Search results for: Markov random field
3008 Production Throughput Modeling under Five Uncertain Variables Using Bayesian Inference
Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping
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Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.
Keywords: Bayesian inference, Uncertainty modeling, Monte Carlo Markov chain, Gibbs sampling, Production throughput
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21453007 Feature Selection and Predictive Modeling of Housing Data Using Random Forest
Authors: Bharatendra Rai
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Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).
Keywords: Housing data, feature selection, random forest, Boruta algorithm, root mean square error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17153006 Performance Analysis of a Discrete-time GeoX/G/1 Queue with Single Working Vacation
Authors: Shan Gao, Zaiming Liu
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This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.
Keywords: Discrete-time queue, batch arrival, working vacation, supplementary variable technique, stochastic decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14333005 Radio Frequency Identification Encryption via Modified Two Dimensional Logistic Map
Authors: Hongmin Deng, Qionghua Wang
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A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M0 development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).
Keywords: Chaos encryption, logistic map, pseudo-random sequence, RFID.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14123004 Classification of State Transition by Using a Microwave Doppler Sensor for Wandering Detection
Authors: K. Shiba, T. Kaburagi, Y. Kurihara
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With global aging, people who require care, such as people with dementia (PwD), are increasing within many developed countries. And PwDs may wander and unconsciously set foot outdoors, it may lead serious accidents, such as, traffic accidents. Here, round-the-clock monitoring by caregivers is necessary, which can be a burden for the caregivers. Therefore, an automatic wandering detection system is required when an elderly person wanders outdoors, in which case the detection system transmits a ‘moving’ followed by an ‘absence’ state. In this paper, we focus on the transition from the ‘resting’ to the ‘absence’ state, via the ‘moving’ state as one of the wandering transitions. To capture the transition of the three states, our method based on the hidden Markov model (HMM) is built. Using our method, the restraint where the ‘resting’ state and ‘absence’ state cannot be transmitted to each other is applied. To validate our method, we conducted the experiment with 10 subjects. Our results show that the method can classify three states with 0.92 accuracy.Keywords: Wander, microwave Doppler sensor, respiratory frequency band, the state transition, hidden Markov model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8493003 Localising Gauss's Law and the Electric Charge Induction on a Conducting Sphere
Authors: Sirapat Lookrak, Anol Paisal
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Space debris has numerous manifestations including ferro-metalize and non-ferrous. The electric field will induce negative charges to split from positive charges inside the space debris. In this research, we focus only on conducting materials. The assumption is that the electric charge density of a conducting surface is proportional to the electric field on that surface due to Gauss's law. We are trying to find the induced charge density from an external electric field perpendicular to a conducting spherical surface. An object is a sphere on which the external electric field is not uniform. The electric field is, therefore, considered locally. The localised spherical surface is a tangent plane so the Gaussian surface is a very small cylinder and every point on a spherical surface has its own cylinder. The electric field from a circular electrode has been calculated in near-field and far-field approximation and shown Explanation Touchless manoeuvring space debris orbit properties. The electric charge density calculation from a near-field and far-field approximation is done.
Keywords: Near-field approximation, far-field approximation, localized Gauss’s law, electric charge density.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4013002 An Efficient Motion Recognition System Based on LMA Technique and a Discrete Hidden Markov Model
Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier
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Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.Keywords: Human Motion Recognition, Motion representation, Laban Movement Analysis, Discrete Hidden Markov Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7283001 Review of Surface Electromyogram Signals: Its Analysis and Applications
Authors: Anjana Goen, D. C. Tiwari
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Electromyography (EMG) is the study of muscles function through analysis of electrical activity produced from muscles. This electrical activity which is displayed in the form of signal is the result of neuromuscular activation associated with muscle contraction. The most common techniques of EMG signal recording are by using surface and needle/wire electrode where the latter is usually used for interest in deep muscle. This paper will focus on surface electromyogram (SEMG) signal. During SEMG recording, several problems had to been countered such as noise, motion artifact and signal instability. Thus, various signal processing techniques had been implemented to produce a reliable signal for analysis. SEMG signal finds broad application particularly in biomedical field. It had been analyzed and studied for various interests such as neuromuscular disease, enhancement of muscular function and human-computer interface.
