Search results for: one-equation turbulence model.
5850 Development of State Model Theory for External Exclusive NOR Type LFSR Structures
Authors: Afaq Ahmad
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Using state space technique and GF(2) theory, a simulation model for external exclusive NOR type LFSR structures is developed. Through this tool a systematic procedure is devised for computing pseudo-random binary sequences from such structures.Keywords: LFSR, external exclusive NOR type, recursivebinary sequence, initial state - next state, state transition matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15855849 3D Numerical Investigation of Asphalt Pavements Behaviour Using Infinite Elements
Authors: K. Sandjak, B. Tiliouine
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This article presents the main results of three-dimensional (3-D) numerical investigation of asphalt pavement structures behaviour using a coupled Finite Element-Mapped Infinite Element (FE-MIE) model. The validation and numerical performance of this model are assessed by confronting critical pavement responses with Burmister’s solution and FEM simulation results for multi-layered elastic structures. The coupled model is then efficiently utilised to perform 3-D simulations of a typical asphalt pavement structure in order to investigate the impact of two tire configurations (conventional dual and new generation wide-base tires) on critical pavement response parameters. The numerical results obtained show the effectiveness and the accuracy of the coupled (FE-MIE) model. In addition, the simulation results indicate that, compared with conventional dual tire assembly, single wide base tire caused slightly greater fatigue asphalt cracking and subgrade rutting potentials and can thus be utilised in view of its potential to provide numerous mechanical, economic, and environmental benefits.
Keywords: Infinite elements, 3-D numerical investigation, asphalt pavements, dual and wide base tires.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7015848 Discrete Breeding Swarm for Cost Minimization of Parallel Job Shop Scheduling Problem
Authors: Tarek Aboueldah, Hanan Farag
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Parallel Job Shop Scheduling Problem (JSSP) is a multi-objective and multi constrains NP-optimization problem. Traditional Artificial Intelligence techniques have been widely used; however, they could be trapped into the local minimum without reaching the optimum solution. Thus, we propose a hybrid Artificial Intelligence (AI) model with Discrete Breeding Swarm (DBS) added to traditional AI to avoid this trapping. This model is applied in the cost minimization of the Car Sequencing and Operator Allocation (CSOA) problem. The practical experiment shows that our model outperforms other techniques in cost minimization.
Keywords: Parallel Job Shop Scheduling Problem, Artificial Intelligence, Discrete Breeding Swarm, Car Sequencing and Operator Allocation, cost minimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5935847 The Usage of Social Networks in Educational Context
Authors: Sacide Güzin Mazman, Yasemin Koçak Usluel
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Possible advantages of technology in educational context required the defining boundaries of formal and informal learning. Increasing opportunity to ubiquitous learning by technological support has revealed a question of how to discover the potential of individuals in the spontaneous environments such as social networks. This seems to be related with the question of what purposes in social networks have been being used? Social networks provide various advantages in educational context as collaboration, knowledge sharing, common interests, active participation and reflective thinking. As a consequence of these, the purpose of this study is composed of proposing a new model that could determine factors which effect adoption of social network applications for usage in educational context. While developing a model proposal, the existing adoption and diffusion models have been reviewed and they are thought to be suitable on handling an original perspective instead of using completely other diffusion or acceptance models because of different natures of education from other organizations. In the proposed model; social factors, perceived ease of use, perceived usefulness and innovativeness are determined four direct constructs that effect adoption process. Facilitating conditions, image, subjective norms and community identity are incorporated to model as antecedents of these direct four constructs.Keywords: Adoption of innovation, educational context, social networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38585846 Design of PID Controller for Higher Order Continuous Systems using MPSO based Model Formulation Technique
Authors: S. N. Deepa, G. Sugumaran
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This paper proposes a new algebraic scheme to design a PID controller for higher order linear time invariant continuous systems. Modified PSO (MPSO) based model order formulation techniques have applied to obtain the effective formulated second order system. A controller is tuned to meet the desired performance specification by using pole-zero cancellation method. Proposed PID controller is attached with both higher order system and formulated second order system. The closed loop response is observed for stabilization process and compared with general PSO based formulated second order system. The proposed method is illustrated through numerical example from literature.
