Search results for: Linear Predictive Coefficients.
870 Cirrhosis Mortality Prediction as Classification Using Frequent Subgraph Mining
Authors: Abdolghani Ebrahimi, Diego Klabjan, Chenxi Ge, Daniela Ladner, Parker Stride
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In this work, we use machine learning and data analysis techniques to predict the one-year mortality of cirrhotic patients. Data from 2,322 patients with liver cirrhosis are collected at a single medical center. Different machine learning models are applied to predict one-year mortality. A comprehensive feature space including demographic information, comorbidity, clinical procedure and laboratory tests is being analyzed. A temporal pattern mining technic called Frequent Subgraph Mining (FSM) is being used. Model for End-stage liver disease (MELD) prediction of mortality is used as a comparator. All of our models statistically significantly outperform the MELD-score model and show an average 10% improvement of the area under the curve (AUC). The FSM technic itself does not improve the model significantly, but FSM, together with a machine learning technique called an ensemble, further improves the model performance. With the abundance of data available in healthcare through electronic health records (EHR), existing predictive models can be refined to identify and treat patients at risk for higher mortality. However, due to the sparsity of the temporal information needed by FSM, the FSM model does not yield significant improvements. Our work applies modern machine learning algorithms and data analysis methods on predicting one-year mortality of cirrhotic patients and builds a model that predicts one-year mortality significantly more accurate than the MELD score. We have also tested the potential of FSM and provided a new perspective of the importance of clinical features.
Keywords: machine learning, liver cirrhosis, subgraph mining, supervised learning
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 449869 Verification of Space System Dynamics Using the MATLAB Identification Toolbox in Space Qualification Test
Authors: Y. V. Kim
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This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.
Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 539868 Construction and Analysis of Samurai Sudoku
Authors: A. Danbaba
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Samurai Sudoku consists of five Sudoku square designs each having nine treatments in each row (column or sub-block) only once such the five Sudoku designs overlaps. Two or more Samurai designs can be joint together to give an extended Samurai design. In addition, two Samurai designs, each containing five Sudoku square designs, are mutually orthogonal (Graeco). If we superimpose two Samurai designs and obtained a pair of Latin and Greek letters in each row (column or sub-block) of the five Sudoku designs only once, then we have Graeco Samurai design. In this paper, simple method of constructing Samurai designs and mutually orthogonal Samurai design are proposed. In addition, linear models and methods of data analysis for the designs are proposed.
Keywords: Samurai design, Graeco samurai design, sudoku design, row or column swap.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486867 Control of Pendulum on a Cart with State Dependent Riccati Equations
Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha
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State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3086866 CT Medical Images Denoising Based on New Wavelet Thresholding Compared with Curvelet and Contourlet
Authors: Amir Moslemi, Amir Movafeghi, Shahab Moradi
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One of the most important challenging factors in medical images is nominated as noise. Image denoising refers to the improvement of a digital medical image that has been infected by Additive White Gaussian Noise (AWGN). The digital medical image or video can be affected by different types of noises. They are impulse noise, Poisson noise and AWGN. Computed tomography (CT) images are subjects to low quality due to the noise. Quality of CT images is dependent on absorbed dose to patients directly in such a way that increase in absorbed radiation, consequently absorbed dose to patients (ADP), enhances the CT images quality. In this manner, noise reduction techniques on purpose of images quality enhancement exposing no excess radiation to patients is one the challenging problems for CT images processing. In this work, noise reduction in CT images was performed using two different directional 2 dimensional (2D) transformations; i.e., Curvelet and Contourlet and Discrete Wavelet Transform (DWT) thresholding methods of BayesShrink and AdaptShrink, compared to each other and we proposed a new threshold in wavelet domain for not only noise reduction but also edge retaining, consequently the proposed method retains the modified coefficients significantly that result good visual quality. Data evaluations were accomplished by using two criterions; namely, peak signal to noise ratio (PSNR) and Structure similarity (Ssim).Keywords: Computed Tomography (CT), noise reduction, curve-let, contour-let, Signal to Noise Peak-Peak Ratio (PSNR), Structure Similarity (Ssim), Absorbed Dose to Patient (ADP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2920865 On the Use of Image Processing Techniques for the Estimation of the Porosity of Textile Fabrics
Authors: Ahmet Çay, Savvas Vassiliadis, Maria Rangoussi, Işık Tarakçıoğlu
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This paper presents a novel approach to assessing textile porosity by the application of the image analysis techniques. The images of different types of sample fabrics, taken through a microscope when the fabric is placed over a constant light source,transfer the problem into the image analysis domain. Indeed, porosity can thus be expressed in terms of a brightness percentage index calculated on the digital microscope image. Furthermore, it is meaningful to compare the brightness percentage index with the air permeability and the tightness indices of each fabric type. We have experimentally shown that there exists an approximately linear relation between brightness percentage and air permeability indices.
Keywords: Textile fabrics, porosity, air permeability, image analysis, light transmission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3276864 Modelling of Induction Motor Including Skew Effect Using MWFA for Performance Improvement
Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza
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This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components as well as the introduction of the bars skew in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars are neglected.
