Search results for: Neural function.

Authors: T. R. Alencar, P. T. Leite

Abstract:

Several optimization algorithms specifically applied to the problem of Operation Planning of Hydrothermal Power Systems have been developed and are used. Although providing solutions to various problems encountered, these algorithms have some weaknesses, difficulties in convergence, simplification of the original formulation of the problem, or owing to the complexity of the objective function. Thus, this paper presents the development of a computational tool for solving optimization problem identified and to provide the User an easy handling. Adopted as intelligent optimization technique, Genetic Algorithms and programming language Java. First made the modeling of the chromosomes, then implemented the function assessment of the problem and the operators involved, and finally the drafting of the graphical interfaces for access to the User. The program has managed to relate a coherent performance in problem resolution without the need for simplification of the calculations together with the ease of manipulating the parameters of simulation and visualization of output results.

Keywords: Energy, Optimization, Hydrothermal Power Systemsand Genetic Algorithms

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Authors: Shahla Shoghian, Maryam Kouzehgar

Abstract:

The main objective of this paper is applying a comparison between the Wolf Pack Search (WPS) as a newly introduced intelligent algorithm with several other known algorithms including Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL), Binary and Continues Genetic algorithms. All algorithms are applied on two benchmark cost functions. The aim is to identify the best algorithm in terms of more speed and accuracy in finding the solution, where speed is measured in terms of function evaluations. The simulation results show that the SFL algorithm with less function evaluations becomes first if the simulation time is important, while if accuracy is the significant issue, WPS and PSO would have a better performance.

Keywords: Wolf Pack Search, Particle Swarm Optimization, Continues Genetic Algorithm, Binary Genetic Algorithm, Shuffled Frog Leaping, Optimization.

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Authors: H. M. Côrtes, J. I. Da Silva Filho, M. F. Blos, B. S. Zanon

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In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.

Keywords: Fuzzy logic, paraconsistent annotated logic, level control, digital PID.

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Authors: Ming-Tang Tsai, Chih-Wei Yen

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In this paper, an Interactive Compromise Approach with Particle Swarm Optimization(ICA-PSO) is presented to solve the Economic Emission Dispatch(EED) problem. The cost function and emission function are modeled as the nonsmooth functions, respectively. The bi-objective including both the minimization of cost and emission is formulated in this paper. ICA-PSO is proposed to solve EED problem for finding a better compromise solution. The solution methodology can offer a global or near-global solution for decision-making requirements. The effectiveness and efficiency of ICA-PSO are demonstrated by a sample test system. Test results can be shown that the proposed method provide a practical and flexible framework for power dispatch.

Keywords: Interactive Compromise Approach, Emission Control, Economic Dispatch, Particle Swarm Optimization.

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: Leszek Chybowski, Artur Bejger, Katarzyna Gawdzińska

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Subversion analysis is a tool used in the TRIZ (Theory of Inventive Problem Solving) methodology. This article introduces the history and describes the process of subversion analysis, as well as function analysis and analysis of the resources, used at the design stage when generating possible undesirable situations. The article charts the course of subversion analysis when applied to a fuel injection nozzle of a marine engine. The work describes the fuel injector nozzle as a technological system and presents principles of analysis for the causes of a cracked tip of the nozzle body. The system is modelled with functional analysis. A search for potential causes of the damage is undertaken and a cause-and-effect analysis for various hypotheses concerning the damage is drawn up. The importance of particular hypotheses is evaluated and the most likely causes of damage identified.

Keywords: Complex technical system, fuel injector, function analysis, importance analysis, resource analysis, sabotage analysis, subversion analysis, TRIZ.

