Search results for: stock prediction.

Authors: A. A. Pawar, R. R. Kulkarni

Abstract:

For numerical prediction of the NOX in the exhaust of a compression ignition engine a model was developed by considering the parameter equivalence ratio. This model was validated by comparing the predicted results of NOX with experimental ones. The ultimate aim of the work was to access the applicability, robustness and performance of the improved NOX model against other NOX models.

Keywords: Biodiesel fueled engine, equivalence ratio, Compression ignition engine, exhausts gas temperature, NOX formation.

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Authors: Somchai Supattarakul, Anya Khanthavit

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This study aims at providing empirical evidence on a comparison of two equity valuation models: (1) the dividend discount model (DDM) and (2) the residual income model (RIM), in estimating equity values of Thai firms during 1995-2004. Results suggest that DDM and RIM underestimate equity values of Thai firms and that RIM outperforms DDM in predicting cross-sectional stock prices. Results on regression of cross-sectional stock prices on the decomposed DDM and RIM equity values indicate that book value of equity provides the greatest incremental explanatory power, relative to other components in DDM and RIM terminal values, suggesting that book value distortions resulting from accounting procedures and choices are less severe than forecast and measurement errors in discount rates and growth rates. We also document that the incremental explanatory power of book value of equity during 1998-2004, representing the information environment under Thai Accounting Standards reformed after the 1997 economic crisis to conform to International Accounting Standards, is significantly greater than that during 1995-1996, representing the information environment under the pre-reformed Thai Accounting Standards. This implies that the book value distortions are less severe under the 1997 Reformed Thai Accounting Standards than the pre-reformed Thai Accounting Standards.

Keywords: Dividend Discount Model, Equity Valuation Model, Residual Income Model, Thai Stock Market

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Authors: Sokkhey Phauk, Takeo Okazaki

Abstract:

The challenging task in educational institutions is to maximize the high performance of students and minimize the failure rate of poor-performing students. An effective method to leverage this task is to know student learning patterns with highly influencing factors and get an early prediction of student learning outcomes at the timely stage for setting up policies for improvement. Educational data mining (EDM) is an emerging disciplinary field of data mining, statistics, and machine learning concerned with extracting useful knowledge and information for the sake of improvement and development in the education environment. The study is of this work is to propose techniques in EDM and integrate it into a web-based system for predicting poor-performing students. A comparative study of prediction models is conducted. Subsequently, high performing models are developed to get higher performance. The hybrid random forest (Hybrid RF) produces the most successful classification. For the context of intervention and improving the learning outcomes, a feature selection method MICHI, which is the combination of mutual information (MI) and chi-square (CHI) algorithms based on the ranked feature scores, is introduced to select a dominant feature set that improves the performance of prediction and uses the obtained dominant set as information for intervention. By using the proposed techniques of EDM, an academic performance prediction system (APPS) is subsequently developed for educational stockholders to get an early prediction of student learning outcomes for timely intervention. Experimental outcomes and evaluation surveys report the effectiveness and usefulness of the developed system. The system is used to help educational stakeholders and related individuals for intervening and improving student performance.

Keywords: Academic performance prediction system, prediction model, educational data mining, dominant factors, feature selection methods, student performance.

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Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

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In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

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The paper discusses the main aspects involved in the development of a supply chain management system using the developed PredictionSCMS software as a basis for the discussion. The discussion is focused on three topics: the first is demand forecasting, where we present the predictive algorithms implemented and discuss related concepts such as the calculation of the safety stock, the effect of out-of-stock days etc. The second topic concerns the design of a supply chain, where the core parameters involved in the process are given, together with a methodology of incorporating these parameters in a meaningful order creation strategy. Finally, the paper discusses some critical events that can happen during the operation of a supply chain management system and how the developed software notifies the end user about their occurrence.

Keywords: Demand forecasting, machine learning, risk management, supply chain design.

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Authors: Baeza S. Roberto

Abstract:

The knitted fabric suffers a deformation in its dimensions due to stretching and tension factors, transverse and longitudinal respectively, during the process in rectilinear knitting machines so it performs a dry relaxation shrinkage procedure and thermal action of prefixed to obtain stable conditions in the knitting. This paper presents a dry relaxation shrinkage prediction of Bordeaux fiber using a feed forward neural network and linear regression models. Six operational alternatives of shrinkage were predicted. A comparison of the results was performed finding neural network models with higher levels of explanation of the variability and prediction. The presence of different reposes is included. The models were obtained through a neural toolbox of Matlab and Minitab software with real data in a knitting company of Southern Guanajuato. The results allow predicting dry relaxation shrinkage of each alternative operation.