Keywords: Evolvable hardware (EHW), Functional Electrical Simulation (FES), Hidden Markov Model (HMM), Hjorth Time Domain (HTD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35163000 Advances in Artificial Intelligence Using Speech Recognition
Authors: Khaled M. Alhawiti
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This research study aims to present a retrospective study about speech recognition systems and artificial intelligence. Speech recognition has become one of the widely used technologies, as it offers great opportunity to interact and communicate with automated machines. Precisely, it can be affirmed that speech recognition facilitates its users and helps them to perform their daily routine tasks, in a more convenient and effective manner. This research intends to present the illustration of recent technological advancements, which are associated with artificial intelligence. Recent researches have revealed the fact that speech recognition is found to be the utmost issue, which affects the decoding of speech. In order to overcome these issues, different statistical models were developed by the researchers. Some of the most prominent statistical models include acoustic model (AM), language model (LM), lexicon model, and hidden Markov models (HMM). The research will help in understanding all of these statistical models of speech recognition. Researchers have also formulated different decoding methods, which are being utilized for realistic decoding tasks and constrained artificial languages. These decoding methods include pattern recognition, acoustic phonetic, and artificial intelligence. It has been recognized that artificial intelligence is the most efficient and reliable methods, which are being used in speech recognition.Keywords: Speech recognition, acoustic phonetic, artificial intelligence, Hidden Markov Models (HMM), statistical models of speech recognition, human machine performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 79782999 Identification of Roadway Wavelengths Affecting the Dynamic Responses of Bridges due to Vehicular Loading
Authors: Ghada Karaki
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The bridge vibration due to traffic loading has been a subject of extensive research during the last decades. A number of these studies are concerned with the effects of the unevenness of roadways on the dynamic responses of highway bridges. The road unevenness is often described as a random process that constitutes of different wavelengths. Thus, the study focuses on examining the effects of the random description of roadways on the dynamic response and its variance. A new setting of variance based sensitivity analysis is proposed and used to identify and quantify the contributions of the roadway-s wavelengths to the variance of the dynamic response. Furthermore, the effect of the vehicle-s speed on the dynamic response is studied.Keywords: vehicle bridge interaction, sensitivity analysis, road unevenness, random processes, critical speeds
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14582998 Speaker Independent Quranic Recognizer Basedon Maximum Likelihood Linear Regression
Authors: Ehab Mourtaga, Ahmad Sharieh, Mousa Abdallah
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An automatic speech recognition system for the formal Arabic language is needed. The Quran is the most formal spoken book in Arabic, it is spoken all over the world. In this research, an automatic speech recognizer for Quranic based speakerindependent was developed and tested. The system was developed based on the tri-phone Hidden Markov Model and Maximum Likelihood Linear Regression (MLLR). The MLLR computes a set of transformations which reduces the mismatch between an initial model set and the adaptation data. It uses the regression class tree, as well as, estimates a set of linear transformations for the mean and variance parameters of a Gaussian mixture HMM system. The 30th Chapter of the Quran, with five of the most famous readers of the Quran, was used for the training and testing of the data. The chapter includes about 2000 distinct words. The advantages of using the Quranic verses as the database in this developed recognizer are the uniqueness of the words and the high level of orderliness between verses. The level of accuracy from the tested data ranged 68 to 85%.Keywords: Hidden Markov Model (HMM), MaximumLikelihood Linear Regression (MLLR), Quran, Regression ClassTree, Speech Recognition, Speaker-independent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19142997 A Review on Comparative Analysis of Path Planning and Collision Avoidance Algorithms
Authors: Divya Agarwal, Pushpendra S. Bharti
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Autonomous mobile robots (AMR) are expected as smart tools for operations in every automation industry. Path planning and obstacle avoidance is the backbone of AMR as robots have to reach their goal location avoiding obstacles while traversing through optimized path defined according to some criteria such as distance, time or energy. Path planning can be classified into global and local path planning where environmental information is known and unknown/partially known, respectively. A number of sensors are used for data collection. A number of algorithms such as artificial potential field (APF), rapidly exploring random trees (RRT), bidirectional RRT, Fuzzy approach, Purepursuit, A* algorithm, vector field histogram (VFH) and modified local path planning algorithm, etc. have been used in the last three decades for path planning and obstacle avoidance for AMR. This paper makes an attempt to review some of the path planning and obstacle avoidance algorithms used in the field of AMR. The review includes comparative analysis of simulation and mathematical computations of path planning and obstacle avoidance algorithms using MATLAB 2018a. From the review, it could be concluded that different algorithms may complete the same task (i.e. with a different set of instructions) in less or more time, space, effort, etc.
