Search results for: point allocation

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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Authors: Z. W. Zhong, C. Xu, W. K. Choi

Abstract:

To build a thin fan-out wafer-level package, the package had to be ground to a thin level. In this work, the influence of the grinding processes on the strength of the fan-out wafer-level packages was investigated. After different grinding processes, all specimens were placed on a three-point-bending fixture installed on a universal tester for three-point-bending testing, and the strength of the fan-out wafer-level packages was measured. The experiments revealed that the average flexure strength increased with the decreasing surface roughness height of the fan-out wafer-level package tested. The grinding processes had a significant influence on the strength of the fan-out wafer-level packages investigated.

Keywords: FOWLP strength, surface roughness, three-point bending, grinding.

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Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham

Abstract:

Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.

Keywords: Bridge Management Systems (BMS), cost optimization condition assessment, fund allocation, Markov chain.

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Authors: Vai Kuong Sin, Chon Kit Chio

Abstract:

In this paper, the two-dimensional reversed stagnationpoint flow is solved by means of an anlytic approach. There are similarity solutions in case the similarity equation and the boundary condition are modified. Finite analytic method are applied to obtain the similarity velocity function.

Keywords: reversed stagnation-point flow, similarity solutions, asymptotic solution

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Authors: Adel Bouchakhchoukha, Hakim Akeb

Abstract:

In this work, we propose a hybrid heuristic in order to solve the Team Orienteering Problem (TOP). Given a set of points (or customers), each with associated score (profit or benefit), and a team that has a fixed number of members, the problem to solve is to visit a subset of points in order to maximize the total collected score. Each member performs a tour starting at the start point, visiting distinct customers and the tour terminates at the arrival point. In addition, each point is visited at most once, and the total time in each tour cannot be greater than a given value. The proposed heuristic combines beam search and a local optimization strategy. The algorithm was tested on several sets of instances and encouraging results were obtained.

Keywords: Team Orienteering Problem, Vehicle Routing, Beam Search, Local Search.

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Authors: Khampheth Bounnady, Boontee Kruatrachue, Somkiat Wangsiripitak

Abstract:

This paper proposed high level feature for online Lao handwritten recognition. This feature must be high level enough so that the feature is not change when characters are written by different persons at different speed and different proportion (shorter or longer stroke, head, tail, loop, curve). In this high level feature, a character is divided in to sequence of curve segments where a segment start where curve reverse rotation (counter clockwise and clockwise). In each segment, following features are gathered cumulative change in direction of curve (- for clockwise), cumulative curve length, cumulative length of left to right, right to left, top to bottom and bottom to top ( cumulative change in X and Y axis of segment). This feature is simple yet robust for high accuracy recognition. The feature can be gather from parsing the original time sampling sequence X, Y point of the pen location without re-sampling. We also experiment on other segmentation point such as the maximum curvature point which was widely used by other researcher. Experiments results show that the recognition rates are at 94.62% in comparing to using maximum curvature point 75.07%. This is due to a lot of variations of turning points in handwritten.

Keywords: Handwritten feature, chain code, Lao handwritten recognition.

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Authors: Youngji Yoo, Seung Hwan Park, Daewoong An, Sung-Shick Kim, Jun-Geol Baek

Abstract:

The yield management system is very important to produce high-quality semiconductor chips in the semiconductor manufacturing process. In order to improve quality of semiconductors, various tests are conducted in the post fabrication (FAB) process. During the test process, large amount of data are collected and the data includes a lot of information about defect. In general, the defect on the wafer is the main causes of yield loss. Therefore, analyzing the defect data is necessary to improve performance of yield prediction. The wafer bin map (WBM) is one of the data collected in the test process and includes defect information such as the fail bit patterns. The fail bit has characteristics of spatial point patterns. Therefore, this paper proposes the feature extraction method using the spatial point pattern analysis. Actual data obtained from the semiconductor process is used for experiments and the experimental result shows that the proposed method is more accurately recognize the fail bit patterns.

Keywords: Semiconductor, wafer bin map (WBM), feature extraction, spatial point patterns, contour map.

