Search results for: Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10278

Search results for: Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter

8478 Determination of Optimal Stress Locations in 2D–9 Noded Element in Finite Element Technique

Authors: Nishant Shrivastava, D. K. Sehgal

Abstract:

In Finite Element Technique nodal stresses are calculated through displacement as nodes. In this process, the displacement calculated at nodes is sufficiently good enough but stresses calculated at nodes are not sufficiently accurate. Therefore, the accuracy in the stress computation in FEM models based on the displacement technique is obviously matter of concern for computational time in shape optimization of engineering problems. In the present work same is focused to find out unique points within the element as well as the boundary of the element so, that good accuracy in stress computation can be achieved. Generally, major optimal stress points are located in domain of the element some points have been also located at boundary of the element where stresses are fairly accurate as compared to nodal values. Then, it is subsequently concluded that there is an existence of unique points within the element, where stresses have higher accuracy than other points in the elements. Therefore, it is main aim is to evolve a generalized procedure for the determination of the optimal stress location inside the element as well as at the boundaries of the element and verify the same with results from numerical experimentation. The results of quadratic 9 noded serendipity elements are presented and the location of distinct optimal stress points is determined inside the element, as well as at the boundaries. The theoretical results indicate various optimal stress locations are in local coordinates at origin and at a distance of 0.577 in both directions from origin. Also, at the boundaries optimal stress locations are at the midpoints of the element boundary and the locations are at a distance of 0.577 from the origin in both directions. The above findings were verified through experimentation and findings were authenticated. For numerical experimentation five engineering problems were identified and the numerical results of 9-noded element were compared to those obtained by using the same order of 25-noded quadratic Lagrangian elements, which are considered as standard. Then root mean square errors are plotted with respect to various locations within the elements as well as the boundaries and conclusions were drawn. After numerical verification it is noted that in a 9-noded element, origin and locations at a distance of 0.577 from origin in both directions are the best sampling points for the stresses. It was also noted that stresses calculated within line at boundary enclosed by 0.577 midpoints are also very good and the error found is very less. When sampling points move away from these points, then it causes line zone error to increase rapidly. Thus, it is established that there are unique points at boundary of element where stresses are accurate, which can be utilized in solving various engineering problems and are also useful in shape optimizations.

Keywords: Finite element, Lagrangian, optimal stress location, serendipity.

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8477 Initializing K-Means using Genetic Algorithms

Authors: Bashar Al-Shboul, Sung-Hyon Myaeng

Abstract:

K-Means (KM) is considered one of the major algorithms widely used in clustering. However, it still has some problems, and one of them is in its initialization step where it is normally done randomly. Another problem for KM is that it converges to local minima. Genetic algorithms are one of the evolutionary algorithms inspired from nature and utilized in the field of clustering. In this paper, we propose two algorithms to solve the initialization problem, Genetic Algorithm Initializes KM (GAIK) and KM Initializes Genetic Algorithm (KIGA). To show the effectiveness and efficiency of our algorithms, a comparative study was done among GAIK, KIGA, Genetic-based Clustering Algorithm (GCA), and FCM [19].

Keywords: Clustering, Genetic Algorithms, K-means.

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8476 A Sentence-to-Sentence Relation Network for Recognizing Textual Entailment

Authors: Isaac K. E. Ampomah, Seong-Bae Park, Sang-Jo Lee

Abstract:

Over the past decade, there have been promising developments in Natural Language Processing (NLP) with several investigations of approaches focusing on Recognizing Textual Entailment (RTE). These models include models based on lexical similarities, models based on formal reasoning, and most recently deep neural models. In this paper, we present a sentence encoding model that exploits the sentence-to-sentence relation information for RTE. In terms of sentence modeling, Convolutional neural network (CNN) and recurrent neural networks (RNNs) adopt different approaches. RNNs are known to be well suited for sequence modeling, whilst CNN is suited for the extraction of n-gram features through the filters and can learn ranges of relations via the pooling mechanism. We combine the strength of RNN and CNN as stated above to present a unified model for the RTE task. Our model basically combines relation vectors computed from the phrasal representation of each sentence and final encoded sentence representations. Firstly, we pass each sentence through a convolutional layer to extract a sequence of higher-level phrase representation for each sentence from which the first relation vector is computed. Secondly, the phrasal representation of each sentence from the convolutional layer is fed into a Bidirectional Long Short Term Memory (Bi-LSTM) to obtain the final sentence representations from which a second relation vector is computed. The relations vectors are combined and then used in then used in the same fashion as attention mechanism over the Bi-LSTM outputs to yield the final sentence representations for the classification. Experiment on the Stanford Natural Language Inference (SNLI) corpus suggests that this is a promising technique for RTE.