Keywords: Higher order systems, model order formulation, modified particle swarm optimization, PID controller, pole-zero cancellation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50185845 Hybrid Recommender Systems using Social Network Analysis
Authors: Kyoung-Jae Kim, Hyunchul Ahn
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This study proposes novel hybrid social network analysis and collaborative filtering approach to enhance the performance of recommender systems. The proposed model selects subgroups of users in Internet community through social network analysis (SNA), and then performs clustering analysis using the information about subgroups. Finally, it makes recommendations using cluster-indexing CF based on the clustering results. This study tries to use the cores in subgroups as an initial seed for a conventional clustering algorithm. This model chooses five cores which have the highest value of degree centrality from SNA, and then performs clustering analysis by using the cores as initial centroids (cluster centers). Then, the model amplifies the impact of friends in social network in the process of cluster-indexing CF.
Keywords: Social network analysis, Recommender systems, Collaborative filtering, Customer relationship management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27535844 Influence of Non-Structural Elements on Dynamic Response of Multi-Storey Rc Building to Mining Shock
Authors: Joanna M. Dulińska, Maria Fabijańska
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In the paper the results of calculations of the dynamic response of a multi-storey reinforced concrete building to a strong mining shock originated from the main region of mining activity in Poland (i.e. the Legnica-Glogow Copper District) are presented. The representative time histories of accelerations registered in three directions were used as ground motion data in calculations of the dynamic response of the structure. Two variants of a numerical model were applied: the model including only structural elements of the building and the model including both structural and non-structural elements (i.e. partition walls and ventilation ducts made of brick). It turned out that non-structural elements of multi-storey RC buildings have a small impact of about 10 % on natural frequencies of these structures. It was also proved that the dynamic response of building to mining shock obtained in case of inclusion of all non-structural elements in the numerical model is about 20 % smaller than in case of consideration of structural elements only. The principal stresses obtained in calculations of dynamic response of multi-storey building to strong mining shock are situated on the level of about 30% of values obtained from static analysis (dead load).Keywords: Dynamic characteristics of buildings, mining shocks, dynamic response of buildings, non-structural elements
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18675843 RBF modeling of Incipient Motion of Plane Sand Bed Channels
Authors: Gopu Sreenivasulu, Bimlesh Kumar, Achanta Ramakrishna Rao
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To define or predict incipient motion in an alluvial channel, most of the investigators use a standard or modified form of Shields- diagram. Shields- diagram does give a process to determine the incipient motion parameters but an iterative one. To design properly (without iteration), one should have another equation for resistance. Absence of a universal resistance equation also magnifies the difficulties in defining the model. Neural network technique, which is particularly useful in modeling a complex processes, is presented as a tool complimentary to modeling incipient motion. Present work develops a neural network model employing the RBF network to predict the average velocity u and water depth y based on the experimental data on incipient condition. Based on the model, design curves have been presented for the field application.Keywords: Incipient motion, Prediction error, Radial-Basisfunction, Sediment transport, Shields' diagram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14845842 Multirate Neural Control for AUV's Increased Situational Awareness during Diving Tasks Using Stochastic Model
Authors: Igor Astrov, Andrus Pedai
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This paper focuses on a critical component of the situational awareness (SA), the neural control of depth flight of an autonomous underwater vehicle (AUV). Constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. With the SA strategy, we proposed a multirate neural control of an AUV trajectory for a nontrivial mid-small size AUV “r2D4" stochastic model. This control system has been demonstrated and evaluated by simulation of diving maneuvers using software package Simulink. From the simulation results it can be seen that the chosen AUV model is stable in the presence of noises, and also can be concluded that the proposed research technique will be useful for fast SA of similar AUV systems in real-time search-and-rescue operations.
Keywords: Autonomous underwater vehicles, multirate systems, neurocontrollers, situational awareness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15735841 Using Historical Data for Stock Prediction of a Tech Company
Authors: Sofia Stoica
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In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.
