Search results for: Decision Based Algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13551

Search results for: Decision Based Algorithm

11931 An Efficient Approach to Mining Frequent Itemsets on Data Streams

Authors: Sara Ansari, Mohammad Hadi Sadreddini

Abstract:

The increasing importance of data stream arising in a wide range of advanced applications has led to the extensive study of mining frequent patterns. Mining data streams poses many new challenges amongst which are the one-scan nature, the unbounded memory requirement and the high arrival rate of data streams. In this paper, we propose a new approach for mining itemsets on data stream. Our approach SFIDS has been developed based on FIDS algorithm. The main attempts were to keep some advantages of the previous approach and resolve some of its drawbacks, and consequently to improve run time and memory consumption. Our approach has the following advantages: using a data structure similar to lattice for keeping frequent itemsets, separating regions from each other with deleting common nodes that results in a decrease in search space, memory consumption and run time; and Finally, considering CPU constraint, with increasing arrival rate of data that result in overloading system, SFIDS automatically detect this situation and discard some of unprocessing data. We guarantee that error of results is bounded to user pre-specified threshold, based on a probability technique. Final results show that SFIDS algorithm could attain about 50% run time improvement than FIDS approach.

Keywords: Data stream, frequent itemset, stream mining.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1420
11930 Determination of the Bank's Customer Risk Profile: Data Mining Applications

Authors: Taner Ersoz, Filiz Ersoz, Seyma Ozbilge

Abstract:

In this study, the clients who applied to a bank branch for loan were analyzed through data mining. The study was composed of the information such as amounts of loans received by personal and SME clients working with the bank branch, installment numbers, number of delays in loan installments, payments available in other banks and number of banks to which they are in debt between 2010 and 2013. The client risk profile was examined through Classification and Regression Tree (CART) analysis, one of the decision tree classification methods. At the end of the study, 5 different types of customers have been determined on the decision tree. The classification of these types of customers has been created with the rating of those posing a risk for the bank branch and the customers have been classified according to the risk ratings.

Keywords: Client classification, loan suitability, risk rating, CART analysis, decision tree.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1075
11929 Takagi-Sugeno Fuzzy Controller for a 3-DOF Stabilized Platform with Adaptive Decoupling Scheme

Authors: S. Leghmizi, S. Liu, F. Naeim

Abstract:

This paper presents a fuzzy control system for a three degree of freedom (3-DOF) stabilized platform with explicit decoupling scheme. The system under consideration is a system with strong interactions between three channels. By using the concept of decentralized control, a control structure is developed that is composed of three control loops, each of which is associated with a single-variable fuzzy controller and a decoupling unit. Takagi-Sugeno (TS) fuzzy control algorithm is used to implement the fuzzy controller. The decoupling units design is based on the adaptive theory reasoning. Simulation tests were established using Simulink of Matlab. The obtained results have demonstrated the feasibility and effectiveness of the proposed approach. Simulation results are represented in this paper.

Keywords: 3-DOF platform of a ship carried antenna, the concept of decentralized control, Takagi-Sugeno (TS) fuzzy control algorithm, Simulink.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2552
11928 Efficient Aggregate Signature Algorithm and Its Application in MANET

Authors: Daxing Wang, Jikai Teng

Abstract:

An aggregate signature scheme can aggregate n signatures on n distinct messages from n distinct signers into a single signature. Thus, n verification equations can be reduced to one. So the aggregate signature adapts to Mobile Ad hoc Network (MANET). In this paper, we propose an efficient ID-based aggregate signature scheme with constant pairing computations. Compared with the existing ID-based aggregate signature scheme, this scheme greatly improves the efficiency of signature communication and verification. In addition, in this work, we apply our ID-based aggregate sig- nature to authenticated routing protocol to present a secure routing scheme. Our scheme not only provides sound authentication and a secure routing protocol in ad hoc networks, but also meets the nature of MANET.

