Search results for: stochastic regression.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1029

Search results for: stochastic regression.

819 A Model for Test Case Selection in the Software-Development Life Cycle

Authors: Adtha Lawanna

Abstract:

Software maintenance is one of the essential processes of Software-Development Life Cycle. The main philosophies of retaining software concern the improvement of errors, the revision of codes, the inhibition of future errors, and the development in piece and capacity. While the adjustment has been employing, the software structure has to be retested to an upsurge a level of assurance that it will be prepared due to the requirements. According to this state, the test cases must be considered for challenging the revised modules and the whole software. A concept of resolving this problem is ongoing by regression test selection such as the retest-all selections, random/ad-hoc selection and the safe regression test selection. Particularly, the traditional techniques concern a mapping between the test cases in a test suite and the lines of code it executes. However, there are not only the lines of code as one of the requirements that can affect the size of test suite but including the number of functions and faulty versions. Therefore, a model for test case selection is developed to cover those three requirements by the integral technique which can produce the smaller size of the test cases when compared with the traditional regression selection techniques.

Keywords: Software maintenance, regression test selection, test case.

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818 Mathematical Modeling to Predict Surface Roughness in CNC Milling

Authors: Ab. Rashid M.F.F., Gan S.Y., Muhammad N.Y.

Abstract:

Surface roughness (Ra) is one of the most important requirements in machining process. In order to obtain better surface roughness, the proper setting of cutting parameters is crucial before the process take place. This research presents the development of mathematical model for surface roughness prediction before milling process in order to evaluate the fitness of machining parameters; spindle speed, feed rate and depth of cut. 84 samples were run in this study by using FANUC CNC Milling α-Τ14ιE. Those samples were randomly divided into two data sets- the training sets (m=60) and testing sets(m=24). ANOVA analysis showed that at least one of the population regression coefficients was not zero. Multiple Regression Method was used to determine the correlation between a criterion variable and a combination of predictor variables. It was established that the surface roughness is most influenced by the feed rate. By using Multiple Regression Method equation, the average percentage deviation of the testing set was 9.8% and 9.7% for training data set. This showed that the statistical model could predict the surface roughness with about 90.2% accuracy of the testing data set and 90.3% accuracy of the training data set.

Keywords: Surface roughness, regression analysis.

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817 Stature Prediction Model Based On Hand Anthropometry

Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar

Abstract:

The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.

Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.

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816 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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815 Use of Regression Analysis in Determining the Length of Plastic Hinge in Reinforced Concrete Columns

Authors: Mehmet Alpaslan Köroğlu, Musa Hakan Arslan, Muslu Kazım Körez

Abstract:

Basic objective of this study is to create a regression analysis method that can estimate the length of a plastic hinge which is an important design parameter, by making use of the outcomes of (lateral load-lateral displacement hysteretic curves) the experimental studies conducted for the reinforced square concrete columns. For this aim, 170 different square reinforced concrete column tests results have been collected from the existing literature. The parameters which are thought affecting the plastic hinge length such as crosssection properties, features of material used, axial loading level, confinement of the column, longitudinal reinforcement bars in the columns etc. have been obtained from these 170 different square reinforced concrete column tests. In the study, when determining the length of plastic hinge, using the experimental test results, a regression analysis have been separately tested and compared with each other. In addition, the outcome of mentioned methods on determination of plastic hinge length of the reinforced concrete columns has been compared to other methods available in the literature.

Keywords: Columns, plastic hinge length, regression analysis, reinforced concrete.

