Search results for: air pollution prediction.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1475

Search results for: air pollution prediction.

1235 Estimation of Relative Subsidence of Collapsible Soils Using Electromagnetic Measurements

Authors: Henok Hailemariam, Frank Wuttke

Abstract:

Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.

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1234 Creation of Economic and Social Value by Social Entrepreneurship for Sustainable Development

Authors: Ahaskar Pandey, Gaurav Mukherjee, Sushil Kumar

Abstract:

The ever growing sentiment of environmentalism across the globe has made many people think on the green lines. But most of such ideas halt short of implementation because of the short term economic viability issues with the concept of going green. In this paper we have tried to amalgamate the green concept with social entrepreneurship for solving a variety of issues faced by the society today. In addition the paper also tries to ensure that the short term economic viability does not act as a deterrent. The paper comes up three sustainable models of social entrepreneurship which tackle a wide assortment of issues such as nutrition problem, land problems, pollution problems and employment problems. The models described fall under the following heads: - Spirulina cultivation: The model addresses nutrition, land and employment issues. It deals with cultivation of a blue green alga called Spirulina which can be used as a very nutritious food. Also, the implementation of this model would bring forth employment to the poor people of the area. - Biocomposites: The model comes up with various avenues in which biocomposites can be used in an economically sustainable manner. This model deals with the environmental concerns and addresses the depletion of natural resources. - Packaging material from empty fruit bunches (EFB) of oil palm: This one deals with air and land pollution. It is intended to be a substitute for packaging materials made from Styrofoam and plastics which are non-biodegradable. It takes care of the biodegradability and land pollution issues. It also reduces air pollution as the empty fruit bunches are not incinerated. All the three models are sustainable and do not deplete the natural resources any further. This paper explains each of the models in detail and deals with the operational/manufacturing procedures and cost analysis while also throwing light on the benefits derived and sustainability aspects.

Keywords: Biodegradable, Pollution, Social entrepreneurship, Sustainability.

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1233 Prediction of Coast Down Time for Mechanical Faults in Rotating Machinery Using Artificial Neural Networks

Authors: G. R. Rameshkumar, B. V. A Rao, K. P. Ramachandran

Abstract:

Misalignment and unbalance are the major concerns in rotating machinery. When the power supply to any rotating system is cutoff, the system begins to lose the momentum gained during sustained operation and finally comes to rest. The exact time period from when the power is cutoff until the rotor comes to rest is called Coast Down Time. The CDTs for different shaft cutoff speeds were recorded at various misalignment and unbalance conditions. The CDT reduction percentages were calculated for each fault and there is a specific correlation between the CDT reduction percentage and the severity of the fault. In this paper, radial basis network, a new generation of artificial neural networks, has been successfully incorporated for the prediction of CDT for misalignment and unbalance conditions. Radial basis network has been found to be successful in the prediction of CDT for mechanical faults in rotating machinery.

Keywords: Coast Down Time, Misalignment, Unbalance, Artificial Neural Networks, Radial Basis Network.

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1232 A Comparison of the Nonparametric Regression Models using Smoothing Spline and Kernel Regression

Authors: Dursun Aydin

Abstract:

This paper study about using of nonparametric models for Gross National Product data in Turkey and Stanford heart transplant data. It is discussed two nonparametric techniques called smoothing spline and kernel regression. The main goal is to compare the techniques used for prediction of the nonparametric regression models. According to the results of numerical studies, it is concluded that smoothing spline regression estimators are better than those of the kernel regression.

Keywords: Kernel regression, Nonparametric models, Prediction, Smoothing spline.

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1231 Predictive Models for Compressive Strength of High Performance Fly Ash Cement Concrete for Pavements

Authors: S. M. Gupta, Vanita Aggarwal, Som Nath Sachdeva

Abstract:

The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% @ 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes that have been designed, three were conventional concretes for three grades under discussion and fifteen were HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days, and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave-One-Out Validation (LOOV) methods.

