Search results for: Prediction of financial markets
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1814

Search results for: Prediction of financial markets

614 FCNN-MR: A Parallel Instance Selection Method Based on Fast Condensed Nearest Neighbor Rule

Authors: Lu Si, Jie Yu, Shasha Li, Jun Ma, Lei Luo, Qingbo Wu, Yongqi Ma, Zhengji Liu

Abstract:

Instance selection (IS) technique is used to reduce the data size to improve the performance of data mining methods. Recently, to process very large data set, several proposed methods divide the training set into some disjoint subsets and apply IS algorithms independently to each subset. In this paper, we analyze the limitation of these methods and give our viewpoint about how to divide and conquer in IS procedure. Then, based on fast condensed nearest neighbor (FCNN) rule, we propose a large data sets instance selection method with MapReduce framework. Besides ensuring the prediction accuracy and reduction rate, it has two desirable properties: First, it reduces the work load in the aggregation node; Second and most important, it produces the same result with the sequential version, which other parallel methods cannot achieve. We evaluate the performance of FCNN-MR on one small data set and two large data sets. The experimental results show that it is effective and practical.

Keywords: Instance selection, data reduction, MapReduce, kNN.

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613 Analyzing the Effects of Adding Bitcoin to Portfolio

Authors: Shashwat Gangwal

Abstract:

This paper analyses the effect of adding Bitcoin, to the portfolio (stocks, bonds, Baltic index, MXEF, gold, real estate and crude oil) of an international investor by using daily data available from 2nd of July, 2010 to 2nd of August, 2016. We conclude that adding Bitcoin to portfolio, over the course of the considered period, always yielded a higher Sharpe ratio. This means that Bitcoin’s returns offset its high volatility. This paper, recognizing the fact that Bitcoin is a relatively new asset class, gives the readers a basic idea about the working of the virtual currency, the increasing number developments in the financial industry revolving around it, its unique features and the detailed look into its continuously growing acceptance across different fronts (Banks, Merchants and Countries) globally. We also construct optimal portfolios to reflect the highly lucrative and largely unexplored opportunities associated with investment in Bitcoin.

Keywords: Portfolio management, Bitcoin, optimization, Sharpe ratio.

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612 3D Numerical Studies on External Aerodynamics of a Flying Car

Authors: Sasitharan Ambicapathy, J. Vignesh, P. Sivaraj, Godfrey Derek Sams, K. Sabarinath, V. R. Sanal Kumar

Abstract:

The external flow simulation of a flying car at take off phase is a daunting task owing to the fact that the prediction of the transient unsteady flow features during its deployment phase is very complex. In this paper 3D numerical simulations of external flow of Ferrari F430 proposed flying car with different NACA 9618 rectangular wings have been carried. Additionally, the aerodynamics characteristics have been generated for optimizing its geometry for achieving the minimum take off velocity with better overall performance in both road and air. The three-dimensional standard k-omega turbulence model has been used for capturing the intrinsic flow physics during the take off phase. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-Averaged, Navier-Stokes equations is employed. Through the detailed parametric analytical studies we have conjectured that Ferrari F430 flying car facilitated with high wings having three different deployment histories during the take off phase is the best choice for accomplishing its better performance for the commercial applications.

Keywords: Aerodynamics of flying car, air taxi, negative lift. roadable airplane.

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611 Non-Homogeneous Layered Fiber Reinforced Concrete

Authors: Vitalijs Lusis, Andrejs Krasnikovs

Abstract:

Fiber reinforced concrete is important material for load bearing structural elements. Usually fibers are homogeneously distributed in a concrete body having arbitrary spatial orientations. At the same time, in many situations, fiber concrete with oriented fibers is more optimal. Is obvious, that is possible to create constructions with oriented short fibers in them, in different ways. Present research is devoted to one of such approaches- fiber reinforced concrete prisms having dimensions 100mm ×100mm ×400mmwith layers of non-homogeneously distributed fibers inside them were fabricated.