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814 Modeling Aeration of Sharp Crested Weirs by Using Support Vector Machines

Authors: Arun Goel

Abstract:

The present paper attempts to investigate the prediction of air entrainment rate and aeration efficiency of a free overfall jets issuing from a triangular sharp crested weir by using regression based modelling. The empirical equations, Support vector machine (polynomial and radial basis function) models and the linear regression techniques were applied on the triangular sharp crested weirs relating the air entrainment rate and the aeration efficiency to the input parameters namely drop height, discharge, and vertex angle. It was observed that there exists a good agreement between the measured values and the values obtained using empirical equations, Support vector machine (Polynomial and rbf) models and the linear regression techniques. The test results demonstrated that the SVM based (Poly & rbf) model also provided acceptable prediction of the measured values with reasonable accuracy along with empirical equations and linear regression techniques in modelling the air entrainment rate and the aeration efficiency of a free overfall jets issuing from triangular sharp crested weir. Further sensitivity analysis has also been performed to study the impact of input parameter on the output in terms of air entrainment rate and aeration efficiency.

Keywords: Air entrainment rate, dissolved oxygen, regression, SVM, weir.

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813 A Research on Inference from Multiple Distance Variables in Hedonic Regression – Focus on Three Variables

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban context, urban nodes such as amenity or hazard will certainly affect house price, while classic hedonic analysis will employ distance variables measured from each urban nodes. However, effects from distances to facilities on house prices generally do not represent the true price of the property. Distance variables measured on the same surface are suffering a problem called multicollinearity, which is usually presented as magnitude variance and mean value in regression, errors caused by instability. In this paper, we provided a theoretical framework to identify and gather the data with less bias, and also provided specific sampling method on locating the sample region to avoid the spatial multicollinerity problem in three distance variable’s case.

Keywords: Hedonic regression, urban node, distance variables, multicollinerity, collinearity.

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812 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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811 On the Hierarchical Ergodicity Coefficient

Authors: Yilun Shang

Abstract:

In this paper, we deal with the fundamental concepts and properties of ergodicity coefficients in a hierarchical sense by making use of partition. Moreover, we establish a hierarchial Hajnal’s inequality improving some previous results.

Keywords: Stochastic matrix, ergodicity coefficient, partition.

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810 An Optimal Algorithm for Finding (r, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint

Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

Abstract:

This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.

Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.

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809 The Effect of the Hourly Compensation on the Unemployment Rate: Comparative Analysis of United States, Canada and the United Kingdom Using Panel Data Regression Analysis

Authors: Ashiquer Rahman, Hares Mohammad, Ummey Salma

Abstract:

A country’s hourly compensation and unemployment rates are two of its most crucial components. They are not merely statistics but they have profound effects on individual, families, country, and the economy. They are inversely related to one another. The increased hourly compensation in the manufacturing sector can have a favorable effect on job changing issues. Moreover, the relationship between hourly compensation and unemployment is complex and influenced by broader economic factors. In this paper, in order to determine the effect of hourly compensation on unemployment rate, we use the panel data regression models and evaluate the expected link between hourly compensation and unemployment rate. We estimate the fixed effects model (FEM), evaluate the error components model (ECM), and determine which model (the FEM or ECM) is better through pooling all 60 observations. We then analyze and review the data by comparing countries (United States, Canada and the United Kingdom) using panel data regression models. Finally, we provide result, analysis and a summary of this extensive research on how the hourly compensation affects unemployment rate. Additionally, this paper offers relevant and useful guideline for the government and academic community to use an econometrics and social approach for the hourly compensation on unemployment rate to eliminate the problem.

Keywords: Hourly compensation, unemployment rate, panel data regression models, dummy variables, random effects model, fixed effects model, the linear regression model.

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808 Implementation of Response Surface Methodology using in Small Brown Rice Peeling Machine: Part I

Authors: S. Bangphan, P. Bangphan, T.Boonkang

Abstract:

Implementation of response surface methodology (RSM) was employed to study the effects of two factor (rubber clearance and round per minute) in brown rice peeling machine of The optimal BROKENS yield (19.02, average of three repeats),.The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α = 0.05, the values of Regression coefficient, R 2 (adj)were 97.35 % and standard deviation were 1.09513. The independent variables are initial rubber clearance, and round per minute parameters namely. The investigating responses are final rubber clearance, and round per minute (RPM). The restriction of the optimization is the designated.

