Search results for: combined motion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1524

Search results for: combined motion

294 Scale Effects on the Wake Airflow of a Heavy Truck

Authors: A. Pérard Lecomte, G. Fokoua, A. Mehel, A. Tanière

Abstract:

Automotive experimental measurements in wind tunnel are often conducted on reduced scale. Depending on the study, different similitude parameters are used by researchers to best reproduce the flow at full scale. In this paper, two parameters are investigated, which are Reynolds number and upstream velocity when dealing with airflow of typical urban speed range, below 15 m.s-1. Their impact on flow structures and aerodynamic drag in the wake of a heavy truck model are explored. To achieve this, Computational Fluid Dynamics (CFD) simulations have been conducted with the aim of modeling the wake airflow of full- and reduced-scaled heavy trucks (1/4 and 1/28). The Reynolds Average Navier-Stokes (RANS) approach combined to the Reynolds Stress Model (RSM) as the turbulence model closure was used. Both drag coefficients and upstream velocity profiles (flow topology) were found to be close one another for the three investigated scales, when the dynamical similitude Reynolds is achieved. Moreover, the difference is weak for the simulations based on the same inlet air velocity. Hence, for the relative low velocity range investigated here, the impact of the scale factor is limited.

Keywords: Aerodynamics, CFD, heavy truck, recirculation area, scale effects, similitude parameters.

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293 Design and Analysis of a Piezoelectric Linear Motor Based on Rigid Clamping

Authors: Chao Yi, Cunyue Lu, Lingwei Quan

Abstract:

Piezoelectric linear motors have the characteristics of great electromagnetic compatibility, high positioning accuracy, compact structure and no deceleration mechanism, which make it promising to applicate in micro-miniature precision drive systems. However, most piezoelectric motors are employed by flexible clamping, which has insufficient rigidity and is difficult to use in rapid positioning. Another problem is that this clamping method seriously affects the vibration efficiency of the vibrating unit. In order to solve these problems, this paper proposes a piezoelectric stack linear motor based on double-end rigid clamping. First, a piezoelectric linear motor with a length of only 35.5 mm is designed. This motor is mainly composed of a motor stator, a driving foot, a ceramic friction strip, a linear guide, a pre-tightening mechanism and a base. This structure is much simpler and smaller than most similar motors, and it is easy to assemble as well as to realize precise control. In addition, the properties of piezoelectric stack are reviewed and in order to obtain the elliptic motion trajectory of the driving head, a driving scheme of the longitudinal-shear composite stack is innovatively proposed. Finally, impedance analysis and speed performance testing were performed on the piezoelectric linear motor prototype. The motor can measure speed up to 25.5 mm/s under the excitation of signal voltage of 120 V and frequency of 390 Hz. The result shows that the proposed piezoelectric stacked linear motor obtains great performance. It can run smoothly in a large speed range, which is suitable for various precision control in medical images, aerospace, precision machinery and many other fields.

Keywords: Elliptical trajectory, linear motor, piezoelectric stack, rigid clamping.

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292 A Hybrid Feature Selection by Resampling, Chi squared and Consistency Evaluation Techniques

Authors: Amir-Massoud Bidgoli, Mehdi Naseri Parsa

Abstract:

In this paper a combined feature selection method is proposed which takes advantages of sample domain filtering, resampling and feature subset evaluation methods to reduce dimensions of huge datasets and select reliable features. This method utilizes both feature space and sample domain to improve the process of feature selection and uses a combination of Chi squared with Consistency attribute evaluation methods to seek reliable features. This method consists of two phases. The first phase filters and resamples the sample domain and the second phase adopts a hybrid procedure to find the optimal feature space by applying Chi squared, Consistency subset evaluation methods and genetic search. Experiments on various sized datasets from UCI Repository of Machine Learning databases show that the performance of five classifiers (Naïve Bayes, Logistic, Multilayer Perceptron, Best First Decision Tree and JRIP) improves simultaneously and the classification error for these classifiers decreases considerably. The experiments also show that this method outperforms other feature selection methods.

Keywords: feature selection, resampling, reliable features, Consistency Subset Evaluation.