Keywords: Identity-based cryptography, Aggregate signature, Bilinear pairings, Authenticated routing scheme.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2110
11927 Laser Ultrasonic Imaging Based on Synthetic Aperture Focusing Technique Algorithm

Authors: Sundara Subramanian Karuppasamy, Che Hua Yang

Abstract:

In this work, the laser ultrasound technique has been used for analyzing and imaging the inner defects in metal blocks. To detect the defects in blocks, traditionally the researchers used piezoelectric transducers for the generation and reception of ultrasonic signals. These transducers can be configured into the sparse and phased array. But these two configurations have their drawbacks including the requirement of many transducers, time-consuming calculations, limited bandwidth, and provide confined image resolution. Here, we focus on the non-contact method for generating and receiving the ultrasound to examine the inner defects in aluminum blocks. A Q-switched pulsed laser has been used for the generation and the reception is done by using Laser Doppler Vibrometer (LDV). Based on the Doppler effect, LDV provides a rapid and high spatial resolution way for sensing ultrasonic waves. From the LDV, a series of scanning points are selected which serves as the phased array elements. The side-drilled hole of 10 mm diameter with a depth of 25 mm has been introduced and the defect is interrogated by the linear array of scanning points obtained from the LDV. With the aid of the Synthetic Aperture Focusing Technique (SAFT) algorithm, based on the time-shifting principle the inspected images are generated from the A-scan data acquired from the 1-D linear phased array elements. Thus the defect can be precisely detected with good resolution.

Keywords: Laser ultrasonics, linear phased array, nondestructive testing, synthetic aperture focusing technique, ultrasonic imaging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 952
11926 Motor Imagery Signal Classification for a Four State Brain Machine Interface

Authors: Hema C. R., Paulraj M. P., S. Yaacob, A. H. Adom, R. Nagarajan

Abstract:

Motor imagery classification provides an important basis for designing Brain Machine Interfaces [BMI]. A BMI captures and decodes brain EEG signals and transforms human thought into actions. The ability of an individual to control his EEG through imaginary mental tasks enables him to control devices through the BMI. This paper presents a method to design a four state BMI using EEG signals recorded from the C3 and C4 locations. Principle features extracted through principle component analysis of the segmented EEG are analyzed using two novel classification algorithms using Elman recurrent neural network and functional link neural network. Performance of both classifiers is evaluated using a particle swarm optimization training algorithm; results are also compared with the conventional back propagation training algorithm. EEG motor imagery recorded from two subjects is used in the offline analysis. From overall classification performance it is observed that the BP algorithm has higher average classification of 93.5%, while the PSO algorithm has better training time and maximum classification. The proposed methods promises to provide a useful alternative general procedure for motor imagery classification

Keywords: Motor Imagery, Brain Machine Interfaces, Neural Networks, Particle Swarm Optimization, EEG signal processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2456
11925 Public Transport Planning System by Dijkstra Algorithm: Case Study Bangkok Metropolitan Area

Authors: Pimploi Tirastittam, Phutthiwat Waiyawuththanapoom

Abstract:

Nowadays the promotion of the public transportation system in the Bangkok Metropolitan Area is increased such as the “Free Bus for Thai Citizen” Campaign and the prospect of the several MRT       routes to increase the convenient and comfortable to the Bangkok Metropolitan area citizens. But citizens do not make full use of them it because the citizens are lack of the data and information and also the confident to the public transportation system of Thailand especially in the time and safety aspects. This research is the Public Transport Planning System by Dijkstra Algorithm: Case Study Bangkok Metropolitan Area by focusing on buses, BTS and MRT schedules/routes to give the most information to passengers. They can choose the way and the routes easily by using Dijkstra STAR Algorithm of Graph Theory which also shows the fare of the trip. This Application was evaluated by 30 normal users to find the mean and standard deviation of the developed system. Results of the evaluation showed that system is at a good level of satisfaction (4.20 and 0.40). From these results we can conclude that the system can be used properly and effectively according to the objective.