Keywords: Brown rice, Response surface methodology(RSM), Rubber clearance, Round per minute (RPM), Peeling machine.

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807 Climate Change in Albania and Its Effect on Cereal Yield

Authors: L. Basha, E. Gjika

Abstract:

This study is focused on analyzing climate change in Albania and its potential effects on cereal yields. Initially, monthly temperature and rainfalls in Albania were studied for the period 1960-2021. Climacteric variables are important variables when trying to model cereal yield behavior, especially when significant changes in weather conditions are observed. For this purpose, in the second part of the study, linear and nonlinear models explaining cereal yield are constructed for the same period, 1960-2021. The multiple linear regression analysis and lasso regression method are applied to the data between cereal yield and each independent variable: average temperature, average rainfall, fertilizer consumption, arable land, land under cereal production, and nitrous oxide emissions. In our regression model, heteroscedasticity is not observed, data follow a normal distribution, and there is a low correlation between factors, so we do not have the problem of multicollinearity. Machine learning methods, such as Random Forest (RF), are used to predict cereal yield responses to climacteric and other variables. RF showed high accuracy compared to the other statistical models in the prediction of cereal yield. We found that changes in average temperature negatively affect cereal yield. The coefficients of fertilizer consumption, arable land, and land under cereal production are positively affecting production. Our results show that the RF method is an effective and versatile machine-learning method for cereal yield prediction compared to the other two methods: multiple linear regression and lasso regression method.

Keywords: Cereal yield, climate change, machine learning, multiple regression model, random forest.

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806 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.

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805 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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804 Gaits Stability Analysis for a Pneumatic Quadruped Robot Using Reinforcement Learning

Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

Abstract:

Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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803 Clustering Mixed Data Using Non-normal Regression Tree for Process Monitoring

Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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802 Application of Generalized Stochastic Petri Nets(GSPN) in Modeling and Evaluating a Resource Sharing Flexible Manufacturing System

Authors: Aryanejad Mir Bahador Goli, Zahra Honarmand Shah Zileh

Abstract:

In most study fields, a phenomenon may not be studied directly but it will be examined indirectly by phenomenon model. Making an accurate model of system, there is attained new information from modeled phenomenon without any charge, danger, etc... there have been developed more solutions for describing and analyzing the recent complicated systems but few of them have analyzed the performance in the range of system description. Petri nets are of limited solutions which may make such union. Petri nets are being applied in problems related to modeling and designing the systems. Theory of Petri nets allow a system to model mathematically by a Petri net and analyzing the Petri net can then determine main information of modeled system-s structure and dynamic. This information can be used for assessing the performance of systems and suggesting corrections in the system. In this paper, beside the introduction of Petri nets, a real case study will be studied in order to show the application of generalized stochastic Petri nets in modeling a resource sharing production system and evaluating the efficiency of its machines and robots. The modeling tool used here is SHARP software which calculates specific indicators helping to make decision.

Keywords: Flexible manufacturing system, generalizedstochastic Petri nets, Markov chain, performance evaluation.

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801 Performance Comparison of Different Regression Methods for a Polymerization Process with Adaptive Sampling

Authors: Florin Leon, Silvia Curteanu

Abstract:

Developing complete mechanistic models for polymerization reactors is not easy, because complex reactions occur simultaneously; there is a large number of kinetic parameters involved and sometimes the chemical and physical phenomena for mixtures involving polymers are poorly understood. To overcome these difficulties, empirical models based on sampled data can be used instead, namely regression methods typical of machine learning field. They have the ability to learn the trends of a process without any knowledge about its particular physical and chemical laws. Therefore, they are useful for modeling complex processes, such as the free radical polymerization of methyl methacrylate achieved in a batch bulk process. The goal is to generate accurate predictions of monomer conversion, numerical average molecular weight and gravimetrical average molecular weight. This process is associated with non-linear gel and glass effects. For this purpose, an adaptive sampling technique is presented, which can select more samples around the regions where the values have a higher variation. Several machine learning methods are used for the modeling and their performance is compared: support vector machines, k-nearest neighbor, k-nearest neighbor and random forest, as well as an original algorithm, large margin nearest neighbor regression. The suggested method provides very good results compared to the other well-known regression algorithms.

