Search results for: Newton-Raphson State Estimation (NRSE)
1755 An Investigation into the Role of Market Beta in Asset Pricing: Evidence from the Romanian Stock Market
Authors: Ioan Popa, Radu Lupu, Cristiana Tudor
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In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19051754 Steady State Power Flow Calculations with STATCOM under Load Increase Scenario and Line Contingencies
Authors: A. S. Telang, P. P. Bedekar
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Flexible AC transmission system controllers play an important role in controlling the line power flow and in improving voltage profiles of the power system network. They can be used to increase the reliability and efficiency of transmission and distribution system. The modeling of these FACTS controllers in power flow calculations have become a challenging research problem. This paper presents a simple and systematic approach for a steady state power flow calculations of power system with STATCOM (Static Synchronous Compensator). It shows how systematically STATCOM can be implemented in conventional power flow calculations. The main contribution of this paper is to investigate this approach for two special conditions i.e. consideration of load increase pattern incorporating load change (active, reactive and both active and reactive) at all load buses simultaneously and the line contingencies under such load change. Such investigation proves to be relevant for determination of strategy for the optimal placement of STATCOM to enhance the voltage stability. The performance has been evaluated on many standard IEEE test systems. The results for standard IEEE-30 bus test system are presented here.Keywords: Load flow analysis, Newton-Raphson (N-R) power flow, Flexible AC transmission system, FACTS, Static synchronous compensator, STATCOM, voltage profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11661753 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models
Authors: Panudet Saengseedam, Nanthachai Kantanantha
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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.
Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22471752 HIV Treatment Planning on a case-by-CASE Basis
Authors: Marios M. Hadjiandreou, Raul Conejeros, Ian Wilson
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This study presents a mathematical modeling approach to the planning of HIV therapies on an individual basis. The model replicates clinical data from typical-progressors to AIDS for all stages of the disease with good agreement. Clinical data from rapid-progressors and long-term non-progressors is also matched by estimation of immune system parameters only. The ability of the model to reproduce these phenomena validates the formulation, a fact which is exploited in the investigation of effective therapies. The therapy investigation suggests that, unlike continuous therapy, structured treatment interruptions (STIs) are able to control the increase in both the drug-sensitive and drug-resistant virus population and, hence, prevent the ultimate progression from HIV to AIDS. The optimization results further suggest that even patients characterised by the same progression type can respond very differently to the same treatment and that the latter should be designed on a case-by-case basis. Such a methodology is presented here.
Keywords: AIDS, chemotherapy, mathematical modeling, optimal control, progression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16851751 Fluctuations of Transfer Factor of the Mixer Based on Schottky Diode
Authors: Alexey V. Klyuev, Arkady V. Yakimov, Mikhail I. Ryzhkin, Andrey V. Klyuev
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Fluctuations of Schottky diode parameters in a structure of the mixer are investigated. These fluctuations are manifested in two ways. At the first, they lead to fluctuations in the transfer factor that is lead to the amplitude fluctuations in the signal of intermediate frequency. On the basis of the measurement data of 1/f noise of the diode at forward current, the estimation of a spectrum of relative fluctuations in transfer factor of the mixer is executed. Current dependence of the spectrum of relative fluctuations in transfer factor of the mixer and dependence of the spectrum of relative fluctuations in transfer factor of the mixer on the amplitude of the heterodyne signal are investigated. At the second, fluctuations in parameters of the diode lead to occurrence of 1/f noise in the output signal of the mixer. This noise limits the sensitivity of the mixer to the value of received signal.Keywords: Current-voltage characteristic, fluctuations, mixer, Schottky diode, 1/f noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17661750 The Impact of Leadership Style and Sense of Competence on the Performance of Post-Primary School Teachers in Oyo State, Nigeria
Authors: Babajide S. Adeokin, Oguntoyinbo O. Kazeem
