Search results for: Data representation
6677 Incremental Mining of Shocking Association Patterns
Authors: Eiad Yafi, Ahmed Sultan Al-Hegami, M. A. Alam, Ranjit Biswas
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Association rules are an important problem in data mining. Massively increasing volume of data in real life databases has motivated researchers to design novel and incremental algorithms for association rules mining. In this paper, we propose an incremental association rules mining algorithm that integrates shocking interestingness criterion during the process of building the model. A new interesting measure called shocking measure is introduced. One of the main features of the proposed approach is to capture the user background knowledge, which is monotonically augmented. The incremental model that reflects the changing data and the user beliefs is attractive in order to make the over all KDD process more effective and efficient. We implemented the proposed approach and experiment it with some public datasets and found the results quite promising.Keywords: Knowledge discovery in databases (KDD), Data mining, Incremental Association rules, Domain knowledge, Interestingness, Shocking rules (SHR).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18676676 A Novel Machining Signal Filtering Technique: Z-notch Filter
Authors: Nuawi M. Z., Lamin F., Ismail A. R., Abdullah S., Wahid Z.
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A filter is used to remove undesirable frequency information from a dynamic signal. This paper shows that the Znotch filter filtering technique can be applied to remove the noise nuisance from a machining signal. In machining, the noise components were identified from the sound produced by the operation of machine components itself such as hydraulic system, motor, machine environment and etc. By correlating the noise components with the measured machining signal, the interested components of the measured machining signal which was less interfered by the noise, can be extracted. Thus, the filtered signal is more reliable to be analysed in terms of noise content compared to the unfiltered signal. Significantly, the I-kaz method i.e. comprises of three dimensional graphical representation and I-kaz coefficient, Z∞ could differentiate between the filtered and the unfiltered signal. The bigger space of scattering and the higher value of Z∞ demonstrated that the signal was highly interrupted by noise. This method can be utilised as a proactive tool in evaluating the noise content in a signal. The evaluation of noise content is very important as well as the elimination especially for machining operation fault diagnosis purpose. The Z-notch filtering technique was reliable in extracting noise component from the measured machining signal with high efficiency. Even though the measured signal was exposed to high noise disruption, the signal generated from the interaction between cutting tool and work piece still can be acquired. Therefore, the interruption of noise that could change the original signal feature and consequently can deteriorate the useful sensory information can be eliminated.
Keywords: Digital signal filtering, I-kaz method, Machiningmonitoring, Noise Cancelling, Sound
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18846675 Zero Inflated Strict Arcsine Regression Model
Authors: Y. N. Phang, E. F. Loh
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Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17556674 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 13766673 An Algorithm Proposed for FIR Filter Coefficients Representation
Authors: Mohamed Al Mahdi Eshtawie, Masuri Bin Othman
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Finite impulse response (FIR) filters have the advantage of linear phase, guaranteed stability, fewer finite precision errors, and efficient implementation. In contrast, they have a major disadvantage of high order need (more coefficients) than IIR counterpart with comparable performance. The high order demand imposes more hardware requirements, arithmetic operations, area usage, and power consumption when designing and fabricating the filter. Therefore, minimizing or reducing these parameters, is a major goal or target in digital filter design task. This paper presents an algorithm proposed for modifying values and the number of non-zero coefficients used to represent the FIR digital pulse shaping filter response. With this algorithm, the FIR filter frequency and phase response can be represented with a minimum number of non-zero coefficients. Therefore, reducing the arithmetic complexity needed to get the filter output. Consequently, the system characteristic i.e. power consumption, area usage, and processing time are also reduced. The proposed algorithm is more powerful when integrated with multiplierless algorithms such as distributed arithmetic (DA) in designing high order digital FIR filters. Here the DA usage eliminates the need for multipliers when implementing the multiply and accumulate unit (MAC) and the proposed algorithm will reduce the number of adders and addition operations needed through the minimization of the non-zero values coefficients to get the filter output.