Keywords: Adaptive sampling, batch bulk methyl methacrylate polymerization, large margin nearest neighbor regression, machine learning.

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800 Towards an Enhanced Stochastic Simulation Model for Risk Analysis in Highway Construction

Authors: Anshu Manik, William G. Buttlar, Kasthurirangan Gopalakrishnan

Abstract:

Over the years, there is a growing trend towards quality-based specifications in highway construction. In many Quality Control/Quality Assurance (QC/QA) specifications, the contractor is primarily responsible for quality control of the process, whereas the highway agency is responsible for testing the acceptance of the product. A cooperative investigation was conducted in Illinois over several years to develop a prototype End-Result Specification (ERS) for asphalt pavement construction. The final characteristics of the product are stipulated in the ERS and the contractor is given considerable freedom in achieving those characteristics. The risk for the contractor or agency depends on how the acceptance limits and processes are specified. Stochastic simulation models are very useful in estimating and analyzing payment risk in ERS systems and these form an integral part of the Illinois-s prototype ERS system. This paper describes the development of an innovative methodology to estimate the variability components in in-situ density, air voids and asphalt content data from ERS projects. The information gained from this would be crucial in simulating these ERS projects for estimation and analysis of payment risks associated with asphalt pavement construction. However, these methods require at least two parties to conduct tests on all the split samples obtained according to the sampling scheme prescribed in present ERS implemented in Illinois.

Keywords: Asphalt Pavement, Risk Analysis, StochasticSimulation, QC/QA.

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799 A Comparative Analysis of Machine Learning Techniques for PM10 Forecasting in Vilnius

Authors: M. A. S. Fahim, J. Sužiedelytė Visockienė

Abstract:

With the growing concern over air pollution (AP), it is clear that this has gained more prominence than ever before. The level of consciousness has increased and a sense of knowledge now has to be forwarded as a duty by those enlightened enough to disseminate it to others. This realization often comes after an understanding of how poor air quality indices (AQI) damage human health. The study focuses on assessing air pollution prediction models specifically for Lithuania, addressing a substantial need for empirical research within the region. Concentrating on Vilnius, it specifically examines particulate matter concentrations 10 micrometers or less in diameter (PM10). Utilizing Gaussian Process Regression (GPR) and Regression Tree Ensemble, and Regression Tree methodologies, predictive forecasting models are validated and tested using hourly data from January 2020 to December 2022. The study explores the classification of AP data into anthropogenic and natural sources, the impact of AP on human health, and its connection to cardiovascular diseases. The study revealed varying levels of accuracy among the models, with GPR achieving the highest accuracy, indicated by an RMSE of 4.14 in validation and 3.89 in testing.

Keywords: Air pollution, anthropogenic and natural sources, machine learning, Gaussian process regression, tree ensemble, forecasting models, particulate matter.

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798 Rapid Study on Feature Extraction and Classification Models in Healthcare Applications

Authors: S. Sowmyayani

Abstract:

The advancement of computer-aided design helps the medical force and security force. Some applications include biometric recognition, elderly fall detection, face recognition, cancer recognition, tumor recognition, etc. This paper deals with different machine learning algorithms that are more generically used for any health care system. The most focused problems are classification and regression. With the rise of big data, machine learning has become particularly important for solving problems. Machine learning uses two types of techniques: supervised learning and unsupervised learning. The former trains a model on known input and output data and predicts future outputs. Classification and regression are supervised learning techniques. Unsupervised learning finds hidden patterns in input data. Clustering is one such unsupervised learning technique. The above-mentioned models are discussed briefly in this paper.

