Search results for: time series models
8829 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.
Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16948828 Selecting an Advanced Creep Model or a Sophisticated Time-Integration? A New Approach by Means of Sensitivity Analysis
Authors: Holger Keitel
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The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.
Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15388827 Simulation of Series Compensated Transmission Lines Protected with Mov
Authors: Abdolamir Nekoubin
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In this paper the behavior of fixed series compensated extra high voltage transmission lines during faults is simulated. Many over-voltage protection schemes for series capacitors are limited in terms of size and performance, and are easily affected by environmental conditions. While the need for more compact and environmentally robust equipment is required. use of series capacitors for compensating part of the inductive reactance of long transmission lines increases the power transmission capacity. Emphasis is given on the impact of modern capacitor protection techniques (MOV protection). The simulation study is performed using MATLAB/SIMULINK®and results are given for a three phase and a single phase to ground fault.Keywords: Series compensation, MOV - protected series capacitors, balanced and unbalanced faults
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40478826 Dynamic Action Induced By Walking Pedestrian
Authors: J. Kala, V. Salajka, P. Hradil
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The main focus of this paper is on the human induced forces. Almost all existing force models for this type of load (defined either in the time or frequency domain) are developed from the assumption of perfect periodicity of the force and are based on force measurements conducted on rigid (i.e. high frequency) surfaces. To verify the different authors conclusions the vertical pressure measurements invoked during the walking was performed, using pressure gauges in various configurations. The obtained forces are analyzed using Fourier transformation. This load is often decisive in the design of footbridges. Design criteria and load models proposed by widely used standards and other researchers were introduced and a comparison was made.Keywords: Pedestrian action, Experimental analysis, Fourier series, serviceability, cycle loading.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24508825 A Comparative Study of Turbulence Models Performance for Turbulent Flow in a Planar Asymmetric Diffuser
Authors: Samy M. El-Behery, Mofreh H. Hamed
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This paper presents a computational study of the separated flow in a planer asymmetric diffuser. The steady RANS equations for turbulent incompressible fluid flow and six turbulence closures are used in the present study. The commercial software code, FLUENT 6.3.26, was used for solving the set of governing equations using various turbulence models. Five of the used turbulence models are available directly in the code while the v2-f turbulence model was implemented via User Defined Scalars (UDS) and User Defined Functions (UDF). A series of computational analysis is performed to assess the performance of turbulence models at different grid density. The results show that the standard k-ω, SST k-ω and v2-f models clearly performed better than other models when an adverse pressure gradient was present. The RSM model shows an acceptable agreement with the velocity and turbulent kinetic energy profiles but it failed to predict the location of separation and attachment points. The standard k-ε and the low-Re k- ε delivered very poor results.
Keywords: Turbulence models, turbulent flow, wall functions, separation, reattachment, diffuser.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37698824 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis
Authors: Nikolay Nikolaev, Evgueni Smirnov
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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13318823 First Studies of the Influence of Single Gene Perturbations on the Inference of Genetic Networks
Authors: Frank Emmert-Streib, Matthias Dehmer
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Inferring the network structure from time series data is a hard problem, especially if the time series is short and noisy. DNA microarray is a technology allowing to monitor the mRNA concentration of thousands of genes simultaneously that produces data of these characteristics. In this study we try to investigate the influence of the experimental design on the quality of the result. More precisely, we investigate the influence of two different types of random single gene perturbations on the inference of genetic networks from time series data. To obtain an objective quality measure for this influence we simulate gene expression values with a biologically plausible model of a known network structure. Within this framework we study the influence of single gene knock-outs in opposite to linearly controlled expression for single genes on the quality of the infered network structure.Keywords: Dynamic Bayesian networks, microarray data, structure learning, Markov chain Monte Carlo.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15508822 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise
Authors: K. Kamalanand, P. Mannar Jawahar
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Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.
Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19888821 Travel Time Model for Cylinder Type Parking System
Authors: Jing Zhang, Jie Chen
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In this paper, we mainly analyze an automated parking system where the storage and retrieval requests are performed by a tower crane. In this parking system, the S/R crane which is located at the middle of the bottom of the cylinder parking area can rotate in both clockwise and counterclockwise and three kinds of movements can be done simultaneously. We develop some mathematical travel time models for the single command cycle under the random storage assignment using the characteristics of this system. Finally, we compare these travel models with discrete case and it is shown that these travel models display a good satisfactory performance.Keywords: Parking system, travel time model, tower crane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7938820 A Spatial Information Network Traffic Prediction Method Based on Hybrid Model
Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li
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Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.