Keywords: Neural network, dry relaxation, knitting, linear regression.

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Authors: Yuan L. Lai, Yong R. Chen, Jui P. Hung, Tzuo L. Luo, Hsi H. Hsiao

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Chatter vibration has been a troublesome problem for a machine tool toward the high precision and high speed machining. Essentially, the machining performance is determined by the dynamic characteristics of the machine tool structure and dynamics of cutting process. Therefore the dynamic vibration behavior of spindle tool system greatly determines the performance of machine tool. The purpose of this study is to investigate the influences of the machine frame structure on the dynamic frequency of spindle tool unit through finite element modeling approach. To this end, a realistic finite element model of the vertical milling system was created by incorporated the spindle-bearing model into the spindle head stock of the machine frame. Using this model, the dynamic characteristics of the milling machines with different structural designs of spindle head stock and identical spindle tool unit were demonstrated. The results of the finite element modeling reveal that the spindle tool unit behaves more compliant when the excited frequency approaches the natural mode of the spindle tool; while the spindle tool show a higher dynamic stiffness at lower frequency that may be initiated by the structural mode of milling head. Under this condition, it is concluded that the structural configuration of spindle head stock associated with the vertical column of milling machine plays an important role in determining the machining dynamics of the spindle unit.

Keywords: Machine tools, Compliance, Frequency response function, Machine frame structure, Spindle unit

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Authors: Xiaodong Li, Peng Gao, Chao-Jung Huang, Shiying Hao, Xuefeng B. Ling, Yongxia Han, Yaqi Zhang, Le Zheng, Chengyin Ye, Modi Liu, Minjie Xia, Changlin Fu, Bo Jin, Karl G. Sylvester, Eric Widen

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Predicting the risk of Pancreatic Adenocarcinoma (PA) in advance can benefit the quality of care and potentially reduce population mortality and morbidity. The aim of this study was to develop and prospectively validate a risk prediction model to identify patients at risk of new incident PA as early as 3 months before the onset of PA in a statewide, general population in Maine. The PA prediction model was developed using Deep Neural Networks, a deep learning algorithm, with a 2-year electronic-health-record (EHR) cohort. Prospective results showed that our model identified 54.35% of all inpatient episodes of PA, and 91.20% of all PA that required subsequent chemoradiotherapy, with a lead-time of up to 3 months and a true alert of 67.62%. The risk assessment tool has attained an improved discriminative ability. It can be immediately deployed to the health system to provide automatic early warnings to adults at risk of PA. It has potential to identify personalized risk factors to facilitate customized PA interventions.

Keywords: Cancer prediction, deep learning, electronic health records, pancreatic adenocarcinoma.

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Authors: Marine Segui, Ruxandra Mihaela Botez

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OpenVSP is an aerodynamic solver developed by National Aeronautics and Space Administration (NASA) that allows building a reliable model of an aircraft. This software performs an aerodynamic simulation according to the angle of attack of the aircraft makes between the incoming airstream, and its speed. A reliable aerodynamic model of the Cessna Citation X was designed but it required a lot of computation time. As a consequence, a prediction method was established that allowed predicting lift and drag coefficients for all Mach numbers and for all angles of attack, exclusively for stall conditions, from a computation of three angles of attack and only one Mach number. Aerodynamic coefficients given by the prediction method for a Cessna Citation X model were finally compared with aerodynamics coefficients obtained using a complete OpenVSP study.

Keywords: Aerodynamic, coefficient, cruise, improving, longitudinal, OpenVSP, solver, time.

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Authors: Wilaiwan Sornpoon, Sébastien Bonnet, Savitri Garivait

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Open burning of sugarcane fields is recognized to have a negative impact on soil by degrading its properties, especially soil organic carbon (SOC) content. Better understating the effect of open burning on soil carbon dynamics is crucial for documenting the carbon sequestration capacity of agricultural soils. In this study, experiments to investigate soil carbon stocks under burned and unburned sugarcane plantation systems in Thailand were conducted. The results showed that cultivation fields without open burning during 5 consecutive years enabled to increase the SOC content at a rate of 1.37 Mg ha^-1y^-1. Also it was found that sugarcane fields burning led to about 15% reduction of the total carbon stock in the 0-30 cm soil layer. The overall increase in SOC under unburned practice is mainly due to the large input of organic material through the use of sugarcane residues. 