Keywords: Supervised learning, unsupervised learning, regression, neural network.

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797 Modeling Oxygen-transfer by Multiple Plunging Jets using Support Vector Machines and Gaussian Process Regression Techniques

Authors: Surinder Deswal

Abstract:

The paper investigates the potential of support vector machines and Gaussian process based regression approaches to model the oxygen–transfer capacity from experimental data of multiple plunging jets oxygenation systems. The results suggest the utility of both the modeling techniques in the prediction of the overall volumetric oxygen transfer coefficient (KLa) from operational parameters of multiple plunging jets oxygenation system. The correlation coefficient root mean square error and coefficient of determination values of 0.971, 0.002 and 0.945 respectively were achieved by support vector machine in comparison to values of 0.960, 0.002 and 0.920 respectively achieved by Gaussian process regression. Further, the performances of both these regression approaches in predicting the overall volumetric oxygen transfer coefficient was compared with the empirical relationship for multiple plunging jets. A comparison of results suggests that support vector machines approach works well in comparison to both empirical relationship and Gaussian process approaches, and could successfully be employed in modeling oxygen-transfer.

Keywords: Oxygen-transfer, multiple plunging jets, support vector machines, Gaussian process.

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796 SNC Based Network Layer Design for Underwater Wireless Communication Used in Coral Farms

Authors: T. T. Manikandan, Rajeev Sukumaran

Abstract:

For maintaining the biodiversity of many ecosystems the existence of coral reefs play a vital role. But due to many factors such as pollution and coral mining, coral reefs are dying day by day. One way to protect the coral reefs is to farm them in a carefully monitored underwater environment and restore it in place of dead corals. For successful farming of corals in coral farms, different parameters of the water in the farming area need to be monitored and maintained at optimal level. Sensing underwater parameters using wireless sensor nodes is an effective way for precise and continuous monitoring in a highly dynamic environment like oceans. Here the sensed information is of varying importance and it needs to be provided with desired Quality of Service(QoS) guarantees in delivering the information to offshore monitoring centers. The main interest of this research is Stochastic Network Calculus (SNC) based modeling of network layer design for underwater wireless sensor communication. The model proposed in this research enforces differentiation of service in underwater wireless sensor communication with the help of buffer sizing and link scheduling. The delay and backlog bounds for such differentiated services are analytically derived using stochastic network calculus.

Keywords: Underwater Coral Farms, SNC, differentiated service, delay bound, backlog bound.

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795 Health Monitoring of Power Transformers by Dissolved Gas Analysis using Regression Method and Study the Effect of Filtration on Oil

Authors: Anjali Chatterjee, Nirmal Kumar Roy

Abstract:

Economically transformers constitute one of the largest investments in a Power system. For this reason, transformer condition assessment and management is a high priority task. If a transformer fails, it would have a significant negative impact on revenue and service reliability. Monitoring the state of health of power transformers has traditionally been carried out using laboratory Dissolved Gas Analysis (DGA) tests performed at periodic intervals on the oil sample, collected from the transformers. DGA of transformer oil is the single best indicator of a transformer-s overall condition and is a universal practice today, which started somewhere in the 1960s. Failure can occur in a transformer due to different reasons. Some failures can be limited or prevented by maintenance. Oil filtration is one of the methods to remove the dissolve gases and prevent the deterioration of the oil. In this paper we analysis the DGA data by regression method and predict the gas concentration in the oil in the future. We bring about a comparative study of different traditional methods of regression and the errors generated out of their predictions. With the help of these data we can deduce the health of the transformer by finding the type of fault if it has occurred or will occur in future. Additional in this paper effect of filtration on the transformer health is highlight by calculating the probability of failure of a transformer with and without oil filtrating.

Keywords: Power Transformers, Dissolve gas Analysis, Regression method, Filtration, oil.