Simultaneously prisms with homogeneously dispersed fibers were produced for reference as well. Prisms were tested under four point bending conditions. During the tests vertical deflection at the center of every prism and crack opening were measured (using linear displacements transducers in real timescale). Prediction results were discussed.

Keywords: Fiber reinforced concrete, 4-point bending, steel fiber.

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610 Software Architecture Recovery

Authors: Ghulam Rasool, Nadim Asif

Abstract:

The advent of modern technology shadows its impetus repercussions on successful Legacy systems making them obsolete with time. These systems have evolved the large organizations in major problems in terms of new business requirements, response time, financial depreciation and maintenance. Major difficulty is due to constant system evolution and incomplete, inconsistent and obsolete documents which a legacy system tends to have. The myriad dimensions of these systems can only be explored by incorporating reverse engineering, in this context, is the best method to extract useful artifacts and by exploring these artifacts for reengineering existing legacy systems to meet new requirements of organizations. A case study is conducted on six different type of software systems having source code in different programming languages using the architectural recovery framework.

Keywords: Reverse Engineering, Architecture recovery, Architecture artifacts, Reengineering.

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609 Determination of Water Pollution and Water Quality with Decision Trees

Authors: Çiğdem Bakır, Mecit Yüzkat

Abstract:

With the increasing emphasis on water quality worldwide, the search for and expanding the market for new and intelligent monitoring systems has increased. The current method is the laboratory process, where samples are taken from bodies of water, and tests are carried out in laboratories. This method is time-consuming, a waste of manpower and uneconomical. To solve this problem, we used machine learning methods to detect water pollution in our study. We created decision trees with the Orange3 software used in the study and tried to determine all the factors that cause water pollution. An automatic prediction model based on water quality was developed by taking many model inputs such as water temperature, pH, transparency, conductivity, dissolved oxygen, and ammonia nitrogen with machine learning methods. The proposed approach consists of three stages: Preprocessing of the data used, feature detection and classification. We tried to determine the success of our study with different accuracy metrics and the results were presented comparatively. In addition, we achieved approximately 98% success with the decision tree.

Keywords: Decision tree, water quality, water pollution, machine learning.

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608 A Subtractive Clustering Based Approach for Early Prediction of Fault Proneness in Software Modules

Authors: Ramandeep S. Sidhu, Sunil Khullar, Parvinder S. Sandhu, R. P. S. Bedi, Kiranbir Kaur

Abstract:

In this paper, subtractive clustering based fuzzy inference system approach is used for early detection of faults in the function oriented software systems. This approach has been tested with real time defect datasets of NASA software projects named as PC1 and CM1. Both the code based model and joined model (combination of the requirement and code based metrics) of the datasets are used for training and testing of the proposed approach. The performance of the models is recorded in terms of Accuracy, MAE and RMSE values. The performance of the proposed approach is better in case of Joined Model. As evidenced from the results obtained it can be concluded that Clustering and fuzzy logic together provide a simple yet powerful means to model the earlier detection of faults in the function oriented software systems.

Keywords: Subtractive clustering, fuzzy inference system, fault proneness.

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607 Prediction of the Thermal Parameters of a High-Temperature Metallurgical Reactor Using Inverse Heat Transfer

Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study presents an inverse analysis for predicting the thermal conductivities and the heat flux of a high-temperature metallurgical reactor simultaneously. Once these thermal parameters are predicted, the time-varying thickness of the protective phase-change bank that covers the inside surface of the brick walls of a metallurgical reactor can be calculated. The enthalpy method is used to solve the melting/solidification process of the protective bank. The inverse model rests on the Levenberg-Marquardt Method (LMM) combined with the Broyden method (BM). A statistical analysis for the thermal parameter estimation is carried out. The effect of the position of the temperature sensors, total number of measurements and measurement noise on the accuracy of inverse predictions is investigated. Recommendations are made concerning the location of temperature sensors.