Keywords: Deep neural models, natural language inference, recognizing textual entailment, sentence-to-sentence relation.

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8475 Review of the Model-Based Supply Chain Management Research in the Construction Industry

Authors: Aspasia Koutsokosta, Stefanos Katsavounis

Abstract:

This paper reviews the model-based qualitative and quantitative Operations Management research in the context of Construction Supply Chain Management (CSCM). Construction industry has been traditionally blamed for low productivity, cost and time overruns, waste, high fragmentation and adversarial relationships. The construction industry has been slower than other industries to employ the Supply Chain Management (SCM) concept and develop models that support the decision-making and planning. However the last decade there is a distinct shift from a project-based to a supply-based approach of construction management. CSCM comes up as a new promising management tool of construction operations and improves the performance of construction projects in terms of cost, time and quality. Modeling the Construction Supply Chain (CSC) offers the means to reap the benefits of SCM, make informed decisions and gain competitive advantage. Different modeling approaches and methodologies have been applied in the multi-disciplinary and heterogeneous research field of CSCM. The literature review reveals that a considerable percentage of the CSC modeling research accommodates conceptual or process models which present general management frameworks and do not relate to acknowledged soft Operations Research methods. We particularly focus on the model-based quantitative research and categorize the CSCM models depending on their scope, objectives, modeling approach, solution methods and software used. Although over the last few years there has been clearly an increase of research papers on quantitative CSC models, we identify that the relevant literature is very fragmented with limited applications of simulation, mathematical programming and simulation-based optimization. Most applications are project-specific or study only parts of the supply system. Thus, some complex interdependencies within construction are neglected and the implementation of the integrated supply chain management is hindered. We conclude this paper by giving future research directions and emphasizing the need to develop optimization models for integrated CSCM. We stress that CSC modeling needs a multi-dimensional, system-wide and long-term perspective. Finally, prior applications of SCM to other industries have to be taken into account in order to model CSCs, but not without translating the generic concepts to the context of construction industry.

Keywords: Construction supply chain management, modeling, operations research, optimization and simulation.

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8474 Suitability of Entry into the Euro Area: An Excursion in Selected Economies

Authors: Ludk Benada, Jindika Sedova

Abstract:

The current situation in the eurozone raises a number of topics for discussion and to help in finding an answer to the question of whether a common currency is a more suitable means of coping with the impact of the financial crisis or whether national currencies are better suited to this. The economic situation in the EU is now considerably volatile and, due to problems with the fulfilment of the Maastricht convergence criteria, it is now being considered whether, in their further development, new member states will decide to distance themselves from the euro or will, in an attempt to overcome the crisis, speed up the adoption of the euro. The Czech Republic is one country with little interest in adopting the euro, justified by the fact that a better alternative to dealing with this crisis is an independent monetary policy and its ability to respond flexibly to the economic situation not only in Europe, but around the world. One attribute of the crisis in the Czech Republic and its mitigation is the freely floating exchange rate of the national currency. It is not only the Czech Republic that is attempting to alleviate the impact of the crisis, but also new EU member countries facing fresh questions to which theory have yet to provide wholly satisfactory answers. These questions undoubtedly include the problem of inflation targeting and the choice of appropriate instruments for achieving financial stability. The difficulty lies in the fact that these objectives may be contradictory and may require more than one means of achieving them. In this respect we may assume that membership of the euro zone might not in itself mitigate the development of the recession or protect the nation from future crises. We are of the opinion that the decisive factor in the development of any economy will continue to be the domestic economic policy and the operability of market economic mechanisms. We attempt to document this fact using selected countries as examples, these being the Czech Republic, Poland, Hungary, and Slovakia.

Keywords: Currency exchange rate, Maastricht convergence criteria, monetary union, public finances.