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291 Double Diffusive Convection in a Partially Porous Cavity under Suction/Injection Effects

Authors: Y. Outaleb, K. Bouhadef, O. Rahli

Abstract:

Double-diffusive steady convection in a partially porous cavity with partially permeable walls and under the combined buoyancy effects of thermal and mass diffusion was analysed numerically using finite volume method. The top wall is well insulated and impermeable while the bottom surface is partially well insulated and impermeable and partially submitted to constant temperature T1 and concentration C1. Constant equal temperature T2 and concentration C2 are imposed along the vertical surfaces of the enclosure. Mass suction/injection and injection/suction are respectively considered at the bottom of the porous centred partition and at one of the vertical walls. Heat and mass transfer characteristics as streamlines and average Nusselt numbers and Sherwood numbers were discussed for different values of buoyancy ratio, Rayleigh number, and injection/suction coefficient. It is especially noted that increasing the injection factor disadvantages the exchanges in the case of the injection while the transfer is augmented in case of suction. On the other hand, a critical value of the buoyancy ratio was highlighted for which heat and mass transfers are minimized.

Keywords: Double diffusive convection, Injection/Extraction, Partially porous cavity

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290 Transport of Analytes under Mixed Electroosmotic and Pressure Driven Flow of Power Law Fluid

Authors: Naren Bag, S. Bhattacharyya, Partha P. Gopmandal

Abstract:

In this study, we have analyzed the transport of analytes under a two dimensional steady incompressible flow of power-law fluids through rectangular nanochannel. A mathematical model based on the Cauchy momentum-Nernst-Planck-Poisson equations is considered to study the combined effect of mixed electroosmotic (EO) and pressure driven (PD) flow. The coupled governing equations are solved numerically by finite volume method. We have studied extensively the effect of key parameters, e.g., flow behavior index, concentration of the electrolyte, surface potential, imposed pressure gradient and imposed electric field strength on the net average flow across the channel. In addition to study the effect of mixed EOF and PD on the analyte distribution across the channel, we consider a nonlinear model based on general convective-diffusion-electromigration equation. We have also presented the retention factor for various values of electrolyte concentration and flow behavior index.

Keywords: Electric double layer, finite volume method, flow behavior index, mixed electroosmotic/pressure driven flow, Non-Newtonian power-law fluids, numerical simulation.

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289 Nonlinear Analysis of Postural Sway in Multiple Sclerosis

Authors: Hua Cao, Laurent Peyrodie, Olivier Agnani, Cécile Donzé

Abstract:

Multiple Sclerosis (MS) is a disease which affects the central nervous system and causes balance problem. In clinical, this disorder is usually evaluated using static posturography. Some linear or nonlinear measures, extracted from the posturographic data (i.e. center of pressure, COP) recorded during a balance test, has been used to analyze postural control of MS patients. In this study, the trend (TREND) and the sample entropy (SampEn), two nonlinear parameters were chosen to investigate their relationships with the expanded disability status scale (EDSS) score. 40 volunteers with different EDSS scores participated in our experiments with eyes open (EO) and closed (EC). TREND and 2 types of SampEn (SampEn1 and SampEn2) were calculated for each combined COP’s position signal. The results have shown that TREND had a weak negative correlation to EDSS while SampEn2 had a strong positive correlation to EDSS. Compared to TREND and SampEn1, SampEn2 showed a better significant correlation to EDSS and an ability to discriminate the MS patients in the EC case. In addition, the outcome of the study suggests that the multi-dimensional nonlinear analysis could provide some information about the impact of disability progression in MS on dynamics of the COP data.

Keywords: Balance, multiple sclerosis, nonlinear analysis, postural sway.

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288 A Safety Analysis Method for Multi-Agent Systems

Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

Abstract:

Safety analysis for multi-agent systems is complicated by the, potentially nonlinear, interactions between agents. This paper proposes a method for analyzing the safety of multi-agent systems by explicitly focusing on interactions and the accident data of systems that are similar in structure and function to the system being analyzed. The method creates a Bayesian network using the accident data from similar systems. A feature of our method is that the events in accident data are labeled with HAZOP guide words. Our method uses an Ontology to abstract away from the details of a multi-agent implementation. Using the ontology, our methods then constructs an “Interaction Map,” a graphical representation of the patterns of interactions between agents and other artifacts. Interaction maps combined with statistical data from accidents and the HAZOP classifications of events can be converted into a Bayesian Network. Bayesian networks allow designers to explore “what it” scenarios and make design trade-offs that maintain safety. We show how to use the Bayesian networks, and the interaction maps to improve multi-agent system designs.

Keywords: Multi-agent system, safety analysis, safety model.