Keywords: Inverse heat transfer, phase change, metallurgical reactor, Levenberg–Marquardt method, Broyden method, bank thickness.

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606 Energy Savings in Pumps

Authors: N. Dizadji, P. Entezar, A. Shabani

Abstract:

This study presents energy saving in general-purpose pumps widely used in industrial applications. Such pumps are normally driven by a constant-speed electrical motor which in most applications must support varying load conditions. This is equivalent to saying the loading conditions mismatch the designed optimal energy consumption requirements of the intended application thus resulting in substantial energy losses. In the held experiments it was indicated that combination of mechanical and electrical speed drives can contribute to lower energy consumption in the pump without negatively distorting the required performance indices of a typical centrifugal pump at substantially lower energy consumption. The registered energy savings were recorded to be within the 15-40% margin. It was also indicated that although VSDs are installed at a cost, the financial burden is balanced against the earnings resulting from the associated energy savings.

Keywords: Industrial motors, Pumps, Energy consumption, Energy savings, Variable speed drive.

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605 The Effects of Detector Spacing on Travel Time Prediction on Freeways

Authors: Piyali Chaudhuri, Peter T. Martin, Aleksandar Z. Stevanovic, Chongkai Zhu

Abstract:

Loop detectors report traffic characteristics in real time. They are at the core of traffic control process. Intuitively, one would expect that as density of detection increases, so would the quality of estimates derived from detector data. However, as detector deployment increases, the associated operating and maintenance cost increases. Thus, traffic agencies often need to decide where to add new detectors and which detectors should continue receiving maintenance, given their resource constraints. This paper evaluates the effect of detector spacing on freeway travel time estimation. A freeway section (Interstate-15) in Salt Lake City metropolitan region is examined. The research reveals that travel time accuracy does not necessarily deteriorate with increased detector spacing. Rather, the actual location of detectors has far greater influence on the quality of travel time estimates. The study presents an innovative computational approach that delivers optimal detector locations through a process that relies on Genetic Algorithm formulation.

Keywords: Detector, Freeway, Genetic algorithm, Travel timeestimate.

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604 Crack Opening Investigation in Fiberconcrete

Authors: Arturs Macanovskis, Vitalijs Lusis, Andrejs Krasnikovs

Abstract:

This work had three stages. In the first stage was examined pull-out process for steel fiber was embedded into a concrete by one end and was pulled out of concrete under the angle to pulling out force direction. Angle was varied. On the obtained forcedisplacement diagrams were observed jumps. For such mechanical behavior explanation, fiber channel in concrete surface microscopical experimental investigation, using microscope KEYENCE VHX2000, was performed. At the second stage were obtained diagrams for load- crack opening displacement for breaking homogeneously reinforced and layered fiberconcrete prisms (with dimensions 10x10x40cm) subjected to 4-point bending. After testing was analyzed main crack. At the third stage elaborated prediction model for the fiberconcrete beam, failure under bending, using the following data: a) diagrams for fibers pulling out at different angles; b) experimental data about steel-straight fibers locations in the main crack. Experimental and theoretical (modeling) data were compared.

Keywords: Fiberconcrete, pull-out, fiber channel, layered fiberconcrete.

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603 Efficient Tools for Managing Uncertainties in Design and Operation of Engineering Structures

Authors: J. Menčík

Abstract:

Actual load, material characteristics and other quantities often differ from the design values. This can cause worse function, shorter life or failure of a civil engineering structure, a machine, vehicle or another appliance. The paper shows main causes of the uncertainties and deviations and presents a systematic approach and efficient tools for their elimination or mitigation of consequences. Emphasis is put on the design stage, which is most important for reliability ensuring. Principles of robust design and important tools are explained, including FMEA, sensitivity analysis and probabilistic simulation methods. The lifetime prediction of long-life objects can be improved by long-term monitoring of the load response and damage accumulation in operation. The condition evaluation of engineering structures, such as bridges, is often based on visual inspection and verbal description. Here, methods based on fuzzy logic can reduce the subjective influences.

