Search results for: Time series model.
10059 Early Warning System of Financial Distress Based On Credit Cycle Index
Authors: Bi-Huei Tsai
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Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.
Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 268010058 Improved Stability Criteria for Neural Networks with Two Additive Time-Varying Delays
Authors: Miaomiao Yang, Shouming Zhong
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This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.
Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 144910057 Effects of Li2O Thickness and Moisture Content on LiH Hydrolysis Kinetics in Slightly Humidified Argon
Authors: S. Xiao, M. B. Shuai, M. F. Chu
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The hydrolysis kinetics of polycrystalline lithium hydride (LiH) in argon at various low humidities was measured by gravimetry and Raman spectroscopy with ambient water concentration ranging from 200 to 1200 ppm. The results showed that LiH hydrolysis curve revealed a paralinear shape, which was attributed to two different reaction stages that forming different products as explained by the 'Layer Diffusion Control' model. Based on the model, a novel two-stage rate equation for LiH hydrolysis reactions was developed and used to fit the experimental data for determination of Li2O steady thickness Hs and the ultimate hydrolysis rate vs. The fitted data presented a rise of Hs as ambient water concentration cw increased. However, in spite of the negative effect imposed by Hs increasing, the upward trend of vs remained, which implied that water concentration, rather than Li2O thickness, played a predominant role in LiH hydrolysis kinetics. In addition, the proportional relationship between vsHs and cw predicted by rate equation and confirmed by gravimetric data validated the model in such conditions.
Keywords: Hydrolysis kinetics, ‘Layer Diffusion Control’ model, Lithium hydride
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 170110056 Suppression of Narrowband Interference in Impulse Radio Based High Data Rate UWB WPAN Communication System Using NLOS Channel Model
Authors: Bikramaditya Das, Susmita Das
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Study on suppression of interference in time domain equalizers is attempted for high data rate impulse radio (IR) ultra wideband communication system. The narrow band systems may cause interference with UWB devices as it is having very low transmission power and the large bandwidth. SRAKE receiver improves system performance by equalizing signals from different paths. This enables the use of SRAKE receiver techniques in IRUWB systems. But Rake receiver alone fails to suppress narrowband interference (NBI). A hybrid SRake-MMSE time domain equalizer is proposed to overcome this by taking into account both the effect of the number of rake fingers and equalizer taps. It also combats intersymbol interference. A semi analytical approach and Monte-Carlo simulation are used to investigate the BER performance of SRAKEMMSE receiver on IEEE 802.15.3a UWB channel models. Study on non-line of sight indoor channel models (both CM3 and CM4) illustrates that bit error rate performance of SRake-MMSE receiver with NBI performs better than that of Rake receiver without NBI. We show that for a MMSE equalizer operating at high SNR-s the number of equalizer taps plays a more significant role in suppressing interference.
Keywords: IR-UWB, UWB, IEEE 802.15.3a, NBI, data rate, bit error rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 169110055 Automatic Classification of Lung Diseases from CT Images
Authors: Abobaker Mohammed Qasem Farhan, Shangming Yang, Mohammed Al-Nehari
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Pneumonia is a kind of lung disease that creates congestion in the chest. Such pneumonic conditions lead to loss of life due to the severity of high congestion. Pneumonic lung disease is caused by viral pneumonia, bacterial pneumonia, or COVID-19 induced pneumonia. The early prediction and classification of such lung diseases help reduce the mortality rate. We propose the automatic Computer-Aided Diagnosis (CAD) system in this paper using the deep learning approach. The proposed CAD system takes input from raw computerized tomography (CT) scans of the patient's chest and automatically predicts disease classification. We designed the Hybrid Deep Learning Algorithm (HDLA) to improve accuracy and reduce processing requirements. The raw CT scans are pre-processed first to enhance their quality for further analysis. We then applied a hybrid model that consists of automatic feature extraction and classification. We propose the robust 2D Convolutional Neural Network (CNN) model to extract the automatic features from the pre-processed CT image. This CNN model assures feature learning with extremely effective 1D feature extraction for each input CT image. The outcome of the 2D CNN model is then normalized using the Min-Max technique. The second step of the proposed hybrid model is related to training and classification using different classifiers. The simulation outcomes using the publicly available dataset prove the robustness and efficiency of the proposed model compared to state-of-art algorithms.
