Search results for: time series

Authors: M. A. Koroma, Z. Chuangyi, A. F., Kamara, A. M. H. Conteh

Abstract:

In this work, we apply the Modified Laplace decomposition algorithm in finding a numerical solution of Blasius’ boundary layer equation for the flat plate in a uniform stream. The series solution is found by first applying the Laplace transform to the differential equation and then decomposing the nonlinear term by the use of Adomian polynomials. The resulting series, which is exactly the same as that obtained by Weyl 1942a, was expressed as a rational function by the use of diagonal padé approximant.

Keywords: Modified Laplace decomposition algorithm, Boundary layer equation, Padé approximant, Numerical solution.

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Authors: Tanuj Kumar, Rakesh Kumar Bajaj

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In the present paper, we analyze the vague reliability of k-out-of-n : G system (particularly, series and parallel system) with independent and non-identically distributed components, where the reliability of the components are unknown. The reliability of each component has been estimated using statistical confidence interval approach. Then we converted these statistical confidence interval into triangular intuitionistic fuzzy numbers. Based on these triangular intuitionistic fuzzy numbers, the reliability of the k-out-of-n : G system has been calculated. Further, in order to implement the proposed methodology and to analyze the results of k-out-of-n : G system, a numerical example has been provided.

Keywords: Vague set, vague reliability, triangular intuitionistic fuzzy number, k-out-of-n : G system, series and parallel system.

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Authors: V. V. Zozulya

Abstract:

New theory for functionally graded (FG) shell based on expansion of the equations of elasticity for functionally graded materials (GFMs) into Legendre polynomials series has been developed. Stress and strain tensors, vectors of displacements, traction and body forces have been expanded into Legendre polynomials series in a thickness coordinate. In the same way functions that describe functionally graded relations has been also expanded. Thereby all equations of elasticity including Hook-s law have been transformed to corresponding equations for Fourier coefficients. Then system of differential equations in term of displacements and boundary conditions for Fourier coefficients has been obtained. Cases of the first and second approximations have been considered in more details. For obtained boundary-value problems solution finite element (FE) has been used of Numerical calculations have been done with Comsol Multiphysics and Matlab.

Keywords: Shell, FEM, FGM, legendre polynomial.

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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: Carla Layana Luis Diambra

Abstract:

Microarrays technique allows the simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify the dynamics of the gene expression time series. By recourse of principal component analysis, we uncover the circadian rhythmic patterns underlying the gene expression profiles from Cyanobacterium Synechocystis. We applied PCA to reduce the dimensionality of the data set. Examination of the components also provides insight into the underlying factors measured in the experiments. Our results suggest that all rhythmic content of data can be reduced to three main components.

Keywords: circadian rhythms, clustering, gene expression, PCA.

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Authors: Hisham A. Elfergani, Ayad A. Abdalla, Ahmed R. Ballil

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Acoustic Emission (AE) is one of the most effective non-destructive tests that can be used to detect the defect process as it is occurring. AE techniques can be used to monitor a wide range of structures and materials such as metals, non-metals and combinations of these when load is applied. The current work investigates the effectiveness and accuracy of TOA method in AE tests involving reinforced composite concrete-mortar structures. A series of experimental tests were performed using the Hsu-Neilson (H-N) source to study 2-D location accuracy using this method on concrete-mortar (400×400 mm) specimens. Four AE sensors (R3I – resonant frequency 30 kHz) were mounted to the mortar surface and six sources were performed at each point of preselected locations on the upper surface of the mortar. Results show that the TOA method can be used effectively to locate signals on composite concrete/mortar specimen and has high accuracy.

Keywords: Acoustic emission, time of arrival, composite materials, reinforced concrete.

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Authors: Amir Atrian, Javad Jafari Fesharaki, Gh. Hossein Majzoobi, Mahsa Sheidaee

Abstract:

The analytical solution of functionally graded piezoelectric hollow cylinder which is under radial electric potential and non-axisymmetric thermo-mechanical loads, are presented in this paper. Using complex Fourier series and estimation of power law for variations of material characterizations through the thickness, the electro thermo mechanical behavior of the FGPM cylinder is obtained. The stress and displacement distributions and the effect of electric potential field on the cylinder behavior are also presented and some applicable results are offered at the end of the paper.