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287 High-Value Health System for All: Technologies for Promoting Health Education and Awareness

Authors: M. P. Sebastian

Abstract:

Health for all is considered as a sign of well-being and inclusive growth. New healthcare technologies are contributing to the quality of human lives by promoting health education and awareness, leading to the prevention, early diagnosis and treatment of the symptoms of diseases. Healthcare technologies have now migrated from the medical and institutionalized settings to the home and everyday life. This paper explores these new technologies and investigates how they contribute to health education and awareness, promoting the objective of high-value health system for all. The methodology used for the research is literature review. The paper also discusses the opportunities and challenges with futuristic healthcare technologies. The combined advances in genomics medicine, wearables and the IoT with enhanced data collection in electronic health record (EHR) systems, environmental sensors, and mobile device applications can contribute in a big way to high-value health system for all. The promise by these technologies includes reduced total cost of healthcare, reduced incidence of medical diagnosis errors, and reduced treatment variability. The major barriers to adoption include concerns with security, privacy, and integrity of healthcare data, regulation and compliance issues, service reliability, interoperability and portability of data, and user friendliness and convenience of these technologies.

Keywords: Bigdata, education, healthcare, ICT, patients, technologies.

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286 Bubble Point Pressures of CO2+Ethyl Palmitate by a Cubic Equation of State and the Wong-Sandler Mixing Rule

Authors: M. A. Sedghamiz, S. Raeissi

Abstract:

This study presents three different approaches to estimate bubble point pressures for the binary system of CO2 and ethyl palmitate fatty acid ethyl ester. The first method involves the Peng-Robinson (PR) Equation of State (EoS) with the conventional mixing rule of Van der Waals. The second approach involves the PR EOS together with the Wong Sandler (WS) mixing rule, coupled with the UNIQUAC GE model. In order to model the bubble point pressures with this approach, the volume and area parameter for ethyl palmitate were estimated by the Hansen group contribution method. The last method involved the Peng-Robinson, combined with the Wong-Sandler method, but using NRTL as the GE model. Results using the Van der Waals mixing rule clearly indicated that this method has the largest errors among all three methods, with errors in the range of 3.96-6.22%. The PR-WS-UNIQUAC method exhibited small errors, with average absolute deviations between 0.95 to 1.97 percent. The PR-WS-NRTL method led to the least errors, where average absolute deviations ranged between 0.65-1.7%.

Keywords: Bubble pressure, Gibbs excess energy model, mixing rule, CO2 solubility, ethyl palmitate.

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285 Applying Biosensors’ Electromyography Signals through an Artificial Neural Network to Control a Small Unmanned Aerial Vehicle

Authors: Mylena McCoggle, Shyra Wilson, Andrea Rivera, Rocio Alba-Flores, Valentin Soloiu

Abstract:

This work describes a system that uses electromyography (EMG) signals obtained from muscle sensors and an Artificial Neural Network (ANN) for signal classification and pattern recognition that is used to control a small unmanned aerial vehicle using specific arm movements. The main objective of this endeavor is the development of an intelligent interface that allows the user to control the flight of a drone beyond direct manual control. The sensor used were the MyoWare Muscle sensor which contains two EMG electrodes used to collect signals from the posterior (extensor) and anterior (flexor) forearm, and the bicep. The collection of the raw signals from each sensor was performed using an Arduino Uno. Data processing algorithms were developed with the purpose of classifying the signals generated by the arm’s muscles when performing specific movements, namely: flexing, resting, and motion of the arm. With these arm motions roll control of the drone was achieved. MATLAB software was utilized to condition the signals and prepare them for the classification. To generate the input vector for the ANN and perform the classification, the root mean square and the standard deviation were processed for the signals from each electrode. The neuromuscular information was trained using an ANN with a single 10 neurons hidden layer to categorize the four targets. The result of the classification shows that an accuracy of 97.5% was obtained. Afterwards, classification results are used to generate the appropriate control signals from the computer to the drone through a Wi-Fi network connection. These procedures were successfully tested, where the drone responded successfully in real time to the commanded inputs.

Keywords: Biosensors, electromyography, Artificial Neural Network, Arduino, drone flight control, machine learning.

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284 Response Surface Modeling of Lactic Acid Extraction by Emulsion Liquid Membrane: Box-Behnken Experimental Design

Authors: A. Thakur, P. S. Panesar, M. S. Saini

Abstract:

Extraction of lactic acid by emulsion liquid membrane technology (ELM) using n-trioctyl amine (TOA) in n-heptane as carrier within the organic membrane along with sodium carbonate as acceptor phase was optimized by using response surface methodology (RSM). A three level Box-Behnken design was employed for experimental design, analysis of the results and to depict the combined effect of five independent variables, vizlactic acid concentration in aqueous phase (cl), sodium carbonate concentration in stripping phase (cs), carrier concentration in membrane phase (ψ), treat ratio, and batch extraction time (τ)  with equal volume of organic and external aqueous phase on lactic acid extraction efficiency. The maximum lactic acid extraction efficiency (ηext) of 98.21%from aqueous phase in a batch reactor using ELM was found at the optimized values for test variables, cl, cs, ψ, and τ as 0.06 [M], 0.18 [M], 4.72 (%,v/v), 1.98 (v/v) and 13.36 min respectively. 