Keywords: Soil organic carbon, Soil inorganic carbon, Carbon sequestration, Open burning, Sugarcane.

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: Inventory, distribution, retail, risk, safety stock, sales, uncertainty.

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Authors: Nor Azuana Ramli, Mohd Tahir Ismail, Hooy Chee Wooi

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Developing a stable early warning system (EWS) model that is capable to give an accurate prediction is a challenging task. This paper introduces k-nearest neighbour (k-NN) method which never been applied in predicting currency crisis before with the aim of increasing the prediction accuracy. The proposed k-NN performance depends on the choice of a distance that is used where in our analysis; we take the Euclidean distance and the Manhattan as a consideration. For the comparison, we employ three other methods which are logistic regression analysis (logit), back-propagation neural network (NN) and sequential minimal optimization (SMO). The analysis using datasets from 8 countries and 13 macro-economic indicators for each country shows that the proposed k-NN method with k = 4 and Manhattan distance performs better than the other methods.

Keywords: Currency crisis, k-nearest neighbour method, logit, neural network.

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Authors: Chyn Liaw, Chun-Wei Tung, Shinn-Jang Ho, Shinn-Ying Ho

Abstract:

The γ-turns play important roles in protein folding and molecular recognition. The prediction and analysis of γ-turn types are important for both protein structure predictions and better understanding the characteristics of different γ-turn types. This study proposed a physicochemical property-based decision tree (PPDT) method to interpretably predict γ-turn types. In addition to the good prediction performance of PPDT, three simple and human interpretable IF-THEN rules are extracted from the decision tree constructed by PPDT. The identified informative physicochemical properties and concise rules provide a simple way for discriminating and understanding γ-turn types.

Keywords: Classification and regression tree (CART), γ-turn, Physicochemical properties, Protein secondary structure.

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Authors: Isaac Mugume, Charles Basalirwa, Daniel Waiswa, Mary Nsabagwa, Triphonia Jacob Ngailo, Joachim Reuder, Sch¨attler Ulrich, Musa Semujju

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The Numerical weather prediction (NWP) models are considered powerful tools for guiding quantitative rainfall prediction. A couple of NWP models exist and are used at many operational weather prediction centers. This study considers two models namely the Consortium for Small–scale Modeling (COSMO) model and the Weather Research and Forecasting (WRF) model. It compares the models’ ability to predict rainfall over Uganda for the period 21st April 2013 to 10th May 2013 using the root mean square (RMSE) and the mean error (ME). In comparing the performance of the models, this study assesses their ability to predict light rainfall events and extreme rainfall events. All the experiments used the default parameterization configurations and with same horizontal resolution (7 Km). The results show that COSMO model had a tendency of largely predicting no rain which explained its under–prediction. The COSMO model (RMSE: 14.16; ME: -5.91) presented a significantly (p = 0.014) higher magnitude of error compared to the WRF model (RMSE: 11.86; ME: -1.09). However the COSMO model (RMSE: 3.85; ME: 1.39) performed significantly (p = 0.003) better than the WRF model (RMSE: 8.14; ME: 5.30) in simulating light rainfall events. All the models under–predicted extreme rainfall events with the COSMO model (RMSE: 43.63; ME: -39.58) presenting significantly higher error magnitudes than the WRF model (RMSE: 35.14; ME: -26.95). This study recommends additional diagnosis of the models’ treatment of deep convection over the tropics.

Keywords: Comparative performance, the COSMO model, the WRF model, light rainfall events, extreme rainfall events.

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Authors: Irene Luque Ruiz, Manuel Urbano Cuadrado, Miguel Ángel Gómez-Nieto

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In this paper we study different similarity based approaches for the development of QSAR model devoted to the prediction of activity of antiobesity drugs. Classical similarity approaches are compared regarding to dissimilarity models based on the consideration of the calculation of Euclidean distances between the nonisomorphic fragments extracted in the matching process. Combining the classical similarity and dissimilarity approaches into a new similarity measure, the Approximate Similarity was also studied, and better results were obtained. The application of the proposed method to the development of quantitative structure-activity relationships (QSAR) has provided reliable tools for predicting of inhibitory activity of drugs. Acceptable results were obtained for the models presented here.

Keywords: Graph similarity, Nonisomorphic dissimilarity, Approximate similarity, Drugs activity prediction.