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Authors: Wen-Chi Liu

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This study applies the sequential panel selection method (SPSM) procedure proposed by Chortareas and Kapetanios (2009) to investigate the time-series properties of energy consumption in 50 US states from 1963 to 2009. SPSM involves the classification of the entire panel into a group of stationary series and a group of non-stationary series to identify how many and which series in the panel are stationary processes. Empirical results obtained through SPSM with the panel KSS unit root test developed by Ucar and Omay (2009) combined with a Fourier function indicate that energy consumption in all the 50 US states are stationary. The results of this study have important policy implications for the 50 US states.

Keywords: Energy Consumption, Panel Unit Root, Sequential Panel Selection Method, Fourier Function, US states.

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Authors: Amrita Tripathi, Neeru Adlakha

Abstract:

Calcium [Ca2+] dynamics is studied as a potential form of neuron excitability that can control many irregular processes like metabolism, secretion etc. Ca2+ ion enters presynaptic terminal and increases the synaptic strength and thus triggers the neurotransmitter release. The modeling and analysis of calcium dynamics in neuron cell becomes necessary for deeper understanding of the processes involved. A mathematical model has been developed for cylindrical shaped neuron cell by incorporating physiological parameters like buffer, diffusion coefficient, and association rate. Appropriate initial and boundary conditions have been framed. The closed form solution has been developed in terms of modified Bessel function. A computer program has been developed in MATLAB 7.11 for the whole approach.

Keywords: Laplace Transform, Modified Bessel function, reaction diffusion equation, diffusion coefficient, excess buffer, calcium influx

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Authors: N.S. Tomer, Phool Singh, Manoj Kumar

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The flow and heat transfer characteristics for natural convection along an inclined plate in a saturated porous medium with an applied magnetic field have been studied. The fluid viscosity has been assumed to be an inverse function of temperature. Assuming temperature vary as a power function of distance. The transformed ordinary differential equations have solved by numerical integration using Runge-Kutta method. The velocity and temperature profile components on the plate are computed and discussed in detail for various values of the variable viscosity parameter, inclination angle, magnetic field parameter, and real constant (λ). The results have also been interpreted with the aid of tables and graphs. The numerical values of Nusselt number have been calculated for the mentioned parameters.

Keywords: Heat Transfer, Magnetic Field, Porosity, Viscosity

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Authors: Nisha Budhwar, Sunita Daniel

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In this paper, we analyse the stability of the SEIR model of malaria with infective immigrants which was recently formulated by the authors. The model consists of an SEIR model for the human population and SI Model for the mosquitoes. Susceptible humans become infected after they are bitten by infectious mosquitoes and move on to the Exposed, Infected and Recovered classes respectively. The susceptible mosquito becomes infected after biting an infected person and remains infected till death. We calculate the reproduction number R0 using the next generation method and then discuss about the stability of the equilibrium points. We use the Lyapunov function to show the global stability of the equilibrium points.

Keywords: Susceptible, exposed, infective, recovered, infective immigrants, reproduction number, Lyapunov function, equilibrium points, global stability.

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Authors: A. T. Nakysh, A. S. Idrisov, S. A. Baidurin

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This work presents the results of a study the incidence of metabolic syndrome (MetS) in women with impaired reproductive function (IRF) according to the data of Astana, Kazakhstan. The anthropometric, biochemical and instrumental studies were conducted among 515 women, of which 53 patients with MetS according to IDF criteria, 2006, were selected. The frequency of occurrence of the IRF, due to MetS is 10.3% of cases according to the data of Astana. In women of childbearing age with IRF and the MetS, blood pressure (BP), indicators of carbohydrate and lipid metabolism were significantly higher and the level of high density lipoprotein (HDL) significantly lower compared to the same in women with the IRF without MetS. The hyperandrogenism, the hyperestrogenemia, the hyperprolactinemia and the hypoprogesteronemia were found in the patients with MetS and IRF, indicating the impact of MetS on the development of the polycystic ovary syndrome in 28% of cases and hyperplastic processes of the myometrium in 20% of cases.

Keywords: Dyslipidemia, insulin resistance, metabolic syndrome, reproductive disorders, obesity.

