Search results for: Thai series
873 Incorporation of SVS CBVLC Supplementary Controller for Damping SSR in Power System
Authors: Narendra Kumar, Sanjiv Kumar
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Static VAR System (SVS) is a kind of FACTS device which is used in power system primarily for the purpose of voltage and reactive power control. In this paper presents a systematic approach for designing SVS supplementary controller, which is used to improve the damping of power system oscillation. The combined bus voltage and line current (CBVLC) supplementary controller has been developed and incorporated in the SVS control system located at the middle of the series compensated long transmission line. Damping of torsional stresses due to subsynchronous resonance resulting from series capacitive compensation using CBVLC is investigated in this paper. Simulation results are carried out with MATLAB/Simulink on the IEEE first benchmark model (FBM). The simulation results show that the oscillations are satisfactorily damped out by the SVS supplementary controller. Time domain simulation is performed on power system and the results demonstrate the effectiveness of the proposed controller.
Keywords: Bus voltage and line current (BVLC), series compensation, sub synchronous resonance (SSR), supplementary controller, eigenvalue investigation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1848872 Prediction of Research Topics Using Ensemble of Best Predictors from Similar Dataset
Authors: Indra Budi, Rizal Fathoni Aji, Agus Widodo
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Prediction of future research topics by using time series analysis either statistical or machine learning has been conducted previously by several researchers. Several methods have been proposed to combine the forecasting results into single forecast. These methods use fixed combination of individual forecast to get the final forecast result. In this paper, quite different approach is employed to select the forecasting methods, in which every point to forecast is calculated by using the best methods used by similar validation dataset. The dataset used in the experiment is time series derived from research report in Garuda, which is an online sites belongs to the Ministry of Education in Indonesia, over the past 20 years. The experimental result demonstrates that the proposed method may perform better compared to the fix combination of predictors. In addition, based on the prediction result, we can forecast emerging research topics for the next few years.
Keywords: Combination, emerging topics, ensemble, forecasting, machine learning, prediction, research topics, similarity measure, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2125871 Two-dimensional Differential Transform Method for Solving Linear and Non-linear Goursat Problem
Authors: H. Taghvafard, G. H. Erjaee
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A method for solving linear and non-linear Goursat problem is given by using the two-dimensional differential transform method. The approximate solution of this problem is calculated in the form of a series with easily computable terms and also the exact solutions can be achieved by the known forms of the series solutions. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. Several examples are given to demonstrate the reliability and the performance of the presented method.Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2385870 Optimal Control for Coordinated Control of SVeC and PSS Damping Controllers
Authors: K. Himaja, T. S. Surendra, S. Tara Kalyani
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In this article, Optimal Control for Coordinated Control (COC) of Series Vectorial Compensator (SVeC) and Power System Stabilizer (PSS) in order to damp Low Frequency Oscillations (LFO) is proposed. SVeC is a series Flexible Alternating Current Transmission System (FACTS) device. The Optimal Control strategy based on state feedback control for coordination of PSS and SVeC controllers under different loading conditions has not been developed. So, the Optimal State Feedback Controller (OSFC) for incorporating of PSS and SVeC controllers in COC manner has been developed in this paper. The performance of the proposed controller is checked through eigenvalue analysis and nonlinear time domain simulation results. The proposed Optimal Controller design for the COC of SVeC and PSS results will be analyzed without controller. The comparative results show that Optimal Controller for COC of SVeC and PSSs improve greatly the system damping LFO than without controller.Keywords: Coordinated control, damping controller, optimal state feedback controller, power system stabilizer, series vectorial compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 763869 Haar wavelet Method for Solving Initial and Boundary Value Problems of Bratu-type
Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan
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In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.
Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2965868 Design of Static Synchronous Series Compensator Based Damping Controller Employing Real Coded Genetic Algorithm
Authors: S.C.Swain, A.K.Balirsingh, S. Mahapatra, S. Panda
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This paper presents a systematic approach for designing Static Synchronous Series Compensator (SSSC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. The design problem of the proposed controller is formulated as an optimization problem and RCGA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. Simulation results are presented and compared with a conventional method of tuning the damping controller parameters to show the effectiveness and robustness of the proposed design approach.Keywords: Low frequency Oscillations, Phase CompensationTechnique, Real Coded Genetic Algorithm, Single-machine InfiniteBus Power System, Static Synchronous Series Compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2502867 Practical Experiences as Part of Project Management Course
Authors: H. Hussain, N. H. Mohamad
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Practical experiences have been one of the successful criteria for the Project Management course for the art and design students. There are series of events that the students have to undergo as part of their practical exercises in the learning context for Project Management courses. These series have been divided into few mini programs that involved the whole individual in each group. Therefore, the events have been one of the bench marks for these students. Through the practical experience, the task that has been given to individual has been performed according to the needs of professional practice and ethics.Keywords: Practical experiences, project management, art and design students, events, programs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1271866 Comparison of Two Maintenance Policies for a Two-Unit Series System Considering General Repair
Authors: Seyedvahid Najafi, Viliam Makis
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In recent years, maintenance optimization has attracted special attention due to the growth of industrial systems complexity. Maintenance costs are high for many systems, and preventive maintenance is effective when it increases operations' reliability and safety at a reduced cost. The novelty of this research is to consider general repair in the modeling of multi-unit series systems and solve the maintenance problem for such systems using the semi-Markov decision process (SMDP) framework. We propose an opportunistic maintenance policy for a series system composed of two main units. Unit 1, which is more expensive than unit 2, is subjected to condition monitoring, and its deterioration is modeled using a gamma process. Unit 1 hazard rate is estimated by the proportional hazards model (PHM), and two hazard rate control limits are considered as the thresholds of maintenance interventions for unit 1. Maintenance is performed on unit 2, considering an age control limit. The objective is to find the optimal control limits and minimize the long-run expected average cost per unit time. The proposed algorithm is applied to a numerical example to compare the effectiveness of the proposed policy (policy Ⅰ) with policy Ⅱ, which is similar to policy Ⅰ, but instead of general repair, replacement is performed. Results show that policy Ⅰ leads to lower average cost compared with policy Ⅱ.
Keywords: Condition-based maintenance, proportional hazards model, semi-Markov decision process, two-unit series systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 584865 Single Phase Fluid Flow in Series of Microchannel Connected via Converging-Diverging Section with or without Throat
Authors: Abhishek Kumar Chandra, Kaushal Kishor, Wasim Khan, Dhananjay Singh, M. S. Alam
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Single phase fluid flow through series of uniform microchannels connected via transition section (converging-diverging section with or without throat) was analytically and numerically studied to characterize the flow within the channel and in the transition sections. Three sets of microchannels of diameters 100, 184, and 249 μm were considered for investigation. Each set contains 10 numbers of microchannels of length 20 mm, connected to each other in series via transition sections. Transition section consists of either converging-diverging section with throat or without throat. The effect of non-uniformity in microchannels on pressure drop was determined by passing water/air through the set of channels for Reynolds number 50 to 1000. Compressibility and rarefaction effects in transition sections were also tested analytically and numerically for air flow. The analytical and numerical results show that these configurations can be used in enhancement of transport processes. However, converging-diverging section without throat shows superior performance over with throat configuration.Keywords: Contraction-expansion flow, integrated microchannel, microchannel network, single phase flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 909864 Financing Decision and Productivity Growth for the Venture Capital Industry Using High-Order Fuzzy Time Series
Authors: Shang-En Yu
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Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.