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The not so pleasing state of the nation's quality of education has been a major area of research. Many researchers have looked into various aspects of the educational system and organizational structure in relation to the quality of service delivery of the staff members. However, there is paucity of research in areas relating to the sense of competence and commitment in relation to leadership styles. Against this backdrop, this study investigated the impact of leadership style and sense of competence on the performance of post-primary school teachers in Oyo state Nigeria. Data were generated across public secondary schools in the city using survey design method. Ibadan as a metropolis has eleven local government areas contained in it. A systematic random sampling technique of the eleven local government areas in Ibadan was done and five local government areas were selected. The selected local government areas are Akinyele, Ibadan North, Ibadan North-East, Ibadan South and Ibadan South-West. Data were obtained from a range of two – three public secondary schools selected in each of the local government areas mentioned above. Also, these secondary schools are a representation of the variations in the constructs under consideration across the Ibadan metropolis. Categorically, all secondary school teachers in Ibadan were clustered into selected schools in those found across the five local government areas. In all, a total of 272 questionnaires were administered to public secondary school teachers, while 241 were returned. Findings revealed that transformational leadership style makes room for job commitment when compared with transactional and laissez-faire leadership styles. Teachers with a high sense of competence are more likely to demonstrate more commitment to their job than others with low sense of competence. We recommend that, it is important an assessment is made of the leadership styles employed by principals and school administrators. This guides administrators and principals in to having a clear, comprehensive knowledge of the style they currently adopt in the management of the staff and the school as a whole; and know where to begin the adjustment process from. Also to make an impact on student achievement, being attentive to teachers’ levels of commitment may be an important aspect of leadership for school principals.
Keywords: Leadership style, sense of competence, teachers, public secondary schools, Ibadan.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9941749 Transient Analysis & Performance Estimation of Gate Inside Junctionless Transistor (GI-JLT)
Authors: Sangeeta Singh, Pankaj Kumar, P. N. Kondekar
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In this paper, the transient device performance analysis of n-type Gate Inside JunctionLess Transistor (GI-JLT) has been evaluated. 3-D Bohm Quantum Potential (BQP) transport device simulation has been used to evaluate the delay and power dissipation performance. GI-JLT has a number of desirable device parameters such as reduced propagation delay, dynamic power dissipation, power and delay product, intrinsic gate delay and energy delay product as compared to Gate-all-around transistors GAA-JLT. In addition to this, various other device performance parameters namely, on/off current ratio, short channel effects (SCE), transconductance Generation Factor (TGF) and unity gain cut-off frequency (fT ) and subthreshold slope (SS) of the GI-JLT and GAA-JLT have been analyzed and compared. GI-JLT shows better device performance characteristics than GAA-JLT for low power and high frequency applications, because of its larger gate electrostatic control on the device operation.
Keywords: Gate-inside junctionless transistor GI-JLT, Gate-all-around junctionless transistor GAA-JLT, propagation delay, power delay product.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24361748 Estimation of Seismic Deformation Demands of Tall Buildings with Symmetric Setbacks
Authors: A. Alirezaei, S. Vahdani
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This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.
Keywords: Deformation demand, drift, setback, tall building.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22681747 Processing the Medical Sensors Signals Using Fuzzy Inference System
Authors: S. Bouharati, I. Bouharati, C. Benzidane, F. Alleg, M. Belmahdi
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Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.Keywords: Sensors, Sensivity, fuzzy logic, analysis, physiological parameters, medical diagnosis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19671746 A Decision Tree Approach to Estimate Permanent Residents Using Remote Sensing Data in Lebanese Municipalities
Authors: K. Allaw, J. Adjizian Gerard, M. Chehayeb, A. Raad, W. Fahs, A. Badran, A. Fakherdin, H. Madi, N. Badaro Saliba
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Population estimation using Geographic Information System (GIS) and remote sensing faces many obstacles such as the determination of permanent residents. A permanent resident is an individual who stays and works during all four seasons in his village. So, all those who move towards other cities or villages are excluded from this category. The aim of this study is to identify the factors affecting the percentage of permanent residents in a village and to determine the attributed weight to each factor. To do so, six factors have been chosen (slope, precipitation, temperature, number of services, time to Central Business District (CBD) and the proximity to conflict zones) and each one of those factors has been evaluated using one of the following data: the contour lines map of 50 m, the precipitation map, four temperature maps and data collected through surveys. The weighting procedure has been done using decision tree method. As a result of this procedure, temperature (50.8%) and percentage of precipitation (46.5%) are the most influencing factors.