Keywords: Analytical, FGM, Fourier series, Non-axisymmetric, Piezoelectric, Thermo-elasticity

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Authors: J. Ranjbarn, A. Alibeigloo

Abstract:

In this paper, we present an analytical method for analysis of nano-scale spherical shell subjected to thermo-mechanical shocks based on nonlocal elasticity theory. Thermo-mechanical properties of nano shpere is assumed to be temperature dependent. Governing partial differential equation of motion is solved analytically by using Laplace transform for time domain and power series for spacial domain. The results in Laplace domain is transferred to time domain by employing the fast inverse Laplace transform (FLIT) method. Accuracy of present approach is assessed by comparing the the numerical results with the results of published work in literature. Furtheremore, the effects of non-local parameter and wall thickness on the dynamic characteristics of the nano-sphere are studied.

Keywords: Nano-scale spherical shell, nonlocal elasticity theory, thermomechanical shock.

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Authors: Abhisek Sarkar, Abhimanyu Gaur

Abstract:

In this report we have discussed the theoretical aspects of the flow transformation, occurring through a series of bifurcations. The parameters and their continuous diversion, the intermittent bursts in the transition zone, variation of velocity and pressure with time, effect of roughness in turbulent zone, and changes in friction factor and head loss coefficient as a function of Reynolds number for a transverse flow across a cylinder have been discussed. An analysis of the variation in the wake length with Reynolds number was done in FORTRAN.

Keywords: Attractor, Bifurcation, Energy cascade, Energy spectra, Intermittence, Vortex stretching.

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Authors: S. Salkhordeh, P. Golbazi, H. Amini

Abstract:

In this study two series of self compacting concrete mixtures were prepared with 100% coarse recycled concrete aggregates and different percentages of 0%, 20%, 40%, 60%, 80% and 100% fine recycled concrete aggregates. In series I and II the water to binder ratios were 0.50 and 0.45, respectively. The cement content was kept 350 3 m kg for those mixtures that don't have any Nano-Silica. To improve the compressive strength of samples, Nano- Silica replaced with 10% of cement weight in concrete mixtures. By doing the tests, the results showed that, adding Nano-silica to the samples with less percentage of fine recycled concrete aggregates, lead to more increase on the compressive strength.

Keywords: Compressive Strength, Nano-Silica, RecycledConcrete Aggregates, Self Compacting Concrete.

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Authors: Xiaoshu Lu, Martti Viljanen

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A new analytical model is developed which provides close-formed solutions for both transient indoor and envelope temperature changes in buildings. Time-dependent boundary temperature is presented as Fourier series which can approximate real weather conditions. The final close-formed solutions are simple, concise, and comprehensive. The model was compared with numerical results and good accuracy was obtained. The model can be used as design and control guidelines in engineering applications for analysing mechanical heat transfer properties for buildings.

Keywords: Analytical model, heat transfer, whole building.

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Authors: Nicholas Milburn, Yu Liang, Dalei Wu

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Athlete performance scoring within the climbing domain presents interesting challenges as the sport does not have an objective way to assign skill. Assessing skill levels within any sport is valuable as it can be used to mark progress while training, and it can help an athlete choose appropriate climbs to attempt. Machine learning-based methods are popular for complex problems like this. The dataset available was composed of dynamic force data recorded during climbing; however, this dataset came with challenges such as data scarcity, imbalance, and it was temporally heterogeneous. Investigated solutions to these challenges include data augmentation, temporal normalization, conversion of time series to the spectral domain, and cross validation strategies. The investigated solutions to the classification problem included light weight machine classifiers KNN and SVM as well as the deep learning with CNN. The best performing model had an 80% accuracy. In conclusion, there seems to be enough information within climbing force data to accurately categorize climbers by skill.

Keywords: Classification, climbing, data imbalance, data scarcity, machine learning, time sequence.

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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: Zhongmin Wang, Wudong Fan, Hengshan Zhang, Yimin Zhou

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In data-driven prognostic methods, the prediction accuracy of the estimation for remaining useful life of bearings mainly depends on the performance of health indicators, which are usually fused some statistical features extracted from vibrating signals. However, the existing health indicators have the following two drawbacks: (1) The differnet ranges of the statistical features have the different contributions to construct the health indicators, the expert knowledge is required to extract the features. (2) When convolutional neural networks are utilized to tackle time-frequency features of signals, the time-series of signals are not considered. To overcome these drawbacks, in this study, the method combining convolutional neural network with gated recurrent unit is proposed to extract the time-frequency image features. The extracted features are utilized to construct health indicator and predict remaining useful life of bearings. First, original signals are converted into time-frequency images by using continuous wavelet transform so as to form the original feature sets. Second, with convolutional and pooling layers of convolutional neural networks, the most sensitive features of time-frequency images are selected from the original feature sets. Finally, these selected features are fed into the gated recurrent unit to construct the health indicator. The results state that the proposed method shows the enhance performance than the related studies which have used the same bearing dataset provided by PRONOSTIA.