Keywords: Heterogeneity, residential mortgage loans, foreclosure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1388863 Nonlinear Dynamical Characterization of Heart Rate Variability Time Series of Meditation
Authors: B. S. Raghavendra, D. Narayana Dutt
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Many recent electrophysiological studies have revealed the importance of investigating meditation state in order to achieve an increased understanding of autonomous control of cardiovascular functions. In this paper, we characterize heart rate variability (HRV) time series acquired during meditation using nonlinear dynamical parameters. We have computed minimum embedding dimension (MED), correlation dimension (CD), largest Lyapunov exponent (LLE), and nonlinearity scores (NLS) from HRV time series of eight Chi and four Kundalini meditation practitioners. The pre-meditation state has been used as a baseline (control) state to compare the estimated parameters. The chaotic nature of HRV during both pre-meditation and meditation is confirmed by MED. The meditation state showed a significant decrease in the value of CD and increase in the value of LLE of HRV, in comparison with premeditation state, indicating a less complex and less predictable nature of HRV. In addition, it was shown that the HRV of meditation state is having highest NLS than pre-meditation state. The study indicated highly nonlinear dynamic nature of cardiac states as revealed by HRV during meditation state, rather considering it as a quiescent state.Keywords: Correlation dimension, Embedding dimension, Heartrate variability, Largest Lyapunov exponent, Meditation, Nonlinearity score.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906862 Retrospective Reconstruction of Time Series Data for Integrated Waste Management
Authors: A. Buruzs, M. F. Hatwágner, A. Torma, L. T. Kóczy
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The development, operation and maintenance of Integrated Waste Management Systems (IWMS) affects essentially the sustainable concern of every region. The features of such systems have great influence on all of the components of sustainability. In order to reach the optimal way of processes, a comprehensive mapping of the variables affecting the future efficiency of the system is needed such as analysis of the interconnections among the components and modeling of their interactions. The planning of a IWMS is based fundamentally on technical and economical opportunities and the legal framework. Modeling the sustainability and operation effectiveness of a certain IWMS is not in the scope of the present research. The complexity of the systems and the large number of the variables require the utilization of a complex approach to model the outcomes and future risks. This complex method should be able to evaluate the logical framework of the factors composing the system and the interconnections between them. The authors of this paper studied the usability of the Fuzzy Cognitive Map (FCM) approach modeling the future operation of IWMS’s. The approach requires two input data set. One is the connection matrix containing all the factors affecting the system in focus with all the interconnections. The other input data set is the time series, a retrospective reconstruction of the weights and roles of the factors. This paper introduces a novel method to develop time series by content analysis.
Keywords: Content analysis, factors, integrated waste management system, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2018861 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand
Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee
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In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1986860 Synthesis, Structure and Functional Characteristics of Solid Electrolytes Based on Lanthanum Niobates
Authors: Maria V. Morozova, Yulia V. Emelyanova, Anastasia A. Levina, Elena S. Buyanova, Zoya A. Mikhaylovskaya, Sofia A. Petrova
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The solid solutions of lanthanum niobates substituted by yttrium, bismuth and tungsten were synthesized. The structure of the solid solutions is either LaNbO4-based monoclinic or BiNbO4-based triclinic. The series where niobium is substituted by tungsten on B site reveals phase-modulated structure. The values of cell parameters decrease with increasing the dopant concentration for all samples except the tungsten series although the latter show higher total conductivity.Keywords: Impedance spectroscopy, LaNbO4, lanthanum ortho-niobates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1589859 Automatic Thresholding for Data Gap Detection for a Set of Sensors in Instrumented Buildings
Authors: Houda Najeh, Stéphane Ploix, Mahendra Pratap Singh, Karim Chabir, Mohamed Naceur Abdelkrim
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Building systems are highly vulnerable to different kinds of faults and failures. In fact, various faults, failures and human behaviors could affect the building performance. This paper tackles the detection of unreliable sensors in buildings. Different literature surveys on diagnosis techniques for sensor grids in buildings have been published but all of them treat only bias and outliers. Occurences of data gaps have also not been given an adequate span of attention in the academia. The proposed methodology comprises the automatic thresholding for data gap detection for a set of heterogeneous sensors in instrumented buildings. Sensor measurements are considered to be regular time series. However, in reality, sensor values are not uniformly sampled. So, the issue to solve is from which delay each sensor become faulty? The use of time series is required for detection of abnormalities on the delays. The efficiency of the method is evaluated on measurements obtained from a real power plant: an office at Grenoble Institute of technology equipped by 30 sensors.Keywords: Building system, time series, diagnosis, outliers, delay, data gap.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 903858 SDVAR Algorithm for Detecting Fraud in Telecommunications
Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King
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This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2256857 Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations
Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay
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In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.
Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1649856 Coordination between SC and SVC for Voltage Stability Improvement
Authors: Ali Reza Rajabi, Shahab Rashnoei, Mojtaba Hakimzadeh, Amir Habibi
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At any point of time, a power system operating condition should be stable, meeting various operational criteria and it should also be secure in the event of any credible contingency. Present day power systems are being operated closer to their stability limits due to economic and environmental constraints. Maintaining a stable and secure operation of a power system is therefore a very important and challenging issue. Voltage instability has been given much attention by power system researchers and planners in recent years, and is being regarded as one of the major sources of power system insecurity. Voltage instability phenomena are the ones in which the receiving end voltage decreases well below its normal value and does not come back even after setting restoring mechanisms such as VAR compensators, or continues to oscillate for lack of damping against the disturbances. Reactive power limit of power system is one of the major causes of voltage instability. This paper investigates the effects of coordinated series capacitors (SC) with static VAR compensators (SVC) on steady-state voltage stability of a power system. Also, the influence of the presence of series capacitor on static VAR compensator controller parameters and ratings required to stabilize load voltages at certain values are highlighted.