Keywords: ANN, concrete mixes, compressive strength, fly ash, high performance concrete, linear regression, strength prediction models.

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1230 Predicting the Minimum Free Energy RNA Secondary Structures using Harmony Search Algorithm

Authors: Abdulqader M. Mohsen, Ahamad Tajudin Khader, Dhanesh Ramachandram, Abdullatif Ghallab

Abstract:

The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.

Keywords: Metaheuristic algorithms, dynamic programming algorithms, harmony search optimization, RNA folding, Minimum free energy.

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1229 Long-Term Deformations of Concrete Structures

Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes consideration of the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: Drying, hydraulic concretes, shrinkage, modeling, prediction.

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1228 Modified Naïve Bayes Based Prediction Modeling for Crop Yield Prediction

Authors: Kefaya Qaddoum

Abstract:

Most of greenhouse growers desire a determined amount of yields in order to accurately meet market requirements. The purpose of this paper is to model a simple but often satisfactory supervised classification method. The original naive Bayes have a serious weakness, which is producing redundant predictors. In this paper, utilized regularization technique was used to obtain a computationally efficient classifier based on naive Bayes. The suggested construction, utilized L1-penalty, is capable of clearing redundant predictors, where a modification of the LARS algorithm is devised to solve this problem, making this method applicable to a wide range of data. In the experimental section, a study conducted to examine the effect of redundant and irrelevant predictors, and test the method on WSG data set for tomato yields, where there are many more predictors than data, and the urge need to predict weekly yield is the goal of this approach. Finally, the modified approach is compared with several naive Bayes variants and other classification algorithms (SVM and kNN), and is shown to be fairly good.

Keywords: Tomato yields prediction, naive Bayes, redundancy

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1227 The Traffic Prediction Multi-path Energy-aware Source Routing (TP-MESR)in Ad hoc Networks

Authors: Su Jin Kim, Ji Yeon Cho, Bong Gyou Lee

Abstract:

The purpose of this study is to suggest energy efficient routing for ad hoc networks which are composed of nodes with limited energy. There are diverse problems including limitation of energy supply of node, and the node energy management problem has been presented. And a number of protocols have been proposed for energy conservation and energy efficiency. In this study, the critical point of the EA-MPDSR, that is the type of energy efficient routing using only two paths, is improved and developed. The proposed TP-MESR uses multi-path routing technique and traffic prediction function to increase number of path more than 2. It also verifies its efficiency compared to EA-MPDSR using network simulator (NS-2). Also, To give a academic value and explain protocol systematically, research guidelines which the Hevner(2004) suggests are applied. This proposed TP-MESR solved the existing multi-path routing problem related to overhead, radio interference, packet reassembly and it confirmed its contribution to effective use of energy in ad hoc networks.

Keywords: Ad hoc, energy-aware, multi-path, routing protocol, traffic prediction.

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1226 A Legal Opinion on Mitigation and Adaptation on Air Pollution Strategies for Local Governments in South Africa

Authors: Marjone Van Der Bank, C. M. Van Der Bank

Abstract:

This paper presents an overview of the foundation and evolution of environmental related problems in local governments with specific reference on air pollution in South Africa. Local government has a direct mandate in terms of the Constitution of the Republic of South Africa, 1996 (hereafter, the Constitution). This mandate to protect, fulfil, respect and promote the Bill of Rights by local governments in respect of the powers and functions creates confusion around the role of where a local government fits in, in addressing the problem of climate change in South Africa. A reflection of the evolving legislations, developments, and processes regarding climate change that shaped local government dispensation in South Africa is addressed by the notion of developmental local governments. This paper seeks to examine the advances for mitigation and adaptation regulation of air pollution and application in South Africa. This study involves a qualitative approach that will involve South African national legislation as well as an interpretation of international strategies. A literature review study was conducted to undertake the various aspects of law in order to support the argument undertaken of mitigation and adaptation strategies. The paper presents a detailed discussion of the current legislation and the position as it currently stands, as well as the relevant protections as outlined in the National Environmental Management Act and the National Environmental Management: Air Quality Act. It then proceeds to outline the responsibilities of local governments in South Africa to mitigate and adapt to air pollution strategies.