Keywords: Dijkstra Algorithm, Graph Theory, Shortest Route, Public Transport, Bangkok Metropolitan Area.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6335
11924 VFAST TCP: A delay-based enhanced version of FAST TCP

Authors: Salem Belhaj, Moncef Tagina

Abstract:

This paper is aimed at describing a delay-based endto- end (e2e) congestion control algorithm, called Very FAST TCP (VFAST), which is an enhanced version of FAST TCP. The main idea behind this enhancement is to smoothly estimate the Round-Trip Time (RTT) based on a nonlinear filter, which eliminates throughput and queue oscillation when RTT fluctuates. In this context, an evaluation of the suggested scheme through simulation is introduced, by comparing our VFAST prototype with FAST in terms of throughput, queue behavior, fairness, stability, RTT and adaptivity to changes in network. The achieved simulation results indicate that the suggested protocol offer better performance than FAST TCP in terms of RTT estimation and throughput.

Keywords: Fast tcp, RTT, delay estimation, delay-based congestion control, high speed TCP, large bandwidth delay product.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732
11923 Particle Swarm Optimization Based Interconnected Hydro-Thermal AGC System Considering GRC and TCPS

Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper represents performance of particle swarm optimisation (PSO) algorithm based integral (I) controller and proportional-integral controller (PI) for interconnected hydro-thermal automatic generation control (AGC) with generation rate constraint (GRC) and Thyristor controlled phase shifter (TCPS) in series with tie line. The control strategy of TCPS provides active control of system frequency. Conventional objective function integral square error (ISE) and another objective function considering square of derivative of change in frequencies of both areas and change in tie line power are considered. The aim of designing the objective function is to suppress oscillation in frequency deviations and change in tie line power oscillation. The controller parameters are searched by PSO algorithm by minimising the objective functions. The dynamic performance of the controllers I and PI, for both the objective functions, are compared with conventionally optimized I controller.

Keywords: Automatic generation control (AGC), Generation rate constraint (GRC), Thyristor control phase shifter (TCPS), Particle swarm optimization (PSO).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2175
11922 TFRank: An Evaluation of Users Importance with Fractal Views in Social Networks

Authors: Fei Hao, Hai Wang

Abstract:

One of research issues in social network analysis is to evaluate the position/importance of users in social networks. As the information diffusion in social network is evolving, it seems difficult to evaluate the importance of users using traditional approaches. In this paper, we propose an evaluation approach for user importance with fractal view in social networks. In this approach, the global importance (Fractal Importance) and the local importance (Topological Importance) of nodes are considered. The basic idea is that the bigger the product of fractal importance and topological importance of a node is, the more important of the node is. We devise the algorithm called TFRank corresponding to the proposed approach. Finally, we evaluate TFRank by experiments. Experimental results demonstrate our TFRank has the high correlations with PageRank algorithm and potential ranking algorithm, and it shows the effectiveness and advantages of our approach.

Keywords: TFRank, Fractal Importance, Topological Importance, Social Network

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1513
11921 Partial 3D Reconstruction using Evolutionary Algorithms

Authors: Mónica Pérez-Meza, Rodrigo Montúfar-Chaveznava

Abstract:

When reconstructing a scenario, it is necessary to know the structure of the elements present on the scene to have an interpretation. In this work we link 3D scenes reconstruction to evolutionary algorithms through the vision stereo theory. We consider vision stereo as a method that provides the reconstruction of a scene using only a couple of images of the scene and performing some computation. Through several images of a scene, captured from different positions, vision stereo can give us an idea about the threedimensional characteristics of the world. Vision stereo usually requires of two cameras, making an analogy to the mammalian vision system. In this work we employ only a camera, which is translated along a path, capturing images every certain distance. As we can not perform all computations required for an exhaustive reconstruction, we employ an evolutionary algorithm to partially reconstruct the scene in real time. The algorithm employed is the fly algorithm, which employ “flies" to reconstruct the principal characteristics of the world following certain evolutionary rules.