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8473 Compliance Modelling and Optimization of Kerf during WEDM of Al7075/SiCP Metal Matrix Composite

Authors: Thella Babu Rao, A. Gopala Krishna

Abstract:

This investigation presents the formulation of kerf (width of slit) and optimal control parameter settings of wire electrochemical discharge machining which results minimum possible kerf while machining Al7075/SiCp MMCs. WEDM is proved its efficiency and effectiveness to cut the hard ceramic reinforced MMCs within the permissible budget. Among the distinct performance measures of WEDM process, kerf is an important performance characteristic which determines the dimensional accuracy of the machined component while producing high precision components. The lack of available of the machinability information such advanced MMCs result the more experimentation in the manufacturing industries. Therefore, extensive experimental investigations are essential to provide the database of effect of various control parameters on the kerf while machining such advanced MMCs in WEDM. Literature reviled the significance some of the electrical parameters which are prominent on kerf for machining distinct conventional materials. However, the significance of reinforced particulate size and volume fraction on kerf is highlighted in this work while machining MMCs along with the machining parameters of pulse-on time, pulse-off time and wire tension. Usually, the dimensional tolerances of machined components are decided at the design stage and a machinist pay attention to produce the required dimensional tolerances by setting appropriate machining control variables. However, it is highly difficult to determine the optimal machining settings for such advanced materials on the shop floor. Therefore, in the view of precision of cut, kerf (cutting width) is considered as the measure of performance for the model. It was found from the literature that, the machining conditions of higher fractions of large size SiCp resulting less kerf where as high values of pulse-on time result in a high kerf. A response surface model is used to predict the relative significance of various control variables on kerf. Consequently, a powerful artificial intelligence called genetic algorithms (GA) is used to determine the best combination of the control variable settings. In the next step the conformation test was conducted for the optimal parameter settings and found good agreement between the GA kerf and measured kerf. Hence, it is clearly reveal that the effectiveness and accuracy of the developed model and program to analyze the kerf and to determine its optimal process parameters. The results obtained in this work states that, the resulted optimized parameters are capable of machining the Al7075/SiCp MMCs more efficiently and with better dimensional accuracy.

Keywords: Al7075SiCP MMC, kerf, WEDM, optimization.

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8472 Phenotypical and Genotypical Assessment Techniques for Identification of Some Contagious Mastitis Pathogens

Authors: A. El Behiry, R. N. Zahran, R. Tarabees, E. Marzouk, M. Al-Dubaib

Abstract:

Mastitis is one of the most economic disease affecting dairy cows worldwide. Its classic diagnosis using bacterial culture and biochemical findings is a difficult and prolonged method. In this research, using of matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI-TOF MS) permitted identification of different microorganisms with high accuracy and rapidity (only 24 hours for microbial growth and analysis). During the application of MALDI-TOF MS, one hundred twenty strains of Staphylococcus and Streptococcus species isolated from milk of cows affected by clinical and subclinical mastitis were identified, and the results were compared with those obtained by traditional methods as API and VITEK 2 Systems. 37 of totality 39 strains (~95%) of Staphylococcus aureus (S. aureus) were exactly detected by MALDI TOF MS and then confirmed by a nuc-based PCR technique, whereas accurate identification was observed in 100% (50 isolates) of the coagulase negative staphylococci (CNS) and Streptococcus agalactiae (31 isolates). In brief, our results demonstrated that MALDI-TOF MS is a fast and truthful technique which has the capability to replace conventional identification of several bacterial strains usually isolated in clinical laboratories of microbiology.

Keywords: Identification, mastitis pathogens, mass spectral, phenotypical.

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8471 A Practical Method for Load Balancing in the LV Distribution Networks Case Study: Tabriz Electrical Network

Authors: A. Raminfard, S. M. Shahrtash

Abstract:

In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.

Keywords: Load balancing, improved leap-frog method, optimization algorithm, low voltage distribution systems.

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8470 A New Approach Defining Angular DMD Using Near Field Aperturing

Authors: S. Al-Sowayan, K. L. Lear

Abstract:

A new technique to quantify the differential mode delay (DMD) in multimode fiber (MMF) is been presented. The technique measures DMD based on angular launch and measurements of the difference in modal delay using variable apertures at the fiber face. The result of the angular spatial filtering revealed less excitation of higher order modes when the laser beam is filtered at higher angles. This result would indicate that DMD profiles would experience a data pattern dependency.