Keywords: Finance, machine learning, opening price, stock market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4885840 Modelling of Energy Consumption in Wheat Production Using Neural Networks “Case Study in Canterbury Province, New Zealand“
Authors: M. Safa, S. Samarasinghe
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An artificial neural network (ANN) approach was used to model the energy consumption of wheat production. This study was conducted over 35,300 hectares of irrigated and dry land wheat fields in Canterbury in the 2007-2008 harvest year.1 In this study several direct and indirect factors have been used to create an artificial neural networks model to predict energy use in wheat production. The final model can predict energy consumption by using farm condition (size of wheat area and number paddocks), farmers- social properties (education), and energy inputs (N and P use, fungicide consumption, seed consumption, and irrigation frequency), it can also predict energy use in Canterbury wheat farms with error margin of ±7% (± 1600 MJ/ha).
Keywords: Artificial neural network, Canterbury, energy consumption, modelling, New Zealand, wheat.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14015839 Analysis of One Dimensional Advection Diffusion Model Using Finite Difference Method
Authors: Vijay Kumar Kukreja, Ravneet Kaur
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In this paper, one dimensional advection diffusion model is analyzed using finite difference method based on Crank-Nicolson scheme. A practical problem of filter cake washing of chemical engineering is analyzed. The model is converted into dimensionless form. For the grid Ω × ω = [0, 1] × [0, T], the Crank-Nicolson spatial derivative scheme is used in space domain and forward difference scheme is used in time domain. The scheme is found to be unconditionally convergent, stable, first order accurate in time and second order accurate in space domain. For a test problem, numerical results are compared with the analytical ones for different values of parameter.Keywords: Consistency, Crank-Nicolson scheme, Gerschgorin circle, Lax-Richtmyer theorem, Peclet number, stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7375838 Parameters Estimation of Multidimensional Possibility Distributions
Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin
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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.
Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24115837 Conceptual Multidimensional Model
Authors: Manpreet Singh, Parvinder Singh, Suman
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The data is available in abundance in any business organization. It includes the records for finance, maintenance, inventory, progress reports etc. As the time progresses, the data keep on accumulating and the challenge is to extract the information from this data bank. Knowledge discovery from these large and complex databases is the key problem of this era. Data mining and machine learning techniques are needed which can scale to the size of the problems and can be customized to the application of business. For the development of accurate and required information for particular problem, business analyst needs to develop multidimensional models which give the reliable information so that they can take right decision for particular problem. If the multidimensional model does not possess the advance features, the accuracy cannot be expected. The present work involves the development of a Multidimensional data model incorporating advance features. The criterion of computation is based on the data precision and to include slowly change time dimension. The final results are displayed in graphical form.Keywords: Multidimensional, data precision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14415836 On Analysis of Boundness Property for ECATNets by Using Rewriting Logic
Authors: Noura Boudiaf, Allaoua Chaoui
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To analyze the behavior of Petri nets, the accessibility graph and Model Checking are widely used. However, if the analyzed Petri net is unbounded then the accessibility graph becomes infinite and Model Checking can not be used even for small Petri nets. ECATNets [2] are a category of algebraic Petri nets. The main feature of ECATNets is their sound and complete semantics based on rewriting logic [8] and its language Maude [9]. ECATNets analysis may be done by using techniques of accessibility analysis and Model Checking defined in Maude. But, these two techniques supported by Maude do not work also with infinite-states systems. As a category of Petri nets, ECATNets can be unbounded and so infinite systems. In order to know if we can apply accessibility analysis and Model Checking of Maude to an ECATNet, we propose in this paper an algorithm allowing the detection if the ECATNet is bounded or not. Moreover, we propose a rewriting logic based tool implementing this algorithm. We show that the development of this tool using the Maude system is facilitated thanks to the reflectivity of the rewriting logic. Indeed, the self-interpretation of this logic allows us both the modelling of an ECATNet and acting on it.Keywords: ECATNets, Rewriting Logic, Maude, Finite-stateSystems, Infinite-state Systems, Boundness Property Checking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13705835 Comparison of ANFIS and ANN for Estimation of Biochemical Oxygen Demand Parameter in Surface Water
Authors: S. Areerachakul
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Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.Keywords: adaptive neuro-fuzzy inference system, artificial neural network, biochemical oxygen demand, surface water.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25115834 Control Analysis Using Tuning Methods for a Designed, Developed and Modeled Cross Flow Water Tube Heat Exchanger
Authors: Shaival H. Nagarsheth, Utpal Pandya, Hemant J. Nagarsheth
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Cross flow water tube heat exchanger can be designed and made operational using methods of model building and simulation of the system. This paper projects the design and development of a model of cross flow water tube heat-exchanger system, simulation and validation of control analysis of different tuning methods. Feedback and override control system is developed using inputs acquired with the help of sensory system. A mathematical model is formulated for analysis of system behaviour. The temperature is regulated at the desired set point automatically.