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794 Regression Analysis of Travel Indicators and Public Transport Usage in Urban Areas

Authors: M. Moeinaddini, Z. Asadi-Shekari, M. Zaly Shah, A. Hamzah

Abstract:

Currently, planners try to have more green travel options to decrease economic, social and environmental problems. Therefore, this study tries to find significant urban travel factors to be used to increase the usage of alternative urban travel modes. This paper attempts to identify the relationship between prominent urban mobility indicators and daily trips by public transport in 30 cities from various parts of the world. Different travel modes, infrastructures and cost indicators were evaluated in this research as mobility indicators. The results of multi-linear regression analysis indicate that there is a significant relationship between mobility indicators and the daily usage of public transport.

Keywords: Green travel modes, urban travel indicators, daily trips by public transport, multi-linear regression analysis.

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793 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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792 Stochastic Subspace Modelling of Turbulence

Authors: M. T. Sichani, B. J. Pedersen, S. R. K. Nielsen

Abstract:

Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical cross spectral density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since the succeeding state space and ARMA modelling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.

Keywords: Turbulence, wind turbine, complex coherence, state space modelling, ARMA modelling.

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791 Support Vector Regression for Retrieval of Soil Moisture Using Bistatic Scatterometer Data at X-Band

Authors: Dileep Kumar Gupta, Rajendra Prasad, Pradeep Kumar, Varun Narayan Mishra, Ajeet Kumar Vishwakarma, Prashant Kumar Srivastava

Abstract:

An approach was evaluated for the retrieval of soil moisture of bare soil surface using bistatic scatterometer data in the angular range of 200 to 700 at VV- and HH- polarization. The microwave data was acquired by specially designed X-band (10 GHz) bistatic scatterometer. The linear regression analysis was done between scattering coefficients and soil moisture content to select the suitable incidence angle for retrieval of soil moisture content. The 250 incidence angle was found more suitable. The support vector regression analysis was used to approximate the function described by the input output relationship between the scattering coefficient and corresponding measured values of the soil moisture content. The performance of support vector regression algorithm was evaluated by comparing the observed and the estimated soil moisture content by statistical performance indices %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE). The values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 2.9451, 1.0986 and 0.9214 respectively at HHpolarization. At VV- polarization, the values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 3.6186, 0.9373 and 0.9428 respectively.

Keywords: Bistatic scatterometer, soil moisture, support vector regression, RMSE, %Bias, NSE.

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790 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation Based Approach

Authors: Sujoy Das, M. M. Ghosh

Abstract:

The thermal conductivity of a fluid can be significantly enhanced by dispersing nano-sized particles in it, and the resultant fluid is termed as "nanofluid". A theoretical model for estimating the thermal conductivity of a nanofluid has been proposed here. It is based on the mechanism that evenly dispersed nanoparticles within a nanofluid undergo Brownian motion in course of which the nanoparticles repeatedly collide with the heat source. During each collision a rapid heat transfer occurs owing to the solidsolid contact. Molecular dynamics (MD) simulation of the collision of nanoparticles with the heat source has shown that there is a pulselike pick up of heat by the nanoparticles within 20-100 ps, the extent of which depends not only on thermal conductivity of the nanoparticles, but also on the elastic and other physical properties of the nanoparticle. After the collision the nanoparticles undergo Brownian motion in the base fluid and release the excess heat to the surrounding base fluid within 2-10 ms. The Brownian motion and associated temperature variation of the nanoparticles have been modeled by stochastic analysis. Repeated occurrence of these events by the suspended nanoparticles significantly contributes to the characteristic thermal conductivity of the nanofluids, which has been estimated by the present model for a ethylene glycol based nanofluid containing Cu-nanoparticles of size ranging from 8 to 20 nm, with Gaussian size distribution. The prediction of the present model has shown a reasonable agreement with the experimental data available in literature.

Keywords: Brownian dynamics, Molecular dynamics, Nanofluid, Thermal conductivity.

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