Keywords: 3D Reconstruction, Computer Vision, EvolutionaryAlgorithms, Vision Stereo.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1886
11920 Optimal Straight Line Trajectory Generation in 3D Space using Deviation Algorithm

Authors: T. C. Manjunath, C. Ardil

Abstract:

This paper presents an efficient method of obtaining a straight-line motion in the tool configuration space using an articulated robot between two specified points. The simulation results & the implementation results show the effectiveness of the method.

Keywords: Bounded deviation algorithm, Straight line motion, Tool configuration space, Joint space, TCV.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2620
11919 Generating 3D Anisotropic Centroidal Voronoi Tessellations

Authors: Alexandre Marin, Alexandra Bac, Laurent Astart

Abstract:

New numerical methods for PDE resolution (such as Finite Volumes (FV) or Virtual Element Method (VEM)) open new needs in terms of meshing of domains of interest, and in particular polyhedral meshes have many advantages. One way to build such meshes consists in constructing Restricted Voronoi Diagrams (RVDs) whose boundaries respect the domain of interest. By minimizing a function defined for RVDs, the shapes of cells can be controlled, i.e. elongated according to user-defined directions or adjusted to comply with given aspect ratios (anisotropy) and density variations. In this paper, our contribution is threefold: first, we present a gradient formula for the Voronoi tessellation energy under a continuous anisotropy field. Second, we describe a meshing algorithm based on the optimisation of this function that we validate against state-of-the-art approaches. Finally, we propose a hierarchical approach to speed up our meshing algorithm.

Keywords: Anisotropic Voronoi Diagrams, Meshes for Numerical Simulations, Optimisation, Volumic Polyhedral Meshing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 59
11918 Courses Pre-Required Visualization Using Force Directed Placement Technique

Authors: Imen Ammari, Mourad Elloumi, Ala Eddine Barouni

Abstract:

Visualizing “Courses – Pre – Required - Architecture" on the screen has proven to be useful and helpful for university actors and specially for students. In fact, these students can easily identify courses and their pre required, perceive the courses to follow in the future, and then can choose rapidly the appropriate course to register in. Given a set of courses and their prerequired, we present an algorithm for visualization a graph entitled “Courses-Pre-Required-Graph" that present courses and their prerequired in order to help students to recognize, lonely, what courses to take in the future and perceive the contain of all courses that they will study. Our algorithm using “Force Directed Placement" technique visualizes the “Courses-Pre-Required-Graph" in such way that courses are easily identifiable. The time complexity of our drawing algorithm is O (n2), where n is the number of courses in the “Courses-Pre-Required-Graph".

Keywords: Courses–Pre-Required-Architecture, Courses-Pre- Required-Graph, Courses-Pre-Required-Visualization, Force directed Placement, Resolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1320
11917 Decision Support System for a Pilot Flash Flood Early Warning System in Central Chile

Authors: D. Pinto, L. Castro, M.L. Cruzat, S. Barros, J. Gironás, C. Oberli, M. Torres, C. Escauriaza, A. Cipriano

Abstract:

Flash Floods, together with landslides, are a common natural threat for people living in mountainous regions and foothills. One way to deal with this constant menace is the use of Early Warning Systems, which have become a very important mitigation strategy for natural disasters. In this work we present our proposal for a pilot Flash Flood Early Warning System for Santiago, Chile, the first stage of a more ambitious project that in a future stage shall also include early warning of landslides. To give a context for our approach, we first analyze three existing Flash Flood Early Warning Systems, focusing on their general architectures. We then present our proposed system, with main focus on the decision support system, a system that integrates empirical models and fuzzy expert systems to achieve reliable risk estimations.

Keywords: Decision Support System, Early Warning Systems, Flash Flood, Natural Hazard.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2502
11916 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, multivariate Bayesian control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2187
11915 A New Approach to Workforce Planning

Authors: M. Othman, N. Bhuiyan, G. J. Gouw

Abstract:

In today-s global and competitive market, manufacturing companies are working hard towards improving their production system performance. Most companies develop production systems that can help in cost reduction. Manufacturing systems consist of different elements including production methods, machines, processes, control and information systems. Human issues are an important part of manufacturing systems, yet most companies do not pay sufficient attention to them. In this paper, a workforce planning (WP) model is presented. A non-linear programming model is developed in order to minimize the hiring, firing, training and overtime costs. The purpose is to determine the number of workers for each worker type, the number of workers trained, and the number of overtime hours. Moreover, a decision support system (DSS) based on the proposed model is introduced using the Excel-Lingo software interfacing feature. This model will help to improve the interaction between the workers, managers and the technical systems in manufacturing.