Keywords: Design, fuzzy methods, Monte Carlo, reliability, robust design, sensitivity analysis, simulation, uncertainties.

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602 Simulation of Enhanced Biomass Gasification for Hydrogen Production using iCON

Authors: Mohd K. Yunus, Murni M. Ahmad, Abrar Inayat, Suzana Yusup

Abstract:

Due to the environmental and price issues of current energy crisis, scientists and technologists around the globe are intensively searching for new environmentally less-impact form of clean energy that will reduce the high dependency on fossil fuel. Particularly hydrogen can be produced from biomass via thermochemical processes including pyrolysis and gasification due to the economic advantage and can be further enhanced through in-situ carbon dioxide removal using calcium oxide. This work focuses on the synthesis and development of the flowsheet for the enhanced biomass gasification process in PETRONAS-s iCON process simulation software. This hydrogen prediction model is conducted at operating temperature between 600 to 1000oC at atmospheric pressure. Effects of temperature, steam-to-biomass ratio and adsorbent-to-biomass ratio were studied and 0.85 mol fraction of hydrogen is predicted in the product gas. Comparisons of the results are also made with experimental data from literature. The preliminary economic potential of developed system is RM 12.57 x 106 which equivalent to USD 3.77 x 106 annually shows economic viability of this process.

Keywords: Biomass, Gasification, Hydrogen, iCON.

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601 Prediction of Unsteady Forced Convection over Square Cylinder in the Presence of Nanofluid by Using ANN

Authors: Ajoy Kumar Das, Prasenjit Dey

Abstract:

Heat transfer due to forced convection of copper water based nanofluid has been predicted by Artificial Neural network (ANN). The present nanofluid is formed by mixing copper nanoparticles in water and the volume fractions are considered here are 0% to 15% and the Reynolds number are kept constant at 100. The back propagation algorithm is used to train the network. The present ANN is trained by the input and output data which has been obtained from the numerical simulation, performed in finite volume based Computational Fluid Dynamics (CFD) commercial software Ansys Fluent. The numerical simulation based results are compared with the back propagation based ANN results. It is found that the forced convection heat transfer of water based nanofluid can be predicted correctly by ANN. It is also observed that the back propagation ANN can predict the heat transfer characteristics of nanofluid very quickly compared to standard CFD method.

Keywords: Forced convection, Square cylinder, nanofluid, neural network.

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600 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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599 Development of Predictive Model for Surface Roughness in End Milling of Al-SiCp Metal Matrix Composites using Fuzzy Logic

Authors: M. Chandrasekaran, D. Devarasiddappa

Abstract:

Metal matrix composites have been increasingly used as materials for components in automotive and aerospace industries because of their improved properties compared with non-reinforced alloys. During machining the selection of appropriate machining parameters to produce job for desired surface roughness is of great concern considering the economy of manufacturing process. In this study, a surface roughness prediction model using fuzzy logic is developed for end milling of Al-SiCp metal matrix composite component using carbide end mill cutter. The surface roughness is modeled as a function of spindle speed (N), feed rate (f), depth of cut (d) and the SiCp percentage (S). The predicted values surface roughness is compared with experimental result. The model predicts average percentage error as 4.56% and mean square error as 0.0729. It is observed that surface roughness is most influenced by feed rate, spindle speed and SiC percentage. Depth of cut has least influence.

Keywords: End milling, fuzzy logic, metal matrix composites, surface roughness

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598 Management by Sufficient Economy Philosophy for Hospitality Business in Samut Songkram

Authors: Krisada Sungkhamanee

Abstract:

The objectives of this research are to know the management form of Samut Songkram lodging entrepreneurs with sufficient economy framework, to know the threat that affect this business and drawing the fit model for this province in order to sustain their business with Samut Songkram style. What will happen if they do not use this philosophy? Will they have a cash short fall? The data and information are collected by informal discussion with 8 managers and 400 questionnaires. We will use a mix of methods both qualitative research and quantitative research for our study. Bent Flyvbjerg’s phronesis is utilized for this analysis. Our research will prove that sufficient economy can help small and medium business firms solve their problems. We think that the results of our research will be a financial model to solve many problems of the entrepreneurs and this way will use to practice in other areas of our country. 