Keywords: Remote sensing and GIS, permanent residence, decision tree, Lebanon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10101745 The Competitive Newsvendor Game with Overestimated Demand
Authors: Chengli Liu, C. K. M. Lee
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The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.
Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14751744 Generation of Highly Ordered Porous Antimony-Doped Tin Oxide Film by A Simple Coating Method with Colloidal Template
Authors: Asep Bayu Dani Nandiyanto, Asep Suhendi, Yutaka Kisakibaru, Takashi Ogi, Kikuo Okuyama
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An ordered porous antimony-doped tin oxide (ATO) film was successfully prepared using a simple coating process with colloidal templates. The facile production was effective when a combination of 16-nm ATO (as a model of an inorganic nanoparticle) and polystyrene (PS) spheres (as a model of the template) weresimply coated to produce a composite ATO/PS film. Heat treatment was then used to remove the PS and produce the porous film. The porous film with a spherical pore shape and a highly ordered porous structure could be obtained. A potential way for the control of pore size could be also achieved by changing initial template size. The theoretical explanation and mechanism of porous formation were also added, which would be important for the scaling-up prediction and estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15711743 Determining the Best Fitting Distributions for Minimum Flows of Streams in Gediz Basin
Authors: Naci Büyükkaracığan
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Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.
Keywords: Gediz Basin, goodness-of-fit tests, Minimum flows, probability distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25061742 Impact of Disposed Drinking Water Sachets in Damaturu, Yobe State, Nigeria
Authors: Meeta Ratawa Tiwary
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Damaturu is the capital of Yobe State in northeastern Nigeria where civic amenities and facilities are not adequate even after 24 years of its existence. The volatile security and political situations are most significant causes for the same. The basic facility for the citizens in terms of drinking water and electricity are not available. For the drinking water, they have to rely on personal boreholes or the filtered borehole waters available in packaged sachets in market. The present study is concerned with environmental impact of indiscriminate disposal of drinking synthetic polythene water sachets in Damaturu. The sachet water is popularly called as “pure water”, but its purity is questionable. Increased production and consumption of sachet water has led to indiscriminate dumping and disposal of empty sachets leading to serious environmental threat. The evidence of this is seen for sachets littering the streets and the drainages blocked by ‘blocks’ of water sachet waste. Sachet water gained much popularity in Nigeria because the product is convenient for use, affordable and economically viable. The present study aims to find out the solution to this environmental problem. The fieldbased study has found some significant factors that cause environmental and socio economic effect due to this. Some recommendations have been made based on research findings regarding sustainable waste management, recycling and re-use of the non-biodegradable products in society.Keywords: Civic amenities, non-biodegradable, pure water, sustainable environment, waste disposal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35051741 Analysis of a TBM Tunneling Effect on Surface Subsidence: A Case Study from Tehran, Iran
Authors: A. R. Salimi, M. Esmaeili, B. Salehi
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The development and extension of large cities induced a need for shallow tunnel in soft ground of building areas. Estimation of ground settlement caused by the tunnel excavation is important engineering point. In this paper, prediction of surface subsidence caused by tunneling in one section of seventh line of Tehran subway is considered. On the basis of studied geotechnical conditions of the region, tunnel with the length of 26.9km has been excavated applying a mechanized method using an EPB-TBM with a diameter of 9.14m. In this regard, settlement is estimated utilizing both analytical and numerical finite element method. The numerical method shows that the value of settlement in this section is 5cm. Besides, the analytical consequences (Bobet and Loganathan-Polous) are 5.29 and 12.36cm, respectively. According to results of this study, due tosaturation of this section, there are good agreement between Bobet and numerical methods. Therefore, tunneling processes in this section needs a special consolidation measurement and support system before the passage of tunnel boring machine.Keywords: TBM, Subsidence, Numerical Method, Analytical Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 54101740 An Experimentally Validated Thermo- Mechanical Finite Element Model for Friction Stir Welding in Carbon Steels