Keywords: Adaptation, climate change, disaster, local governments, mitigation.

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1225 Probabilistic Approach of Dealing with Uncertainties in Distributed Constraint Optimization Problems and Situation Awareness for Multi-agent Systems

Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence.

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1224 Prediction of Compressive Strength of Self- Compacting Concrete with Fuzzy Logic

Authors: Paratibha Aggarwal, Yogesh Aggarwal

Abstract:

The paper presents the potential of fuzzy logic (FL-I) and neural network techniques (ANN-I) for predicting the compressive strength, for SCC mixtures. Six input parameters that is contents of cement, sand, coarse aggregate, fly ash, superplasticizer percentage and water-to-binder ratio and an output parameter i.e. 28- day compressive strength for ANN-I and FL-I are used for modeling. The fuzzy logic model showed better performance than neural network model.

Keywords: Self compacting concrete, compressive strength, prediction, neural network, Fuzzy logic.

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1223 Interaction of between Cd and Zn in Barley (Hordeum vulgare L.) Plant for Phytoextraction Method

Authors: S. Adiloğlu, K. Bellitürk, Y. Solmaz, A. Adiloğlu

Abstract:

The aim of this research is to remediation of the cadmium (Cd) pollution in agricultural soils by using barley (Hordeum vulgare L.) plant. For this purpose, a pot experiment was done in greenhouse conditions. Cadmium (100 mg/kg) as CdSO4.8H2O forms was applied to each pot and incubated during 30 days. Then Ethylenediamine tetraacetic acid (EDTA) chelate was applied to each pot at five doses (0, 3, 6, 8 and 10 mmol/kg) 20 days before harvesting time of the barley plants. The plants were harvested after two months planting. According to the pot experiment results, Cd and Zn amounts of barley plant increased with increasing EDTA application and Zn and Cd contents of barley 20,13 and 1,35 mg/kg for 0 mmol /kg EDTA; 58,61 and 113,24 mg/kg for 10 mmol/kg EDTA doses, respectively. On the other hand, Cd and Zn concentrations of experiment soil increased with EDTA application to the soil samples. Zinc and Cd concentrations of soil 0,31 and 0,021 mg/kg for 0 mmol /kg EDTA; 2,39 and 67,40 mg/kg for 10 mmol/kg EDTA doses, respectively. These increases were found to be statistically significant at the level of 1 %. According to the results of the pot experiment, some heavy metal especially Cd pollution of barley (Hordeum vulgare L.) plant province can be remediated by the phytoextraction method.

Keywords: Barley (Hordeum vulgare L.), Cadmium and Zinc, phytoextraction, soil pollution.

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1222 Integration of Big Data to Predict Transportation for Smart Cities

Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

Abstract:

The Intelligent transportation system is essential to build smarter cities. Machine learning based transportation prediction could be highly promising approach by delivering invisible aspect visible. In this context, this research aims to make a prototype model that predicts transportation network by using big data and machine learning technology. In detail, among urban transportation systems this research chooses bus system.  The research problem that existing headway model cannot response dynamic transportation conditions. Thus, bus delay problem is often occurred. To overcome this problem, a prediction model is presented to fine patterns of bus delay by using a machine learning implementing the following data sets; traffics, weathers, and bus statues. This research presents a flexible headway model to predict bus delay and analyze the result. The prototyping model is composed by real-time data of buses. The data are gathered through public data portals and real time Application Program Interface (API) by the government. These data are fundamental resources to organize interval pattern models of bus operations as traffic environment factors (road speeds, station conditions, weathers, and bus information of operating in real-time). The prototyping model is designed by the machine learning tool (RapidMiner Studio) and conducted tests for bus delays prediction. This research presents experiments to increase prediction accuracy for bus headway by analyzing the urban big data. The big data analysis is important to predict the future and to find correlations by processing huge amount of data. Therefore, based on the analysis method, this research represents an effective use of the machine learning and urban big data to understand urban dynamics.