Keywords: CT scans, COVID-19, deep learning, image processing, pneumonia, lung disease.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 61010054 Analysis of Production Loss on a Linear Walking Worker Line
Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen
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This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 189610053 Transformation of Course Timetablinng Problem to RCPSP
Authors: M. Ahmad, M. Gourgand, C. Caux
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The Resource-Constrained Project Scheduling Problem (RCPSP) is concerned with single-item or small batch production where limited resources have to be allocated to dependent activities over time. Over the past few decades, a lot of work has been made with the use of optimal solution procedures for this basic problem type and its extensions. Brucker and Knust[1] discuss, how timetabling problems can be modeled as a RCPSP. Authors discuss high school timetabling and university course timetabling problem as an example. We have formulated two mathematical formulations of course timetabling problem in a new way which are the prototype of single-mode RCPSP. Our focus is to show, how course timetabling problem can be transformed into RCPSP. We solve this transformation model with genetic algorithm.Keywords: Course Timetabling, Integer programming, Combinatorial optimizations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 201610052 LMI Approach to Regularization and Stabilization of Linear Singular Systems: The Discrete-time Case
Authors: Salim Ibrir
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Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.
Keywords: Singular systems, Discrete-time systems, Regularization, LMIs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 159410051 Food Security Model and the Role of Community Empowerment: The Case of a Marginalized Village in Mexico, Tatoxcac, Puebla
Authors: Marco Antonio Lara De la Calleja, María Catalina Ovando Chico, Eduardo Lopez Ruiz
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Community empowerment has been proved to be a key element in the solution of the food security problem. As a result of a conceptual analysis, it was found that agricultural production, economic development and governance, are the traditional basis of food security models. Although the literature points to social inclusion as an important factor for food security, no model has considered it as the basis of it. The aim of this research is to identify different dimensions that make an integral model for food security, with emphasis on community empowerment. A diagnosis was made in the study community (Tatoxcac, Zacapoaxtla, Puebla), to know the aspects that impact the level of food insecurity. With a statistical sample integrated by 200 families, the Latin American and Caribbean Food Security Scale (ELCSA) was applied, finding that: in households composed by adults and children, have moderated food insecurity, (ELCSA scale has three levels, low, moderated and high); that result is produced mainly by the economic income capacity and the diversity of the diet on its food. With that being said, a model was developed to promote food security through five dimensions: 1. Regional context of the community; 2. Structure and system of local food; 3. Health and nutrition; 4. Information and technology access; and 5. Self-awareness and empowerment. The specific actions on each axis of the model, allowed a systemic approach needed to attend food security in the community, through the empowerment of society. It is concluded that the self-awareness of local communities is an area of extreme importance, which must be taken into account for participatory schemes to improve food security. In the long term, the model requires the integrated participation of different actors, such as government, companies and universities, to solve something such vital as food security.