Authors: A. H. Kheireddine, A. A. Khalil, A. H. Ammouri, G. T. Kridli, R. F. Hamade
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Solidification cracking and hydrogen cracking are some defects generated in the fusion welding of ultrahigh carbon steels. However, friction stir welding (FSW) of such steels, being a solid-state technique, has been demonstrated to alleviate such problems encountered in traditional welding. FSW include different process parameters that must be carefully defined prior processing. These parameters included but not restricted to: tool feed, tool RPM, tool geometry, tool tilt angle. These parameters form a key factor behind avoiding warm holes and voids behind the tool and in achieving a defect-free weld. More importantly, these parameters directly affect the microstructure of the weld and hence the final mechanical properties of weld. For that, 3D finite element (FE) thermo-mechanical model was developed using DEFORM 3D to simulate FSW of carbon steel. At points of interest in the joint, tracking is done for history of critical state variables such as temperature, stresses, and strain rates. Typical results found include the ability to simulate different weld zones. Simulations predictions were successfully compared to experimental FSW tests. It is believed that such a numerical model can be used to optimize FSW processing parameters to favor desirable defect free weld with better mechanical properties.
Keywords: Carbon Steels, DEFORM 3D, FEM, Friction stir welding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25711739 Multiple Moving Talker Tracking by Integration of Two Successive Algorithms
Authors: Kenji Suyama, Masahiro Oshida, Noboru Owada
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In this paper, an estimation accuracy of multiple moving talker tracking using a microphone array is improved. The tracking can be achieved by the adaptive method in which two algorithms are integrated, namely, the PAST (Projection Approximation Subspace Tracking) algorithm and the IPLS (Interior Point Least Square) algorithm. When either talker begins to speak again after a silent period, an appropriate feasible region for an evaluation function of the IPLS algorithm might not be set. Then, the tracking fails due to the incorrect updating. Therefore, if an increment of the number of active talkers is detected, the feasible region must be reset. Then, a low cost realization is required for the high speed tracking and a high accuracy realization is desired for the precise tracking. In this paper, the directions roughly estimated using the delayed-sum-array method are used for the resetting. Several results of experiments performed in an actual room environment show the effectiveness of the proposed method.Keywords: moving talkers tracking, microphone array, signal subspace
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13371738 Soil Organic Carbon Pool Assessment and Chemical Evaluation of Soils in Akure North and South Local Government Area of Ondo State
Authors: B. F. Dada, B. S. Ewulo, M. A. Awodun, S. O. Ajayi
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Aggregate soil carbon distribution and stock in the soil in the form of a carbon pool is important for soil fertility and sequestration. The amount of carbon pool and other nutrients statues of the soil are to benefit plants, animal and the environment in the long run. This study was carried out at Akure North and South Local Government; the study area is one of the 18 Local Government Areas of Ondo State in the Southwest geo-political zone of Nigeria. The sites were divided into Map Grids and geo-referenced with Global Positioning System (GPS). Horizons were designated and morphological description carried out on the field. Pedons were characterized and classified according to USDA soil taxonomy. The local government area shares boundaries with; Ikere Local Government (LG) in the North, Ise Orun LG in the northwest, Ifedore LG in the northeast Akure South LG in the East, Ose LG in the South East, and Owo LG in the South. SOC-pool at Federal College of Agriculture topsoil horizon A2 is significantly higher than all horizons, 67.83 th⁻¹. The chemical properties of the pedons have shown that the soil is very strongly acidic to neutral reaction (4.68 – 6.73). The nutrients status of the soil topsoil A1 and A2 generally indicates that the soils have a low potential for retaining plant nutrients, and therefore call for adequate soil management.
