Search results for: probability density function.
1489 Complexity Analysis of Some Known Graph Coloring Instances
Authors: Jeffrey L. Duffany
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Graph coloring is an important problem in computer science and many algorithms are known for obtaining reasonably good solutions in polynomial time. One method of comparing different algorithms is to test them on a set of standard graphs where the optimal solution is already known. This investigation analyzes a set of 50 well known graph coloring instances according to a set of complexity measures. These instances come from a variety of sources some representing actual applications of graph coloring (register allocation) and others (mycieleski and leighton graphs) that are theoretically designed to be difficult to solve. The size of the graphs ranged from ranged from a low of 11 variables to a high of 864 variables. The method used to solve the coloring problem was the square of the adjacency (i.e., correlation) matrix. The results show that the most difficult graphs to solve were the leighton and the queen graphs. Complexity measures such as density, mobility, deviation from uniform color class size and number of block diagonal zeros are calculated for each graph. The results showed that the most difficult problems have low mobility (in the range of .2-.5) and relatively little deviation from uniform color class size.Keywords: graph coloring, complexity, algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14011488 Estimation of Subgrade Resilient Modulus from Soil Index Properties
Authors: Magdi M. E. Zumrawi, Mohamed Awad
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Determination of Resilient Modulus (MR) is quite important for characterizing materials in pavement design and evaluation. The main focus of this study is to develop a correlation that predict the resilient modulus of subgrade soils from simple and easy measured soil index properties. To achieve this objective, three subgrade soils representing typical Khartoum soils were selected and tested in the laboratory for measuring resilient modulus. Other basic laboratory tests were conducted on the soils to determine their physical properties. Several soil samples were prepared and compacted at different moisture contents and dry densities and then tested using resilient modulus testing machine. Based on experimental results, linear relationship of MR with the consistency factor ‘Fc’ which is a combination of dry density, void ratio and consistency index had been developed. The results revealed that very good linear relationship found between the MR and the consistency factor with a coefficient of linearity (R2) more than 0.9. The consistency factor could be used for the prediction of the MR of compacted subgrade soils with precise and reliable results.
Keywords: Consistency factor, resilient modulus, subgrade soil, properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18971487 Study of the Potential of Raw Sediments and Sediments Treated with Lime or Cement for Use in a Foundation Layer and the Base Layer of a Roadway
Authors: Nor-Edine Abriak, Mahfoud Benzerzour, Mouhamadou Amar, Abdeljalil Zri
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In this work, firstly we have studied the potential of raw sediments and sediments treated with lime or cement for use in a foundation layer and the base layer of a roadway. Secondly, we have examined mineral changes caused by the addition of lime or cement in order to explain the mechanical performance of stabilized sediments. After determining the amount of lime and cement required stabilizing the sediments, the compaction characteristics and Immediate Bearing Capacity (IBI) were studied using the Modified Proctor method. Then, the evolution of the three parameters, which are optimum water content, maximum dry density and IBI, were determined. Mechanical performances can be evaluated through resistance to compression, resistance under traction and the elasticity modulus. The resistances of the formulations treated with ROLAC®645 increase with the amount of ROLAC®645. Traction resistance and the elastic modulus were used to evaluate the potential of the formulations as road construction materials using the classification diagram. The results show that all the other formulations with ROLAC®645 can be used in subgrades and foundation layers for roads.
Keywords: Sediment, lime, cement, roadway.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9371486 A Note on MHD Flow and Heat Transfer over a Curved Stretching Sheet by Considering Variable Thermal Conductivity
Authors: M. G. Murtaza, E. E. Tzirtzilakis, M. Ferdows
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The mixed convective flow of MHD incompressible, steady boundary layer in heat transfer over a curved stretching sheet due to temperature dependent thermal conductivity is studied. We use curvilinear coordinate system in order to describe the governing flow equations. Finite difference solutions with central differencing have been used to solve the transform governing equations. Numerical results for the flow velocity and temperature profiles are presented as a function of the non-dimensional curvature radius. Skin friction coefficient and local Nusselt number at the surface of the curved sheet are discussed as well.