Keywords: Fiber measurements, Fiber optic communications

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8469 Phase Jitter Transfer in High Speed Data Links

Authors: Tsunwai Gary Yip

Abstract:

Phase locked loops in 10 Gb/s and faster data links are low phase noise devices. Characterization of their phase jitter transfer functions is difficult because the intrinsic noise of the PLLs is comparable to the phase noise of the reference clock signal. The problem is solved by using a linear model to account for the intrinsic noise. This study also introduces a novel technique for measuring the transfer function. It involves the use of the reference clock as a source of wideband excitation, in contrast to the commonly used sinusoidal excitations at discrete frequencies. The data reported here include the intrinsic noise of a PLL for 10 Gb/s links and the jitter transfer function of a PLL for 12.8 Gb/s links. The measured transfer function suggests that the PLL responded like a second order linear system to a low noise reference clock.

Keywords: Intrinsic phase noise, jitter in data link, PLL jitter transfer function, high speed clocking in electronic circuit

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8468 Air Pollution Control from Rice Shellers - A Case Study

Authors: S. M. Ahuja

Abstract:

A Rice Sheller is used for obtaining polished white rice from paddy. There are about 3000 Rice Shellers in Punjab and 50000 in India. During the process of shelling lot of dust is emitted from different unit operations like paddy silo, paddy shaker, bucket elevators, huskers, paddy separator etc. These dust emissions have adverse effect on the health of the workers and the wear and tear of the shelling machinery is fast. All the dust emissions spewing out of these unit operations of a rice Sheller were contained by providing suitable hoods and enclosures while ensuring their workability. These were sucked by providing an induced draft fan followed by a high efficiency cyclone separator that has got an overall dust collection efficiency of more than 90%. This cyclone separator replaced two cyclone separators and a filter bag house, which the Rice Sheller was already having. The dust concentration in the stack after the installation of cyclone separator is well within the stipulated standards. Besides controlling pollution, there is improvement in the quality of products like bran and the life of shelling machinery has enhanced. The payback period of this technology is less than four shelling months.

Keywords: Air Pollution, Cyclone Separator, Pneumatic Conveying, Rice Sheller.

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8467 A New Method to Enhance Contrast of Electron Micrograph of Rat Tissues Sections

Authors: Lise P. Labéjof, Raiza S. P. Bizerra, Galileu B. Costa, Thaísa B. dos Santos

Abstract:

This report presents an alternative technique of application of contrast agent in vivo, i.e. before sampling. By this new method the electron micrograph of tissue sections have an acceptable contrast compared to other methods and present no artifact of precipitation on sections. Another advantage is that a small amount of contrast is needed to get a good result given that most of them are expensive and extremely toxic.

Keywords: Image quality, Microscopy research, Staining technique, Ultrathin section.

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8466 Urban Planning Formulation Problems in China and the Corresponding Optimization Ideas under the Vision of the Hypercycle Theory

Authors: Hong Dongchen, Chen Qiuxiao, Wu Shuang

Abstract:

Systematic Science reveals the complex nonlinear mechanisms of behavior in urban system. However, when confronted with such system, most city planners in China are still utilizing simple linear thinking to learn and understand this open complex giant system. In this paper, the hypercycle theory was introduced, which is one of the basis theories of systematic science. Based on the analysis of the reasons for the failure of current urban planning in China, and in consideration of the nonlinear characteristics of the urban system as well, optimization ideas for urban planning formulation were presented such as the shift from blueprint planning to progressive planning and from the rigid urban planning management control to its dynamically monitor and in time feedback.

Keywords: Systematic science, hypercycle theory, urban planning.

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8465 dynr.mi: An R Program for Multiple Imputation in Dynamic Modeling

Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

Abstract:

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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8464 Critical Analysis of Decision Making Experience with a Machine Learning Approach in Playing Ayo Game

Authors: Ibidapo O. Akinyemi, Ezekiel F. Adebiyi, Harrison O. D. Longe

Abstract:

The major goal in defining and examining game scenarios is to find good strategies as solutions to the game. A plausible solution is a recommendation to the players on how to play the game, which is represented as strategies guided by the various choices available to the players. These choices invariably compel the players (decision makers) to execute an action following some conscious tactics. In this paper, we proposed a refinement-based heuristic as a machine learning technique for human-like decision making in playing Ayo game. The result showed that our machine learning technique is more adaptable and more responsive in making decision than human intelligence. The technique has the advantage that a search is astutely conducted in a shallow horizon game tree. Our simulation was tested against Awale shareware and an appealing result was obtained.