Keywords: Soil organic carbon, horizon, pedon, Akure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6541737 Transformer Top-Oil Temperature Modeling and Simulation
Authors: T. C. B. N. Assunção, J. L. Silvino, P. Resende
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The winding hot-spot temperature is one of the most critical parameters that affect the useful life of the power transformers. The winding hot-spot temperature can be calculated as function of the top-oil temperature that can estimated by using the ambient temperature and transformer loading measured data. This paper proposes the estimation of the top-oil temperature by using a method based on Least Squares Support Vector Machines approach. The estimated top-oil temperature is compared with measured data of a power transformer in operation. The results are also compared with methods based on the IEEE Standard C57.91-1995/2000 and Artificial Neural Networks. It is shown that the Least Squares Support Vector Machines approach presents better performance than the methods based in the IEEE Standard C57.91-1995/2000 and artificial neural networks.Keywords: Artificial Neural Networks, Hot-spot Temperature, Least Squares Support Vector, Top-oil Temperature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24921736 Investigation on Mesh Sensitivity of a Transient Model for Nozzle Clogging
Authors: H. Barati, M. Wu, A. Kharicha, A. Ludwig
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A transient model for nozzle clogging has been developed and successfully validated against a laboratory experiment. Key steps of clogging are considered: transport of particles by turbulent flow towards the nozzle wall; interactions between fluid flow and nozzle wall, and the adhesion of the particle on the wall; the growth of the clog layer and its interaction with the flow. The current paper is to investigate the mesh (size and type) sensitivity of the model in both two and three dimensions. It is found that the algorithm for clog growth alone excluding the flow effect is insensitive to the mesh type and size, but the calculation including flow becomes sensitive to the mesh quality. The use of 2D meshes leads to overestimation of the clog growth because the 3D nature of flow in the boundary layer cannot be properly solved by 2D calculation. 3D simulation with tetrahedron mesh can also lead to an error estimation of the clog growth. A mesh-independent result can be achieved with hexahedral mesh, or at least with triangular prism (inflation layer) for near-wall regions.
Keywords: Clogging, nozzle, numerical model, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8411735 Development of Genetic-based Machine Learning for Network Intrusion Detection (GBML-NID)
Authors: Wafa' S.Al-Sharafat, Reyadh Naoum
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Society has grown to rely on Internet services, and the number of Internet users increases every day. As more and more users become connected to the network, the window of opportunity for malicious users to do their damage becomes very great and lucrative. The objective of this paper is to incorporate different techniques into classier system to detect and classify intrusion from normal network packet. Among several techniques, Steady State Genetic-based Machine Leaning Algorithm (SSGBML) will be used to detect intrusions. Where Steady State Genetic Algorithm (SSGA), Simple Genetic Algorithm (SGA), Modified Genetic Algorithm and Zeroth Level Classifier system are investigated in this research. SSGA is used as a discovery mechanism instead of SGA. SGA replaces all old rules with new produced rule preventing old good rules from participating in the next rule generation. Zeroth Level Classifier System is used to play the role of detector by matching incoming environment message with classifiers to determine whether the current message is normal or intrusion and receiving feedback from environment. Finally, in order to attain the best results, Modified SSGA will enhance our discovery engine by using Fuzzy Logic to optimize crossover and mutation probability. The experiments and evaluations of the proposed method were performed with the KDD 99 intrusion detection dataset.Keywords: MSSGBML, Network Intrusion Detection, SGA, SSGA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16721734 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction
Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat
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Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.
Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6721733 Long-Range Dependence of Financial Time Series Data
Authors: Chatchai Pesee
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This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18841732 Precombining Adaptive LMMSE Detection for DS-CDMA Systems in Time Varying Channels: Non Blind and Blind Approaches
Authors: M. D. Kokate, T. R. Sontakke, P. W. Wani
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This paper deals with an adaptive multiuser detector for direct sequence code division multiple-access (DS-CDMA) systems. A modified receiver, precombinig LMMSE is considered under time varying channel environment. Detector updating is performed with two criterions, mean square estimation (MSE) and MOE optimization technique. The adaptive implementation issues of these two schemes are quite different. MSE criterion updates the filter weights by minimizing error between data vector and adaptive vector. MOE criterion together with canonical representation of the detector results in a constrained optimization problem. Even though the canonical representation is very complicated under time varying channels, it is analyzed with assumption of average power profile of multipath replicas of user of interest. The performance of both schemes is studied for practical SNR conditions. Results show that for poor SNR, MSE precombining LMMSE is better than the blind precombining LMMSE but for greater SNR, MOE scheme outperforms with better result.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14951731 An Attempt to Predict the Performances of a Rocket Thrust Chamber
Authors: A. Benarous, D. Karmed, R. Haoui, A. Liazid
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The process for predicting the ballistic properties of a liquid rocket engine is based on the quantitative estimation of idealized performance deviations. In this aim, an equilibrium chemistry procedure is firstly developed and implemented in a Fortran routine. The thermodynamic formulation allows for the calculation of the theoretical performances of a rocket thrust chamber. In a second step, a computational fluid dynamic analysis of the turbulent reactive flow within the chamber is performed using a finite volume approach. The obtained values for the “quasi-real" performances account for both turbulent mixing and chemistryturbulence coupling. In the present work, emphasis is made on the combustion efficiency performance for which deviation is mainly due to radial gradients of static temperature and mixture ratio. Numerical values of the characteristic velocity are successfully compared with results from an industry-used code. The results are also confronted with the experimental data of a laboratory-scale rocket engine.
Keywords: JANAF methodology, Liquid rocket engine, Mascotte test-rig, Theoretical performances.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20441730 Contribution of On-Site and Off-Site Processes to Greenhouse Gas (GHG) Emissions by Wastewater Treatment Plants
Authors: Laleh Yerushalmi, Fariborz Haghighat, Maziar Bani Shahabadi
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The estimation of overall on-site and off-site greenhouse gas (GHG) emissions by wastewater treatment plants revealed that in anaerobic and hybrid treatment systems greater emissions result from off-site processes compared to on-site processes. However, in aerobic treatment systems, onsite processes make a higher contribution to the overall GHG emissions. The total GHG emissions were estimated to be 1.6, 3.3 and 3.8 kg CO2-e/kg BOD in the aerobic, anaerobic and hybrid treatment systems, respectively. In the aerobic treatment system without the recovery and use of the generated biogas, the off-site GHG emissions were 0.65 kg CO2-e/kg BOD, accounting for 40.2% of the overall GHG emissions. This value changed to 2.3 and 2.6 kg CO2-e/kg BOD, and accounted for 69.9% and 68.1% of the overall GHG emissions in the anaerobic and hybrid treatment systems, respectively. The increased off-site GHG emissions in the anaerobic and hybrid treatment systems are mainly due to material usage and energy demand in these systems. The anaerobic digester can contribute up to 100%, 55% and 60% of the overall energy needs of plants in the aerobic, anaerobic and hybrid treatment systems, respectively.
Keywords: On-site and off-site greenhouse gas (GHG)emissions, wastewater treatment plants, biogas recovery
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21661729 Optimal Convolutive Filters for Real-Time Detection and Arrival Time Estimation of Transient Signals
Authors: Michal Natora, Felix Franke, Klaus Obermayer
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Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.