Keywords: Emulsion liquid membrane, extraction, lactic acid, n-trioctylamine, response surface methodology.

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283 Effect of PGPB Inoculation, Addition of Biochar, and Mineral N Fertilization on Mycorrhizal Colonization

Authors: Irina Mikajlo, Jaroslav Záhora, Helena Dvořáčková, Jaroslav Hynšt, Jakub Elbl

Abstract:

Strong anthropogenic impact has uncontrolled consequences on the nature of the soil. Hence, up-to-date sustainable methods of soil state improvement are essential. Investigators provide the evidence that biochar can positively effects physical, chemical, and biological soil properties and the abundance of mycorrhizal fungi which are in the focus of this study. The main aim of the present investigation is to demonstrate the effect of two types of plant growth promoting bacteria (PGPB) inoculums along with the beech wood biochar and mineral N additives on mycorrhizal colonization. Experiment has been set up in laboratory conditions with containers filled with arable soil from the protection zone of the main water source “Brezova nad Svitavou”. Lactuca sativa (lettuce) has been selected as a model plant. Based on the obtained data, it can be concluded that mycorrhizal colonization increased as the result of combined influence of biochar and PGPB inoculums amendment. In addition, correlation analyses showed that the numbers of main groups of cultivated bacteria were dependent on the degree of mycorrhizal colonization.

Keywords: Arbuscular mycorrhiza, biochar, PGPB inoculum, soil microorganisms.

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282 Reproduction Performance of Etawah Cross Bred Goats in Estrus Synchronization by Controlled Internal Drug Release Implant and Pgf2α Continued by Artificial Insemination

Authors: Diah Tri Widayati, Aris Junaidi, Kresno Suharto, Amelia Oktaviani, Wahyuningsih

Abstract:

The estrus female Etawah cross bred goats were synchronized estrus by controlled internal drug release (CIDR) implants for 10 days combined with PGF2α injection, and continued by artificial insemination (AI) within the hours of 24 period. Vaginal epithelium was taken to determine estrus cycle of the goats without estrus synchronization. The estrus responds (the puffy of vulva and vaginal pH) and percentage of pregnancy were investigated. The data were analyzed descriptively and Independent Sample T-Test. The results showed that the puffy of vulva and vaginal pH were significantly different in synchronized estrus goats and control goats (2.18 ± 0.33 cm vs. 1.20 ± 0.16 cm and 8.55 ± 0.63 vs. 8.22 ± 0.22). Percentage of pregnancy was higher in synchronized estrus goats (73.33%) than in control (53.3%). Estrus synchronization by using CIDR implants and PGF2, continued by AI was effective to improve reproduction performance of Etawah cross bred goats.

Keywords: Artificial insemination, Estrus synchronization, Etawah cross bred goat, Reproduction performance.

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281 New Features for Specific JPEG Steganalysis

Authors: Johann Barbier, Eric Filiol, Kichenakoumar Mayoura

Abstract:

We present in this paper a new approach for specific JPEG steganalysis and propose studying statistics of the compressed DCT coefficients. Traditionally, steganographic algorithms try to preserve statistics of the DCT and of the spatial domain, but they cannot preserve both and also control the alteration of the compressed data. We have noticed a deviation of the entropy of the compressed data after a first embedding. This deviation is greater when the image is a cover medium than when the image is a stego image. To observe this deviation, we pointed out new statistic features and combined them with the Multiple Embedding Method. This approach is motivated by the Avalanche Criterion of the JPEG lossless compression step. This criterion makes possible the design of detectors whose detection rates are independent of the payload. Finally, we designed a Fisher discriminant based classifier for well known steganographic algorithms, Outguess, F5 and Hide and Seek. The experiemental results we obtained show the efficiency of our classifier for these algorithms. Moreover, it is also designed to work with low embedding rates (< 10-5) and according to the avalanche criterion of RLE and Huffman compression step, its efficiency is independent of the quantity of hidden information.

Keywords: Compressed frequency domain, Fisher discriminant, specific JPEG steganalysis.