Keywords: Decision making, Machine learning, Strategy, Ayo game.

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8463 Transient Stress Analysis on Medium Modules Spur Gear by Using Mode Super Position Technique

Authors: Ali Raad Hassan

Abstract:

Natural frequencies and dynamic response of a spur gear sector are investigated using a two dimensional finite element model that offers significant advantages for dynamic gear analyses. The gear teeth are analyzed for different operating speeds. A primary feature of this modeling is determination of mesh forces using a detailed contact analysis for each time step as the gears roll through the mesh. ANSYS software has been used on the proposed model to find the natural frequencies by Block Lanczos technique and displacements and dynamic stresses by transient mode super position method. The effect of rotational speed of the gear on the dynamic response of gear tooth has been studied and design limits have been discussed.

Keywords: Spur gear, Natural frequency, transient analysis, Mode super position technique.

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8462 Leakage Reduction ONOFIC Approach for Deep Submicron VLSI Circuits Design

Authors: Vijay Kumar Sharma, Manisha Pattanaik, Balwinder Raj

Abstract:

Minimizations of power dissipation, chip area with higher circuit performance are the necessary and key parameters in deep submicron regime. The leakage current increases sharply in deep submicron regime and directly affected the power dissipation of the logic circuits. In deep submicron region the power dissipation as well as high performance is the crucial concern since increasing importance of portable systems. Number of leakage reduction techniques employed to reduce the leakage current in deep submicron region but they have some trade-off to control the leakage current. ONOFIC approach gives an excellent agreement between power dissipation and propagation delay for designing the efficient CMOS logic circuits. In this article ONOFIC approach is compared with LECTOR technique and output results show that ONOFIC approach significantly reduces the power dissipation and enhance the speed of the logic circuits. The lower power delay product is the big outcome of this approach and makes it an influential leakage reduction technique.

Keywords: Deep submicron, Leakage Current, LECTOR, ONOFIC, Power Delay Product

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8461 Optimal Generation Expansion Planning Strategy with Carbon Trading

Authors: Tung-Sheng Zhan, Chih-Cheng Kao, Chin-Der Yang, Jong-Ian Tsai

Abstract:

Fossil fuel-firing power plants dominate electric power generation in Taiwan, which are also the major contributor to Green House gases (GHG). CO2 is the most important greenhouse gas that cause global warming. This paper penetrates the relationship between carbon trading for GHG reduction and power generation expansion planning (GEP) problem for the electrical utility. The Particle Swarm Optimization (PSO) Algorithm is presented to deal with the generation expansion planning strategy of the utility with independent power providers (IPPs). The utility has to take both the IPPs- participation and environment impact into account when a new generation unit is considering expanded from view of supply side.

Keywords: Carbon Trading, CO2 Emission, GenerationExpansion Planning (GEP), Green House gases (GHG), ParticleSwarm Optimization (PSO).

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8460 Simulation of Complex-Shaped Particle Breakage Using the Discrete Element Method

Authors: Felix Platzer, Eric Fimbinger

Abstract:

In Discrete Element Method (DEM) simulations, the breakage behavior of particles can be simulated based on different principles. In the case of large, complex-shaped particles that show various breakage patterns depending on the scenario leading to the failure and often only break locally instead of fracturing completely, some of these principles do not lead to realistic results. The reason for this is that in said cases, the methods in question, such as the Particle Replacement Method (PRM) or Voronoi Fracture, replace the initial particle (that is intended to break) into several sub-particles when certain breakage criteria are reached, such as exceeding the fracture energy. That is why those methods are commonly used for the simulation of materials that fracture completely instead of breaking locally. That being the case, when simulating local failure, it is advisable to pre-build the initial particle from sub-particles that are bonded together. The dimensions of these sub-particles  consequently define the minimum size of the fracture results. This structure of bonded sub-particles enables the initial particle to break at the location of the highest local loads – due to the failure of the bonds in those areas – with several sub-particle clusters being the result of the fracture, which can again also break locally. In this project, different methods for the generation and calibration of complex-shaped particle conglomerates using bonded particle modeling (BPM) to enable the ability to depict more realistic fracture behavior were evaluated based on the example of filter cake. The method that proved suitable for this purpose and which furthermore  allows efficient and realistic simulation of breakage behavior of complex-shaped particles applicable to industrial-sized simulations is presented in this paper.