Keywords: Samut Songkram, Hospitality Business, Sufficient Economy Philosophy.

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597 Inferential Reasoning for Heterogeneous Multi-Agent Mission

Authors: Sagir M. Yusuf, Chris Baber

Abstract:

We describe issues bedeviling the coordination of heterogeneous (different sensors carrying agents) multi-agent missions such as belief conflict, situation reasoning, etc. We applied Bayesian and agents' presumptions inferential reasoning to solve the outlined issues with the heterogeneous multi-agent belief variation and situational-base reasoning. Bayesian Belief Network (BBN) was used in modeling the agents' belief conflict due to sensor variations. Simulation experiments were designed, and cases from agents’ missions were used in training the BBN using gradient descent and expectation-maximization algorithms. The output network is a well-trained BBN for making inferences for both agents and human experts. We claim that the Bayesian learning algorithm prediction capacity improves by the number of training data and argue that it enhances multi-agents robustness and solve agents’ sensor conflicts.

Keywords: Distributed constraint optimization problem, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.

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596 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line

Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh

Abstract:

Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.

Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties

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595 Knowledge Based Wear Particle Analysis

Authors: Mohammad S. Laghari, Qurban A. Memon, Gulzar A. Khuwaja

Abstract:

The paper describes a knowledge based system for analysis of microscopic wear particles. Wear particles contained in lubricating oil carry important information concerning machine condition, in particular the state of wear. Experts (Tribologists) in the field extract this information to monitor the operation of the machine and ensure safety, efficiency, quality, productivity, and economy of operation. This procedure is not always objective and it can also be expensive. The aim is to classify these particles according to their morphological attributes of size, shape, edge detail, thickness ratio, color, and texture, and by using this classification thereby predict wear failure modes in engines and other machinery. The attribute knowledge links human expertise to the devised Knowledge Based Wear Particle Analysis System (KBWPAS). The system provides an automated and systematic approach to wear particle identification which is linked directly to wear processes and modes that occur in machinery. This brings consistency in wear judgment prediction which leads to standardization and also less dependence on Tribologists.

Keywords: Computer vision, knowledge based systems, morphology, wear particles.

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594 CFD Analysis of Natural Ventilation Behaviour in Four Sided Wind Catcher

Authors: M. Hossein Ghadiri, Mohd Farid Mohamed, N. Lukman N. Ibrahim

Abstract:

Wind catchers are traditional natural ventilation systems attached to buildings in order to ventilate the indoor air. The most common type of wind catcher is four sided one which is capable to catch wind in all directions. CFD simulation is the perfect way to evaluate the wind catcher performance. The accuracy of CFD results is the issue of concern, so sensitivity analyses is crucial to find out the effect of different settings of CFD on results. This paper presents a series of 3D steady RANS simulations for a generic isolated four-sided wind catcher attached to a room subjected to wind direction ranging from 0º to 180º with an interval of 45º. The CFD simulations are validated with detailed wind tunnel experiments. The influence of an extensive range of computational parameters is explored in this paper, including the resolution of the computational grid, the size of the computational domain and the turbulence model. This study found that CFD simulation is a reliable method for wind catcher study, but it is less accurate in prediction of models with non perpendicular wind directions.

Keywords: Wind catcher, CFD, natural ventilation, sensitivity study.