Keywords: Pulse shaping Filter, Distributed Arithmetic, Optimization algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31746672 GA Based Optimal Feature Extraction Method for Functional Data Classification
Authors: Jun Wan, Zehua Chen, Yingwu Chen, Zhidong Bai
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Classification is an interesting problem in functional data analysis (FDA), because many science and application problems end up with classification problems, such as recognition, prediction, control, decision making, management, etc. As the high dimension and high correlation in functional data (FD), it is a key problem to extract features from FD whereas keeping its global characters, which relates to the classification efficiency and precision to heavens. In this paper, a novel automatic method which combined Genetic Algorithm (GA) and classification algorithm to extract classification features is proposed. In this method, the optimal features and classification model are approached via evolutional study step by step. It is proved by theory analysis and experiment test that this method has advantages in improving classification efficiency, precision and robustness whereas using less features and the dimension of extracted classification features can be controlled.Keywords: Classification, functional data, feature extraction, genetic algorithm, wavelet.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15556671 An Experimental Study of a Self-Supervised Classifier Ensemble
Authors: Neamat El Gayar
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Learning using labeled and unlabelled data has received considerable amount of attention in the machine learning community due its potential in reducing the need for expensive labeled data. In this work we present a new method for combining labeled and unlabeled data based on classifier ensembles. The model we propose assumes each classifier in the ensemble observes the input using different set of features. Classifiers are initially trained using some labeled samples. The trained classifiers learn further through labeling the unknown patterns using a teaching signals that is generated using the decision of the classifier ensemble, i.e. the classifiers self-supervise each other. Experiments on a set of object images are presented. Our experiments investigate different classifier models, different fusing techniques, different training sizes and different input features. Experimental results reveal that the proposed self-supervised ensemble learning approach reduces classification error over the single classifier and the traditional ensemble classifier approachs.Keywords: Multiple Classifier Systems, classifier ensembles, learning using labeled and unlabelled data, K-nearest neighbor classifier, Bayes classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16446670 Delay Analysis of Sampled-Data Systems in Hard RTOS
Authors: A. M. Azad, M. Alam, C. M. Hussain
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In this paper, we have presented the effect of varying time-delays on performance and stability in the single-channel multirate sampled-data system in hard real-time (RT-Linux) environment. The sampling task require response time that might exceed the capacity of RT-Linux. So a straight implementation with RT-Linux is not feasible, because of the latency of the systems and hence, sampling period should be less to handle this task. The best sampling rate is chosen for the sampled-data system, which is the slowest rate meets all performance requirements. RT-Linux is consistent with its specifications and the resolution of the real-time is considered 0.01 seconds to achieve an efficient result. The test results of our laboratory experiment shows that the multi-rate control technique in hard real-time operating system (RTOS) can improve the stability problem caused by the random access delays and asynchronization.Keywords: Multi-rate, PID, RT-Linux, Sampled-data, Servo.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14446669 A Study of the Adaptive Reuse for School Land Use Strategy: An Application of the Analytic Network Process and Big Data
Authors: Wann-Ming Wey
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In today's popularity and progress of information technology, the big data set and its analysis are no longer a major conundrum. Now, we could not only use the relevant big data to analysis and emulate the possible status of urban development in the near future, but also provide more comprehensive and reasonable policy implementation basis for government units or decision-makers via the analysis and emulation results as mentioned above. In this research, we set Taipei City as the research scope, and use the relevant big data variables (e.g., population, facility utilization and related social policy ratings) and Analytic Network Process (ANP) approach to implement in-depth research and discussion for the possible reduction of land use in primary and secondary schools of Taipei City. In addition to enhance the prosperous urban activities for the urban public facility utilization, the final results of this research could help improve the efficiency of urban land use in the future. Furthermore, the assessment model and research framework established in this research also provide a good reference for schools or other public facilities land use and adaptive reuse strategies in the future.
Keywords: Adaptive reuse, analytic network process, big data, land use strategy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9216668 A Review and Comparative Analysis on Cluster Ensemble Methods
Authors: S. Sarumathi, P. Ranjetha, C. Saraswathy, M. Vaishnavi, S. Geetha
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Clustering is an unsupervised learning technique for aggregating data objects into meaningful classes so that intra cluster similarity is maximized and inter cluster similarity is minimized in data mining. However, no single clustering algorithm proves to be the most effective in producing the best result. As a result, a new challenging technique known as the cluster ensemble approach has blossomed in order to determine the solution to this problem. For the cluster analysis issue, this new technique is a successful approach. The cluster ensemble's main goal is to combine similar clustering solutions in a way that achieves the precision while also improving the quality of individual data clustering. Because of the massive and rapid creation of new approaches in the field of data mining, the ongoing interest in inventing novel algorithms necessitates a thorough examination of current techniques and future innovation. This paper presents a comparative analysis of various cluster ensemble approaches, including their methodologies, formal working process, and standard accuracy and error rates. As a result, the society of clustering practitioners will benefit from this exploratory and clear research, which will aid in determining the most appropriate solution to the problem at hand.