Keywords: Decision Support System, Human Factors, Manufacturing System, Workforce Planning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2547
11914 The Algorithm of Semi-Automatic Thai Spoonerism Words for Bi-Syllable

Authors: Nutthapat Kaewrattanapat, Wannarat Bunchongkien

Abstract:

The purposes of this research are to study and develop the algorithm of Thai spoonerism words by semi-automatic computer programs, that is to say, in part of data input, syllables are already separated and in part of spoonerism, the developed algorithm is utilized, which can establish rules and mechanisms in Thai spoonerism words for bi-syllables by utilizing analysis in elements of the syllables, namely cluster consonant, vowel, intonation mark and final consonant. From the study, it is found that bi-syllable Thai spoonerism has 1 case of spoonerism mechanism, namely transposition in value of vowel, intonation mark and consonant of both 2 syllables but keeping consonant value and cluster word (if any). From the study, the rules and mechanisms in Thai spoonerism word were applied to develop as Thai spoonerism word software, utilizing PHP program. the software was brought to conduct a performance test on software execution; it is found that the program performs bi-syllable Thai spoonerism correctly or 99% of all words used in the test and found faults on the program at 1% as the words obtained from spoonerism may not be spelling in conformity with Thai grammar and the answer in Thai spoonerism could be more than 1 answer.

Keywords: Algorithm, Spoonerism, Computational Linguistics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2359
11913 Matching-Based Cercospora Leaf Spot Detection in Sugar Beet

Authors: Rong Zhou, Shun’ich Kaneko, Fumio Tanaka, Miyuki Kayamori, Motoshige Shimizu

Abstract:

In this paper, we propose a robust disease detection method, called adaptive orientation code matching (Adaptive OCM), which is developed from a robust image registration algorithm: orientation code matching (OCM), to achieve continuous and site-specific detection of changes in plant disease. We use two-stage framework for realizing our research purpose; in the first stage, adaptive OCM was employed which could not only realize the continuous and site-specific observation of disease development, but also shows its excellent robustness for non-rigid plant object searching in scene illumination, translation, small rotation and occlusion changes and then in the second stage, a machine learning method of support vector machine (SVM) based on a feature of two dimensional (2D) xy-color histogram is further utilized for pixel-wise disease classification and quantification. The indoor experiment results demonstrate the feasibility and potential of our proposed algorithm, which could be implemented in real field situation for better observation of plant disease development.

Keywords: Cercospora Leaf Spot (CLS), Disease detection, Image processing, Orientation Code Matching (OCM), Support Vector Machine (SVM).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2197
11912 Finding Pareto Optimal Front for the Multi- Mode Time, Cost Quality Trade-off in Project Scheduling

Authors: H. Iranmanesh, M. R. Skandari, M. Allahverdiloo

Abstract:

Project managers are the ultimate responsible for the overall characteristics of a project, i.e. they should deliver the project on time with minimum cost and with maximum quality. It is vital for any manager to decide a trade-off between these conflicting objectives and they will be benefited of any scientific decision support tool. Our work will try to determine optimal solutions (rather than a single optimal solution) from which the project manager will select his desirable choice to run the project. In this paper, the problem in project scheduling notated as (1,T|cpm,disc,mu|curve:quality,time,cost) will be studied. The problem is multi-objective and the purpose is finding the Pareto optimal front of time, cost and quality of a project (curve:quality,time,cost), whose activities belong to a start to finish activity relationship network (cpm) and they can be done in different possible modes (mu) which are non-continuous or discrete (disc), and each mode has a different cost, time and quality . The project is constrained to a non-renewable resource i.e. money (1,T). Because the problem is NP-Hard, to solve the problem, a meta-heuristic is developed based on a version of genetic algorithm specially adapted to solve multi-objective problems namely FastPGA. A sample project with 30 activities is generated and then solved by the proposed method.