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280 Research on Emotional Healing Street Furniture under the Background of Urban Micro-Renewal

Authors: Tanhao Gao, Hongtao Zhou

Abstract:

With the COVID-19 pandemic spreading worldwide, people are facing more significant mental pressure. The government and social groups are sparing no effort to find ways to heal people's emotions and return to normal life. Therefore, research on emotional healing has urgency and practical significance. From the perspective of urban planning, street furniture has the potential to become "emotional healing touchpoints." This study first analyzed the suitable places for adding emotional healing street furniture in the background of urban micro-renewal and combined the 15-minute living circle, the leftover space, and urban acupuncture theories, then used the 5W analysis method to show the main characteristics of emotionally healing street furniture. Finally, the research discovers four design strategies, which can be summarized as: A. Exploring the renewal potential of the leftover space; B. Integrating with local culture and the surrounding environment; C. Discovering quick and straightforward ways of interaction; D. Finding a delicate balance between artistry and functionality. Then, we take one emotional healing street furniture located on Chifeng Road as an example to show the design strategies vividly.

Keywords: Emotional healing, street furniture, urban micro-renewal, urban acupuncture.

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279 Study on Construction of 3D Topography by UAV-Based Images

Authors: Yun-Yao Chi, Chieh-Kai Tsai, Dai-Ling Li

Abstract:

In this paper, a method of fast 3D topography modeling using the high-resolution camera images is studied based on the characteristics of Unmanned Aerial Vehicle (UAV) system for low altitude aerial photogrammetry and the need of three dimensional (3D) urban landscape modeling. Firstly, the existing high-resolution digital camera with special design of overlap images is designed by reconstructing and analyzing the auto-flying paths of UAVs, which improves the self-calibration function to achieve the high precision imaging by software, and further increased the resolution of the imaging system. Secondly, several-angle images including vertical images and oblique images gotten by the UAV system are used for the detail measure of urban land surfaces and the texture extraction. Finally, the aerial photography and 3D topography construction are both developed in campus of Chang-Jung University and in Guerin district area in Tainan, Taiwan, provide authentication model for construction of 3D topography based on combined UAV-based camera images from system. The results demonstrated that the UAV system for low altitude aerial photogrammetry can be used in the construction of 3D topography production, and the technology solution in this paper offers a new, fast, and technical plan for the 3D expression of the city landscape, fine modeling and visualization.

Keywords: 3D, topography, UAV, images.

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278 An Improved Method on Static Binary Analysis to Enhance the Context-Sensitive CFI

Authors: Qintao Shen, Lei Luo, Jun Ma, Jie Yu, Qingbo Wu, Yongqi Ma, Zhengji Liu

Abstract:

Control Flow Integrity (CFI) is one of the most promising technique to defend Code-Reuse Attacks (CRAs). Traditional CFI Systems and recent Context-Sensitive CFI use coarse control flow graphs (CFGs) to analyze whether the control flow hijack occurs, left vast space for attackers at indirect call-sites. Coarse CFGs make it difficult to decide which target to execute at indirect control-flow transfers, and weaken the existing CFI systems actually. It is an unsolved problem to extract CFGs precisely and perfectly from binaries now. In this paper, we present an algorithm to get a more precise CFG from binaries. Parameters are analyzed at indirect call-sites and functions firstly. By comparing counts of parameters prepared before call-sites and consumed by functions, targets of indirect calls are reduced. Then the control flow would be more constrained at indirect call-sites in runtime. Combined with CCFI, we implement our policy. Experimental results on some popular programs show that our approach is efficient. Further analysis show that it can mitigate COOP and other advanced attacks.

Keywords: Contex-sensitive, CFI, binary analysis, code reuse attack.

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277 Environmental Efficiency of Electric Power Industry of the United States: A Data Envelopment Analysis Approach

Authors: Alexander Y. Vaninsky

Abstract:

Importance of environmental efficiency of electric power industry stems from high demand for energy combined with global warming concerns. It is especially essential for the world largest economies like that of the United States. The paper introduces a Data Envelopment Analysis (DEA) model of environmental efficiency using indicators of fossil fuels utilization, emissions rate, and electric power losses. Using DEA is advantageous in this situation over other approaches due to its nonparametric nature. The paper analyzes data for the period of 1990 - 2006 by comparing actual yearly levels in each dimension with the best values of partial indicators for the period. As positive factors of efficiency, tendency to the decline in emissions rates starting 2000, and in electric power losses starting 2004 may be mentioned together with increasing trend of fuel utilization starting 1999. As a result, dynamics of environmental efficiency is positive starting 2002. The main concern is the decline in fossil fuels utilization in 2006. This negative change should be reversed to comply with ecological and economic requirements.

Keywords: Environmental efficiency, electric power industry, DEA, United States.