Keywords: Spatial Information Network, Traffic prediction, Wavelet decomposition, Time series model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6378819 Fast and Accuracy Control Chart Pattern Recognition using a New cluster-k-Nearest Neighbor
Authors: Samir Brahim Belhaouari
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By taking advantage of both k-NN which is highly accurate and K-means cluster which is able to reduce the time of classification, we can introduce Cluster-k-Nearest Neighbor as "variable k"-NN dealing with the centroid or mean point of all subclasses generated by clustering algorithm. In general the algorithm of K-means cluster is not stable, in term of accuracy, for that reason we develop another algorithm for clustering our space which gives a higher accuracy than K-means cluster, less subclass number, stability and bounded time of classification with respect to the variable data size. We find between 96% and 99.7 % of accuracy in the lassification of 6 different types of Time series by using K-means cluster algorithm and we find 99.7% by using the new clustering algorithm.Keywords: Pattern recognition, Time series, k-Nearest Neighbor, k-means cluster, Gaussian Mixture Model, Classification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19658818 Statistical Computational of Volatility in Financial Time Series Data
Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim
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It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23178817 Prediction of Research Topics Using Ensemble of Best Predictors from Similar Dataset
Authors: Indra Budi, Rizal Fathoni Aji, Agus Widodo
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Prediction of future research topics by using time series analysis either statistical or machine learning has been conducted previously by several researchers. Several methods have been proposed to combine the forecasting results into single forecast. These methods use fixed combination of individual forecast to get the final forecast result. In this paper, quite different approach is employed to select the forecasting methods, in which every point to forecast is calculated by using the best methods used by similar validation dataset. The dataset used in the experiment is time series derived from research report in Garuda, which is an online sites belongs to the Ministry of Education in Indonesia, over the past 20 years. The experimental result demonstrates that the proposed method may perform better compared to the fix combination of predictors. In addition, based on the prediction result, we can forecast emerging research topics for the next few years.
Keywords: Combination, emerging topics, ensemble, forecasting, machine learning, prediction, research topics, similarity measure, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21258816 Comparison of Different k-NN Models for Speed Prediction in an Urban Traffic Network
Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu
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A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.Keywords: Big data, k-NN, machine learning, traffic speed prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13768815 L1-Convergence of Modified Trigonometric Sums
Authors: Sandeep Kaur Chouhan, Jatinderdeep Kaur, S. S. Bhatia
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The existence of sine and cosine series as a Fourier series, their L1-convergence seems to be one of the difficult question in theory of convergence of trigonometric series in L1-metric norm. In the literature so far available, various authors have studied the L1-convergence of cosine and sine trigonometric series with special coefficients. In this paper, we present a modified cosine and sine sums and criterion for L1-convergence of these modified sums is obtained. Also, a necessary and sufficient condition for the L1-convergence of the cosine and sine series is deduced as corollaries.Keywords: Conjugate Dirichlet kernel, Dirichlet kernel, L1-convergence, modified sums.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12208814 Coefficients of Some Double Trigonometric Cosine and Sine Series
Authors: Jatinderdeep Kaur
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In this paper, the results of Kano from one dimensional cosine and sine series are extended to two dimensional cosine and sine series. To extend these results, some classes of coefficient sequences such as class of semi convexity and class R are extended from one dimension to two dimensions. Further, the function f(x, y) is two dimensional Fourier Cosine and Sine series or equivalently it represents an integrable function or not, has been studied. Moreover, some results are obtained which are generalization of Moricz’s results.Keywords: Conjugate Dirichlet kernel, conjugate Fejer kernel, Fourier series, Semi-convexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21478813 An Enhanced Artificial Neural Network for Air Temperature Prediction
Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom
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The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.