Keywords: Bonded particle model (BPM), DEM, filter cake, particle breakage, particle fracture.

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8459 A New Algorithm for Cluster Initialization

Authors: Moth'd Belal. Al-Daoud

Abstract:

Clustering is a very well known technique in data mining. One of the most widely used clustering techniques is the k-means algorithm. Solutions obtained from this technique are dependent on the initialization of cluster centers. In this article we propose a new algorithm to initialize the clusters. The proposed algorithm is based on finding a set of medians extracted from a dimension with maximum variance. The algorithm has been applied to different data sets and good results are obtained.

Keywords: clustering, k-means, data mining.

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8458 An Automated Stock Investment System Using Machine Learning Techniques: An Application in Australia

Authors: Carol Anne Hargreaves

Abstract:

A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.

Keywords: Machine learning, stock market trading, logistic principal component analysis, automated stock investment system.

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8457 Agent-Based Simulation of Simulating Anticipatory Systems – Classification

Authors: Eugene Kindler

Abstract:

The present paper is oriented to classification and application of agent technique in simulation of anticipatory systems, namely those that use simulation models for the aid of anticipation. The main ideas root in the fact that the best way for description of computer simulation models is the technique of describing the simulated system itself (and the translation into the computer code is provided as automatic), and that the anticipation itself is often nested.

Keywords: Agents, Anticipatory systems, Discrete eventsimulation, Simula, Taxonomy.

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8456 A Robust Method for Encrypted Data Hiding Technique Based on Neighborhood Pixels Information

Authors: Ali Shariq Imran, M. Younus Javed, Naveed Sarfraz Khattak

Abstract:

This paper presents a novel method for data hiding based on neighborhood pixels information to calculate the number of bits that can be used for substitution and modified Least Significant Bits technique for data embedding. The modified solution is independent of the nature of the data to be hidden and gives correct results along with un-noticeable image degradation. The technique, to find the number of bits that can be used for data hiding, uses the green component of the image as it is less sensitive to human eye and thus it is totally impossible for human eye to predict whether the image is encrypted or not. The application further encrypts the data using a custom designed algorithm before embedding bits into image for further security. The overall process consists of three main modules namely embedding, encryption and extraction cm.

Keywords: Data hiding, image processing, information security, stagonography.

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8455 Optical Reflectance of Pure and Doped Tin Oxide: From Thin Films to Poly-Crystalline Silicon/Thin Film Device

Authors: Smaali Assia, Outemzabet Ratiba, Media El Mahdi, Kadi Mohamed

Abstract:

Films of pure tin oxide SnO2 and in presence of antimony atoms (SnO2-Sb) deposited onto glass substrates have shown a sufficiently high energy gap to be transparent in the visible region, a high electrical mobility and a carrier concentration which displays a good electrical conductivity [1]. In this work, the effects of polycrystalline silicon substrate on the optical properties of pure and Sb doped tin oxide is investigated. We used the APCVD (atmospheric pressure chemical vapour deposition) technique, which is a low-cost and simple technique, under nitrogen ambient, for growing this material. A series of SnO2 and SnO2-Sb have been deposited onto polycrystalline silicon substrates with different contents of antimony atoms at the same conditions of deposition (substrate temperature, flow oxygen, duration and nitrogen atmosphere of the reactor). The effect of the substrate in terms of morphology and nonlinear optical properties, mainly the reflectance, was studied. The reflectance intensity of the device, compared to the reflectance of tin oxide films deposited directly on glass substrate, is clearly reduced on the overall wavelength range. It is obvious that the roughness of the poly-c silicon plays an important role by improving the reflectance and hence the optical parameters. A clear shift in the minimum of the reflectance upon doping level is observed. This minimum corresponds to strong free carrier absorption, resulting in different plasma frequency. This effect is followed by an increase in the reflectance depending of the antimony doping. Applying the extended Drude theory to the combining optical and electrical obtained results these effects are discussed.