Keywords: Community empowerment, food security, model, systemic approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 140210050 Increasing Lifetime of Target Tracking Wireless Sensor Networks
Authors: Khin Thanda Soe
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A model to identify the lifetime of target tracking wireless sensor network is proposed. The model is a static clusterbased architecture and aims to provide two factors. First, it is to increase the lifetime of target tracking wireless sensor network. Secondly, it is to enable good localization result with low energy consumption for each sensor in the network. The model consists of heterogeneous sensors and each sensing member node in a cluster uses two operation modes–active mode and sleep mode. The performance results illustrate that the proposed architecture consumes less energy and increases lifetime than centralized and dynamic clustering architectures, for target tracking sensor network.Keywords: Network lifetime, Target Localization, TargetTracking, Wireless Sensor Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 172410049 A Model-Free Robust Control Approach for Robot Manipulator
Authors: A. Izadbakhsh, M. M. Fateh
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A model-free robust control (MFRC) approach is proposed for position control of robot manipulators in the state space. The control approach is verified analytically to be robust subject to uncertainties including external disturbances, unmodeled dynamics, and parametric uncertainties. There is a high flexibility to work on different systems including actuators by the use of the proposed control approach. The proposed control approach can guarantee the robustness of control system. A PUMA 560 robot driven by geared permanent magnet dc motors is simulated. The simulation results show a satisfactory performance for control system under technical specifications. KeywordsModel-free, robust control, position control, PUMA 560.Keywords: Model-free, robust control, position control, PUMA 560.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 211810048 Influence of Valve Lift Timing on Producer Gas Combustion and Its Modeling Using Two-Stage Wiebe Function
Authors: M. Sreedhar Babu, Vishal Garg, S. B. Akella, Shibu Clement, N. K. S Rajan
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Producer gas is a biomass derived gaseous fuel which is extensively used in internal combustion engines for power generation application. Unlike the conventional hydrocarbon fuels (Gasoline and Natural gas), the combustion properties of producer gas fuel are much different. Therefore, setting of optimal spark time for efficient engine operation is required. Owing to the fluctuating tendency of producer gas composition during gasification process, the heat release patterns (dictating the power output and emissions) obtained are quite different from conventional fuels. It was found that, valve lift timing is yet another factor which influences the burn rate of producer gas fuel, and thus, the heat release rate of the engine. Therefore, the present study was motivated to estimate the influence of valve lift timing analytically (Wiebe model) on the burn rate of producer gas through curve fitting against experimentally obtained mass fraction burn curves of several producer gas compositions. Furthermore, Wiebe models are widely used in zero-dimensional codes for engine parametric studies and are quite popular. This study also addresses the influence of hydrogen and methane concentration of producer gas on combustion trends, which are known to cause dynamics in engine combustion.
Keywords: Combustion Duration, crank angle, mass fraction burnt, producer gas, wiebe combustion model, wide open throttle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 97010047 Building a Service-Centric Business Model in SMEs in the Business-to-Business Context
Authors: Päivi J. Tossavainen , Leena Alakoski, Katri Ojasalo
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Building a service-centric business model requires new knowledge and capabilities in companies. This paper enlightens the challenges small and medium sized firms (SMEs) face when developing their service-centric business models. This paper examines the premise for knowledge transfer and capability development required. The objective of this paper is to increase knowledge about SME-s transformation to service-centric business models.This paper reports an action research based case study. The paper provides empirical evidence from three case companies. The empirical data was collected through multiple methods. The findings of the paper are: First, the developed model to analyze the current state in companies. Second, the process of building the service – centric business models. Third, the selection of suitable service development methods. The lack of a holistic understanding on service logic suggests that SMEs need practical and easy to use methods to improve their businessKeywords: service-centric business model, service development, action research, case study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178010046 A Superior Delay Estimation Model for VLSI Interconnect in Current Mode Signaling
Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath
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Today’s VLSI networks demands for high speed. And in this work the compact form mathematical model for current mode signalling in VLSI interconnects is presented.RLC interconnect line is modelled using characteristic impedance of transmission line and inductive effect. The on-chip inductance effect is dominant at lower technology node is emulated into an equivalent resistance. First order transfer function is designed using finite difference equation, Laplace transform and by applying the boundary conditions at the source and load termination. It has been observed that the dominant pole determines system response and delay in the proposed model. The novel proposed current mode model shows superior performance as compared to voltage mode signalling. Analysis shows that current mode signalling in VLSI interconnects provides 2.8 times better delay performance than voltage mode. Secondly the damping factor of a lumped RLC circuit is shown to be a useful figure of merit.