Keywords: Big data, bus headway prediction, machine learning, public transportation.

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1221 Urban Air Pollution – Trend and Forecasting of Major Pollutants by Timeseries Analysis

Authors: A.L. Seetharam, B.L. Udaya Simha

Abstract:

The Bangalore City is facing the acute problem of pollution in the atmosphere due to the heavy increase in the traffic and developmental activities in recent years. The present study is an attempt in the direction to assess trend of the ambient air quality status of three stations, viz., AMCO Batteries Factory, Mysore Road, GRAPHITE INDIA FACTORY, KHB Industrial Area, Whitefield and Ananda Rao Circle, Gandhinagar with respect to some of the major criteria pollutants such as Total Suspended particular matter (SPM), Oxides of nitrogen (NOx), and Oxides of sulphur (SO2). The sites are representative of various kinds of growths viz., commercial, residential and industrial, prevailing in Bangalore, which are contributing to air pollution. The concentration of Sulphur Dioxide (SO2) at all locations showed a falling trend due to use of refined petrol and diesel in the recent years. The concentration of Oxides of nitrogen (NOx) showed an increasing trend but was within the permissible limits. The concentration of the Suspended particular matter (SPM) showed the mixed trend. The correlation between model and observed values is found to vary from 0.4 to 0.7 for SO2, 0.45 to 0.65 for NOx and 0.4 to 0.6 for SPM. About 80% of data is observed to fall within the error band of ±50%. Forecast test for the best fit models showed the same trend as actual values in most of the cases. However, the deviation observed in few cases could be attributed to change in quality of petro products, increase in the volume of traffic, introduction of LPG as fuel in many types of automobiles, poor condition of roads, prevailing meteorological conditions, etc.

Keywords: Bangalore, urban air pollution, time series analysis.

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1220 Roll of Membership functions in Fuzzy Logic for Prediction of Shoot Length of Mustard Plant Based on Residual Analysis

Authors: Satyendra Nath Mandal, J. Pal Choudhury, Dilip De, S. R. Bhadra Chaudhuri

Abstract:

The selection for plantation of a particular type of mustard plant depending on its productivity (pod yield) at the stage of maturity. The growth of mustard plant dependent on some parameters of that plant, these are shoot length, number of leaves, number of roots and roots length etc. As the plant is growing, some leaves may be fall down and some new leaves may come, so it can not gives the idea to develop the relationship with the seeds weight at mature stage of that plant. It is not possible to find the number of roots and root length of mustard plant at growing stage that will be harmful of this plant as roots goes deeper to deeper inside the land. Only the value of shoot length which increases in course of time can be measured at different time instances. Weather parameters are maximum and minimum humidity, rain fall, maximum and minimum temperature may effect the growth of the plant. The parameters of pollution, water, soil, distance and crop management may be dominant factors of growth of plant and its productivity. Considering all parameters, the growth of the plant is very uncertain, fuzzy environment can be considered for the prediction of shoot length at maturity of the plant. Fuzzification plays a greater role for fuzzification of data, which is based on certain membership functions. Here an effort has been made to fuzzify the original data based on gaussian function, triangular function, s-function, Trapezoidal and L –function. After that all fuzzified data are defuzzified to get normal form. Finally the error analysis (calculation of forecasting error and average error) indicates the membership function appropriate for fuzzification of data and use to predict the shoot length at maturity. The result is also verified using residual (Absolute Residual, Maximum of Absolute Residual, Mean Absolute Residual, Mean of Mean Absolute Residual, Median of Absolute Residual and Standard Deviation) analysis.

Keywords: Fuzzification, defuzzification, gaussian function, triangular function, trapezoidal function, s-function, , membership function, residual analysis.

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1219 Multiclass Support Vector Machines with Simultaneous Multi-Factors Optimization for Corporate Credit Ratings

Authors: Hyunchul Ahn, William X. S. Wong

Abstract:

Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.