Keywords: Autonomous mobile robots, obstacle avoidance, path planning, and processing time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16942996 Protein Residue Contact Prediction using Support Vector Machine
Authors: Chan Weng Howe, Mohd Saberi Mohamad
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Protein residue contact map is a compact representation of secondary structure of protein. Due to the information hold in the contact map, attentions from researchers in related field were drawn and plenty of works have been done throughout the past decade. Artificial intelligence approaches have been widely adapted in related works such as neural networks, genetic programming, and Hidden Markov model as well as support vector machine. However, the performance of the prediction was not generalized which probably depends on the data used to train and generate the prediction model. This situation shown the importance of the features or information used in affecting the prediction performance. In this research, support vector machine was used to predict protein residue contact map on different combination of features in order to show and analyze the effectiveness of the features.Keywords: contact map, protein residue contact, support vector machine, protein structure prediction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18962995 On the Mechanism Broadening of Optical Spectrum of a Solvated Electron in Ammonia
Authors: V.K. Mukhomorov
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The solvated electron is self-trapped (polaron) owing to strong interaction with the quantum polarization field. If the electron and quantum field are strongly coupled then the collective localized state of the field and quasi-particle is formed. In such a formation the electron motion is rather intricate. On the one hand the electron oscillated within a rather deep polarization potential well and undergoes the optical transitions, and on the other, it moves together with the center of inertia of the system and participates in the thermal random walk. The problem is to separate these motions correctly, rigorously taking into account the conservation laws. This can be conveniently done using Bogolyubov-Tyablikov method of canonical transformation to the collective coordinates. This transformation removes the translational degeneracy and allows one to develop the successive approximation algorithm for the energy and wave function while simultaneously fulfilling the law of conservation of total momentum of the system. The resulting equations determine the electron transitions and depend explicitly on the translational velocity of the quasi-particle as whole. The frequency of optical transition is calculated for the solvated electron in ammonia, and an estimate is made for the thermal-induced spectral bandwidth.Keywords: Canonical transformations, solvated electron, width of the optical spectrum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13122994 A Genetic Based Algorithm to Generate Random Simple Polygons Using a New Polygon Merge Algorithm
Authors: Ali Nourollah, Mohsen Movahedinejad
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In this paper a new algorithm to generate random simple polygons from a given set of points in a two dimensional plane is designed. The proposed algorithm uses a genetic algorithm to generate polygons with few vertices. A new merge algorithm is presented which converts any two polygons into a simple polygon. This algorithm at first changes two polygons into a polygonal chain and then the polygonal chain is converted into a simple polygon. The process of converting a polygonal chain into a simple polygon is based on the removal of intersecting edges. The experiments results show that the proposed algorithm has the ability to generate a great number of different simple polygons and has better performance in comparison to celebrated algorithms such as space partitioning and steady growth.
Keywords: Divide and conquer, genetic algorithm, merge polygons, Random simple polygon generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32902993 Comparison among Various Question Generations for Decision Tree Based State Tying in Persian Language
Authors: Nasibeh Nasiri, Dawood Talebi Khanmiri
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Performance of any continuous speech recognition system is highly dependent on performance of the acoustic models. Generally, development of the robust spoken language technology relies on the availability of large amounts of data. Common way to cope with little data for training each state of Markov models is treebased state tying. This tying method applies contextual questions to tie states. Manual procedure for question generation suffers from human errors and is time consuming. Various automatically generated questions are used to construct decision tree. There are three approaches to generate questions to construct HMMs based on decision tree. One approach is based on misrecognized phonemes, another approach basically uses feature table and the other is based on state distributions corresponding to context-independent subword units. In this paper, all these methods of automatic question generation are applied to the decision tree on FARSDAT corpus in Persian language and their results are compared with those of manually generated questions. The results show that automatically generated questions yield much better results and can replace manually generated questions in Persian language.
Keywords: Decision Tree, Markov Models, Speech Recognition, State Tying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17222992 Analysis of Linguistic Disfluencies in Bilingual Children’s Discourse
Authors: Sheena Christabel Pravin, M. Palanivelan
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Speech disfluencies are common in spontaneous speech. The primary purpose of this study was to distinguish linguistic disfluencies from stuttering disfluencies in bilingual Tamil–English (TE) speaking children. The secondary purpose was to determine whether their disfluencies are mediated by native language dominance and/or on an early onset of developmental stuttering at childhood. A detailed study was carried out to identify the prosodic and acoustic features that uniquely represent the disfluent regions of speech. This paper focuses on statistical modeling of repetitions, prolongations, pauses and interjections in the speech corpus encompassing bilingual spontaneous utterances from school going children – English and Tamil. Two classifiers including Hidden Markov Models (HMM) and the Multilayer Perceptron (MLP), which is a class of feed-forward artificial neural network, were compared in the classification of disfluencies. The results of the classifiers document the patterns of disfluency in spontaneous speech samples of school-aged children to distinguish between Children Who Stutter (CWS) and Children with Language Impairment CLI). The ability of the models in classifying the disfluencies was measured in terms of F-measure, Recall, and Precision.