Keywords: Current Mode, Voltage Mode, VLSI Interconnect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 245010045 Adaptive Early Packet Discarding Policy Based on Two Traffic Classes
Authors: Rawya Rizk, Rehab Abdel-Kader, Rabab Ramadan
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Unlike the best effort service provided by the internet today, next-generation wireless networks will support real-time applications. This paper proposes an adaptive early packet discard (AEPD) policy to improve the performance of the real time TCP traffic over ATM networks and avoid the fragmentation problem. Three main aspects are incorporated in the proposed policy. First, providing quality-of-service (QoS) guaranteed for real-time applications by implementing a priority scheduling. Second, resolving the partially corrupted packets problem by differentiating the buffered cells of one packet from another. Third, adapting a threshold dynamically using Fuzzy logic based on the traffic behavior to maintain a high throughput under a variety of load conditions. The simulation is run for two priority classes of the input traffic: real time and non-real time classes. Simulation results show that the proposed AEPD policy improves throughput and fairness over that using static threshold under the same traffic conditions.Keywords: Early packet discard, Fuzzy logic, packet dropping policies, quality-of-service (QoS), TCP over ATM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 142510044 A Strategy for a Robust Design of Cracked Stiffened Panels
Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano
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This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.
Keywords: Residual strength, R-Curve, Gurson model, SDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 154110043 Optical and Double Folding Model Analysis for Alpha Particles Elastically Scattered from 9Be and 11B Nuclei at Different Energies
Authors: Ahmed H. Amer, A. Amar, Sh. Hamada, I. I. Bondouk, F. A. El-Hussiny
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Elastic scattering of α-particles from 9Be and 11B nuclei at different alpha energies have been analyzed. Optical model parameters (OMPs) of α-particles elastic scattering by these nuclei at different energies have been obtained. In the present calculations, the real part of the optical potential are derived by folding of nucleonnucleon (NN) interaction into nuclear matter density distribution of the projectile and target nuclei using computer code FRESCO. A density-dependent version of the M3Y interaction (CDM3Y6), which is based on the G-matrix elements of the Paris NN potential, has been used. Volumetric integrals of the real and imaginary potential depth (JR, JW) have been calculated and found to be energy dependent. Good agreement between the experimental data and the theoretical predictions in the whole angular range. In double folding (DF) calculations, the obtained normalization coefficient Nr is in the range 0.70–1.32.Keywords: Elastic scattering of α-particles, optical model parameters, double folding model, nucleon-nucleon interaction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 219610042 Study the Influence of Chemical Treatment on the Compositional Changes and Defect Structures of ZnS Thin Film
Authors: N. Dahbi, D-E. Arafah
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The effect of chemical treatment in CdCl2 on the compositional changes and defect structures of potentially useful ZnS solar cell thin films prepared by vacuum deposition method was studied using the complementary Rutherford backscattering (RBS) and Thermoluminesence (TL) techniques. A series of electron and hole traps are found in the various as deposited samples studied. After treatment, perturbation on the intensity is noted; mobile defect states and charge conversion and/or transfer between defect states are found.Keywords: chemical treatment, defect, glow curve, RBS, thinfilm, thermoluminescence, ZnS, vacuum deposition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 159910041 Simulation of the Finite Difference Time Domain in Two Dimension
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The finite-difference time-domain (FDTD) method is one of the most widely used computational methods in electromagnetic. This paper describes the design of two-dimensional (2D) FDTD simulation software for transverse magnetic (TM) polarization using Berenger's split-field perfectly matched layer (PML) formulation. The software is developed using Matlab programming language. Numerical examples validate the software.Keywords: Finite difference time domain (FDTD) method, perfectly matched layer (PML), split-filed formulation, transverse magnetic (TM) polarization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 562010040 Sentiment Analysis of Fake Health News Using Naive Bayes Classification Models
Authors: Danielle Shackley, Yetunde Folajimi
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As more people turn to the internet seeking health related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores of text, ranging from positive, neutral and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing, tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process, and substituting the Naive Bayes for a deep learning neural network model.