Keywords: Time-series forecasting, weather modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18678812 The Analogue of a Property of Pisot Numbers in Fields of Formal Power Series
Authors: Wiem Gadri
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This study delves into the intriguing properties of Pisot and Salem numbers within the framework of formal Laurent series over finite fields, a domain where these numbers’ spectral characteristics, Λm(β) and lm(β), have yet to be fully explored. Utilizing a methodological approach that combines algebraic number theory with the analysis of power series, we extend the foundational work of Erdos, Joo, and Komornik to this setting. Our research uncovers bounds for lm(β), revealing how these depend on the degree of the minimal polynomial of β and thus offering a characterization of Pisot and Salem formal power series. The findings significantly contribute to our understanding of these numbers, highlighting their distribution and properties in the context of formal power series. This investigation not only bridges number theory with formal power series analysis but also sets the stage for further interdisciplinary research in these areas.
Keywords: Pisot numbers, Salem numbers, Formal power series, Minimal polynomial degree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1478811 Financing Decision and Productivity Growth for the Venture Capital Industry Using High-Order Fuzzy Time Series
Authors: Shang-En Yu
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Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.
Keywords: Heterogeneity, residential mortgage loans, foreclosure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13888810 Volatility Switching between Two Regimes
Authors: Josip Visković, Josip Arnerić, Ante Rozga
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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.
Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25218809 Nonlinear Dynamical Characterization of Heart Rate Variability Time Series of Meditation
Authors: B. S. Raghavendra, D. Narayana Dutt
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Many recent electrophysiological studies have revealed the importance of investigating meditation state in order to achieve an increased understanding of autonomous control of cardiovascular functions. In this paper, we characterize heart rate variability (HRV) time series acquired during meditation using nonlinear dynamical parameters. We have computed minimum embedding dimension (MED), correlation dimension (CD), largest Lyapunov exponent (LLE), and nonlinearity scores (NLS) from HRV time series of eight Chi and four Kundalini meditation practitioners. The pre-meditation state has been used as a baseline (control) state to compare the estimated parameters. The chaotic nature of HRV during both pre-meditation and meditation is confirmed by MED. The meditation state showed a significant decrease in the value of CD and increase in the value of LLE of HRV, in comparison with premeditation state, indicating a less complex and less predictable nature of HRV. In addition, it was shown that the HRV of meditation state is having highest NLS than pre-meditation state. The study indicated highly nonlinear dynamic nature of cardiac states as revealed by HRV during meditation state, rather considering it as a quiescent state.Keywords: Correlation dimension, Embedding dimension, Heartrate variability, Largest Lyapunov exponent, Meditation, Nonlinearity score.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19068808 Retrospective Reconstruction of Time Series Data for Integrated Waste Management
Authors: A. Buruzs, M. F. Hatwágner, A. Torma, L. T. Kóczy
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The development, operation and maintenance of Integrated Waste Management Systems (IWMS) affects essentially the sustainable concern of every region. The features of such systems have great influence on all of the components of sustainability. In order to reach the optimal way of processes, a comprehensive mapping of the variables affecting the future efficiency of the system is needed such as analysis of the interconnections among the components and modeling of their interactions. The planning of a IWMS is based fundamentally on technical and economical opportunities and the legal framework. Modeling the sustainability and operation effectiveness of a certain IWMS is not in the scope of the present research. The complexity of the systems and the large number of the variables require the utilization of a complex approach to model the outcomes and future risks. This complex method should be able to evaluate the logical framework of the factors composing the system and the interconnections between them. The authors of this paper studied the usability of the Fuzzy Cognitive Map (FCM) approach modeling the future operation of IWMS’s. The approach requires two input data set. One is the connection matrix containing all the factors affecting the system in focus with all the interconnections. The other input data set is the time series, a retrospective reconstruction of the weights and roles of the factors. This paper introduces a novel method to develop time series by content analysis.
Keywords: Content analysis, factors, integrated waste management system, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20188807 Modelling Silica Optical Fibre Reliability: A Software Application
Authors: I. Severin, M. Caramihai, R. El Abdi, M. Poulain, A. Avadanii
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In order to assess optical fiber reliability in different environmental and stress conditions series of testing are performed simulating overlapping of chemical and mechanical controlled varying factors. Each series of testing may be compared using statistical processing: i.e. Weibull plots. Due to the numerous data to treat, a software application has appeared useful to interpret selected series of experiments in function of envisaged factors. The current paper presents a software application used in the storage, modelling and interpretation of experimental data gathered from optical fibre testing. The present paper strictly deals with the software part of the project (regarding the modelling, storage and processing of user supplied data).
Keywords: Optical fibres, computer aided analysis, data models, data processing, graphical user interfaces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18238806 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect
Authors: Yanshuang Zhang, Byungho Jeong
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There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.