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276 Development of Corn (Zea mays L.) Stalk Geotextile Net for Soil Erosion Mitigation

Authors: Cristina S. Decano, Vitaliana U. Malamug, Melissa E. Agulto, Helen F. Gavino

Abstract:

This study aimed to introduce new natural fiber to be used in the production of geotextile net for mitigation of soil erosion. Fiber extraction from the stalks was the main challenge faced during the processing of stalks to ropes. Thus, an investigation on the extraction procedures of corn (Zea mays L.) stalk under biological and chemical retting was undertaken. Results indicated significant differences among percent fiber yield as affected by the retting methods used with values of 15.07%, 12.97%, 11.60%, and 9.01%, for dew, water, chemical (1 day after harvest and15 days after harvest), respectively, with the corresponding average extracting duration of 70, 82, 89, and 94 minutes. Physical characterization of the developed corn stalk geotextile net resulted to average mass per unit area of 806.25 g/m2 and 241% water absorbing capacity. The effect of corn stalk geotextile net in mitigating soil erosion was evaluated in a laboratory experiment for 30o and 60o inclinations with three treatments: bare soil (A1), corn stalk geotextile net (A2) and combined cornstalk geotextile net and vegetation cover (A3). Results revealed that treatment A2 and A3 significantly decreased sediment yield and an increase in terms of soil loss reduction efficiency. The cost of corn stalk geotextile net is Php 62.41 per square meter.

Keywords: Corn stalk, natural geotextile, retting, soil erosion.

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275 Combined Safety and Cybersecurity Risk Assessment for Intelligent Distributed Grids

Authors: Anders Thorsèn, Behrooz Sangchoolie, Peter Folkesson, Ted Strandberg

Abstract:

As more parts of the power grid become connected to the internet, the risk of cyberattacks increases. To identify the cybersecurity threats and subsequently reduce vulnerabilities, the common practice is to carry out a cybersecurity risk assessment. For safety classified systems and products, there is also a need for safety risk assessments in addition to the cybersecurity risk assessment to identify and reduce safety risks. These two risk assessments are usually done separately, but since cybersecurity and functional safety are often related, a more comprehensive method covering both aspects is needed. Some work addressing this has been done for specific domains like the automotive domain, but more general methods suitable for, e.g., Intelligent Distributed Grids, are still missing. One such method from the automotive domain is the Security-Aware Hazard Analysis and Risk Assessment (SAHARA) method that combines safety and cybersecurity risk assessments. This paper presents an approach where the SAHARA method has been modified to be more suitable for larger distributed systems. The adapted SAHARA method has a more general risk assessment approach than the original SAHARA. The proposed method has been successfully applied on two use cases of an intelligent distributed grid.

Keywords: Intelligent distribution grids, threat analysis, risk assessment, safety, cybersecurity.

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274 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model

Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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273 The Impact of Physics Taught with Simulators and Texts in Brazilian High School: A Study in the Adult and Youth Education

Authors: Leandro Marcos Alves Vaz

Abstract:

The teaching of physics in Brazilian public schools emphasizes strongly the theoretical aspects of this science, showing its philosophical and mathematical basis, but neglecting its experimental character. Perhaps the lack of science laboratories explains this practice. In this work, we present a method of teaching physics using the computer. As alternatives to real experiments, we have the trials through simulators, many of which are free software available on the internet. In order to develop a study on the use of simulators in teaching, knowing the impossibility of simulations on all topics in a given subject, we combined these programs with phenomenological and/or experimental texts in order to mitigate this limitation. This study proposes the use of simulators and the debate using phenomenological/experimental texts on electrostatic theme in groups of the 3rd year of EJA (Adult and Youth Education) in order to verify the advantages of this methodology. Some benefits of the hybridization of the traditional method with the tools used were: Greater motivation of the students in learning, development of experimental notions, proactive socialization to learning, greater easiness to understand some concepts and the creation of collaborative activities that can reduce timidity of part of the students.

Keywords: Physics teaching, simulators, youth and adult education, experimentation, electrostatic.