Keywords: Curved stretching sheet, finite difference method, MHD, variable thermal conductivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11021485 Durability of LDPE Geomembrane within Sealing System of MSW (Landfill)
Authors: L. Menaa, A. Cherifi, K. Tigouirat, M. Choura
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Analyse of locally manufactured Low Density Polyethylene (LDPE) durability, used within lining systems at bottom of Municipal Solid Waste (landfill), is done in the present work. For this end, short and middle time creep behavior under tension of the analyzed material is carried out. The locally manufactured material is tested and compared to the European one (LDPE-CE). Both materials was tested in 03 various mediums: ambient and two aggressive (salty water and foam water), using three specimens in each case. A testing campaign is carried out using an especially designed and achieved testing bench. Moreover, characterisation tests were carried out to evaluate the medium effect on the mechanical properties of the tested material (LDPE). Furthermore, experimental results have been used to establish a law regression which can be used to predict creep behaviour of the analyzed material. As a result, the analyzed LDPE material has showed a good stability in different ambient and aggressive mediums; as well, locally manufactured LDPE seems more flexible, compared with the European one. This makes it more useful to the desired application.
Keywords: LDPE membrane, solid waste, aggressive mediums, durability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15561484 Analysis of Testing and Operational Software Reliability in SRGM based on NHPP
Authors: S. Thirumurugan, D. R. Prince Williams
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Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16351483 Optimal Planning of Ground Grid Based on Particle Swam Algorithm
Authors: Chun-Yao Lee, Yi-Xing Shen
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This paper presents an application of particle swarm optimization (PSO) to the grounding grid planning which compares to the application of genetic algorithm (GA). Firstly, based on IEEE Std.80, the cost function of the grounding grid and the constraints of ground potential rise, step voltage and touch voltage are constructed for formulating the optimization problem of grounding grid planning. Secondly, GA and PSO algorithms for obtaining optimal solution of grounding grid are developed. Finally, a case of grounding grid planning is shown the superiority and availability of the PSO algorithm and proposal planning results of grounding grid in cost and computational time.Keywords: Genetic algorithm, particle swarm optimization, grounding grid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20801482 Experimental Investigation of a Novel Reaction in Reduction of Sulfates by Natural Gas as a Reducing Agent
Authors: Ali Ghiaseddin , Akram Nemati
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In a pilot plant scale of a fluidized bed reactor, a reduction reaction of sodium sulfate by natural gas has been investigated. Natural gas is applied in this study as a reductant. Feed density, feed mass flow rate, natural gas and air flow rate (independent parameters)and temperature of bed and CO concentration in inlet and outlet of reactor (dependent parameters) were monitored and recorded at steady state. The residence time was adjusted close to value of traditional reaction [1]. An artificial neural network (ANN) was established to study dependency of yield and carbon gradient on operating parameters. Resultant 97% accuracy of applied ANN is a good prove that natural gas can be used as a reducing agent. Predicted ANN model for relation between other sources carbon gradient (accuracy 74%) indicates there is not a meaningful relation between other sources carbon variation and reduction process which means carbon in granule does not have significant effect on the reaction yield.Keywords: reduction by natural gas, fluidized bed, sulfate, sulfide, artificial neural network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15221481 Constrained Particle Swarm Optimization of Supply Chains
Authors: András Király, Tamás Varga, János Abonyi
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Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20751480 Modelling of Induction Motor Including Skew Effect Using MWFA for Performance Improvement
Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza
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This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components as well as the introduction of the bars skew in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars are neglected.