Keywords: Heat Exchanger, Feedback, Override, Temperature, PID.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23985833 Analyzing the Factors Effecting the Passenger Car Breakdowns using Com-Poisson GLM
Authors: N. Mamode Khan, V. Jowaheer
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Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.
Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15345832 A Method for Analysis of Industrial Distributed Embedded Systems
Authors: Dmitry A. Mikoyelov
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The paper presents a set of guidelines for analysis of industrial embedded distributed systems and introduces a mathematical model derived from these guidelines. In this study, the author examines a set of modern communication technologies that are or possibly can be used to build communication links between the subsystems of a distributed embedded system. An investigation of these guidelines results in a algorithm for analysis of specific use cases of target technologies. A goal of the paper acts as an important base for ongoing research on comparison of communication technologies. The author describes the principles of the model and presents results of the test calculations. Practical implementation of target technologies and empirical experiment data are based on a practical experience during the design and test of specific distributed systems in Latvian market.
Keywords: Distributed embedded system, analytical model, communication technology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15075831 Line Balancing in the Hard Disk Drive Process Using Simulation Techniques
Authors: Teerapun Saeheaw, Nivit Charoenchai, Wichai Chattinnawat
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Simulation model is an easy way to build up models to represent real life scenarios, to identify bottlenecks and to enhance system performance. Using a valid simulation model may give several advantages in creating better manufacturing design in order to improve the system performances. This paper presents result of implementing a simulation model to design hard disk drive manufacturing process by applying line balancing to improve both productivity and quality of hard disk drive process. The line balance efficiency showed 86% decrease in work in process, output was increased by an average of 80%, average time in the system was decreased 86% and waiting time was decreased 90%.Keywords: line balancing, arena, hard disk drive process, simulation, work in process (WIP)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21485830 Heat Transfer, Fluid Flow, and Metallurgical Transformations in Arc Welding: Application to 16MND5 Steel
Authors: F. Roger, A. Traidia, B. Reynier
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Arc welding creates a weld pool to realize continuity between pieces of assembly. The thermal history of the weld is dependent on heat transfer and fluid flow in the weld pool. The metallurgical transformation during welding and cooling are modeled in the literature only at solid state neglecting the fluid flow. In the present paper we associate a heat transfer – fluid flow and metallurgical model for the 16MnD5 steel. The metallurgical transformation model is based on Leblond model for the diffusion kinetics and on the Koistinen-Marburger equation for Marteniste transformation. The predicted thermal history and metallurgical transformations are compared to a simulation without fluid phase. This comparison shows the great importance of the fluid flow modeling.