Keywords: DEA, Super-efficiency, Time Lag.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26828805 Automatic Thresholding for Data Gap Detection for a Set of Sensors in Instrumented Buildings
Authors: Houda Najeh, Stéphane Ploix, Mahendra Pratap Singh, Karim Chabir, Mohamed Naceur Abdelkrim
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Building systems are highly vulnerable to different kinds of faults and failures. In fact, various faults, failures and human behaviors could affect the building performance. This paper tackles the detection of unreliable sensors in buildings. Different literature surveys on diagnosis techniques for sensor grids in buildings have been published but all of them treat only bias and outliers. Occurences of data gaps have also not been given an adequate span of attention in the academia. The proposed methodology comprises the automatic thresholding for data gap detection for a set of heterogeneous sensors in instrumented buildings. Sensor measurements are considered to be regular time series. However, in reality, sensor values are not uniformly sampled. So, the issue to solve is from which delay each sensor become faulty? The use of time series is required for detection of abnormalities on the delays. The efficiency of the method is evaluated on measurements obtained from a real power plant: an office at Grenoble Institute of technology equipped by 30 sensors.Keywords: Building system, time series, diagnosis, outliers, delay, data gap.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9038804 The Study on the Stationarity of Energy Consumption in US States: Considering Structural Breaks, Nonlinearity, and Cross- Sectional Dependency
Authors: Wen-Chi Liu
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This study applies the sequential panel selection method (SPSM) procedure proposed by Chortareas and Kapetanios (2009) to investigate the time-series properties of energy consumption in 50 US states from 1963 to 2009. SPSM involves the classification of the entire panel into a group of stationary series and a group of non-stationary series to identify how many and which series in the panel are stationary processes. Empirical results obtained through SPSM with the panel KSS unit root test developed by Ucar and Omay (2009) combined with a Fourier function indicate that energy consumption in all the 50 US states are stationary. The results of this study have important policy implications for the 50 US states.
Keywords: Energy Consumption, Panel Unit Root, Sequential Panel Selection Method, Fourier Function, US states.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18138803 SDVAR Algorithm for Detecting Fraud in Telecommunications
Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King
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This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22568802 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things
Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker
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Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9948801 Comparison of Detrending Methods in Spectral Analysis of Heart Rate Variability
Authors: Liping Li, Changchun Liu, Ke Li, Chengyu Liu
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Non-stationary trend in R-R interval series is considered as a main factor that could highly influence the evaluation of spectral analysis. It is suggested to remove trends in order to obtain reliable results. In this study, three detrending methods, the smoothness prior approach, the wavelet and the empirical mode decomposition, were compared on artificial R-R interval series with four types of simulated trends. The Lomb-Scargle periodogram was used for spectral analysis of R-R interval series. Results indicated that the wavelet method showed a better overall performance than the other two methods, and more time-saving, too. Therefore it was selected for spectral analysis of real R-R interval series of thirty-seven healthy subjects. Significant decreases (19.94±5.87% in the low frequency band and 18.97±5.78% in the ratio (p<0.001)) were found. Thus the wavelet method is recommended as an optimal choice for use.Keywords: empirical mode decomposition, heart rate variability, signal detrending, smoothness priors, wavelet
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20698800 Students’ Perception of Using Dental e-Models in an Inquiry-Based Curriculum
Authors: Yanqi Yang, Chongshan Liao, Cheuk Hin Ho, Susan Bridges
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Aim: To investigate students’ perceptions of using e-models in an inquiry-based curriculum. Approach: 52 second-year dental students completed a pre- and post-test questionnaire relating to their perceptions of e-models and their use in inquiry-based learning. The pre-test occurred prior to any learning with e-models. The follow-up survey was conducted after one year's experience of using e-models. Results: There was no significant difference between the two sets of questionnaires regarding students’ perceptions of the usefulness of e-models and their willingness to use e-models in future inquiry-based learning. Most students preferred using both plaster models and e-models in tandem. Conclusion: Students did not change their attitude towards e-models and most of them agreed or were neutral that e-models are useful in inquiry-based learning. Whilst recognizing the utility of 3D models for learning, students' preference for combining these with solid models has implications for the development of haptic sensibility in an operative discipline.
Keywords: E-models, inquiry-based curriculum, education.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1818