Keywords: Sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48810039 Agreement Options on Multi Criteria Group Decision and Negotiation
Authors: Christiono Utomo, Arazi Idrus, Madzlan Napiah, Mohd. Faris Khamidi
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This paper presents a conceptual model of agreement options on negotiation support for civil engineering decision. The negotiation support facilitates the solving of group choice decision making problems in civil engineering decision to reduce the impact of mud volcano disaster in Sidoarjo, Indonesia. The approach based on application of analytical hierarchy process (AHP) method for multi criteria decision on three level of decision hierarchy. Decisions for reducing impact is very complicated since many parties involved in a critical time. Where a number of stakeholders are involved in choosing a single alternative from a set of solution alternatives, there are different concern caused by differing stakeholder preferences, experiences, and background. Therefore, a group choice decision support is required to enable each stakeholder to evaluate and rank the solution alternatives before engaging into negotiation with the other stakeholders. Such civil engineering solutions as alternatives are referred to as agreement options that are determined by identifying the possible stakeholder choice, followed by determining the optimal solution for each group of stakeholder. Determination of the optimal solution is based on a game theory model of n-person general sum game with complete information that involves forming coalitions among stakeholders.Keywords: Agreement options, AHP, agent, negotiation, multicriteria, game theory, and coalition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 164210038 Decision Trees for Predicting Risk of Mortality using Routinely Collected Data
Authors: Tessy Badriyah, Jim S. Briggs, Dave R. Prytherch
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It is well known that Logistic Regression is the gold standard method for predicting clinical outcome, especially predicting risk of mortality. In this paper, the Decision Tree method has been proposed to solve specific problems that commonly use Logistic Regression as a solution. The Biochemistry and Haematology Outcome Model (BHOM) dataset obtained from Portsmouth NHS Hospital from 1 January to 31 December 2001 was divided into four subsets. One subset of training data was used to generate a model, and the model obtained was then applied to three testing datasets. The performance of each model from both methods was then compared using calibration (the χ2 test or chi-test) and discrimination (area under ROC curve or c-index). The experiment presented that both methods have reasonable results in the case of the c-index. However, in some cases the calibration value (χ2) obtained quite a high result. After conducting experiments and investigating the advantages and disadvantages of each method, we can conclude that Decision Trees can be seen as a worthy alternative to Logistic Regression in the area of Data Mining.Keywords: Decision Trees, Logistic Regression, clinical outcome, risk of mortality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 252310037 System Identification Based on Stepwise Regression for Dynamic Market Representation
Authors: Alexander Efremov
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A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.Keywords: market identification, dynamic models, stepwise regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 161810036 Fuzzy Trust for Peer-to-Peer Based Systems
Authors: Farag Azzedin, Ahmad Ridha, Ali Rizvi
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Trust management is one of the drawbacks in Peer-to-Peer (P2P) system. Lack of centralized control makes it difficult to control the behavior of the peers. Reputation system is one approach to provide trust assessment in P2P system. In this paper, we use fuzzy logic to model trust in a P2P environment. Our trust model combines first-hand (direct experience) and second-hand (reputation)information to allow peers to represent and reason with uncertainty regarding other peers' trustworthiness. Fuzzy logic can help in handling the imprecise nature and uncertainty of trust. Linguistic labels are used to enable peers assign a trust level intuitively. Our fuzzy trust model is flexible such that inference rules are used to weight first-hand and second-hand accordingly.