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593 User Intention Generation with Large Language Models Using Chain-of-Thought Prompting

Authors: Gangmin Li, Fan Yang

Abstract:

Personalized recommendation is crucial for any recommendation system. One of the techniques for personalized recommendation is to identify the intention. Traditional user intention identification uses the user’s selection when facing multiple items. This modeling relies primarily on historical behavior data resulting in challenges such as the cold start, unintended choice, and failure to capture intention when items are new. Motivated by recent advancements in Large Language Models (LLMs) like ChatGPT, we present an approach for user intention identification by embracing LLMs with Chain-of-Thought (CoT) prompting. We use the initial user profile as input to LLMs and design a collection of prompts to align the LLM's response through various recommendation tasks encompassing rating prediction, search and browse history, user clarification, etc. Our tests on real-world datasets demonstrate the improvements in recommendation by explicit user intention identification and, with that intention, merged into a user model.

Keywords: Personalized recommendation, generative user modeling, user intention identification, large language models, chain-of-thought prompting.

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592 Increasing Profitability Supported by Innovative Methods and Designing Monitoring Software in Condition-Based Maintenance: A Case Study

Authors: Nasrin Farajiparvar

Abstract:

In the present article, a new method has been developed to enhance the application of equipment monitoring, which in turn results in improving condition-based maintenance economic impact in an automobile parts manufacturing factory. This study also describes how an effective software with a simple database can be utilized to achieve cost-effective improvements in maintenance performance. The most important results of this project are indicated here: 1. 63% reduction in direct and indirect maintenance costs. 2. Creating a proper database to analyse failures. 3. Creating a method to control system performance and develop it to similar systems. 4. Designing a software to analyse database and consequently create technical knowledge to face unusual condition of the system. Moreover, the results of this study have shown that the concept and philosophy of maintenance has not been understood in most Iranian industries. Thus, more investment is strongly required to improve maintenance conditions.

Keywords: Condition-based maintenance, Economic savings, Iran industries, Machine life prediction software.

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591 Numerical Modeling of Benzene Transport in Andosol and Sand: Adequacy of Diffusion and Equilibrium Adsorption Equations

Authors: Ping Du, Masaki Sagehashi, Akihiko Terada, Masaaki Hosomi

Abstract:

Prediction of benzene transport in soil and volatilization from soil to the atmosphere is important for the preservation of human health and management of contaminated soils. The adequacy of a simple numerical model, assuming two-phase diffusion and equilibrium of liquid/solid adsorption, was investigated by experimental data of benzene concentration in a flux chamber (with headspace) where Andosol and sand were filled. Adsorption experiment for liquid phase was performed to determine an adsorption coefficient. Furthermore, adequacy of vapor phase adsorption was also studied through two runs of experiment using sand with different water content. The results show that the model adequately predicted benzene transport and volatilization from Andosol and sand with water content of 14.0%. In addition, the experiment additionally revealed that vapor phase adsorption should be considered in diffusion model for sand with very low water content.

Keywords: Benzene; Transport Model, Adsorption, Soil Contaminant.

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590 Adopting Procedural Animation Technology to Generate Locomotion of Quadruped Characters in Dynamic Environments

Authors: Zongyou He, Bashu Tsai, Chinhung Ko, Tainchi Lu

Abstract:

A procedural-animation-based approach which rapidly synthesize the adaptive locomotion for quadruped characters that they can walk or run in any directions on an uneven terrain within a dynamic environment was proposed. We devise practical motion models of the quadruped animals for adapting to a varied terrain in a real-time manner. While synthesizing locomotion, we choose the corresponding motion models by means of the footstep prediction of the current state in the dynamic environment, adjust the key-frames of the motion models relying on the terrain-s attributes, calculate the collision-free legs- trajectories, and interpolate the key-frames according to the legs- trajectories. Finally, we apply dynamic time warping to each part of motion for seamlessly concatenating all desired transition motions to complete the whole locomotion. We reduce the time cost of producing the locomotion and takes virtual characters to fit in with dynamic environments no matter when the environments are changed by users.