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Authors: Xin Bai, Han Yu, Yongchang Ji, Dan C. Marinescu

Abstract:

We discuss the application of matching in the area of resource discovery and resource allocation in grid computing. We present a formal definition of matchmaking, overview algorithms to evaluate different matchmaking expressions, and develop a matchmaking service for an intelligent grid environment.

Keywords: Grid, Matchmaking, Ontology

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Authors: Najmeh Bolbolamiri, Maryam Setayesh Sanai, Ahmad Mirabadi

Abstract:

This paper deals with condition monitoring of electric switch machine for railway points. Point machine, as a complex electro-mechanical device, switch the track between two alternative routes. There has been an increasing interest in railway safety and the optimal management of railway equipments maintenance, e.g. point machine, in order to enhance railway service quality and reduce system failure. This paper explores the development of Kolmogorov- Smirnov (K-S) test to detect some point failures (external to the machine, slide chairs, fixing, stretchers, etc), while the point machine (inside the machine) is in its proper condition. Time-domain stator Current signatures of normal (healthy) and faulty points are taken by 3 Hall Effect sensors and are analyzed by K-S test. The test is simulated by creating three types of such failures, namely putting a hard stone and a soft stone between stock rail and switch blades as obstacles and also slide chairs- friction. The test has been applied for those three faults which the results show that K-S test can effectively be developed for the aim of other point failures detection, which their current signatures deviate parametrically from the healthy current signature. K-S test as an analysis technique, assuming that any defect has a specific probability distribution. Empirical cumulative distribution functions (ECDF) are used to differentiate these probability distributions. This test works based on the null hypothesis that ECDF of target distribution is statistically similar to ECDF of reference distribution. Therefore by comparing a given current signature (as target signal) from unknown switch state to a number of template signatures (as reference signal) from known switch states, it is possible to identify which is the most likely state of the point machine under analysis.

Keywords: stator currents monitoring, railway points, point failures, fault detection and diagnosis, Kolmogorov-Smirnov test, time-domain analysis.

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Authors: Katsumi Hirata

Abstract:

To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position.

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Authors: Salam Khalifa, Naveed Ahmed

Abstract:

We present a new method to reconstruct a temporally coherent 3D animation from single or multi-view RGB-D video data using unbiased feature point sampling. Given RGB-D video data, in form of a 3D point cloud sequence, our method first extracts feature points using both color and depth information. In the subsequent steps, these feature points are used to match two 3D point clouds in consecutive frames independent of their resolution. Our new motion vectors based dynamic alignement method then fully reconstruct a spatio-temporally coherent 3D animation. We perform extensive quantitative validation using novel error functions to analyze the results. We show that despite the limiting factors of temporal and spatial noise associated to RGB-D data, it is possible to extract temporal coherence to faithfully reconstruct a temporally coherent 3D animation from RGB-D video data.

Keywords: 3D video, 3D animation, RGB-D video, Temporally Coherent 3D Animation.

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Authors: Arkady Bolotin

Abstract:

Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.

Keywords: Categorization, Uncertain medical categories, Binomial regression model, Fuzzy dependent variable, Robustness.

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Authors: Prasanth Sabarish Nair, Thomas Binu, Madiajagan Muthaiyan

Abstract:

This paper discusses a software application to aid in the smooth functioning of a university internship program, including a student, faculty and an administration module. The software can also calculate the most apt combination of students to stations and allocate them respectively.

Keywords: Academic evaluation, administration monitoring, automatic allocation system, internship, student preferences.

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Authors: N. Akhavan Moghaddam, K. Tahvildari, S.Taghvaie

Abstract:

Biodisel is a type of biofuel having similar properties of diesel fuel but lacks substances (undesirable emissions) such as sulfur, nitrogen and aromatic polycyclic. Upon filtration of waste oil, the biodiesel fuel was produced via carrying out transestrification reaction of triglycerides followed by conducting viscosity, density, flash point, cloud point, pour point and copper strip corrosion tests on the samples and comparing with EN14214 and ASTM 6751 standards and all results were found in the permitted limit. The highest yield of biodiesel production reaction was found 46.6435 g when Sodium Hydroxide catalyst in amount of 0.375g was employed, 44.2347 g when Sodium methoxide catalyst in amount of 0.5g was employed and 56.5124 g when acid sulfuric catalyst in amount of 1g was employed and 47.3290 g when two stage reaction was done.