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Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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Authors: M. F. V. Montezuma, E. P. Deus, M. C. Carvalho

Abstract:

Steel bridges are normally subjected to random loads with different traffic frequencies. They are structures with dynamic behavior and are subject to fatigue failure process, where the nucleation of a crack, growth and failure can occur. After locating and determining the size of an existing fault, it is important to predict the crack propagation and the convenient time for repair. Therefore, fracture mechanics and fatigue concepts are essential to the right approach to the problem. To study the fatigue crack growth, a computational code was developed by using the root mean square (RMS) and the cycle-by-cycle models. One observes the variable amplitude loading influence on the life structural prediction. Different loads histories and initial crack length were considered as input variables. Thus, it was evaluated the dispersion of results of the expected structural life choosing different initial parameters.

Keywords: Fatigue crack propagation, life prediction, variable loadings, steel bridges.

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Authors: E. Ardil, Erdem Uçar, Parvinder S. Sandhu

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As the majority of faults are found in a few of its modules so there is a need to investigate the modules that are affected severely as compared to other modules and proper maintenance need to be done on time especially for the critical applications. In this paper, we have explored the different predictor models to NASA-s public domain defect dataset coded in Perl programming language. Different machine learning algorithms belonging to the different learner categories of the WEKA project including Mamdani Based Fuzzy Inference System and Neuro-fuzzy based system have been evaluated for the modeling of maintenance severity or impact of fault severity. The results are recorded in terms of Accuracy, Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). The results show that Neuro-fuzzy based model provides relatively better prediction accuracy as compared to other models and hence, can be used for the maintenance severity prediction of the software.

Keywords: Software Metrics, Fuzzy, Neuro-Fuzzy, SoftwareFaults, Accuracy, MAE, RMSE.

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Authors: Chang S. Woo, Hyun S. Park, Wan D. Kim

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Fatigue life prediction and evaluation are the key technologies to assure the safety and reliability of automotive rubber components. The objective of this study is to develop the fatigue analysis process for vulcanized rubber components, which is applicable to predict fatigue life at initial product design step. Fatigue life prediction methodology of vulcanized natural rubber was proposed by incorporating the finite element analysis and fatigue damage parameter of maximum strain appearing at the critical location determined from fatigue test. In order to develop an appropriate fatigue damage parameter of the rubber material, a series of displacement controlled fatigue test was conducted using threedimensional dumbbell specimen with different levels of mean displacement. It was shown that the maximum strain was a proper damage parameter, taking the mean displacement effects into account. Nonlinear finite element analyses of three-dimensional dumbbell specimens were performed based on a hyper-elastic material model determined from the uni-axial tension, equi-biaxial tension and planar test. Fatigue analysis procedure employed in this study could be used approximately for the fatigue design.

Keywords: Rubber, Material test, Finite element analysis, Strain, Fatigue test, Fatigue life prediction.

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Authors: Chia-Ta Tsai, Wen-Lin Huang, Shinn-Jang Ho, Li-Sun Shu, Shinn-Ying Ho

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Prediction of bacterial virulent protein sequences can give assistance to identification and characterization of novel virulence-associated factors and discover drug/vaccine targets against proteins indispensable to pathogenicity. Gene Ontology (GO) annotation which describes functions of genes and gene products as a controlled vocabulary of terms has been shown effectively for a variety of tasks such as gene expression study, GO annotation prediction, protein subcellular localization, etc. In this study, we propose a sequence-based method Virulent-GO by mining informative GO terms as features for predicting bacterial virulent proteins. Each protein in the datasets used by the existing method VirulentPred is annotated by using BLAST to obtain its homologies with known accession numbers for retrieving GO terms. After investigating various popular classifiers using the same five-fold cross-validation scheme, Virulent-GO using the single kind of GO term features with an accuracy of 82.5% is slightly better than VirulentPred with 81.8% using five kinds of sequence-based features. For the evaluation of independent test, Virulent-GO also yields better results (82.0%) than VirulentPred (80.7%). When evaluating single kind of feature with SVM, the GO term feature performs much well, compared with each of the five kinds of features.

Keywords: Bacterial virulence factors, GO terms, prediction, protein sequence.