Keywords: Modelling, MWFA, Skew effect, Squirrel cage induction motor, Spectral domain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32961479 Elastic Stress Analysis of Composite Cantilever Beam Loaded Uniformly
Authors: A. Kurşun, M. Tunay Çetin, E. Çetin, H. Aykul
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In this investigation an elastic stress analysis is carried out a woven steel fiber reinforced thermoplastic cantilever beam loaded uniformly at the upper surface. The composite beam material consists of low density polyethylene as a thermoplastic (LDFE, f.2.12) and woven steel fibers. Granules of the polyethylene are put into the moulds and they are heated up to 160°C by using electrical resistance. Subsequently, the material is held for 5min under 2.5 MPa at this temperature. The temperature is decreased to 30°C under 15 MPa pressure in 3min. Closed form solution is found satisfying both the governing differential equation and boundary conditions. We investigated orientation angle effect on stress distribution of composite cantilever beams. The results show that orientation angle play an important role in determining the responses of a woven steel fiber reinforced thermoplastic cantilever beams and an optimal design of these structures.
Keywords: Cantilever beam, elastic stress analysis, orientation angle, thermoplastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42581478 An Anatomically-Based Model of the Nerves in the Human Foot
Authors: Muhammad Zeeshan UlHaque, Peng Du, Leo K. Cheng, Marc D. Jacobs
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Sensory nerves in the foot play an important part in the diagnosis of various neuropathydisorders, especially in diabetes mellitus.However, a detailed description of the anatomical distribution of the nerves is currently lacking. A computationalmodel of the afferent nerves inthe foot may bea useful tool for the study of diabetic neuropathy. In this study, we present the development of an anatomically-based model of various major sensory nerves of the sole and dorsal sidesof the foot. In addition, we presentan algorithm for generating synthetic somatosensory nerve networks in the big-toe region of a right foot model. The algorithm was based on a modified version of the Monte Carlo algorithm, with the capability of being able to vary the intra-epidermal nerve fiber density in differentregionsof the foot model. Preliminary results from the combinedmodel show the realistic anatomical structure of the major nerves as well as the smaller somatosensory nerves of the foot. The model may now be developed to investigate the functional outcomes of structural neuropathyindiabetic patients.
Keywords: Diabetic neuropathy, Finite element modeling, Monte Carlo Algorithm, Somatosensory nerve networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23351477 RoboWeedSupport-Sub Millimeter Weed Image Acquisition in Cereal Crops with Speeds up till 50 Km/H
Authors: Morten Stigaard Laursen, Rasmus Nyholm Jørgensen, Mads Dyrmann, Robert Poulsen
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For the past three years, the Danish project, RoboWeedSupport, has sought to bridge the gap between the potential herbicide savings using a decision support system and the required weed inspections. In order to automate the weed inspections it is desired to generate a map of the weed species present within the field, to generate the map images must be captured with samples covering the field. This paper investigates the economical cost of performing this data collection based on a camera system mounted on a all-terain vehicle (ATV) able to drive and collect data at up to 50 km/h while still maintaining a image quality sufficient for identifying newly emerged grass weeds. The economical estimates are based on approximately 100 hectares recorded at three different locations in Denmark. With an average image density of 99 images per hectare the ATV had an capacity of 28 ha per hour, which is estimated to cost 6.6 EUR/ha. Alternatively relying on a boom solution for an existing tracktor it was estimated that a cost of 2.4 EUR/ha is obtainable under equal conditions.Keywords: Weed mapping, integrated weed management, weed recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14651476 A Method for Solving a Bi-Objective Transportation Problem under Fuzzy Environment
Authors: Sukhveer Singh, Sandeep Singh
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A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.
Keywords: Transportation problem, efficient solution, ranking function, fuzzy transportation problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13571475 An Ecological Model for Three Species with Crowley–Martin Functional Response
Authors: Randhir Singh Baghel, Govind Shay Sharma
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In this paper, we explore an ecosystem that contains a three-species food chain. The first and second species are in competition with one another for resources. However, the third species plays an important role in providing non-linear Crowley-Martin functional support for the first species. Additionally, the third species consumes the second species in a linear fashion, taking advantage of the available resources. This intricate balance ensures the survival of all three species in the ecosystem. A set of non-linear isolated first-order differential equations establish this model. We examine the system's stability at all potential equilibrium locations using the perturbed technique. Furthermore, by spending a lot of time observing the species in their natural habitat, the numerical illustrations at suitable parameter values for the model are shown.