Keywords: Biodiesel, Transesterification, Basic catalyst, Acidic catalyst.

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Authors: F. Fissou Amigue, S. Ndjakomo Essiane, S. Pérabi Ngoffé, G. Abessolo Ondoa, G. Mengata Mengounou, T. P. Nna Nna

Abstract:

This document proposes a method for determining the optimal point of integration of distributed generation (DG) in distribution grid. Slime mould optimization is applied to determine best node in case of one and two injection point. Problem has been modeled as an optimization problem where the objective is to minimize joule loses and main constraint is to regulate voltage in each point. The proposed method has been implemented in MATLAB and applied in IEEE network 33 and 69 nodes. Comparing results obtained with other algorithms showed that slime mould optimization algorithms (SMOA) have the best reduction of power losses and good amelioration of voltage profile.

Keywords: Optimization, distributed generation, integration, slime mould algorithm.

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Authors: Massoud Masoumi, Hosseyn Mahdizadeh

Abstract:

A new and highly efficient architecture for elliptic curve scalar point multiplication which is optimized for a binary field recommended by NIST and is well-suited for elliptic curve cryptographic (ECC) applications is presented. To achieve the maximum architectural and timing improvements we have reorganized and reordered the critical path of the Lopez-Dahab scalar point multiplication architecture such that logic structures are implemented in parallel and operations in the critical path are diverted to noncritical paths. With G=41, the proposed design is capable of performing a field multiplication over the extension field with degree 163 in 11.92 s with the maximum achievable frequency of 251 MHz on Xilinx Virtex-4 (XC4VLX200) while 22% of the chip area is occupied, where G is the digit size of the underlying digit-serial finite field multiplier.

Keywords: Elliptic curve cryptography, FPGA implementation, scalar point multiplication.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for the boundary value problem of second-order singular differential equations in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular equation.

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Authors: Jing Zhang, Jie Chen

Abstract:

In this paper, we deal with the optimal I/O point location in an automated parking system. In this system, the S/R machine (storage and retrieve machine) travels independently in vertical and horizontal directions. Based on the characteristics of the parking system and the basic principle of AS/RS system (Automated Storage and Retrieval System), we obtain the continuous model in units of time. For the single command cycle using the randomized storage policy, we calculate the probability density function for the system travel time and thus we develop the travel time model. And we confirm that the travel time model shows a good performance by comparing with discrete case. Finally in this part, we establish the optimal model by minimizing the expected travel time model and it is shown that the optimal location of the I/O point is located at the middle of the left-hand above corner.

Keywords: Parking system, optimal location, response time, S/R machine.

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Authors: Aichun Feng, Zhi-Min Chen, Jing Tang Xing

Abstract:

A two-dimensional linear wave-body interaction problem can be solved using a desingularized integral method by placing free surface Rankine sources over calm water surface and satisfying boundary conditions at prescribed collocation points on the calm water surface. A new free-surface Rankine source distribution scheme, determined by the intersection points of free surface and body surface, is developed to reduce numerical computation cost. Associated with this, a new treatment is given to the intersection point. The present scheme results are in good agreement with traditional numerical results and measurements.

Keywords: Source point distribution, panel method, Rankine source, desingularized algorithm.

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Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

Abstract:

This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: Power system, Transient stability, Critical trajectory method, Energy function method.

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Authors: Mojahid F. Saeed Osman

Abstract:

Repairable items inventory system is a management tool used to incorporate all information concerning inventory levels and movements for repaired and new items. This paper presents development of an effective simulation model for managing the inventory of repairable items for a production system where production lines send their faulty items to a repair shop considering the stochastic failure behavior and repair times. The developed model imitates the process of handling the on-hand inventory of repaired items and the replenishment of the inventory of new items using Economic Order Quantity and Reorder Point ordering policy in a flexible and risk-free environment. We demonstrate the appropriateness and effectiveness of the proposed simulation model using an illustrative case problem. The developed simulation model can be used as a reliable tool for estimating a healthy on-hand inventory of new and repaired items, backordered items, and downtime due to unavailability of repaired items, and validating and examining Economic Order Quantity and Reorder Point ordering policy, which would further be compared with other ordering strategies as future work.