Keywords: Arc welding, Weld pool, Fluid flow, Metallurgical transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15905829 Modeling Cost Structure for Assessment Production Cost of Algal - Biofue
Authors: A. Eman Mohammed
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Algae-based fuel are considered a promising sources of clean energy, and because it has many advantages over traditional biofuel, research and business ventures have driven into developing and producing Algal-biofuel. But its production stages create a cost structure that it is not competitive with traditional fuels. Therefore, cost becomes the main obstacle in commercial production purpose. However, the present research which aims at using cost structure model, and designed MS-Dose program, to investigate the a mount of production cost and determined the parameter had great effect on it, second to measured the amount of contribution rate of algae in process the pollution by capturing Co2 from air . The result generated from the model shows that the production cost of biomass is between $0.137 /kg for 100 ha and $0.132 /kg for 500 ha which was less than cost of other studies, while gallon costs between $3.4 - 3.5, more than traditional sources of oil about $1 ,which regarded as a rate of contribution of algal in capturing CO2 from air.Keywords: Cost Structure Model, Operation Costs(Production Cost), Capital Costs, Algae.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20115828 Model Predictive Control of Gantry Crane with Input Nonlinearity Compensation
Authors: Steven W. Su , Hung Nguyen, Rob Jarman, Joe Zhu, David Lowe, Peter McLean, Shoudong Huang, Nghia T. Nguyen, Russell Nicholson, Kaili Weng
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This paper proposed a nonlinear model predictive control (MPC) method for the control of gantry crane. One of the main motivations to apply MPC to control gantry crane is based on its ability to handle control constraints for multivariable systems. A pre-compensator is constructed to compensate the input nonlinearity (nonsymmetric dead zone with saturation) by using its inverse function. By well tuning the weighting function matrices, the control system can properly compromise the control between crane position and swing angle. The proposed control algorithm was implemented for the control of gantry crane system in System Control Lab of University of Technology, Sydney (UTS), and achieved desired experimental results.Keywords: Model Predictive Control, Control constraints, Input nonlinearity compensation, Overhead gantry crane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19675827 Social Enterprise Concept in Sustaining Agro-Industry Development in Indonesia: Case Study of Yourgood Social Business
Authors: Koko Iwan Agus Kurniawan, Dwi Purnomo, Anas Bunyamin, Arif Rahman Jaya
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Fruters model is a concept of technopreneurship-based on empowerment, in which technology research results were designed to create high value-added products and implemented as a locomotive of collaborative empowerment; thereby, the impact was widely spread. This model still needs to be inventoried and validated concerning the influenced variables in the business growth process. Model validation accompanied by mapping was required to be applicable to Small Medium Enterprises (SMEs) agro-industry based on sustainable social business and existing real cases. This research explained the empowerment model of Yourgood, an SME, which emphasized on empowering the farmers/ breeders in farmers in rural areas, Cipageran, Cimahi, to housewives in urban areas, Bandung, West Java, Indonesia. This research reviewed some works of literature discussing the agro-industrial development associated with the empowerment and social business process and gained a unique business model picture with the social business platform as well. Through the mapped business model, there were several advantages such as technology acquisition, independence, capital generation, good investment growth, strengthening of collaboration, and improvement of social impacts that can be replicated on other businesses. This research used analytical-descriptive research method consisting of qualitative analysis with design thinking approach and that of quantitative with the AHP (Analytical Hierarchy Process). Based on the results, the development of the enterprise’s process was highly affected by supplying farmers with the score of 0.248 out of 1, being the most valuable for the existence of the enterprise. It was followed by university (0.178), supplying farmers (0.153), business actors (0.128), government (0.100), distributor (0.092), techno-preneurship laboratory (0.069), banking (0.033), and Non-Government Organization (NGO) (0.031).
Keywords: Agro-Industry, small medium enterprises (SMEs), empowerment, design thinking, AHP, business model canvas, social business.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6695826 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market
Authors: Cristian Păuna
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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.
Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13515825 Starting Pitcher Rotation in the Chinese Professional Baseball League based on AHP and TOPSIS
Authors: Chih-Cheng Chen, Meng-Lung Lin, Yung-Tan Lee, Tien-Tze Chen
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The rotation of starting pitchers is a strategic issue which has a significant impact on the performance of a professional team. Choosing an optimal starting pitcher from among many alternatives is a multi-criteria decision-making (MCDM) problem. In this study, a model using the Analytic Hierarchy Process (AHP) and Technique for Order Performance by Similarity to the Ideal Solution (TOPSIS) is proposed with which to arrange the starting pitcher rotation for teams of the Chinese Professional Baseball League. The AHP is used to analyze the structure of the starting pitcher selection problem and to determine the weights of the criteria, while the TOPSIS method is used to make the final ranking. An empirical analysis is conducted to illustrate the utilization of the model for the starting pitcher rotation problem. The results demonstrate the effectiveness and feasibility of the proposed model.Keywords: AHP, TOPSIS, starting pitcher rotation, CPBL