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Authors: Amit Kumar, Pushpinder Singh, Parampreet Kaur, Amarpreet Kaur

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Ranking of fuzzy numbers play an important role in decision making, optimization, forecasting etc. Fuzzy numbers must be ranked before an action is taken by a decision maker. In this paper, with the help of several counter examples it is proved that ranking method proposed by Chen and Chen (Expert Systems with Applications 36 (2009) 6833-6842) is incorrect. The main aim of this paper is to propose a new approach for the ranking of generalized trapezoidal fuzzy numbers. The main advantage of the proposed approach is that the proposed approach provide the correct ordering of generalized and normal trapezoidal fuzzy numbers and also the proposed approach is very simple and easy to apply in the real life problems. It is shown that proposed ranking function satisfies all the reasonable properties of fuzzy quantities proposed by Wang and Kerre (Fuzzy Sets and Systems 118 (2001) 375-385).

Keywords: Ranking function, Generalized trapezoidal fuzzy numbers

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Authors: Mohammadsadegh Zanganehfar

Abstract:

Since the introduction of fractal geometry in 1970, numerous efforts have been made by architects and researchers to transfer this area of mathematical knowledge in the discipline of architecture and postmodernist discourse. The discourse of complexity and architecture is one of the most significant ongoing discourses in the discipline of architecture from the 70's until today and has generated significant styles such as deconstructivism and parametricism in architecture. During these years, several projects were designed and presented by designers and architects using fractal geometry, but due to the lack of sufficient knowledge and appropriate comprehension of the features and characteristics of this nonlinear geometry, none of the fractal-based designs have been successful and satisfying. Fractal geometry as a geometric technology has a long presence in the history of architecture. The current research attempts to identify and discover the characteristics, features, potentials and functionality of fractals despite their aesthetic aspect by examining case studies of pre-modern architecture in Asia and investigating the function of fractals. 

Keywords: Asian architecture, fractal geometry, fractal technique, geometric properties

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Authors: Rajvir Kaur, Jeewani Anupama Ginige

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With recent trends in Big Data and advancements in Information and Communication Technologies, the healthcare industry is at the stage of its transition from clinician oriented to technology oriented. Many people around the world die of cancer because the diagnosis of disease was not done at an early stage. Nowadays, the computational methods in the form of Machine Learning (ML) are used to develop automated decision support systems that can diagnose cancer with high confidence in a timely manner. This paper aims to carry out the comparative evaluation of a selected set of ML classifiers on two existing datasets: breast cancer and cervical cancer. The ML classifiers compared in this study are Decision Tree (DT), Support Vector Machine (SVM), k-Nearest Neighbor (k-NN), Logistic Regression, Ensemble (Bagged Tree) and Artificial Neural Networks (ANN). The evaluation is carried out based on standard evaluation metrics Precision (P), Recall (R), F1-score and Accuracy. The experimental results based on the evaluation metrics show that ANN showed the highest-level accuracy (99.4%) when tested with breast cancer dataset. On the other hand, when these ML classifiers are tested with the cervical cancer dataset, Ensemble (Bagged Tree) technique gave better accuracy (93.1%) in comparison to other classifiers.

Keywords: Artificial neural networks, breast cancer, cancer dataset, classifiers, cervical cancer, F-score, logistic regression, machine learning, precision, recall, support vector machine.

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Authors: Peyman Shadman Heidari, Roohollah Ahmady Jazany, Mahmood Reza Mehran, Pouya Shadman Heidari, Mohammad khorasani