Keywords: Static VAR Compensator (SVC), Series Capacitor (SC), voltage stability, reactive power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1966855 A PI Controller for Enhancing the Transient Stability of Multi Pulse Inverter Based Static Synchronous Series Compensator (SSSC) With Superconducting Magnetic Energy Storage(SMES)
Authors: S. Padma, Dr. R. Lakshmipathi, K. Ramash Kumar, P. Nandagopal
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The power system network is becoming more complex nowadays and it is very difficult to maintain the stability of the system. Today-s enhancement of technology makes it possible to include new energy storage devices in the electric power system. In addition, with the aid of power electronic devices, it is possible to independently exchange active and reactive power flow with the utility grid. The main purpose of this paper proposes a Proportional – Integral (PI) control based 48 – pulse Inverter based Static Synchronous Series Compensator (SSSC) with and without Superconducting Magnetic Energy Storage (SMES) used for enhancing the transient stability and regulating power flow in automatic mode. Using a test power system through the dynamic simulation in Matlab/Simulink platform validates the performance of the proposed SSSC with and without SMES system.Keywords: Flexible AC transmission system (FACTS), PIControl, Superconducting Magnetic Energy Storage (SMES), Static Synchronous Series Compensator (SSSC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2354854 GPS Navigator for Blind Walking in a Campus
Authors: Rangsipan Marukatat, Pongmanat Manaspaibool, Benjawan Khaiprapay, Pornpimon Plienjai
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We developed a GPS-based navigation device for the blind, with audio guidance in Thai language. The device is composed of simple and inexpensive hardware components. Its user interface is quite simple. It determines optimal routes to various landmarks in our university campus by using heuristic search for the next waypoints. We tested the device and made note of its limitations and possible extensions.Keywords: Blind, global positioning system (GPS), navigation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2451853 Effect of a Multiple Stenosis on Blood Flow through a Tube
Authors: Vipin Kumar Verma, Praveen Saraswat
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The development of double stenosis in an artery can have serious consequences and can disrupt the normal functioning of the circulatory system. It has been realized that various hydrodynamics effects (i.e. wall shear, pressure distribution etc.) play important role in the development of this disease. Generally in the literature, the cross-section of the artery is assumed to be uniform with a single stenosis. However, in real situation the multiple stenosis develops in series along the length of artery whose cross-section varies slowly. Therefore, the flow of blood is laminar through a small diameter artery with axisymmetric identical double stenosis in series.
Keywords: Wall shear, multiple stenosis, artery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1900852 Numerical Solution of Linear Ordinary Differential Equations in Quantum Chemistry by Clenshaw Method
Authors: M. Saravi, F. Ashrafi, S.R. Mirrajei
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As we know, most differential equations concerning physical phenomenon could not be solved by analytical method. Even if we use Series Method, some times we need an appropriate change of variable, and even when we can, their closed form solution may be so complicated that using it to obtain an image or to examine the structure of the system is impossible. For example, if we consider Schrodinger equation, i.e., We come to a three-term recursion relations, which work with it takes, at least, a little bit time to get a series solution[6]. For this reason we use a change of variable such as or when we consider the orbital angular momentum[1], it will be necessary to solve. As we can observe, working with this equation is tedious. In this paper, after introducing Clenshaw method, which is a kind of Spectral method, we try to solve some of such equations.Keywords: Chebyshev polynomials, Clenshaw method, ODEs, Spectral methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1420851 The Effects of Country of Manufacture and Country of Brand on Purchase Intention: The Moderating Role of Brand Experience
Authors: Natinee Thanajaro
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In the past few decades, international research on the country of origin of products has garnered significant interest, particularly in investigating the effects of consumers’ evaluation and perception. As globalization and market competition rise, international firms are seeking ways to control their labour costs and minimise taxes. Many products are outsourced and manufactured in countries with cheap labour. Consequently, the proliferation of ‘bi-national’ products has increased, raising important questions related to consumers’ perception. Moreover, the rapid growth in emerging markets, especially in Asia, has made these countries attractive options for international brands. Therefore, studying the country of origin allows firms and researchers to understand how customers perceive such information regarding the country of manufacture and the country of the brand. This study aims to investigate the influence of the country of manufacture (COM) and country of brand (COB) on Thai consumers’ perception of the brand. In addition, it embraces a different perspective on brand experience as a moderating factor. A sample of 403 Thai respondents was collected through face-to-face survey questionnaires in central Bangkok. This research employs an experiment using a factorial design to test the hypotheses. SPSS statistics software was adopted to analyse and validate the reliability of the testing of the constructs and model hypotheses. The results of this research show that the respondents positively respond to the COB more than the COM, and brand experience plays a moderating role in this research. This research provides a significant contribution to the existing literature and managerial practicality by using multi-dimensional information on the country and analyses the relationships between these dimensions.