Keywords: Competition, predator, response function, local stability, numerical simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2251474 Schrödinger Equation with Position-Dependent Mass: Staggered Mass Distributions
Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz
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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.
Keywords: Free particle, point canonical transformation method, position-dependent mass, staggered mass distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15731473 Designing a Robust Controller for a 6 Linkage Robot
Authors: G. Khamooshian
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One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.
Keywords: 3-RRS, 6 linkage, parallel robot, control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6691472 A Modified Laplace Decomposition Algorithm Solution for Blasius’ Boundary Layer Equation of the Flat Plate in a Uniform Stream
Authors: M. A. Koroma, Z. Chuangyi, A. F., Kamara, A. M. H. Conteh
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In this work, we apply the Modified Laplace decomposition algorithm in finding a numerical solution of Blasius’ boundary layer equation for the flat plate in a uniform stream. The series solution is found by first applying the Laplace transform to the differential equation and then decomposing the nonlinear term by the use of Adomian polynomials. The resulting series, which is exactly the same as that obtained by Weyl 1942a, was expressed as a rational function by the use of diagonal padé approximant.
Keywords: Modified Laplace decomposition algorithm, Boundary layer equation, Padé approximant, Numerical solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23741471 Estimation of Uncertainty of Thermal Conductivity Measurement with Single Laboratory Validation Approach
Authors: Saowaluck Ukrisdawithid
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The thermal conductivity of thermal insulation materials are measured by Heat Flow Meter (HFM) apparatus. The components of uncertainty are complex and difficult on routine measurement by modelling approach. In this study, uncertainty of thermal conductivity measurement was estimated by single laboratory validation approach. The within-laboratory reproducibility was 1.1%. The standard uncertainty of method and laboratory bias by using SRM1453 expanded polystyrene board was dominant at 1.4%. However, it was assessed that there was no significant bias. For sample measurement, the sources of uncertainty were repeatability, density of sample and thermal conductivity resolution of HFM. From this approach to sample measurements, the combined uncertainty was calculated. In summary, the thermal conductivity of sample, polystyrene foam, was reported as 0.03367 W/m·K ± 3.5% (k = 2) at mean temperature 23.5 °C. The single laboratory validation approach is simple key of routine testing laboratory for estimation uncertainty of thermal conductivity measurement by using HFM, according to ISO/IEC 17025-2017 requirements. These are meaningful for laboratory competent improvement, quality control on products, and conformity assessment.
Keywords: Single laboratory validation approach, within-laboratory reproducibility, method and laboratory bias, certified reference material.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8091470 The Influence of Physical-Mechanical and Thermal Properties of Hemp Filling Materials by the Addition of Energy Byproducts
Authors: Sarka Keprdova, Jiri Bydzovsky
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This article describes to what extent the addition of energy by-products into the structures of the technical hemp filling materials influence their properties. The article focuses on the changes in physical-mechanical and thermal technical properties of materials after the addition of ash or FBC ash or slag in the binding component of material. Technical hemp filling materials are made of technical hemp shives bonded by the mixture of cement and dry hydrate lime. They are applicable as fillers of vertical or horizontal structures or roofs. The research used eight types of energy by-products of power or heating plants in the Czech Republic. Secondary energy products were dispensed in three different percentage ratios as a replacement of cement in the binding component. Density, compressive strength and determination of the coefficient of thermal conductivity after 28, 60 and 90 days of curing in a laboratory environment were determined and subsequently evaluated on the specimens produced.
Keywords: Ash, binder, cement, energy by-product, FBC ash (fluidized bed combustion ash), filling materials, shives, slag, technical hemp.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18981469 Tropical Peat Soil Stabilization using Class F Pond Ash from Coal Fired Power Plant
Authors: Kolay, P.K., Sii, H. Y., Taib, S.N.L.