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272 Dislocation Modelling of the 1997-2009 High-Precision Global Positioning System Displacements in Darjiling- Sikkim Himalaya, India

Authors: Kutubuddin Ansari, Malay Mukul, Sridevi Jade

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We used high-precision Global Positioning System (GPS) to geodetically constrain the motion of stations in the Darjiling-Sikkim Himalayan (DSH) wedge and examine the deformation at the Indian-Tibetan plate boundary using IGS (International GPS Service) fiducial stations. High-precision GPS based displacement and velocity field was measured in the DSH between 1997 and 2009. To obtain additional insight north of the Indo-Tibetan border and in the Darjiling-Sikkim-Tibet (DaSiT) wedge, published velocities from four stations J037, XIGA, J029 and YADO were also included in the analysis. India-fixed velocities or the back-slip was computed relative to the pole of rotation of the Indian Plate (Latitude 52.97 ± 0.22º, Longitude - 0.30 ± 3.76º, and Angular Velocity 0.500 ± 0.008º/ Myr) in the DaSiT wedge. Dislocation modelling was carried out with the back-slip to model the best possible solution of a finite rectangular dislocation or the causative fault based on dislocation theory that produced the observed back-slip using a forward modelling approach. To find the best possible solution, three different models were attempted. First, slip along a single thrust fault, then two thrust faults and in finally, three thrust faults were modelled to simulate the back-slip in the DaSiT wedge. The three-fault case bests the measured displacements and is taken as the best possible solution.

Keywords: Global Positioning System, Darjiling-Sikkim Himalaya, Dislocation modelling.

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271 Advanced Energy Absorbers Used in Blast Resistant Systems

Authors: Martina Drdlová, Michal Frank, Radek Řídký, Jaroslav Buchar, Josef Krátký

Abstract:

The main aim of the presented experiments is to improve behaviour of sandwich structures under dynamic loading, such as crash or explosion. This paper describes experimental investigation on the response of new advanced materials to low and high velocity load. Blast wave energy absorbers were designed using two types of porous lightweight raw particle materials based on expanded glass and ceramics with dimensions of 0.5-1 mm, combined with polymeric binder. The effect of binder amount on the static and dynamic properties of designed materials was observed. Prism shaped specimens were prepared and loaded to obtain physicomechanical parameters – bulk density, compressive and flexural strength under quasistatic load, the dynamic response was determined using Split Hopkinson Pressure bar apparatus. Numerical investigation of the material behaviour in sandwich structure was performed using implicit/explicit solver LS-Dyna. As the last step, the developed material was used as the interlayer of blast resistant litter bin, and it´s functionality was verified by real field blast tests.

Keywords: Blast energy absorber, SHPB, expanded glass, expanded ceramics.

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270 An Improved Learning Algorithm based on the Conjugate Gradient Method for Back Propagation Neural Networks

Authors: N. M. Nawi, M. R. Ransing, R. S. Ransing

Abstract:

The conjugate gradient optimization algorithm usually used for nonlinear least squares is presented and is combined with the modified back propagation algorithm yielding a new fast training multilayer perceptron (MLP) algorithm (CGFR/AG). The approaches presented in the paper consist of three steps: (1) Modification on standard back propagation algorithm by introducing gain variation term of the activation function, (2) Calculating the gradient descent on error with respect to the weights and gains values and (3) the determination of the new search direction by exploiting the information calculated by gradient descent in step (2) as well as the previous search direction. The proposed method improved the training efficiency of back propagation algorithm by adaptively modifying the initial search direction. Performance of the proposed method is demonstrated by comparing to the conjugate gradient algorithm from neural network toolbox for the chosen benchmark. The results show that the number of iterations required by the proposed method to converge is less than 20% of what is required by the standard conjugate gradient and neural network toolbox algorithm.

Keywords: Back-propagation, activation function, conjugategradient, search direction, gain variation.

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269 Effect of Cowpea (Vigna sinensis L.) with Maize (Zea mays L.) Intercropping on Yield and Its Components

Authors: W. A. Hamd Alla, E. M. Shalaby, R. A. Dawood, A. A. Zohry

Abstract:

A field experiment was carried out at Arab El- Awammer Research Station, Agric. Res. Center. Assiut Governorate during summer seasons of 2013 and 2014. The present study assessed the effect of cowpea with maize intercropping on yield and its components. The experiment comprised of three treatments (sole cowpea, sole maize and cowpea-maize intercrop). The experimental design was a randomized complete block with four replications. Results indicated that intercropped maize plants with cowpea, exhibited greater potentiality and resulted in higher values of most of the studied criteria viz., plant height, number of ears/plant, number of rows/ear, number of grains/row, grains weight/ear, 100–grain weight and straw and grain yields. Fresh and dry forage yields of cowpea were lower in intercropping with maize than sole. Furthermore, the combined of the two seasons revealed that the total Land Equivalent Ratio (LER) between cowpea and maize was 1.65. The Aggressivity (A) maize was 0.45 and cowpea was -0.45. This showed that maize was the dominant crop, whereas cowpea was the dominated. The Competitive Ratio (CR) indicated that maize more competitive than cowpea, maize was 1.75 and cowpea was 0.57. The Actual Yield Loss (AYL) maize was 0.05 and cowpea was -0.40. The Monetary Advantage Index (MAI) was 2360.80.