Keywords: Clustering, cluster ensemble methods, consensus function, data mining, unsupervised learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8206667 Simultaneous Clustering and Feature Selection Method for Gene Expression Data
Authors: T. Chandrasekhar, K. Thangavel, E. N. Sathishkumar
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Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. It is used to identify the co-expressed genes in specific cells or tissues that are actively used to make proteins. This method is used to analysis the gene expression, an important task in bioinformatics research. Cluster analysis of gene expression data has proved to be a useful tool for identifying co-expressed genes, biologically relevant groupings of genes and samples. In this work K-Means algorithms has been applied for clustering of Gene Expression Data. Further, rough set based Quick reduct algorithm has been applied for each cluster in order to select the most similar genes having high correlation. Then the ACV measure is used to evaluate the refined clusters and classification is used to evaluate the proposed method. They could identify compact clusters with feature selection method used to genes are selected.
Keywords: Clustering, Feature selection, Gene expression data, Quick reduct.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19676666 Segmentation Free Nastalique Urdu OCR
Authors: Sobia T. Javed, Sarmad Hussain, Ameera Maqbool, Samia Asloob, Sehrish Jamil, Huma Moin
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The electronically available Urdu data is in image form which is very difficult to process. Printed Urdu data is the root cause of problem. So for the rapid progress of Urdu language we need an OCR systems, which can help us to make Urdu data available for the common person. Research has been carried out for years to automata Arabic and Urdu script. But the biggest hurdle in the development of Urdu OCR is the challenge to recognize Nastalique Script which is taken as standard for writing Urdu language. Nastalique script is written diagonally with no fixed baseline which makes the script somewhat complex. Overlap is present not only in characters but in the ligatures as well. This paper proposes a method which allows successful recognition of Nastalique Script.Keywords: HMM, Image processing, Optical CharacterRecognition, Urdu OCR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21596665 The Advent of Electronic Logbook Technology - Reducing Cost and Risk to Both Marine Resources and the Fishing Industry
Authors: Amos Barkai, Guy Meredith, Fatima Felaar, Zahrah Dantie, Dave de Buys
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Fisheries management all around the world is hampered by the lack, or poor quality, of critical data on fish resources and fishing operations. The main reasons for the chronic inability to collect good quality data during fishing operations is the culture of secrecy common among fishers and the lack of modern data gathering technology onboard most fishing vessels. In response, OLRAC-SPS, a South African company, developed fisheries datalogging software (eLog in short) and named it Olrac. The Olrac eLog solution is capable of collecting, analysing, plotting, mapping, reporting, tracing and transmitting all data related to fishing operations. Olrac can be used by skippers, fleet/company managers, offshore mariculture farmers, scientists, observers, compliance inspectors and fisheries management authorities. The authors believe that using eLog onboard fishing vessels has the potential to revolutionise the entire process of data collection and reporting during fishing operations and, if properly deployed and utilised, could transform the entire commercial fleet to a provider of good quality data and forever change the way fish resources are managed. In addition it will make it possible to trace catches back to the actual individual fishing operation, to improve fishing efficiency and to dramatically improve control of fishing operations and enforcement of fishing regulations.Keywords: data management, electronic logbook (eLog), electronic reporting system (ERS), fisheries management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19766664 Integrated Method for Detection of Unknown Steganographic Content
Authors: Magdalena Pejas
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This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15646663 Pilot Study on the Impact of VLE on Mathematical Concepts Acquisition within Secondary Education in England
Authors: Aaron A. R. Nwabude
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The research investigates the “impact of VLE on mathematical concepts acquisition of the special education needs (SENs) students at KS4 secondary education sector" in England. The overall aim of the study is to establish possible areas of difficulties to approach for above or below knowledge standard requirements for KS4 students in the acquisition and validation of basic mathematical concepts. A teaching period, in which virtual learning environment (Fronter) was used to emphasise different mathematical perception and symbolic representation was carried out and task based survey conducted to 20 special education needs students [14 actually took part]. The result shows that students were able to process information and consider images, objects and numbers within the VLE at early stages of acquisition process. They were also able to carry out perceptual tasks but with limiting process of different quotient, thus they need teacher-s guidance to connect them to symbolic representations and sometimes coach them through. The pilot study further indicates that VLE curriculum approaches for students were minutely aligned with mathematics teaching which does not emphasise the integration of VLE into the existing curriculum and current teaching practice. There was also poor alignment of vision regarding the use of VLE in realisation of the objectives of teaching mathematics by the management. On the part of teacher training, not much was done to develop teacher-s skills in the technical and pedagogical aspects of VLE that is in-use at the school. The classroom observation confirmed teaching practice will find a reliance on VLE as an enhancer of mathematical skills, providing interaction and personalisation of learning to SEN students.