Keywords: FastPGA, Multi-Execution Activity Mode, Pareto Optimality, Project Scheduling, Time-Cost-Quality Trade-Off.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1808
11911 Improved Ant Colony Optimization for Solving Reliability Redundancy Allocation Problems

Authors: Phakhapong Thanitakul, Worawat Sa-ngiamvibool, Apinan Aurasopon, Saravuth Pothiya

Abstract:

This paper presents an improved ant colony optimization (IACO) for solving the reliability redundancy allocation problem (RAP) in order to maximize system reliability. To improve the performance of ACO algorithm, two additional techniques, i.e. neighborhood search, and re-initialization process are presented. To show its efficiency and effectiveness, the proposed IACO is applied to solve three RAPs. Additionally, the results of the proposed IACO are compared with those of the conventional heuristic approaches i.e. genetic algorithm (GA), particle swarm optimization (PSO) and ant colony optimization (ACO). The experimental results show that the proposed IACO approach is comparatively capable of obtaining higher quality solution and faster computational time.

Keywords: Ant colony optimization, Heuristic algorithm, Mixed-integer nonlinear programming, Redundancy allocation problem, Reliability optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2094
11910 Hybrid Optimization of Emission and Economic Dispatch by the Sigmoid Decreasing Inertia Weight Particle Swarm Optimization

Authors: Joko Pitono, Adi Soeprijanto, Takashi Hiyama

Abstract:

This paper present an efficient and reliable technique of optimization which combined fuel cost economic optimization and emission dispatch using the Sigmoid Decreasing Inertia Weight Particle Swarm Optimization algorithm (PSO) to reduce the cost of fuel and pollutants resulting from fuel combustion by keeping the output of generators, bus voltages, shunt capacitors and transformer tap settings within the security boundary. The performance of the proposed algorithm has been demonstrated on IEEE 30-bus system with six generating units. The results clearly show that the proposed algorithm gives better and faster speed convergence then linearly decreasing inertia weight.

Keywords: Optimal Power Flow, Combined Economic Emission Dispatch, Sigmoid decreasing Inertia Weight, Particle Swarm Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1689
11909 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2245
11908 Identification of a PWA Model of a Batch Reactor for Model Predictive Control

Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

Abstract:

The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2195
11907 The Mutated Distance between Two Mixture Trees

Authors: Wan Chian Li, Justie Su-Tzu Juan, Yi-Chun Wang, Shu-Chuan Chen

Abstract:

The evolutionary tree is an important topic in bioinformation. In 2006, Chen and Lindsay proposed a new method to build the mixture tree from DNA sequences. Mixture tree is a new type evolutionary tree, and it has two additional information besides the information of ordinary evolutionary tree. One of the information is time parameter, and the other is the set of mutated sites. In 2008, Lin and Juan proposed an algorithm to compute the distance between two mixture trees. Their algorithm computes the distance with only considering the time parameter between two mixture trees. In this paper, we proposes a method to measure the similarity of two mixture trees with considering the set of mutated sites and develops two algorithm to compute the distance between two mixture trees. The time complexity of these two proposed algorithms are O(n2 × max{h(T1), h(T2)}) and O(n2), respectively

Keywords: evolutionary tree, mixture tree, mutated site, distance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1417
11906 A Comparative Study of Page Ranking Algorithms for Information Retrieval

Authors: Ashutosh Kumar Singh, Ravi Kumar P

Abstract:

This paper gives an introduction to Web mining, then describes Web Structure mining in detail, and explores the data structure used by the Web. This paper also explores different Page Rank algorithms and compare those algorithms used for Information Retrieval. In Web Mining, the basics of Web mining and the Web mining categories are explained. Different Page Rank based algorithms like PageRank (PR), WPR (Weighted PageRank), HITS (Hyperlink-Induced Topic Search), DistanceRank and DirichletRank algorithms are discussed and compared. PageRanks are calculated for PageRank and Weighted PageRank algorithms for a given hyperlink structure. Simulation Program is developed for PageRank algorithm because PageRank is the only ranking algorithm implemented in the search engine (Google). The outputs are shown in a table and chart format.