Keywords: Modelling, MWFA, Skew effect, Squirrel cage induction motor, Spectral domain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3295863 Axisymmetric Vibration of Pyrocomposite Hollow Cylinder
Authors: V. K. Nelson, S. Karthikeyan
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Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503862 Effect of Groove Location on the Dynamic Characteristics of Multiple Axial Groove Water Lubricated Journal Bearing
Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai
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The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.
Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2131861 Face Detection using Gabor Wavelets and Neural Networks
Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani
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This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2162860 Formal Modeling and Verification of Software Models
Authors: Siamak Rasulzadeh
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Graph transformation has recently become more and more popular as a general visual modeling language to formally state the dynamic semantics of the designed models. Especially, it is a very natural formalism for languages which basically are graph (e.g. UML). Using this technique, we present a highly understandable yet precise approach to formally model and analyze the behavioral semantics of UML 2.0 Activity diagrams. In our proposal, AGG is used to design Activities, then using our previous approach to model checking graph transformation systems, designers can verify and analyze designed Activity diagrams by checking the interesting properties as combination of graph rules and LTL (Linear Temporal Logic) formulas on the Activities.Keywords: UML 2.0 Activity, Verification, Model Checking, Graph Transformation, Dynamic Semantics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1445859 Robust H8 Fuzzy Control Design for Nonlinear Two-Time Scale System with Markovian Jumps based on LMI Approach
Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang
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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.
Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1456858 Modelling of a Direct Drive Industrial Robot
Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia
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For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.
Keywords: Robot modelling, parameter identification and validation, AC servo-motors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1564857 Limit Cycle Behaviour of a Neural Controller with Delayed Bang-Bang Feedback
Authors: Travis Wiens, Greg Schoenau, Rich Burton
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It is well known that a linear dynamic system including a delay will exhibit limit cycle oscillations when a bang-bang sensor is used in the feedback loop of a PID controller. A similar behaviour occurs when a delayed feedback signal is used to train a neural network. This paper develops a method of predicting this behaviour by linearizing the system, which can be shown to behave in a manner similar to an integral controller. Using this procedure, it is possible to predict the characteristics of the neural network driven limit cycle to varying degrees of accuracy, depending on the information known about the system. An application is also presented: the intelligent control of a spark ignition engine.Keywords: Control and automation, artificial neural networks, limit cycle
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1278856 Teaching Approach and Self-Confidence Effect Model Consistency between Taiwan and Singapore Multi-Group HLM
Authors: PeiWen Liao, Tsung Hau Jen
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This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.
Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1843855 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands
Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa
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Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.
Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1658854 Developing Well-Being Indicators and Measurement Methods as Illustrated by Projects Aimed at Preventing Obesity in Children
Authors: E. Grochowska-Niedworok, K. Brukało, M. Hadasik, M. Kardas
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Consumption of vegetables by school children and adolescents is essential for their normal growth, development and health, but a significant minority of the world's population consumes the right amount of these products. The aim of the study was to evaluate the preferences and frequency of consumption of vegetables by school children and adolescents. It has been assumed that effectively implemented nutrition education programs should have an impact on increasing the frequency of vegetable consumption among the recipients. The study covered 514 students of five schools in the Opole Voivodeship aged 9 years to 22 years. The research tool was an author's questionnaire, which consisted of closed questions on the frequency of vegetable consumption and the use of 10 ways to treat them. Preferences and frequencies are shown in percentages, while correlations were estimated on the basis of Cramer`s V and gamma coefficients. In each of the examined age groups, the relationship between sex and vegetable consumption (the Cramer`s V coefficient value was 0.06 to 0.38) was determined and the various methods of culinary processing were used (V Craméra was 0.08 to 0.34). For both sexes, the relationship between age and frequency of vegetable consumption was shown (gamma values ranged from ~ 0.00 to 0.39) and different cooking methods (gamma values were 0.01 to 0.22). The most important determinant of nutritional choices is the taste and availability of products. The fact that they have a positive effect on their health is only in third position. As has been shown, obesity prevention programs can not only address nutrition education but also teach about new flavors and increase the availability of healthy foods. In addition, the frequency of vegetable consumption can be a good indicator reflecting the healthy behaviors of children and adolescents.
Keywords: Children and adolescents, frequency, welfare rate, vegetables.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1016853 A Development of a Simulation Tool for Production Planning with Capacity-Booking at Specialty Store Retailer of Private Label Apparel Firms
Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto
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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.
Keywords: Capacity-booking, SPA, monthly production planning, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1330852 New Approaches on Exponential Stability Analysis for Neural Networks with Time-Varying Delays
Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong
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In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.
Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2064851 Modelling Sudden Deaths from Myocardial Infarction and Stroke
Authors: Yusoff Y. S., Streftaris, G., Waters, H. R
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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.
Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791850 Batteryless DCM Boost Converter for Kinetic Energy Harvesting Applications
Authors: Andrés Gomez-Casseres, Rubén Contreras
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In this paper, a bidirectional boost converter operated in Discontinuous Conduction Mode (DCM) is presented as a suitable power conditioning circuit for tuning of kinetic energy harvesters without the need of a battery. A nonlinear control scheme, composed by two linear controllers, is used to control the average value of the input current, enabling the synthesization of complex loads. The converter, along with the control system, is validated through SPICE simulations using the LTspice tool. The converter model and the controller transfer functions are derived. From the simulation results, it was found that the input current distortion increases with the introduced phase shift and that, such distortion, is almost entirely present at the zero-crossing point of the input voltage.Keywords: Average current control, boost converter, electrical tuning, energy harvesting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1108849 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case
Authors: Kazuyoshi Mori
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In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.Keywords: Linear systems, parametrization, Coprime Factorization, number of parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 806848 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2425847 Novel GPU Approach in Predicting the Directional Trend of the S&P 500
Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble
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Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.
Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1735846 An Approach towards Designing an Energy Efficient Building through Embodied Energy Assessment: A Case of Apartment Building in Composite Climate
Authors: Ambalika Ekka
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In today’s world, the growing demand for urban built forms has resulted in the production and consumption of building materials i.e. embodied energy in building construction, leading to pollution and greenhouse gas (GHG) emissions. Therefore, new buildings will offer a unique opportunity to implement more energy efficient building without compromising on building performance of the building. Embodied energy of building materials forms major contribution to embodied energy in buildings. The paper results in an approach towards designing an energy efficient apartment building through embodied energy assessment. This paper discusses the trend of residential development in Rourkela, which includes three case studies of the contemporary houses, followed by architectural elements, number of storeys, predominant material use and plot sizes using primary data. It results in identification of predominant material used and other characteristics in urban area. Further, the embodied energy coefficients of various dominant building materials and alternative materials manufactured in Indian Industry is taken in consideration from secondary source i.e. literature study. The paper analyses the embodied energy by estimating materials and operational energy of proposed building followed by altering the specifications of the materials based on the building components i.e. walls, flooring, windows, insulation and roof through res build India software and comparison of different options is assessed with consideration of sustainable parameters. This paper results that autoclaved aerated concrete block only reaches the energy performance Index benchmark i.e. 69.35 kWh/m2 yr i.e. by saving 4% of operational energy and as embodied energy has no particular index, out of all materials it has the highest EE 23206202.43 MJ.
Keywords: Energy efficient, embodied energy, energy performance index, building materials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 998845 System Identification Based on Stepwise Regression for Dynamic Market Representation
Authors: Alexander Efremov
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A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.Keywords: market identification, dynamic models, stepwise regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1618844 Exponential Particle Swarm Optimization Approach for Improving Data Clustering
Authors: Neveen I. Ghali, Nahed El-Dessouki, Mervat A. N., Lamiaa Bakrawi
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In this paper we use exponential particle swarm optimization (EPSO) to cluster data. Then we compare between (EPSO) clustering algorithm which depends on exponential variation for the inertia weight and particle swarm optimization (PSO) clustering algorithm which depends on linear inertia weight. This comparison is evaluated on five data sets. The experimental results show that EPSO clustering algorithm increases the possibility to find the optimal positions as it decrease the number of failure. Also show that (EPSO) clustering algorithm has a smaller quantization error than (PSO) clustering algorithm, i.e. (EPSO) clustering algorithm more accurate than (PSO) clustering algorithm.Keywords: Particle swarm optimization, data clustering, exponential PSO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1690843 Torrefaction of Biomass Pellets: Modeling of the Process in a Fixed Bed Reactor
Authors: Ekaterina Artiukhina, Panagiotis Grammelis
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Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion, and co-firing applications. In the course of torrefaction, the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The nonstationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.
Keywords: Torrefaction, biomass pellets, model, heat and mass transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1802842 Simulation of an Active Controlled Vibration Isolation System for Astronaut’s Exercise Platform
Authors: Shield B. Lin, Sameer Abdali
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Computer simulations were performed using MATLAB/Simulink for a vibration isolation system for astronaut’s exercise platform. Simulation parameters initially were based on an on-going experiment in a laboratory at NASA Johnson Space Center. The authors expanded later simulations to include other parameters. A discrete proportional-integral-derivative controller with a low-pass filter commanding a linear actuator served as the active control unit to push and pull a counterweight in balancing the disturbance forces. A spring-damper device is used as an optional passive control unit. Simulation results indicated such design could achieve near complete vibration isolation with small displacements of the exercise platform.Keywords: Control, counterweight, isolation, vibration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 506841 Edge Segmentation of Satellite Image using Phase Congruency Model
Authors: Ahmed Zaafouri, Mounir Sayadi, Farhat Fnaiech
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In this paper, we present a method for edge segmentation of satellite images based on 2-D Phase Congruency (PC) model. The proposed approach is composed by two steps: The contextual non linear smoothing algorithm (CNLS) is used to smooth the input images. Then, the 2D stretched Gabor filter (S-G filter) based on proposed angular variation is developed in order to avoid the multiple responses in the previous work. An assessment of our proposed method performance is provided in terms of accuracy of satellite image edge segmentation. The proposed method is compared with others known approaches.Keywords: Edge segmentation, Phase congruency model, Satellite images, Stretched Gabor filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2667