Keywords: P2P Systems; Trust, Reputation, Fuzzy Logic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 215810035 Structural Parsing of Natural Language Text in Tamil Using Phrase Structure Hybrid Language Model
Authors: Selvam M, Natarajan. A M, Thangarajan R
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Parsing is important in Linguistics and Natural Language Processing to understand the syntax and semantics of a natural language grammar. Parsing natural language text is challenging because of the problems like ambiguity and inefficiency. Also the interpretation of natural language text depends on context based techniques. A probabilistic component is essential to resolve ambiguity in both syntax and semantics thereby increasing accuracy and efficiency of the parser. Tamil language has some inherent features which are more challenging. In order to obtain the solutions, lexicalized and statistical approach is to be applied in the parsing with the aid of a language model. Statistical models mainly focus on semantics of the language which are suitable for large vocabulary tasks where as structural methods focus on syntax which models small vocabulary tasks. A statistical language model based on Trigram for Tamil language with medium vocabulary of 5000 words has been built. Though statistical parsing gives better performance through tri-gram probabilities and large vocabulary size, it has some disadvantages like focus on semantics rather than syntax, lack of support in free ordering of words and long term relationship. To overcome the disadvantages a structural component is to be incorporated in statistical language models which leads to the implementation of hybrid language models. This paper has attempted to build phrase structured hybrid language model which resolves above mentioned disadvantages. In the development of hybrid language model, new part of speech tag set for Tamil language has been developed with more than 500 tags which have the wider coverage. A phrase structured Treebank has been developed with 326 Tamil sentences which covers more than 5000 words. A hybrid language model has been trained with the phrase structured Treebank using immediate head parsing technique. Lexicalized and statistical parser which employs this hybrid language model and immediate head parsing technique gives better results than pure grammar and trigram based model.Keywords: Hybrid Language Model, Immediate Head Parsing, Lexicalized and Statistical Parsing, Natural Language Processing, Parts of Speech, Probabilistic Context Free Grammar, Tamil Language, Tree Bank.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 364310034 Evaluation of the Mechanical Behavior of a Retaining Wall Structure on a Weathered Soil through Probabilistic Methods
Authors: P. V. S. Mascarenhas, B. C. P. Albuquerque, D. J. F. Campos, L. L. Almeida, V. R. Domingues, L. C. S. M. Ozelim
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Retaining slope structures are increasingly considered in geotechnical engineering projects due to extensive urban cities growth. These kinds of engineering constructions may present instabilities over the time and may require reinforcement or even rebuilding of the structure. In this context, statistical analysis is an important tool for decision making regarding retaining structures. This study approaches the failure probability of the construction of a retaining wall over the debris of an old and collapsed one. The new solution’s extension length will be of approximately 350 m and will be located over the margins of the Lake Paranoá, Brasilia, in the capital of Brazil. The building process must also account for the utilization of the ruins as a caisson. A series of in situ and laboratory experiments defined local soil strength parameters. A Standard Penetration Test (SPT) defined the in situ soil stratigraphy. Also, the parameters obtained were verified using soil data from a collection of masters and doctoral works from the University of Brasília, which is similar to the local soil. Initial studies show that the concrete wall is the proper solution for this case, taking into account the technical, economic and deterministic analysis. On the other hand, in order to better analyze the statistical significance of the factor-of-safety factors obtained, a Monte Carlo analysis was performed for the concrete wall and two more initial solutions. A comparison between the statistical and risk results generated for the different solutions indicated that a Gabion solution would better fit the financial and technical feasibility of the project.
Keywords: Economical analysis, probability of failure, retaining walls, statistical analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 102410033 A Spatial Repetitive Controller Applied to an Aeroelastic Model for Wind Turbines
Authors: Riccardo Fratini, Riccardo Santini, Jacopo Serafini, Massimo Gennaretti, Stefano Panzieri
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This paper presents a nonlinear differential model, for a three-bladed horizontal axis wind turbine (HAWT) suited for control applications. It is based on a 8-dofs, lumped parameters structural dynamics coupled with a quasi-steady sectional aerodynamics. In particular, using the Euler-Lagrange Equation (Energetic Variation approach), the authors derive, and successively validate, such model. For the derivation of the aerodynamic model, the Greenbergs theory, an extension of the theory proposed by Theodorsen to the case of thin airfoils undergoing pulsating flows, is used. Specifically, in this work, the authors restricted that theory under the hypothesis of low perturbation reduced frequency k, which causes the lift deficiency function C(k) to be real and equal to 1. Furthermore, the expressions of the aerodynamic loads are obtained using the quasi-steady strip theory (Hodges and Ormiston), as a function of the chordwise and normal components of relative velocity between flow and airfoil Ut, Up, their derivatives, and section angular velocity