Keywords: Doping, oxide, reflectance.

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8454 3D Numerical Studies on Jets Acoustic Characteristics of Chevron Nozzles for Aerospace Applications

Authors: R. Kanmaniraja, R. Freshipali, J. Abdullah, K. Niranjan, K. Balasubramani, V. R. Sanal Kumar

Abstract:

The present environmental issues have made aircraft jet noise reduction a crucial problem in aero-acoustics research. Acoustic studies reveal that addition of chevrons to the nozzle reduces the sound pressure level reasonably with acceptable reduction in performance. In this paper comprehensive numerical studies on acoustic characteristics of different types of chevron nozzles have been carried out with non-reacting flows for the shape optimization of chevrons in supersonic nozzles for aerospace applications. The numerical studies have been carried out using a validated steady 3D density based, k-ε turbulence model. In this paper chevron with sharp edge, flat edge, round edge and U-type edge are selected for the jet acoustic characterization of supersonic nozzles. We observed that compared to the base model a case with round-shaped chevron nozzle could reduce 4.13% acoustic level with 0.6% thrust loss. We concluded that the prudent selection of the chevron shape will enable an appreciable reduction of the aircraft jet noise without compromising its overall performance. It is evident from the present numerical simulations that k-ε model can predict reasonably well the acoustic level of chevron supersonic nozzles for its shape optimization.

Keywords: Supersonic nozzle, Chevron, Acoustic level, Shape Optimization of Chevron Nozzles, Jet noise suppression.

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8453 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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8452 Improved Approximation to the Derivative of a Digital Signal Using Wavelet Transforms for Crosstalk Analysis

Authors: S. P. Kozaitis, R. L. Kriner

Abstract:

The information revealed by derivatives can help to better characterize digital near-end crosstalk signatures with the ultimate goal of identifying the specific aggressor signal. Unfortunately, derivatives tend to be very sensitive to even low levels of noise. In this work we approximated the derivatives of both quiet and noisy digital signals using a wavelet-based technique. The results are presented for Gaussian digital edges, IBIS Model digital edges, and digital edges in oscilloscope data captured from an actual printed circuit board. Tradeoffs between accuracy and noise immunity are presented. The results show that the wavelet technique can produce first derivative approximations that are accurate to within 5% or better, even under noisy conditions. The wavelet technique can be used to calculate the derivative of a digital signal edge when conventional methods fail.

Keywords: digital signals, electronics, IBIS model, printedcircuit board, wavelets

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8451 Joint Transmitter-Receiver Optimization for Bonded Wireline Communications

Authors: Mohammed H. Nafie, Ahmed F. Shalash

Abstract:

With the advent of DSL services, high data rates are now available over phone lines, yet higher rates are in demand. In this paper, we optimize the transmit filters that can be used over wireline channels. Results showing the bit error rates when optimized filters are used, and with a decision feedback equalizer (DFE) employed in the receiver, are given. We then show that significantly higher throughput can be achieved by modeling the channel as a multiple input multiple output (MIMO) channel. A receiver that employs a MIMO-DFE that deals jointly with several users is proposed and shown to provide significant improvement over the conventional DFE.

Keywords: DFE, MIMO Channels, Receiver Architectures, Transmit Filters.

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8450 Implementation of Neural Network Based Electricity Load Forecasting

Authors: Myint Myint Yi, Khin Sandar Linn, Marlar Kyaw

Abstract:

This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Keywords: Neural network, Load forecast, Time series, wavelettransform.

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8449 An Optimization Model of CMMI-Based Software Project Risk Response Planning

Authors: Chun-guang Pan, Ying-wu Chen

Abstract:

Risk response planning is of importance for software project risk management (SPRM). In CMMI, risk management was in the third capability maturity level, which provides a framework for software project risk identification, assessment, risk planning, risk control. However, the CMMI-based SPRM currently lacks quantitative supporting tools, especially during the process of implementing software project risk planning. In this paper, an economic optimization model for selecting risk reduction actions in the phase of software project risk response planning is presented. Furthermore, an example taken from a Chinese software industry is illustrated to verify the application of this method. The research provides a risk decision method for project risk managers that can be used in the implementation of CMMI-based SPRM.

Keywords: Software project, risk management, CMMI, riskresponse planning.

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