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Authors: Chih-Hsiang Chang, Pei-Shan Kao

Abstract:

This paper discusses the reaction of investors in the Taiwan stock market to the most probable unknown earnings-related information and the most probable known earnings-related information. As compared with the previous literature regarding the effect of an official announcement of earnings forecast revision, this paper further analyzes investors’ cognitive bias toward the unknown and known earnings-related information, and the role of media during the investors' reactions to the foresaid information shocks. The empirical results show that both the unknown and known earnings-related information provides useful information content for a stock market. In addition, cognitive bias and disposition effect are the behavioral pitfalls that commonly occur in the process of the investors' reactions to the earnings-related information. Finally, media coverage has a remarkable influence upon the investors' trading decisions.

Keywords: Cognitive bias, role of media, disposition effect, earnings-related information, behavioral pitfall.

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Authors: Chuan-Ching Sue, Shi-Zhou Chen, Ting-Yu Huang

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Dynamic bandwidth allocation in EPONs can be generally separated into inter-ONU scheduling and intra-ONU scheduling. In our previous work, the active intra-ONU scheduling (AS) utilizes multiple queue reports (QRs) in each report message to cooperate with the inter-ONU scheduling and makes the granted bandwidth fully utilized without leaving unused slot remainder (USR). This scheme successfully solves the USR problem originating from the inseparability of Ethernet frame. However, without proper setting of threshold value in AS, the number of QRs constrained by the IEEE 802.3ah standard is not enough, especially in the unbalanced traffic environment. This limitation may be solved by enlarging the threshold value. The large threshold implies the large gap between the adjacent QRs, thus resulting in the large difference between the best granted bandwidth and the real granted bandwidth. In this paper, we integrate AS with a cooperative prediction mechanism and distribute multiple QRs to reduce the penalty brought by the prediction error. Furthermore, to improve the QoS and save the usage of queue reports, the highest priority (EF) traffic which comes during the waiting time is granted automatically by OLT and is not considered in the requested bandwidth of ONU. The simulation results show that the proposed scheme has better performance metrics in terms of bandwidth utilization and average delay for different classes of packets.

Keywords: EPON, Inter-ONU and Intra-ONU scheduling, Prediction, Unused slot remainder

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Authors: Sofien Chtourou, Mohamed Chtourou, Omar Hammami

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Embedded systems need to respect stringent real time constraints. Various hardware components included in such systems such as cache memories exhibit variability and therefore affect execution time. Indeed, a cache memory access from an embedded microprocessor might result in a cache hit where the data is available or a cache miss and the data need to be fetched with an additional delay from an external memory. It is therefore highly desirable to predict future memory accesses during execution in order to appropriately prefetch data without incurring delays. In this paper, we evaluate the potential of several artificial neural networks for the prediction of instruction memory addresses. Neural network have the potential to tackle the nonlinear behavior observed in memory accesses during program execution and their demonstrated numerous hardware implementation emphasize this choice over traditional forecasting techniques for their inclusion in embedded systems. However, embedded applications execute millions of instructions and therefore millions of addresses to be predicted. This very challenging problem of neural network based prediction of large time series is approached in this paper by evaluating various neural network architectures based on the recurrent neural network paradigm with pre-processing based on the Self Organizing Map (SOM) classification technique.

Keywords: Address, data set, memory, prediction, recurrentneural network.

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Authors: Mahdi Yaghobi, Mohammad Haeri

Abstract:

The current methods of predictive controllers are utilized for those processes in which the rate of output variations is not high. For such processes, therefore, stability can be achieved by implementing the constrained predictive controller or applying infinite prediction horizon. When the rate of the output growth is high (e.g. for unstable nonminimum phase process) the stabilization seems to be problematic. In order to avoid this, it is suggested to change the method in the way that: first, the prediction error growth should be decreased at the early stage of the prediction horizon, and second, the rate of the error variation should be penalized. The growth of the error is decreased through adjusting its weighting coefficients in the cost function. Reduction in the error variation is possible by adding the first order derivate of the error into the cost function. By studying different examples it is shown that using these two remedies together, the closed-loop stability of unstable nonminimum phase process can be achieved.

Keywords: GPC, Stability, Varying Weighting Coefficients.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Yu Zhao, Min Zhang, Yuanqian Wang, Qiuyu Yu

Abstract:

The prediction of aesthetics of apparel is helpful for the development of a new type of apparel. This study is to build the quantitative relationship between the aesthetics and its design parameters. In particular, women’s pants have been preliminarily studied. This aforementioned relationship has been carried out by statistical analysis. The contributions of this study include the development of a more personalized apparel design mechanism and the provision of some empirical knowledge for the development of other products in the aspect of aesthetics.