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Modeling of Panel Zone (PZ) seismic behavior, because of its role in overall ductility and lateral stiffness of steel moment frames, has been considered a challenge for years. There are some studies regarding the effects of different doubler plates thicknesses and geometric properties of PZ on its seismic behavior. However, there is not much investigation on the effects of number of provided continuity plates in case of presence of one triangular haunch, two triangular haunches and rectangular haunch (T shape haunches) for exterior columns. In this research first detailed finite element models of 12tested connection of SAC joint venture were created and analyzed then obtained cyclic behavior backbone curves of these models besides other FE models for similar tests were used for neural network training. Then seismic behavior of these data is categorized according to continuity plate-s arrangements and differences in type of haunches. PZ with one-sided haunches have little plastic rotation. As the number of continuity plates increases due to presence of two triangular haunches (four continuity plate), there will be no plastic rotation, in other words PZ behaves in its elastic range. In the case of rectangular haunch, PZ show more plastic rotation in comparison with one-sided triangular haunch and especially double-sided triangular haunches. Moreover, the models that will be presented in case of triangular one-sided and double- sided haunches and rectangular haunches as a result of this study seem to have a proper estimation of PZ seismic behavior.

Keywords: Continuity plate, FE models, Neural network, Panel zone, Plastic rotation, Rectangular haunch, Seismic behavior

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Authors: Jiewei Li, Hongyan Cui, Chunqi Chang, Yong Hu

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It was expected to benefit patient with hemiparesis after stroke by extensive arm rehabilitation, to partially regain forearm and hand function. This paper propose a robotic rehabilitation arm in assisting the hemiparetic patient to learn new ways of using and moving their weak arms. In this study, the robotic arm was driven by a somatosensory stimulated brain computer interface (BCI), which is a new modality BCI. The use of somatosensory stimulation is not only an input for BCI, but also a electrical stimulation for treatment of hemiparesis to strengthen the arm and improve its range of motion. A trial of this robotic rehabilitation arm was performed in a stroke patient with pure motor hemiparesis. The initial trial showed a promising result from the patient with great motivation and function improvement. It suggests that robotic rehabilitation arm driven by somatosensory BCI can enhance the rehabilitation performance and progress for hemiparetic patients after stroke.

Keywords: Robotic rehabilitation arm, brain computer interface (BCI), hemiparesis, stroke, somatosensory stimulation.

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Authors: Slim Yacoub, Kosai Raoof

Abstract:

The aim of this study was to remove the two principal noises which disturb the surface electromyography signal (Diaphragm). These signals are the electrocardiogram ECG artefact and the power line interference artefact. The algorithm proposed focuses on a new Lean Mean Square (LMS) Widrow adaptive structure. These structures require a reference signal that is correlated with the noise contaminating the signal. The noise references are then extracted : first with a noise reference mathematically constructed using two different cosine functions; 50Hz (the fundamental) function and 150Hz (the first harmonic) function for the power line interference and second with a matching pursuit technique combined to an LMS structure for the ECG artefact estimation. The two removal procedures are attained without the use of supplementary electrodes. These techniques of filtering are validated on real records of surface diaphragm electromyography signal. The performance of the proposed methods was compared with already conducted research results.

Keywords: Surface EMG, Adaptive, Matching Pursuit, Powerline interference.

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Authors: Sadi Vural, Hiromi Tomii, Hironori Yamauchi

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As the development of digital technology is increasing, Digital cinema is getting more spread. However, content copy and attack against the digital cinema becomes a serious problem. To solve the above security problem, we propose “Additional Watermarking" for digital cinema delivery system. With this proposed “Additional watermarking" method, we protect content copyrights at encoder and user side information at decoder. It realizes the traceability of the watermark embedded at encoder. The watermark is embedded into the random-selected frames using Hash function. Using it, the embedding position is distributed by Hash Function so that third parties do not break off the watermarking algorithm. Finally, our experimental results show that proposed method is much better than the convenient watermarking techniques in terms of robustness, image quality and its simple but unbreakable algorithm.

Keywords: Decoder, Digital content, JPEG2000 Frame, System-On-Chip and additional watermark.