ε˙. For the validation of the proposed model, the authors carried out open and closed-loop simulations of a 5 MW HAWT, characterized by radius R =61.5 m and by mean chord c = 3 m, with a nominal angular velocity Ωn = 1.266rad/sec. The first analysis performed is the steady state solution, where a uniform wind Vw = 11.4 m/s is considered and a collective pitch angle θ = 0.88◦ is imposed. During this step, the authors noticed that the proposed model is intrinsically periodic due to the effect of the wind and of the gravitational force. In order to reject this periodic trend in the model dynamics, the authors propose a collective repetitive control algorithm coupled with a PD controller. In particular, when the reference command to be tracked and/or the disturbance to be rejected are periodic signals with a fixed period, the repetitive control strategies can be applied due to their high precision, simple implementation and little performance dependency on system parameters. The functional scheme of a repetitive controller is quite simple and, given a periodic reference command, is composed of a control block Crc(s) usually added to an existing feedback control system. The control block contains and a free time-delay system eτs in a positive feedback loop, and a low-pass filter q(s). It should be noticed that, while the time delay term reduces the stability margin, on the other hand the low pass filter is added to ensure stability. It is worth noting that, in this work, the authors propose a phase shifting for the controller and the delay system has been modified as e^(−(T−γk)), where T is the period of the signal and γk is a phase shifting of k samples of the same periodic signal. It should be noticed that, the phase shifting technique is particularly useful in non-minimum phase systems, such as flexible structures. In fact, using the phase shifting, the iterative algorithm could reach the convergence also at high frequencies. Notice that, in our case study, the shifting of k samples depends both on the rotor angular velocity Ω and on the rotor azimuth angle Ψ: we refer to this controller as a spatial repetitive controller. The collective repetitive controller has also been coupled with a C(s) = PD(s), in order to dampen oscillations of the blades. The performance of the spatial repetitive controller is compared with an industrial PI controller. In particular, starting from wind speed velocity Vw = 11.4 m/s the controller is asked to maintain the nominal angular velocity Ωn = 1.266rad/s after an instantaneous increase of wind speed (Vw = 15 m/s). Then, a purely periodic external disturbance is introduced in order to stress the capabilities of the repetitive controller. The results of the simulations show that, contrary to a simple PI controller, the spatial repetitive-PD controller has the capability to reject both external disturbances and periodic trend in the model dynamics. Finally, the nominal value of the angular velocity is reached, in accordance with results obtained with commercial software for a turbine of the same type.Keywords: Wind turbines, aeroelasticity, repetitive control, periodic systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 129810032 Parallel Vector Processing Using Multi Level Orbital DATA
Authors: Nagi Mekhiel
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Many applications use vector operations by applying single instruction to multiple data that map to different locations in conventional memory. Transferring data from memory is limited by access latency and bandwidth affecting the performance gain of vector processing. We present a memory system that makes all of its content available to processors in time so that processors need not to access the memory, we force each location to be available to all processors at a specific time. The data move in different orbits to become available to other processors in higher orbits at different time. We use this memory to apply parallel vector operations to data streams at first orbit level. Data processed in the first level move to upper orbit one data element at a time, allowing a processor in that orbit to apply another vector operation to deal with serial code limitations inherited in all parallel applications and interleaved it with lower level vector operations.Keywords: Memory organization, parallel processors, serial code, vector processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 106210031 Torrefaction of Biomass Pellets: Modeling of the Process in a Fixed Bed Reactor
Authors: Ekaterina Artiukhina, Panagiotis Grammelis
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Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion, and co-firing applications. In the course of torrefaction, the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The nonstationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.
Keywords: Torrefaction, biomass pellets, model, heat and mass transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 180210030 Dynamic Optimization of Industrial Servomechanisms using Motion Laws Based On Bezier Curves
Authors: Giovanni Incerti
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The motion planning procedure described in this paper has been developed in order to eliminate or reduce the residual vibrations of electromechanical positioning systems, without augmenting the motion time (usually imposed by production requirements), nor introducing overtime for vibration damping. The proposed technique is based on a suitable choice of the motion law assigned to the servomotor that drives the mechanism. The reference profile is defined by a Bezier curve, whose shape can be easily changed by modifying some numerical parameters. By means of an optimization technique these parameters can be modified without altering the continuity conditions imposed on the displacement and on its time derivatives at the initial and final time instants.
Keywords: Servomechanism, residual vibrations, motion optimization.
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