Keywords: Aesthetics, crease line, cropped straight leg pants, knee width.

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how to achieve knowledge understanding and prediction (Situation Awareness (SA)) for multiple-agents conducting searching activity using Bayesian inferential reasoning and learning. Bayesian Belief Network was used to monitor agents' knowledge about their environment, and cases are recorded for the network training using expectation-maximisation or gradient descent algorithm. The well trained network will be used for decision making and environmental situation prediction. Forest fire searching by multiple UAVs was the use case. UAVs are tasked to explore a forest and find a fire for urgent actions by the fire wardens. The paper focused on two problems: (i) effective agents’ path planning strategy and (ii) knowledge understanding and prediction (SA). The path planning problem by inspiring animal mode of foraging using Lévy distribution augmented with Bayesian reasoning was fully described in this paper. Results proof that the Lévy flight strategy performs better than the previous fixed-pattern (e.g., parallel sweeps) approaches in terms of energy and time utilisation. We also introduced a waypoint assessment strategy called k-previous waypoints assessment. It improves the performance of the ordinary levy flight by saving agent’s resources and mission time through redundant search avoidance. The agents (UAVs) are to report their mission knowledge at the central server for interpretation and prediction purposes. Bayesian reasoning and learning were used for the SA and results proof effectiveness in different environments scenario in terms of prediction and effective knowledge representation. The prediction accuracy was measured using learning error rate, logarithm loss, and Brier score and the result proves that little agents mission that can be used for prediction within the same or different environment. Finally, we described a situation-based knowledge visualization and prediction technique for heterogeneous multi-UAV mission. While this paper proves linkage of Bayesian reasoning and learning with SA and effective searching strategy, future works is focusing on simplifying the architecture.

Keywords: Lèvy flight, situation awareness, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.

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Authors: V. G. Rifert, V. V. Gorin, V. V. Sereda, V. V. Treputnev

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The analysis of heat transfer design methods in condensing inside plain tubes under existing influence of shear stress is presented in this paper. The existing discrepancy in more than 30-50% between rating heat transfer coefficients and experimental data has been noted. The analysis of existing theoretical and semi-empirical methods of heat transfer prediction is given. The influence of a precise definition concerning boundaries of phase flow (it is especially important in condensing inside horizontal tubes), shear stress (friction coefficient) and heat flux on design of heat transfer is shown. The substantiation of boundary conditions of the values of parameters, influencing accuracy of rated relationships, is given. More correct relationships for heat transfer prediction, which showed good convergence with experiments made by different authors, are substantiated in this work.

Keywords: Film condensation, heat transfer, plain tube, shear stress.

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Authors: E. A. Mlybari, M. S. Elbisy, A. H. Alshahri, O. M. Albarakati

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Sea level rise threatens to increase the impact of future  storms and hurricanes on coastal communities. Accurate sea level  change prediction and supplement is an important task in determining  constructions and human activities in coastal and oceanic areas. In  this study, support vector machines (SVM) is proposed to predict  daily tidal levels along the Jeddah Coast, Saudi Arabia. The optimal  parameter values of kernel function are determined using a genetic  algorithm. The SVM results are compared with the field data and  with back propagation (BP). Among the models, the SVM is superior  to BPNN and has better generalization performance.

 

Keywords: Tides, Prediction, Support Vector Machines, Genetic Algorithm, Back-Propagation Neural Network, Risk, Hazards.

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Authors: Kamaldeep Kaur, Arvinder Kaur, Ruchika Malhotra

Abstract:

The aim of this paper is to rank the impact of Object Oriented(OO) metrics in fault prediction modeling using Artificial Neural Networks(ANNs). Past studies on empirical validation of object oriented metrics as fault predictors using ANNs have focused on the predictive quality of neural networks versus standard statistical techniques. In this empirical study we turn our attention to the capability of ANNs in ranking the impact of these explanatory metrics on fault proneness. In ANNs data analysis approach, there is no clear method of ranking the impact of individual metrics. Five ANN based techniques are studied which rank object oriented metrics in predicting fault proneness of classes. These techniques are i) overall connection weights method ii) Garson-s method iii) The partial derivatives methods iv) The Input Perturb method v) the classical stepwise methods. We develop and evaluate different prediction models based on the ranking of the metrics by the individual techniques. The models based on overall connection weights and partial derivatives methods have been found to be most accurate.

Keywords: Artificial Neural Networks (ANNS), Backpropagation, Fault Prediction Modeling.

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