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Authors: Hasanifard Goran, Habib Nejad Korayem Moharam, Nikoobin Amin

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A new robust nonlinear control scheme of a manipulator is proposed in this paper which is robust against modeling errors and unknown disturbances. It is based on the principle of variable structure control, with sliding mode control (SMC) method. The variable structure control method is a robust method that appears to be well suited for robotic manipulators because it requers only bounds on the robotic arm parameters. But there is no single systematic procedure that is guaranteed to produce a suitable control law. Also, to reduce chattring of the control signal, we replaced the sgn function in the control law by a continuous approximation such as tangant function. We can compute the maximum load with regard to applied torque into joints. The effectivness of the proposed approach has been evaluated analitically demonstrated through computer simulations for the cases of variable load and robot arm parameters.

Keywords: Variable structure control, robust control, switching surface, robot manipulator.

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Authors: P. V. Pramila, V. Mahesh

Abstract:

Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients resulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF25, PEF, FEF25-75, FEF50 and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects) with the aforementioned input features. It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, as well as yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV1, Multivariate Adaptive Regression Splines Pulmonary Function Test, Random Forest.

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Authors: Chieh-Yuan Tsai, Chuang-Cheng Chiu

Abstract:

Biclustering aims at identifying several biclusters that reveal potential local patterns from a microarray matrix. A bicluster is a sub-matrix of the microarray consisting of only a subset of genes co-regulates in a subset of conditions. In this study, we extend the motif of subspace clustering to present a K-biclusters clustering (KBC) algorithm for the microarray biclustering issue. Besides minimizing the dissimilarities between genes and bicluster centers within all biclusters, the objective function of the KBC algorithm additionally takes into account how to minimize the residues within all biclusters based on the mean square residue model. In addition, the objective function also maximizes the entropy of conditions to stimulate more conditions to contribute the identification of biclusters. The KBC algorithm adopts the K-means type clustering process to efficiently make the partition of K biclusters be optimized. A set of experiments on a practical microarray dataset are demonstrated to show the performance of the proposed KBC algorithm.

Keywords: Microarray, Biclustering, Subspace clustering, Meansquare residue model.

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Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

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Authors: V.A. Baronenko, S.I. Bugreeva, K.R. Mekhdieva

Abstract:

Differentiated impact of team sports (basketball, indoor soccer, handball) on general haemodynamics and aerobic potential of students who specialize in technical subjects is detected only on the fourth year of studies in the institute of higher education. Those who play basketball and indoor soccer have shown increase of stroke and minute volume of blood indices, pumping and contractile function of the heart, oxygenation of blood and oxygen delivery to tissues, aerobic energy supply and balance of sympathetic and parasympathetic activity of the nervous regulation mechanism of the circulatory system. Those who play handball have shown these indices statistically decreased. On the whole playing basketball and indoor soccer optimizes the strategy for adaptation of students to the studying process, but playing handball does the opposite thing. The leading factor for adaptation of students is: those who play basketball have increase of minute blood volume which stipulates velocity of the system blood circulation and well-timed oxygen delivery to tissues; those who play indoor soccer have increase of power and velocity of contractile function of the heart; those who play handball have increase of resistance of thorax to the system blood flow which minimizes contractile function of the heart, blood oxygen saturation and delivery of oxygen to tissues.

Keywords: team sports, general haemodynamics, aerobic potential, strategy for adaptation.

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Authors: Deepthi P.P., P.S. Sathidevi

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Proposal for a secure stream cipher based on Linear Feedback Shift Registers (LFSR) is presented here. In this method, shift register structure used for polynomial modular division is combined with LFSR keystream generator to yield a new keystream generator with much higher periodicity. Security is brought into this structure by using the Boolean function to combine state bits of the LFSR keystream generator and taking the output through the Boolean function. This introduces non-linearity and security into the structure in a way similar to the Non-linear filter generator. The security and throughput of the suggested stream cipher is found to be much greater than the known LFSR based structures for the same key length.