Keywords: Inventory system, repairable items, simulation, maintenance, economic order quantity, reorder point.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory, we study the existence and multiplicity of the positive solutions for systems of nonlinear third-order differential equations with p-laplacian, which improve and generalize the result of related paper.

Keywords: p-Laplacian, cone, fixed point theorem, positive solution.

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Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using Leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferential equation, boundary value problems

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Authors: M. R. Dolatian, A. Jalilian

Abstract:

The behavior of three phase five leg transformer under voltage sag is studied in this paper. This paper proposes a simple, practical model of a three phase-five leg, saturated transformer with accurate performance. Transformer saturation is produced when the voltage sag is recovered and it causes inrush current in transformer. Effects of voltage sag depth, duration and initial point on wave have been analyzed in this paper. Initial point on wave can produce maximum inrush current in five leg transformers while comparing with three leg transformers. The magnetic circuit symmetry of five leg transformer produces the more symmetrical shape of inrush current curves versus initial point on wave and sag duration than three leg transformer. The simulations show that current peak has a periodical dependence on sag duration and linear dependence on sag depth. Inrush current that is produced in three phase five leg transformer is higher than three phase three leg transformer.

Keywords: Inrush current, three phase five leg transformer, saturation, voltage sag.

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Authors: Jawad Ahmad, Hee-Jun Kim

Abstract:

This paper describes the design of a voltage based maximum power point tracker (MPPT) for photovoltaic (PV) applications. Of the various MPPT methods, the voltage based method is considered to be the simplest and cost effective. The major disadvantage of this method is that the PV array is disconnected from the load for the sampling of its open circuit voltage, which inevitably results in power loss. Another disadvantage, in case of rapid irradiance variation, is that if the duration between two successive samplings, called the sampling period, is too long there is a considerable loss. This is because the output voltage of the PV array follows the unchanged reference during one sampling period. Once a maximum power point (MPP) is tracked and a change in irradiation occurs between two successive samplings, then the new MPP is not tracked until the next sampling of the PV array voltage. This paper proposes an MPPT circuit in which the sampling interval of the PV array voltage, and the sampling period have been shortened. The sample and hold circuit has also been simplified. The proposed circuit does not utilize a microcontroller or a digital signal processor and is thus suitable for low cost and low power applications.

Keywords: Maximum power point tracker, Sample and hold amplifier, Sampling interval, Sampling period.

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Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferentialequation, boundary value problems

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Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferentialequation, boundary value problems

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Authors: Thanin Sitthiwirattham, Jiraporn Reunsumrit

Abstract:

We study the existence of positive solutions to the three points difference-summation boundary value problem. We show the existence of at least one positive solution if f is either superlinear or sublinear by applying the fixed point theorem due to Krasnoselskii in cones.

Keywords: Positive solution, Boundary value problem, Fixed point theorem, Cone.

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Authors: David Boyajian, Tadeh Zirakian

Abstract:

Stability and performance of steel plates are characterized by geometrical buckling and material yielding. In this paper, the geometrical buckling and material yielding behaviors of low yield point (LYP) steel plates are studied from the point of view of their application in steel plate shear wall (SPSW) systems. Use of LYP steel facilitates the design and application of web plates with improved buckling and energy absorption capacities in SPSW systems. LYP steel infill plates may yield first and then undergo inelastic buckling. Hence, accurate determination of the limiting plate thickness corresponding to simultaneous buckling and yielding can be effective in seismic design of such lateral force-resisting and energy dissipating systems. The limiting thicknesses of plates with different loading and support conditions are determined theoretically and verified through detailed numerical simulations. Effects of use of LYP steel and plate aspect ratio parameter on the limiting plate thickness are investigated as well. In addition, detailed studies are performed on determination of the limiting web-plate thickness in code-designed SPSWs. Some practical recommendations are accordingly provided for efficient seismic design of SPSW systems with LYP steel infill plates.

Keywords: Plates, buckling, yielding, low yield point steel, steel plate shear walls.

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