Keywords: Adaptive matched filter, minimum variance distortionless response, beam forming, Capon beam former, linear filters, performance measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15231728 Semi-automatic Background Detection in Microscopic Images
Authors: Alessandro Bevilacqua, Alessandro Gherardi, Ludovico Carozza, Filippo Piccinini
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The last years have seen an increasing use of image analysis techniques in the field of biomedical imaging, in particular in microscopic imaging. The basic step for most of the image analysis techniques relies on a background image free of objects of interest, whether they are cells or histological samples, to perform further analysis, such as segmentation or mosaicing. Commonly, this image consists of an empty field acquired in advance. However, many times achieving an empty field could not be feasible. Or else, this could be different from the background region of the sample really being studied, because of the interaction with the organic matter. At last, it could be expensive, for instance in case of live cell analyses. We propose a non parametric and general purpose approach where the background is built automatically stemming from a sequence of images containing even objects of interest. The amount of area, in each image, free of objects just affects the overall speed to obtain the background. Experiments with different kinds of microscopic images prove the effectiveness of our approach.
Keywords: Microscopy, flat field correction, background estimation, image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18351727 Dynamic Measurement System Modeling with Machine Learning Algorithms
Authors: Changqiao Wu, Guoqing Ding, Xin Chen
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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7811726 Mental Health Surveys on Community and Organizational Levels: Challenges, Issues, Conclusions and Possibilities
Authors: László L. Lippai
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In addition to the fact that mental health bears great significance to a particular individual, it can also be regarded as an organizational, community and societal resource. Within the Szeged Health Promotion Research Group, we conducted mental health surveys on two levels: The inhabitants of a medium-sized Hungarian town and students of a Hungarian university with a relatively big headcount were requested to participate in surveys whose goals were to define local government priorities and organization-level health promotion programmes, respectively. To facilitate professional decision-making, we defined three, pragmatically relevant, groups of the target population: the mentally healthy, the vulnerable and the endangered. In order to determine which group a person actually belongs to, we designed a simple and quick measurement tool, which could even be utilised as a smoothing method, the Mental State Questionnaire validity of the above three categories was verified by analysis of variance against psychological quality of life variables. We demonstrate the pragmatic significance of our method via the analyses of the scores of our two mental health surveys. On town level, during our representative survey in Hódmezővásárhely (N=1839), we found that 38.7% of the participants was mentally healthy, 35.3% was vulnerable, while 16.3% was considered as endangered. We were able to identify groups that were in a dramatic state in terms of mental health. For example, such a group consisted of men aged 45 to 64 with only primary education qualification and the ratios of the mentally healthy, vulnerable and endangered were 4.5, 45.5 and 50%, respectively. It was also astonishing to see to what a little extent qualification prevailed as a protective factor in the case of women. Based on our data, the female group aged 18 to 44 with primary education—of whom 20.3% was mentally healthy, 42.4% vulnerable and 37.3% was endangered—as well as the female group aged 45 to 64 with university or college degree—of whom 25% was mentally healthy, 51.3 vulnerable and 23.8% endangered—are to be handled as priority intervention target groups in a similarly difficult position. On organizational level, our survey involving the students of the University of Szeged, N=1565, provided data to prepare a strategy of mental health promotion for a university with a headcount exceeding 20,000. When developing an organizational strategy, it was important to gather information to estimate the proportions of target groups in which mental health promotion methods; for example, life management skills development, detection, psychological consultancy, psychotherapy, would be applied. Our scores show that 46.8% of the student participants were mentally healthy, 42.1% were vulnerable and 11.1% were endangered. These data convey relevant information as to the allocation of organizational resources within a university with a considerable headcount. In conclusion, The Mental State Questionnaire, as a valid smoothing method, is adequate to describe a community in a plain and informative way in the terms of mental health. The application of the method can promote the preparation, design and implementation of mental health promotion interventions.Keywords: Health promotion, mental health promotion, mental state questionnaire, psychological well-being.
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