Keywords: Linear Feedback Shift Register, Stream Cipher, Filter generator, Keystream generator, Modular division circuit

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Authors: Yitao Lei, Xingxiang Zhai, Burra Venkata Durga Kumar

Abstract:

As the quantity and complexity of computing in large-scale software systems increase, distributed system computing becomes increasingly important. The distributed system realizes high-performance computing by collaboration between different computing resources. If there are no efficient resource scheduling resources, the abuse of distributed computing may cause resource waste and high costs. However, resource scheduling is usually an NP-hard problem, so we cannot find a general solution. However, some optimization algorithms exist like genetic algorithm, ant colony optimization, etc. The large scale of distributed systems makes this traditional optimization algorithm challenging to work with. Heuristic and machine learning algorithms are usually applied in this situation to ease the computing load. As a result, we do a review of traditional resource scheduling optimization algorithms and try to introduce a deep reinforcement learning method that utilizes the perceptual ability of neural networks and the decision-making ability of reinforcement learning. Using the machine learning method, we try to find important factors that influence the performance of distributed system computing and help the distributed system do an efficient computing resource scheduling. This paper surveys the application of deep reinforcement learning on distributed system computing resource scheduling. The research proposes a deep reinforcement learning method that uses a recurrent neural network to optimize the resource scheduling. The paper concludes the challenges and improvement directions for Deep Reinforcement Learning-based resource scheduling algorithms.

Keywords: Resource scheduling, deep reinforcement learning, distributed system, artificial intelligence.

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Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri

Abstract:

We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.

Keywords: Full-potential KKR-Green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: Qasim M. Kriri

Abstract:

Few Saudi Arabia production companies face financial profit issues until this moment. This work presents a linear integer programming model that solves a production problem of a Saudi Food Company in Saudi Arabia. An optimal solution to the above-mentioned problem is a Linear Programming solution. In this regard, the main purpose of this project is to maximize profit. Linear Programming Technique has been used to derive the maximum profit from production of natural juice at Saudi Food Co. The operations of production of the company were formulated and optimal results are found out by using Lindo Software that employed Sensitivity Analysis and Parametric linear programming in order develop Linear Programming. In addition, the parameter values are increased, then the values of the objective function will be increased.

Keywords: Parameter linear programming, objective function, sensitivity analysis, optimize profit.

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Authors: Bita Tadayon, Nasser Salmasi

Abstract:

This research deals with a flexible flowshop scheduling problem with arrival and delivery of jobs in groups and processing them individually. Due to the special characteristics of each job, only a subset of machines in each stage is eligible to process that job. The objective function deals with minimization of sum of the completion time of groups on one hand and minimization of sum of the differences between completion time of jobs and delivery time of the group containing that job (waiting period) on the other hand. The problem can be stated as FFc / rj , Mj / irreg which has many applications in production and service industries. A mathematical model is proposed, the problem is proved to be NPcomplete, and an effective heuristic method is presented to schedule the jobs efficiently. This algorithm can then be used within the body of any metaheuristic algorithm for solving the problem.

Keywords: flexible flowshop scheduling, group processing, machine eligibility constraint, mathematical modeling.

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Authors: M. H. Moradi, S. M. Moosavi, A. R. Reisi

Abstract:

The main objective of this paper is to investigate the enhancement of power system stability via coordinated tuning of Power System Stabilizers (PSSs) in a multi-machine power system. The design problem of the proposed controllers is formulated as an optimization problem. Chaotic catfish particle swarm optimization (C-Catfish PSO) algorithm is used to minimize the ITAE objective function. The proposed algorithm is evaluated on a two-area, 4- machines system. The robustness of the proposed algorithm is verified on this system under different operating conditions and applying a three-phase fault. The nonlinear time-domain simulation results and some performance indices show the effectiveness of the proposed controller in damping power system oscillations and this novel optimization algorithm is compared with particle swarm optimization (PSO).

Keywords: Power system stabilizer, C-Catfish PSO, ITAE objective function, Power system control, Multi-machine power system

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