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23435824 Virtual Prototyping and Operational Monitoring of PLC-Based Control System
Authors: Kwan Hee Han, Jun Woo Park, Seock Kyu Yoo, Geon Lee
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As business environments are rapidly changing, the manufacturing system must be reconfigured to adapt to various customer needs. In order to cope with this challenge, it is quintessential to test industrial control logic rapidly and easily in the design time, and monitor operational behavior in the run time of automated manufacturing system. Proposed integrated model for virtual prototyping and operational monitoring of industrial control logic is to improve limitations of current ladder programming practices and general discrete event simulation method. Each plant layout model using HMI package and object-oriented control logic model is designed independently and is executed simultaneously in integrated manner to reflect design practices of automation system in the design time. Control logic is designed and executed using UML activity diagram without considering complicated control behavior to deal with current trend of reconfigurable manufacturing. After the physical installation, layout model of virtual prototype constructed in the design time is reused for operational monitoring of system behavior during run time.Keywords: automated manufacturing system, HMI, monitoring, object-oriented, PLC, virtual prototyping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22455823 Development of Fen4/C And Fen2/C Catalysts for Hydrodesulfurization and Hydrodearomitization of Model Compounds of Heavy Oil
Authors: Chaojie Song, Lianhui Ding, Craig Fairbridge, Hansan Liu, Rob Hui, Jiujun Zhang
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Two novel hydrodesulfurization (HDS) catalysts: FeN4/C and FeN2/C, were prepared using an impregnation-pyrolysis method. The two materials were investigated as catalysts for hydrodesulfurization (HDS) and hydrodearomitization (HDA) of model compounds. The turnover frequency of the two FeN catalysts is comparable to (FeN4/C) or even higher (FeN2/C) than that of MoNi/Al2O3. The FeN4/C catalyst also exhibited catalytic activity toward HDA.Keywords: catalyst, FeN2/C, FeN4/C, HDS, HDA
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25965822 Analysing of Indoor Radio Wave Propagation on Ad-hoc Network by Using TP-LINK Router
Authors: Khine Phyu, Aung Myint Aye
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This paper presents results of measurements campaign carried out at a carrier frequency of 24GHz with the help of TPLINK router in indoor line-of-sight (LOS) scenarios. Firstly, the radio wave propagation strategies are analyzed in some rooms with router of point to point Ad hoc network. Then floor attenuation is defined for 3 floors in experimental region. The free space model and dual slope models are modified by considering the influence of corridor conditions on each floor. Using these models, indoor signal attenuation can be estimated in modeling of indoor radio wave propagation. These results and modified models can also be used in planning the networks of future personal communications services.Keywords: radio wave signal analyzing, LOS radio wavepropagation, indoor radio wave propagation, free space model, tworay model and indoor attenuation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20065821 A Coupled Model for Two-Phase Simulation of a Heavy Water Pressure Vessel Reactor
Authors: Damian Ramajo, Santiago Corzo, Norberto Nigro
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A Multi-dimensional computational fluid dynamics (CFD) two-phase model was developed with the aim to simulate the in-core coolant circuit of a pressurized heavy water reactor (PHWR) of a commercial nuclear power plant (NPP). Due to the fact that this PHWR is a Reactor Pressure Vessel type (RPV), three-dimensional (3D) detailed modelling of the large reservoirs of the RPV (the upper and lower plenums and the downcomer) were coupled with an in-house finite volume one-dimensional (1D) code in order to model the 451 coolant channels housing the nuclear fuel. Regarding the 1D code, suitable empirical correlations for taking into account the in-channel distributed (friction losses) and concentrated (spacer grids, inlet and outlet throttles) pressure losses were used. A local power distribution at each one of the coolant channels was also taken into account. The heat transfer between the coolant and the surrounding moderator was accurately calculated using a two-dimensional theoretical model. The implementation of subcooled boiling and condensation models in the 1D code along with the use of functions for representing the thermal and dynamic properties of the coolant and moderator (heavy water) allow to have estimations of the in-core steam generation under nominal flow conditions for a generic fission power distribution. The in-core mass flow distribution results for steady state nominal conditions are in agreement with the expected from design, thus getting a first assessment of the coupled 1/3D model. Results for nominal condition were compared with those obtained with a previous 1/3D single-phase model getting more realistic temperature patterns, also allowing visualize low values of void fraction inside the upper plenum. It must be mentioned that the current results were obtained by imposing prescribed fission power functions from literature. Therefore, results are showed with the aim of point out the potentiality of the developed model.Keywords: CFD, PHWR, Thermo-hydraulic, Two-phase flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2698