Keywords: Continuous wavelet transform, convolution neural network, gated recurrent unit, health indicators, remaining useful life.

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Authors: Ms. Yi Mon Thant

Abstract:

Animation is simply defined as the sequencing of a series of static images to generate the illusion of movement. Most people believe that actual drawings or creation of the individual images is the animation, when in actuality it is the arrangement of those static images that conveys the motion. To become an animator, it is often assumed that needed the ability to quickly design masterpiece after masterpiece. Although some semblance of artistic skill is a necessity for the job, the real key to becoming a great animator is in the comprehension of timing. This paper will use a combination of sprite animation, frame animation, and some other techniques to cause a group of multi-colored static images to slither around in the bounded area. In addition to slithering, the images will also change the color of different parts of their body, much like the real world creatures that have this amazing ability to change the colors on their bodies do. This paper was implemented by using Java 2 Standard Edition (J2SE). It is both time-consuming and expensive to create animations, regardless if they are created by hand or by using motion-capture equipment. If the animators could reuse old animations and even blend different animations together, a lot of work would be saved in the process. The main objective of this paper is to examine a method for blending several animations together in real time. This paper presents and analyses a solution using Weighted Skeleton Animation (WSA) resulting in limited CPU time and memory waste as well as saving time for the animators. The idea presented is described in detail and implemented. In this paper, text animation, vertex animation, sprite part animation and whole sprite animation were tested. In this research paper, the resolution, smoothness and movement of animated images will be carried out from the parameters, which will be obtained from the experimental research of implementing this paper.

Keywords: Weighted Skeleton Animation

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Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh

Abstract:

Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.

Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties

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Authors: Yanting Cao, Kazumitsu Nawata

Abstract:

As smartphones are continually upgrading, their software and hardware are getting smarter, so the smartphone-based human activity recognition will be described more refined, complex and detailed. In this context, we analyzed a set of experimental data, obtained by observing and measuring 30 volunteers with six activities of daily living (ADL). Due to the large sample size, especially a 561-feature vector with time and frequency domain variables, cleaning these intractable features and training a proper model become extremely challenging. After a series of feature selection and parameters adjustments, a well-performed SVM classifier has been trained. 

Keywords: smart sensors, human activity recognition, artificial intelligence, SVM

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Authors: K. Santacruz-Gomez, E. Silva-Campa, S. Álvarez-García, V. Mata-Haro, D. Soto-Puebla, M. Pedroza-Montero

Abstract:

Blood gamma irradiation is the only available method to prevent transfusion associated graft versus host disease (TAGVHD). However, when blood is irradiated, determine blood shelf time is crucial. Non irradiated blood have a self-time from 21 to 35 days when is preserved with anticoagulated solution and stored at 4°C. During their storage, red blood cells (RBC) undergo a series of biochemical, biomechanical and molecular changes involving what is known as storage lesion (SL). SL include loss of structural integrity of RBC, decrease of 2,3-diphosphatidylglyceric acid levels, and increase of both ion potassium concentration and hemoglobin (Hb). On the other hand, Atomic force Microscopy (AFM) represents a versatile tool for a nano-scale high resolution topographic analysis in biological systems. In order to evaluate SL in irradiated and nonirradiated blood, RBC topography and morphometric parameters were obtained from an AFM XE-BIO system. Cell viability was followed using flow cytometry. Our results showed that early markers as nanoscale roughness, allow us to evaluate blood quality since other perspective.

Keywords: AFM, Blood γ-irradiation, roughness, Storage lesion.

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Authors: Sandra Baßler, Peter Dünow, Mathias Marquardt

Abstract:

A Fourier series based learning control (FSBLC) algorithm for tracking trajectories of mechanical systems with unknown nonlinearities is presented. Two processes are introduced to which the FSBLC with PD controller is applied. One is a simplified service robot capable of climbing stairs due to special wheels and the other is a propeller driven pendulum with nearly the same requirements on control. Additionally to the investigation of learning the feed forward for the desired trajectories some considerations on the implementation of such an algorithm on low cost microcontroller hardware are made. Simulations of the service robot as well as practical experiments on the pendulum show the capability of the used FSBLC algorithm to perform the task of improving control behavior for repetitive task of such mechanical systems.

Keywords: Climbing stairs, FSBLC, ILC, Service robot.