Keywords: Intercropping, cowpea, maize, land equivalent ratio (LER).

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268 TiO2/Clay Minerals (Palygorskite/Halloysite) Nanocomposite Coatings for Water Disinfection

Authors: Dionisios Panagiotaras, Dimitrios Papoulis, Elias Stathatos

Abstract:

Microfibrous palygorskite and tubular halloysite clay mineral combined with nanocrystalline TiO2 are incorporating in the preparation of nanocomposite films on glass substrates via sol-gel route at 450oC. The synthesis is employing nonionic surfactant molecule as pore directing agent along with acetic acid-based sol-gel route without addition of water molecules. Drying and thermal treatment of composite films ensure elimination of organic material lead to the formation of TiO2 nanoparticles homogeneously distributed on the palygorskite or halloysite surfaces. Nanocomposite films without cracks of active anatase crystal phase on palygorskite and halloysite surfaces are characterized by microscopy techniques, UV-Vis spectroscopy, and porosimetry methods in order to examine their structural properties.

The composite palygorskite-TiO2 and halloysite-TiO2 films with variable quantities of palygorskite and halloysite were tested as photocatalysts in the photo-oxidation of Basic Blue 41 azo dye in water. These nanocomposite films proved to be most promising photocatalysts and highly effective to dye’s decoloration in spite of small amount of palygorskite-TiO2 or halloysite-TiO2 catalyst immobilized onto glass substrates mainly due to the high surface area and uniform distribution of TiO2 on clay minerals avoiding aggregation.

Keywords: Halloysite, Palygorskite, Photocatalysis, Titanium Dioxide.

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267 Thermodynamic Analysis of Ventilated Façades under Operating Conditions in Southern Spain

Authors: Carlos A. D. Torres, Antonio D. Delgado

Abstract:

In this work we study the thermodynamic behavior of some ventilated facades under summer operating conditions in Southern Spain. Under these climatic conditions, indoor comfort implies a high energetic demand due to high temperatures that usually are reached in this season in the considered geographical area.

The aim of this work is to determine if during summer operating conditions in Southern Spain, ventilated façades provide some energy saving compared to the non-ventilated façades and to deduce their behavior patterns in terms of energy efficiency.

The modelization of the air flow in the channel has been performed by using Navier-Stokes equations for thermodynamic flows. Numerical simulations have been carried out with a 2D Finite Element approach.

This way, we analyze the behavior of ventilated façades under different weather conditions as variable wind, variable temperature and different levels of solar irradiation.

CFD computations show the combined effect of the shading of the external wall and the ventilation by the natural convection into the air gap achieve a reduction of the heat load during the summer period. This reduction has been evaluated by comparing the thermodynamic performances of two ventilated and two unventilated façades with the same geometry and thermophysical characteristics.

Keywords: Passive cooling, ventilated façades, energy-efficient building, CFD, FEM.

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266 Construction and Validation of a Hybrid Lumbar Spine Model for the Fast Evaluation of Intradiscal Pressure and Mobility

Authors: Ali Hamadi Dicko, Nicolas Tong-Yette, Benjamin Gilles, François Faure, Olivier Palombi

Abstract:

A novel hybrid model of the lumbar spine, allowing fast static and dynamic simulations of the disc pressure and the spine mobility, is introduced in this work. Our contribution is to combine rigid bodies, deformable finite elements, articular constraints, and springs into a unique model of the spine. Each vertebra is represented by a rigid body controlling a surface mesh to model contacts on the facet joints and the spinous process. The discs are modeled using a heterogeneous tetrahedral finite element model. The facet joints are represented as elastic joints with six degrees of freedom, while the ligaments are modeled using non-linear one-dimensional elastic elements. The challenge we tackle is to make these different models efficiently interact while respecting the principles of Anatomy and Mechanics. The mobility, the intradiscal pressure, the facet joint force and the instantaneous center of rotation of the lumbar spine are validated against the experimental and theoretical results of the literature on flexion, extension, lateral bending as well as axial rotation. Our hybrid model greatly simplifies the modeling task and dramatically accelerates the simulation of pressure within the discs, as well as the evaluation of the range of motion and the instantaneous centers of rotation, without penalizing precision. These results suggest that for some types of biomechanical simulations, simplified models allow far easier modeling and faster simulations compared to usual full-FEM approaches without any loss of accuracy.

Keywords: Hybrid, modeling, fast simulation, lumbar spine.

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265 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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