Keywords: Bilingual, children who stutter, children with language impairment, Hidden Markov Models, multi-layer perceptron, linguistic disfluencies, stuttering disfluencies.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10292991 Comparison of Data Reduction Algorithms for Image-Based Point Cloud Derived Digital Terrain Models
Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu
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Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.
Keywords: DTM, unmanned aerial vehicle, UAV, random, Kriging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8102990 Event Information Extraction System (EIEE): FSM vs HMM
Authors: Shaukat Wasi, Zubair A. Shaikh, Sajid Qasmi, Hussain Sachwani, Rehman Lalani, Aamir Chagani
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Automatic Extraction of Event information from social text stream (emails, social network sites, blogs etc) is a vital requirement for many applications like Event Planning and Management systems and security applications. The key information components needed from Event related text are Event title, location, participants, date and time. Emails have very unique distinctions over other social text streams from the perspective of layout and format and conversation style and are the most commonly used communication channel for broadcasting and planning events. Therefore we have chosen emails as our dataset. In our work, we have employed two statistical NLP methods, named as Finite State Machines (FSM) and Hidden Markov Model (HMM) for the extraction of event related contextual information. An application has been developed providing a comparison among the two methods over the event extraction task. It comprises of two modules, one for each method, and works for both bulk as well as direct user input. The results are evaluated using Precision, Recall and F-Score. Experiments show that both methods produce high performance and accuracy, however HMM was good enough over Title extraction and FSM proved to be better for Venue, Date, and time.Keywords: Emails, Event Extraction, Event Detection, Finite state machines, Hidden Markov Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23172989 Prediction of Protein Subchloroplast Locations using Random Forests
Authors: Chun-Wei Tung, Chyn Liaw, Shinn-Jang Ho, Shinn-Ying Ho
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Protein subchloroplast locations are correlated with its functions. In contrast to the large amount of available protein sequences, the information of their locations and functions is less known. The experiment works for identification of protein locations and functions are costly and time consuming. The accurate prediction of protein subchloroplast locations can accelerate the study of functions of proteins in chloroplast. This study proposes a Random Forest based method, ChloroRF, to predict protein subchloroplast locations using interpretable physicochemical properties. In addition to high prediction accuracy, the ChloroRF is able to select important physicochemical properties. The important physicochemical properties are also analyzed to provide insights into the underlying mechanism.Keywords: Chloroplast, Physicochemical properties, Proteinlocations, Random Forests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16762988 A Nano-Scaled SRAM Guard Band Design with Gaussian Mixtures Model of Complex Long Tail RTN Distributions
Authors: Worawit Somha, Hiroyuki Yamauchi
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This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18412987 Forecasting the Fluctuation of Currency Exchange Rate Using Random Forest
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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable on one country's competitiveness, trade and current account, inflation, wages, domestic economic activity and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021 and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables in the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.
Keywords: Exchange rate, Random Forest, time series, Machine Learning, forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6652986 Estimating 3D-Position of A Stationary Random Acoustic Source Using Bispectral Analysis of 4-Point Detected Signals
Authors: Katsumi Hirata
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To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.
Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14372985 Influence of the Paint Coating Thickness in Digital Image Correlation Experiments
Authors: Jesús A. Pérez, Sam Coppieters, Dimitri Debruyne
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In the past decade, the use of digital image correlation (DIC) techniques has increased significantly in the area of experimental mechanics, especially for materials behavior characterization. This non-contact tool enables full field displacement and strain measurements over a complete region of interest. The DIC algorithm requires a random contrast pattern on the surface of the specimen in order to perform properly. To create this pattern, the specimen is usually first coated using a white matt paint. Next, a black random speckle pattern is applied using any suitable method. If the applied paint coating is too thick, its top surface may not be able to exactly follow the deformation of the specimen, and consequently, the strain measurement might be underestimated. In the present article, a study of the influence of the paint thickness on the strain underestimation is performed for different strain levels. The results are then compared to typical paint coating thicknesses applied by experienced DIC users. A slight strain underestimation was observed for paint coatings thicker than about 30μm. On the other hand, this value was found to be uncommonly high compared to coating thicknesses applied by DIC users.Keywords: Digital Image Correlation, paint coating thickness, strain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23022984 Jeffrey's Prior for Unknown Sinusoidal Noise Model via Cramer-Rao Lower Bound
Authors: Samuel A. Phillips, Emmanuel A. Ayanlowo, Rasaki O. Olanrewaju, Olayode Fatoki
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This paper employs the Jeffrey's prior technique in the process of estimating the periodograms and frequency of sinusoidal model for unknown noisy time variants or oscillating events (data) in a Bayesian setting. The non-informative Jeffrey's prior was adopted for the posterior trigonometric function of the sinusoidal model such that Cramer-Rao Lower Bound (CRLB) inference was used in carving-out the minimum variance needed to curb the invariance structure effect for unknown noisy time observational and repeated circular patterns. An average monthly oscillating temperature series measured in degree Celsius (0C) from 1901 to 2014 was subjected to the posterior solution of the unknown noisy events of the sinusoidal model via Markov Chain Monte Carlo (MCMC). It was not only deduced that two minutes period is required before completing a cycle of changing temperature from one particular degree Celsius to another but also that the sinusoidal model via the CRLB-Jeffrey's prior for unknown noisy events produced a miniature posterior Maximum A Posteriori (MAP) compare to a known noisy events.
Keywords: Cramer-Rao Lower Bound (CRLB), Jeffrey's prior, Sinusoidal, Maximum A Posteriori (MAP), Markov Chain Monte Carlo (MCMC), Periodograms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6582983 Constant Factor Approximation Algorithm for p-Median Network Design Problem with Multiple Cable Types
Authors: Chaghoub Soraya, Zhang Xiaoyan
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This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.Keywords: Approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5952982 Solving Process Planning and Scheduling with Number of Operation Plus Processing Time Due-Date Assignment Concurrently Using a Genetic Search
Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur
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Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.Keywords: Process planning, scheduling, due-date assignment, genetic algorithm, random search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8372981 On the Central Limit Theorems for Forward and Backward Martingales
Authors: Yilun Shang
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Let {Xi}i≥1 be a martingale difference sequence with Xi = Si - Si-1. Under some regularity conditions, we show that (X2 1+· · ·+X2N n)-1/2SNn is asymptotically normal, where {Ni}i≥1 is a sequence of positive integer-valued random variables tending to infinity. In a similar manner, a backward (or reverse) martingale central limit theorem with random indices is provided.Keywords: central limit theorem, martingale difference sequence, backward martingale.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27802980 Analysis of Electromagnetic Field Effects Using FEM for Transmission Lines Transposition
Authors: S. Tupsie, A. Isaramongkolrak, P. Pao-la-or
Abstract:
This paper presents the mathematical model of electric field and magnetic field in transmission system, which performs in second-order partial differential equation. This research has conducted analyzing the electromagnetic field radiating to atmosphere around the transmission line, when there is the transmission line transposition in case of long distance distribution. The six types of 500 kV transposed HV transmission line with double circuit will be considered. The computer simulation is applied finite element method that is developed by MATLAB program. The problem is considered to two dimensions, which is time harmonic system with the graphical performance of electric field and magnetic field. The impact from simulation of six types long distance distributing transposition will not effect changing of electric field and magnetic field which surround the transmission line.
Keywords: Transposition, Electromagnetic Field, Finite Element Method (FEM), Transmission Line, Computer Simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40322979 Random Oracle Model of Information Hiding System
Abstract:
Random Oracle Model (ROM) is an effective method for measuring the practical security of cryptograph. In this paper, we try to use it into information hiding system (IHS). Because IHS has its own properties, the ROM must be modified if it is used into IHS. Firstly, we fully discuss why and how to modify each part of ROM respectively. The main changes include: 1) Divide the attacks that IHS may be suffered into two phases and divide the attacks of each phase into several kinds. 2) Distinguish Oracles and Black-boxes clearly. 3) Define Oracle and four Black-boxes that IHS used. 4) Propose the formalized adversary model. And 5) Give the definition of judge. Secondly, based on ROM of IHS, the security against known original cover attack (KOCA-KOCA-security) is defined. Then, we give an actual information hiding scheme and prove that it is KOCA-KOCA-secure. Finally, we conclude the paper and propose the open problems of further research.Keywords: Attack, Information Hiding, Provable Security, Random Oracle Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1347