Keywords: Dynamic environment, motion synthesis, procedural animation, quadruped locomotion

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589 Embodied Carbon Footprint of Existing Malaysian Green Homes

Authors: Fahanim Abdul Rashid, Muhammad Azzam Ismail

Abstract:

Part and parcel of building green homes (GHs) with favorable thermal comfort (TC) is to design and build with reduced carbon footprint (CF) from embodied energy in the building envelope and reduced operational CF overall. Together, the environmental impact of GHs can be reduced significantly. Nevertheless, there is still a need to identify the base CF value for Malaysian GHs and this can be done by assessing existing ones which can then be compared to conventional and vernacular houses which are built differently with different building materials. This paper underlines the research design and introduces the case studies. For now, the operational CF of the case studies is beyond the scope of this study. Findings from this research could identify the best building material and construction technique combination to build GHs depending on the available skills, financial constraints and the condition of the immediate environment.

Keywords: Embodied carbon footprint, Malaysian green homes.

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588 Video Super-Resolution Using Classification ANN

Authors: Ming-Hui Cheng, Jyh-Horng Jeng

Abstract:

In this study, a classification-based video super-resolution method using artificial neural network (ANN) is proposed to enhance low-resolution (LR) to high-resolution (HR) frames. The proposed method consists of four main steps: classification, motion-trace volume collection, temporal adjustment, and ANN prediction. A classifier is designed based on the edge properties of a pixel in the LR frame to identify the spatial information. To exploit the spatio-temporal information, a motion-trace volume is collected using motion estimation, which can eliminate unfathomable object motion in the LR frames. In addition, temporal lateral process is employed for volume adjustment to reduce unnecessary temporal features. Finally, ANN is applied to each class to learn the complicated spatio-temporal relationship between LR and HR frames. Simulation results show that the proposed method successfully improves both peak signal-to-noise ratio and perceptual quality.

Keywords: Super-resolution, classification, spatio-temporal information, artificial neural network.

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587 Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network

Authors: Paul Lajbcygier, Seng Lee

Abstract:

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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586 Acute Coronary Syndrome Prediction Using Data Mining Techniques- An Application

Authors: Tahseen A. Jilani, Huda Yasin, Madiha Yasin, C. Ardil

Abstract:

In this paper we use data mining techniques to investigate factors that contribute significantly to enhancing the risk of acute coronary syndrome. We assume that the dependent variable is diagnosis – with dichotomous values showing presence or  absence of disease. We have applied binary regression to the factors affecting the dependent variable. The data set has been taken from two different cardiac hospitals of Karachi, Pakistan. We have total sixteen variables out of which one is assumed dependent and other 15 are independent variables. For better performance of the regression model in predicting acute coronary syndrome, data reduction techniques like principle component analysis is applied. Based on results of data reduction, we have considered only 14 out of sixteen factors.

Keywords: Acute coronary syndrome (ACS), binary logistic regression analyses, myocardial ischemia (MI), principle component analysis, unstable angina (U.A.).

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585 Development of a Wind Resource Assessment Framework Using Weather Research and Forecasting (WRF) Model, Python Scripting and Geographic Information Systems

Authors: Jerome T. Tolentino, Ma. Victoria Rejuso, Jara Kaye Villanueva, Loureal Camille Inocencio, Ma. Rosario Concepcion O. Ang

Abstract:

Wind energy is rapidly emerging as the primary source of electricity in the Philippines, although developing an accurate wind resource model is difficult. In this study, Weather Research and Forecasting (WRF) Model, an open source mesoscale Numerical Weather Prediction (NWP) model, was used to produce a 1-year atmospheric simulation with 4 km resolution on the Ilocos Region of the Philippines. The WRF output (netCDF) extracts the annual mean wind speed data using a Python-based Graphical User Interface. Lastly, wind resource assessment was produced using a GIS software. Results of the study showed that it is more flexible to use Python scripts than using other post-processing tools in dealing with netCDF files. Using WRF Model, Python, and Geographic Information Systems, a reliable wind resource map is produced.

Keywords: Wind resource assessment, Weather Research and Forecasting (WRF) Model, python, GIS software.

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