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This paper presents the stabilization potential of Class F pond ash (PA) from a coal fired thermal power station on tropical peat soil. Peat or highly organic soils are well known for their high compressibility, natural moisture content, low shear strength and long-term settlement. This study investigates the effect of different amount (i.e., 5, 10, 15 and 20%) of PA on peat soil, collected from Sarawak, Malaysia, mainly compaction and unconfined compressive strength (UCS) properties. The amounts of PA added to the peat soil sample as percentage of the dry peat soil mass. With the increase in PA content, the maximum dry density (MDD) of peat soil increases, while the optimum moisture content (OMC) decreases. The UCS value of the peat soils increases significantly with the increase of PA content and also with curing periods. This improvement on compressive strength of tropical peat soils indicates that PA has the potential to be used as a stabilizer for tropical peat soil. Also, the use of PA in soil stabilization helps in reducing the pond volume and achieving environment friendly as well as a sustainable development of natural resources.Keywords: Compaction, Peat soil, Pond ash, Stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33651468 A Simulation Study of E-Glass Reinforced Polyurethane Footbed and Investigation of Parameters Effecting Elastic Behaviour of Footbed Material
Authors: Berkay Ergene, Çağın Bolat
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In this study, we mainly focused on a simulation study regarding composite footbed in order to contribute to shoe industry. As a footbed, e-glass fiber reinforced polyurethane was determined since polyurethane based materials are already used for footbed in shoe manufacturing frequently. Flat, elliptical and rectangular grooved shoe soles were modeled and analyzed separately as TPU, 10% glass fiber reinforced, 30% glass fiber reinforced and 50% glass fiber reinforced materials according to their properties under three point bending and compression situations to determine the relationship between model, material type and mechanical behaviours of composite model. ANSYS 14.0 APDL mechanical structural module is utilized in all simulations and analyzed stress and strain distributions for different footbed models and materials. Furthermore, materials constants like young modulus, shear modulus, Poisson ratio and density of the composites were calculated theoretically by using composite mixture rule and interpreted for mechanical aspects.Keywords: Composite, elastic behaviour, footbed, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7521467 Laboratory Testing Regime for Quantifying Soil Collapsibility
Authors: Anne C. Okwedadi, Samson Ng’ambi, Ian Jefferson
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Collapsible soils go through radical rearrangement of their particles when triggered by water, stress or/and vibration, causing loss of volume. This loss of volume in soil as seen in foundation failures has caused millions of dollars’ worth of damages to public facilities and infrastructure and so has an adverse effect on the society and people. Despite these consequences and the several studies that are available, more research is still required in the study of soil collapsibility. Discerning the pedogenesis (formation) of soils and investigating the combined effects of the different geological soil properties is key to elucidating and quantifying soils collapsibility. This study presents a novel laboratory testing regime that would be undertaken on soil samples where the effects of soil type, compactive variables (moisture content, density, void ratio, degree of saturation) and loading are analyzed. It is anticipated that results obtained would be useful in mapping the trend of the combined effect thus the basis for evaluating soil collapsibility or collapse potentials encountered in construction with volume loss problems attributed to collapse.
Keywords: Collapsible soil, Geomorphological process, Soil Collapsibility properties, Soil test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36831466 Basket Option Pricing under Jump Diffusion Models
Authors: Ali Safdari-Vaighani
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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12081465 An Automated Stock Investment System Using Machine Learning Techniques: An Application in Australia
Authors: Carol Anne Hargreaves
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10991464 Supporting Densification through the Planning and Implementation of Road Infrastructure in the South African Context
Authors: K. Govender, M. Sinclair
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This paper demonstrates a proof of concept whereby shorter trips and land use densification can be promoted through an alternative approach to planning and implementation of road infrastructure in the South African context. It briefly discusses how the development of the Compact City concept relies on a combination of promoting shorter trips and densification through a change in focus in road infrastructure provision. The methodology developed in this paper uses a traffic model to test the impact of synthesized deterrence functions on congestion locations in the road network through the assignment of traffic on the study network. The results from this study demonstrate that intelligent planning of road infrastructure can indeed promote reduced urban sprawl, increased residential density and mixed-use areas which are supported by an efficient public transport system; and reduced dependence on the freeway network with a fixed road infrastructure budget. The study has resonance for all cities where urban sprawl is seemingly unstoppable.