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1218 A Network Traffic Prediction Algorithm Based On Data Mining Technique

Authors: D. Prangchumpol

Abstract:

This paper is a description approach to predict incoming and outgoing data rate in network system by using association rule discover, which is one of the data mining techniques. Information of incoming and outgoing data in each times and network bandwidth are network performance parameters, which needed to solve in the traffic problem. Since congestion and data loss are important network problems. The result of this technique can predicted future network traffic. In addition, this research is useful for network routing selection and network performance improvement.

Keywords: Traffic prediction, association rule, data mining.

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1217 Lead and Cadmium Spatial Pattern and Risk Assessment around Coal Mine in Hyrcanian Forest, North Iran

Authors: Mahsa Tavakoli, Seyed Mohammad Hojjati, Yahya Kooch

Abstract:

In this study, the effect of coal mining activities on lead and cadmium concentrations and distribution in soil was investigated in Hyrcanian forest, North Iran. 16 plots (20×20 m2) were established by systematic-randomly (60×60 m2) in an area of 4 ha (200×200 m2-mine entrance placed at center). An area adjacent to the mine was not affected by the mining activity; considered as the controlled area. In order to investigate soil lead and cadmium concentration, one sample was taken from the 0-10 cm in each plot. To study the spatial pattern of soil properties and lead and cadmium concentrations in the mining area, an area of 80×80m2 (the mine as the center) was considered and 80 soil samples were systematic-randomly taken (10 m intervals). Geostatistical analysis was performed via Kriging method and GS+ software (version 5.1). In order to estimate the impact of coal mining activities on soil quality, pollution index was measured. Lead and cadmium concentrations were significantly higher in mine area (Pb: 10.97±0.30, Cd: 184.47±6.26 mg.kg-1) in comparison to control area (Pb: 9.42±0.17, Cd: 131.71±15.77 mg.kg-1). The mean values of the PI index indicate that Pb (1.16) and Cd (1.77) presented slightly polluted. Results of the NIPI index showed that Pb (1.44) and Cd (2.52) presented slight pollution and moderate pollution respectively. Results of variography and kriging method showed that it is possible to prepare interpolation maps of lead and cadmium around the mining areas in Hyrcanian forest. According to results of pollution and risk assessments, forest soil was contaminated by heavy metals (lead and cadmium); therefore, using reclamation and remediation techniques in these areas is necessary.

Keywords: Traditional coal mining, heavy metals, pollution indicators, geostatistics, caspian forest.

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1216 Groundwater Quality and the Sources of Pollution in Baghan Watershed, Iran

Authors: Abolfazl Moeini, Elahe Alizadeh Paeenafrakaty

Abstract:

The protection of groundwater resources is the great important many semiarid and arid environments. Baghan watershed is located in the north of Kangan in the Boshehr province in Iran. The groundwater resources have a vital role in supplying agricultural, drinking, domestic and industrial water demand in Baghan watershed. For our investigation into the water quality we collected 30 samples to chemical and physical analysis. The result showed the marl and evaporation deposits that contain anhydrite and gypsum is the main source of groundwater pollution, and one part of the groundwater was polluted by oil and gas industrial. Another part of the groundwater was contaminated by urban waste water. The electrical conductivity and captions and anions increased around of towns and gas refinery. Although the negative impact of untreated domestic wastewater is relatively low but the results showed strongly the negative impact of wastewater refinery is very considerable. This negative impact increased in downstream due to shallow aquifer. Additionally, the agents that adversely affect the quality of groundwater come from a variety of sources, including geology, domestic wastewater and the Jam refinery in Baghan watershed.

Keywords: Baghan watershed, Chemical quality, Groundwater, Pollution sources.

