords: Electronic questionnaires, Computer assisted webinterviewing, Survey data collection, Survey data visualization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12866821 Design and Implementation of Security Middleware for Data Warehouse Signature Framework
Authors: Mayada AlMeghari
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Recently, grid middlewares have provided large integrated use of network resources as the shared data and the CPU to become a virtual supercomputer. In this work, we present the design and implementation of the middleware for Data Warehouse Signature (DWS) Framework. The aim of using the middleware in the proposed DWS framework is to achieve the high performance by the parallel computing. This middleware is developed on Alchemi.Net framework to increase the security among the network nodes through the authentication and group-key distribution model. This model achieves the key security and prevents any intermediate attacks in the middleware. This paper presents the flow process structures of the middleware design. In addition, the paper ensures the implementation of security for DWS middleware enhancement with the authentication and group-key distribution model. Finally, from the analysis of other middleware approaches, the developed middleware of DWS framework is the optimal solution of a complete covering of security issues.
Keywords: Middleware, parallel computing, data warehouse, security, group-key, high performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3396820 Urban Floods and Importance of Them in Cities Security Planning (Case Study: Dominant Watershed on Zavvareh City)
Authors: Jalil Emadi, Masoud Nasri, Ali Najafi, Yousef Moradi Shahgharyeh
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Development of cities and villages, agricultural farms and industrial regions in abutment and/or in the course of streams and rivers or in prone flood lands has been caused more notations in hydrology problems and city planning topics. In order to protection of cities against of flood damages, embankment construction is a desired and scientific method. The cities that located in arid zones may damage by floods periodically. Zavvareh city in Ardestan township(Isfahan province) with 7704 people located in Ardestan plain that has been damaged by floods that have flowed from dominant mountainous watersheds in past years with regard to return period. In this study, according to flowed floods toward Zavvareh city, was attempt to plan suitable hydraulic structures such as canals, bridges and collectors in order to collection, conduction and depletion of city surface runoff.Keywords: Flood, flood way, executive consideration, embankment, surface runoff network, Zavvareh.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1618