Keywords: Web Mining, Web Structure, Web Graph, LinkAnalysis, PageRank, Weighted PageRank, HITS, DistanceRank, DirichletRank,

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2836
11905 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

Abstract:

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 1010
11904 Feature Based Unsupervised Intrusion Detection

Authors: Deeman Yousif Mahmood, Mohammed Abdullah Hussein

Abstract:

The goal of a network-based intrusion detection system is to classify activities of network traffics into two major categories: normal and attack (intrusive) activities. Nowadays, data mining and machine learning plays an important role in many sciences; including intrusion detection system (IDS) using both supervised and unsupervised techniques. However, one of the essential steps of data mining is feature selection that helps in improving the efficiency, performance and prediction rate of proposed approach. This paper applies unsupervised K-means clustering algorithm with information gain (IG) for feature selection and reduction to build a network intrusion detection system. For our experimental analysis, we have used the new NSL-KDD dataset, which is a modified dataset for KDDCup 1999 intrusion detection benchmark dataset. With a split of 60.0% for the training set and the remainder for the testing set, a 2 class classifications have been implemented (Normal, Attack). Weka framework which is a java based open source software consists of a collection of machine learning algorithms for data mining tasks has been used in the testing process. The experimental results show that the proposed approach is very accurate with low false positive rate and high true positive rate and it takes less learning time in comparison with using the full features of the dataset with the same algorithm.

Keywords: Information Gain (IG), Intrusion Detection System (IDS), K-means Clustering, Weka.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2776
11903 Performance of Chaotic Lu System in CDMA Satellites Communications Systems

Authors: K. Kemih, M. Benslama

Abstract:

This paper investigates the problem of spreading sequence and receiver code synchronization techniques for satellite based CDMA communications systems. The performance of CDMA system depends on the autocorrelation and cross-correlation properties of the used spreading sequences. In this paper we propose the uses of chaotic Lu system to generate binary sequences for spreading codes in a direct sequence spread CDMA system. To minimize multiple access interference (MAI) we propose the use of genetic algorithm for optimum selection of chaotic spreading sequences. To solve the problem of transmitter-receiver synchronization, we use the passivity controls. The concept of semipassivity is defined to find simple conditions which ensure boundedness of the solutions of coupled Lu systems. Numerical results are presented to show the effectiveness of the proposed approach.

Keywords: About Chaotic Lu system, synchronization, Spreading sequence, Genetic Algorithm. Passive System

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1747
11902 An Automatic Bayesian Classification System for File Format Selection

Authors: Roman Graf, Sergiu Gordea, Heather M. Ryan

Abstract:

This paper presents an approach for the classification of an unstructured format description for identification of file formats. The main contribution of this work is the employment of data mining techniques to support file format selection with just the unstructured text description that comprises the most important format features for a particular organisation. Subsequently, the file format indentification method employs file format classifier and associated configurations to support digital preservation experts with an estimation of required file format. Our goal is to make use of a format specification knowledge base aggregated from a different Web sources in order to select file format for a particular institution. Using the naive Bayes method, the decision support system recommends to an expert, the file format for his institution. The proposed methods facilitate the selection of file format and the quality of a digital preservation process. The presented approach is meant to facilitate decision making for the preservation of digital content in libraries and archives using domain expert knowledge and specifications of file formats. To facilitate decision-making, the aggregated information about the file formats is presented as a file format vocabulary that comprises most common terms that are characteristic for all researched formats. The goal is to suggest a particular file format based on this vocabulary for analysis by an expert. The sample file format calculation and the calculation results including probabilities are presented in the evaluation section.

Keywords: Data mining, digital libraries, digital preservation, file format.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1660