Keywords: Compact cities, densification, road infrastructure planning, transportation modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9331463 Induction Motor Design with Limited Harmonic Currents Using Particle Swarm Optimization
Authors: C. Thanga Raj, S. P. Srivastava, Pramod Agarwal
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This paper presents an optimal design of poly-phase induction motor using Quadratic Interpolation based Particle Swarm Optimization (QI-PSO). The optimization algorithm considers the efficiency, starting torque and temperature rise as objective function (which are considered separately) and ten performance related items including harmonic current as constraints. The QI-PSO algorithm was implemented on a test motor and the results are compared with the Simulated Annealing (SA) technique, Standard Particle Swarm Optimization (SPSO), and normal design. Some benchmark problems are used for validating QI-PSO. From the test results QI-PSO gave better results and more suitable to motor-s design optimization. Cµ code is used for implementing entire algorithms.
Keywords: Design, harmonics, induction motor, particle swarm optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17911462 Design of Nonlinear Observer by Using Chebyshev Interpolation based on Formal Linearization
Authors: Kazuo Komatsu, Hitoshi Takata
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This paper discusses a design of nonlinear observer by a formal linearization method using an application of Chebyshev Interpolation in order to facilitate processes for synthesizing a nonlinear observer and to improve the precision of linearization. A dynamic nonlinear system is linearized with respect to a linearization function, and a measurement equation is transformed into an augmented linear one by the formal linearization method which is based on Chebyshev interpolation. To the linearized system, a linear estimation theory is applied and a nonlinear observer is derived. To show effectiveness of the observer design, numerical experiments are illustrated and they indicate that the design shows remarkable performances for nonlinear systems.Keywords: nonlinear system, nonlinear observer, formal linearization, Chebyshev interpolation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15941461 A New Approach for Classifying Large Number of Mixed Variables
Authors: Hashibah Hamid
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The issue of classifying objects into one of predefined groups when the measured variables are mixed with different types of variables has been part of interest among statisticians in many years. Some methods for dealing with such situation have been introduced that include parametric, semi-parametric and nonparametric approaches. This paper attempts to discuss on a problem in classifying a data when the number of measured mixed variables is larger than the size of the sample. A propose idea that integrates a dimensionality reduction technique via principal component analysis and a discriminant function based on the location model is discussed. The study aims in offering practitioners another potential tool in a classification problem that is possible to be considered when the observed variables are mixed and too large.Keywords: classification, location model, mixed variables, principal component analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15571460 A Study of the Alumina Distribution in the Lab-Scale Cell during Aluminum Electrolysis
Authors: Olga Tkacheva, Pavel Arkhipov, Alexey Rudenko, Yurii Zaikov
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The aluminum electrolysis process in the conventional cryolite-alumina electrolyte with cryolite ratio of 2.7 was carried out at an initial temperature of 970 °C and the anode current density of 0.5 A/cm2 in a 15A lab-scale cell in order to study the formation of the side ledge during electrolysis and the alumina distribution between electrolyte and side ledge. The alumina contained 35.97% α-phase and 64.03% γ-phase with the particles size in the range of 10-120 μm. The cryolite ratio and the alumina concentration were determined in molten electrolyte during electrolysis and in frozen bath after electrolysis. The side ledge in the electrolysis cell was formed only by the 13th hour of electrolysis. With a slight temperature decrease a significant increase in the side ledge thickness was observed. The basic components of the side ledge obtained by the XRD phase analysis were Na3AlF6, Na5Al3F14, Al2O3, and NaF.5CaF2.AlF3. As in the industrial cell, the increased alumina concentration in the side ledge formed on the cell walls and at the ledge-electrolyte-aluminum three-phase boundary during aluminum electrolysis in the lab cell was found (FTP No 05.604.21.0239, IN RFMEFI60419X0239).
Keywords: Alumina, alumina distribution, aluminum electrolyzer, cryolite-alumina electrolyte, side ledge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 749