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Authors: G. Gradinaru, S. Olteanu

Abstract:

The quality improvements of the environmental elements could increase the recreational opportunities in a certain area (destination). The technique of the need for recreation focuses on choosing certain destinations for recreational purposes. The basic exchange taken into consideration is the one between the satisfaction gained after staying in that area and the value expressed in money and time allocated. The number of tourists in the respective area, the duration of staying and the money spent including transportation provide information on how individuals rank the place or certain aspects of the area (such as the quality of the environmental elements). For the statistical analysis of the environmental benefits offered by an area through the need of recreation technique, the following stages are suggested: - characterization of the reference area based on the statistical variables considered; - estimation of the environmental benefit through comparing the reference area with other similar areas (having the same environmental characteristics), from the perspective of the statistical variables considered. The model compared in recreation technique faced with a series of difficulties which refers to the reference area and correct transformation of time in money.

Keywords: Comparison in recreation technique, the quality of the environmental elements, statistical analysis model.

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Authors: Farnaz Nazem

Abstract:

The aim of sustainable architecture is to design buildings with the least adverse effects on the environment and provide better conditions for people. What building forms make the best use of land? This question was addressed in the late 1960s at the center of Land Use and Built Form Studies in Cambridge. This led to a number of influential papers which had a great influence on the practice of urban design. This paper concentrates on the results of sustainability caused by climatic conditions in Iranian traditional architecture in hot-arid regions. As people spent a significant amount of their time in houses, it was very important to have such houses to fulfill their needs physically and spiritually as well as satisfying their cultural and religious aspects of their lifestyles. In a vast country such as Iran with different climatic zones, traditional builders have presented series of logical solutions for human comfort. These solutions have been able to response to the environmental problems for a long period of time. As a result, by considering the experience in traditional architecture of hot–arid climate in Iran, it is possible to attain sustainable architecture.

Keywords: Hot-arid climate, Iran, sustainable traditional architecture, urban planning.

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Authors: Ahmed M. Mansour, Ali M. El-Sawy, Ahmed T Sayed

Abstract:

Logarithms reduce products to sums and powers to products; they play an important role in signal processing, communication and information theory. They are primarily used for hardware calculations, handling multiplications, divisions, powers, and roots effectively. There are three commonly used bases for logarithms; the logarithm with base-10 is called the common logarithm, the natural logarithm with base-e and the binary logarithm with base-2. This paper demonstrates different methods of calculation for log2 showing the complexity of each and finds out the most accurate and efficient besides giving insights to their hardware design. We present a new method called Floor Shift for fast calculation of log2, and then we combine this algorithm with Taylor series to improve the accuracy of the output, we illustrate that by using two examples. We finally compare the algorithms and conclude with our remarks.

Keywords: Logarithms, log2, floor, iterative, CORDIC, Taylor series.

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Authors: A. M. El-Zonkoly

Abstract:

In this paper, based on steady-state models of Flexible AC Transmission System (FACTS) devices, the sizing of static synchronous series compensator (SSSC) controllers in transmission network is formed as an optimization problem. The objective of this problem is to reduce the transmission losses in the network. The optimization problem is solved using particle swarm optimization (PSO) technique. The Newton-Raphson load flow algorithm is modified to consider the insertion of the SSSC devices in the network. A numerical example, illustrating the effectiveness of the proposed algorithm, is introduced. In addition, a novel model of a 3- phase voltage source converter (VSC) that is suitable for series connected FACTS a controller is introduced. The model is verified by simulation using Power System Blockset (PSB) and Simulink software.

Keywords: FACTS, Modeling, PSO, SSSC, Transmission lossreduction.

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Authors: Zhenying Hong, Guangwei Yuan, Xuedong Fu, Shulin Yang

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In this paper, the typical exponential method, diamond difference and modified time discrete scheme is researched for self adaptive time step. The second-order time evolution scheme is applied to time-dependent spherical neutron transport equation by discrete ordinates method. The numerical results show that second-order time evolution scheme associated exponential method has some good properties. The time differential curve about neutron current is more smooth than that of exponential method and diamond difference and modified time discrete scheme.

Keywords: Exponential method, diamond difference, modified time discrete scheme, second-order time evolution scheme.

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Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut

Abstract:

In the first part of this paper [6], a method to determine Frenet apparatus of the space-like curves in Minkowski space-time is presented. In this work, the mentioned method is developed for the time-like curves in Minkowski space-time. Additionally, an example of presented method is illustrated.

Keywords: Frenet Apparatus, Time-like Curves, MinkowskiSpace-time.

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Authors: M. Ilyas, M. W. Siddiqi

Abstract:

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh

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This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.

Keywords: Distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm.

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Authors: Leila Jafari, Viliam Makis, Akram Khaleghei G.B.

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1 which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed, illustrated by a numerical example.

Keywords: Condition-Based Maintenance, Semi-Markov Decision Process, Multivariate Bayesian Control Chart, Partially Observable System, Two-unit System.

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Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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