Keywords: VLE, Mathematical Concepts Acquisition, PilotStudy, SENs, KS4, Education, Teacher
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14536662 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 8726661 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 5426660 A Neutral Set Approach for Applying TOPSIS in Maintenance Strategy Selection
Authors: C. Ardil
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This paper introduces the concept of neutral sets (NSs) and explores various operations on NSs, along with their associated properties. The foundation of the Neutral Set framework lies in ontological neutrality and the principles of logic, including the Law of Non-Contradiction. By encompassing components for possibility, indeterminacy, and necessity, the NS framework provides a flexible representation of truth, uncertainty, and necessity, accommodating diverse ontological perspectives without presupposing specific existential commitments. The inclusion of Possibility acknowledges the spectrum of potential states or propositions, promoting neutrality by accommodating various viewpoints. Indeterminacy reflects the inherent uncertainty in understanding reality, refraining from making definitive ontological commitments in uncertain situations. Necessity captures propositions that must hold true under all circumstances, aligning with the principle of logical consistency and implicitly supporting the Law of Non-Contradiction. Subsequently, a neutral set-TOPSIS approach is applied in the maintenance strategy selection problem, demonstrating the practical applicability of the NS framework. The paper further explores uncertainty relations and presents the fundamental preliminaries of NS theory, emphasizing its role in fostering ontological neutrality and logical coherence in reasoning.
Keywords: Uncertainty sets, neutral sets, maintenance strategy selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, distance function, multiple attribute, decision making, selection method, uncertainty, TOPSIS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1176659 Magneto-Thermo-Mechanical Analysis of Electromagnetic Devices Using the Finite Element Method
Authors: Michael G. Pantelyat
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Fundamental basics of pure and applied research in the area of magneto-thermo-mechanical numerical analysis and design of innovative electromagnetic devices (modern induction heaters, novel thermoelastic actuators, rotating electrical machines, induction cookers, electrophysical devices) are elaborated. Thus, mathematical models of magneto-thermo-mechanical processes in electromagnetic devices taking into account main interactions of interrelated phenomena are developed. In addition, graphical representation of coupled (multiphysics) phenomena under consideration is proposed. Besides, numerical techniques for nonlinear problems solution are developed. On this base, effective numerical algorithms for solution of actual problems of practical interest are proposed, validated and implemented in applied 2D and 3D computer codes developed. Many applied problems of practical interest regarding modern electrical engineering devices are numerically solved. Investigations of the influences of various interrelated physical phenomena (temperature dependences of material properties, thermal radiation, conditions of convective heat transfer, contact phenomena, etc.) on the accuracy of the electromagnetic, thermal and structural analyses are conducted. Important practical recommendations on the choice of rational structures, materials and operation modes of electromagnetic devices under consideration are proposed and implemented in industry.Keywords: Electromagnetic devices, multiphysics, numerical analysis, simulation and design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17216658 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 22776657 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 9406656 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 30846655 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 18796654 Measuring the Structural Similarity of Web-based Documents: A Novel Approach
Authors: Matthias Dehmer, Frank Emmert Streib, Alexander Mehler, Jürgen Kilian
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Most known methods for measuring the structural similarity of document structures are based on, e.g., tag measures, path metrics and tree measures in terms of their DOM-Trees. Other methods measures the similarity in the framework of the well known vector space model. In contrast to these we present a new approach to measuring the structural similarity of web-based documents represented by so called generalized trees which are more general than DOM-Trees which represent only directed rooted trees.We will design a new similarity measure for graphs representing web-based hypertext structures. Our similarity measure is mainly based on a novel representation of a graph as strings of linear integers, whose components represent structural properties of the graph. The similarity of two graphs is then defined as the optimal alignment of the underlying property strings. In this paper we apply the well known technique of sequence alignments to solve a novel and challenging problem: Measuring the structural similarity of generalized trees. More precisely, we first transform our graphs considered as high dimensional objects in linear structures. Then we derive similarity values from the alignments of the property strings in order to measure the structural similarity of generalized trees. Hence, we transform a graph similarity problem to a string similarity problem. We demonstrate that our similarity measure captures important structural information by applying it to two different test sets consisting of graphs representing web-based documents.
Keywords: Graph similarity, hierarchical and directed graphs, hypertext, generalized trees, web structure mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25576653 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 15086652 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 8876651 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 36866650 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 15916649 Vision-Based Daily Routine Recognition for Healthcare with Transfer Learning
Authors: Bruce X. B. Yu, Yan Liu, Keith C. C. Chan
Abstract:
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 8926648 Visualization of Sediment Thickness Variation for Sea Bed Logging using Spline Interpolation
Authors: Hanita Daud, Noorhana Yahya, Vijanth Sagayan, Muizuddin Talib
Abstract:
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 1656