Keywords: Brand experience, country of brand, country of manufacture, purchase intention.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 648850 Time Series Forecasting Using Various Deep Learning Models
Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan
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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as an explicit input. In this paper, we study how the performance of predictive models change as a function of different look-back window sizes and different amounts of time to predict into the future. We also consider the performance of the recent attention-based transformer models, which had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (Recurrent Neural Network (RNN), Long Short-term Memory (LSTM), Gated Recurrent Units (GRU), and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the website of University of California, Irvine (UCI), which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean Absolute Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.
Keywords: Air quality prediction, deep learning algorithms, time series forecasting, look-back window.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1167849 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN
Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad
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The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2433848 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model
Authors: A. Kablan
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The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3395847 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis
Authors: Nikolay Nikolaev, Evgueni Smirnov
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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1331846 Implementation Issues of Industrial PID Controller and Their Remedies
Authors: C. B. Vishwakarma
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We elaborated the parallel and series Proportional, Integral and Derivative (PID) controllers, which are being used in industries. Various issues, which are very often faced by control engineers while designing the PID controllers for industrial systems are described. The effect of measurement noise on the actuator due to derivative term of a PID controller has been explained in detail. Similarly, proportional kick, derivative kick, saturation tendency of the actuator and reverse phenomena of an industrial process have been summarized. Moreover, we meticulously explained the remedies of the all issues of the parallel industrial PID controller.
Keywords: Band-width limited derivative control, derivative kick, proportional kick, reverse acting controller, series PID controller.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 119845 A Comparative Study of Costumes for Religious Festivals in ASEAN Countries
Authors: Jaruphan Supprung
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Aims of this research were to study the major religious festivals of merit making and joyful celebrations (nationwide) in each country of ASEAN countries and to compare the costumes for these major religious festivals among these countries. This documentary research employed qualitative research methodology. The findings of the research disclosed that there are 28 main religious festivals in ASEAN countries: 3 Islamic festivals in Brunei Darussalam such as Hari Raya Aidiladha Festival, Mauludin Nabi Festival and Hari Raya Aidilfitri Festival; 2 Buddhist festivals in Cambodia such as Pchum Ben Festival and Khmer New Year Festival; 3 Islamic festivals in Indonesia such as Eid al-Adha Festival, Maulid Nabi Festival and Eid ul-Fitr Festival; 5 Buddhist festivals in Laos such as Boun Awk Pansa Festival, Boun Pha Vet Festival, Boun Pi Mai Festival, Boun Khao Pradabdin Festival and Boun Khao Salak Festival; 3 Islamic festivals in Malaysia such as Hari Raya Aidil Adha Festival, Maulidur Rasul Festival and Hari Raya Aidilfitri Festival; 4 Buddhist festivals in Myanmar such as Thadingyut Festival, Tazaungmon Full Moon Festival, Htamane Festival, and Thingyan Festival; 2 Christian festivals in Philippines such as Christmas Festival and Feast of the Santo Niño; Only 1 Buddhist festival in Singapore: Festival of Vesak Day; 4 Buddhist festivals in Thailand such as Songkran Festival (Thai New Year), Sart Thai Festival, Khao Pansa Festival and Awk Pansa Festival; and only 1 Buddhist festival in Vietnam: Tet Nguyen Dan Festival. For the comparison of the costumes for these major religious festivals, it can be concluded that the most popular style of male costume for religious festivals in ASEAN countries consists of stand-up collar (100%), long sleeves (100%), shirt (90%), and long pants (100%), and the most popular style of male costume for religious festivals in ASEAN countries consists of round neck (90%), long sleeves (80%), blouse (60%), and maxi tube skirt (80%).
Keywords: Costume, Religious festival, ASEAN countries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3751844 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things
Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker
Abstract:
Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.
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