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1215 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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1214 Prediction of the Epileptic Events 'Epileptic Seizures' by Neural Networks and Expert Systems

Authors: Kifah Tout, Nisrine Sinno, Mohamad Mikati

Abstract:

Many studies have focused on the nonlinear analysis of electroencephalography (EEG) mainly for the characterization of epileptic brain states. It is assumed that at least two states of the epileptic brain are possible: the interictal state characterized by a normal apparently random, steady-state EEG ongoing activity; and the ictal state that is characterized by paroxysmal occurrence of synchronous oscillations and is generally called in neurology, a seizure. The spatial and temporal dynamics of the epileptogenic process is still not clear completely especially the most challenging aspects of epileptology which is the anticipation of the seizure. Despite all the efforts we still don-t know how and when and why the seizure occurs. However actual studies bring strong evidence that the interictal-ictal state transition is not an abrupt phenomena. Findings also indicate that it is possible to detect a preseizure phase. Our approach is to use the neural network tool to detect interictal states and to predict from those states the upcoming seizure ( ictal state). Analysis of the EEG signal based on neural networks is used for the classification of EEG as either seizure or non-seizure. By applying prediction methods it will be possible to predict the upcoming seizure from non-seizure EEG. We will study the patients admitted to the epilepsy monitoring unit for the purpose of recording their seizures. Preictal, ictal, and post ictal EEG recordings are available on such patients for analysis The system will be induced by taking a body of samples then validate it using another. Distinct from the two first ones a third body of samples is taken to test the network for the achievement of optimum prediction. Several methods will be tried 'Backpropagation ANN' and 'RBF'.

Keywords: Artificial neural network (ANN), automatic prediction, epileptic seizures analysis, genetic algorithm.

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1213 A Combined Neural Network Approach to Soccer Player Prediction

Authors: Wenbin Zhang, Hantian Wu, Jian Tang

Abstract:

An artificial neural network is a mathematical model inspired by biological neural networks. There are several kinds of neural networks and they are widely used in many areas, such as: prediction, detection, and classification. Meanwhile, in day to day life, people always have to make many difficult decisions. For example, the coach of a soccer club has to decide which offensive player to be selected to play in a certain game. This work describes a novel Neural Network using a combination of the General Regression Neural Network and the Probabilistic Neural Networks to help a soccer coach make an informed decision.

Keywords: General Regression Neural Network, Probabilistic Neural Networks, Neural function.

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1212 Water Demand Prediction for Touristic Mecca City in Saudi Arabia using Neural Networks

Authors: Abdel Hamid Ajbar, Emad Ali

Abstract:

Saudi Arabia is an arid country which depends on costly desalination plants to satisfy the growing residential water demand. Prediction of water demand is usually a challenging task because the forecast model should consider variations in economic progress, climate conditions and population growth. The task is further complicated knowing that Mecca city is visited regularly by large numbers during specific months in the year due to religious occasions. In this paper, a neural networks model is proposed to handle the prediction of the monthly and yearly water demand for Mecca city, Saudi Arabia. The proposed model will be developed based on historic records of water production and estimated visitors- distribution. The driving variables for the model include annuallyvarying variables such as household income, household density, and city population, and monthly-varying variables such as expected number of visitors each month and maximum monthly temperature.

Keywords: Water demand forecast; Neural Networks model; water resources management; Saudi Arabia.

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1211 Software Reliability Prediction Model Analysis

Authors: L. Mirtskhulava, M. Khunjgurua, N. Lomineishvili, K. Bakuria

Abstract:

Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.

Keywords: Exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability.

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1210 Assessment of Landfill Pollution Load on Hydroecosystem by Use of Heavy Metal Bioaccumulation Data in Fish

Authors: Gintarė Sauliutė, Gintaras Svecevičius

Abstract:

Landfill leachates contain a number of persistent pollutants, including heavy metals. They have the ability to spread in ecosystems and accumulate in fish which most of them are classified as top-consumers of trophic chains. Fish are freely swimming organisms; but perhaps, due to their species-specific ecological and behavioral properties, they often prefer the most suitable biotopes and therefore, did not avoid harmful substances or environments. That is why it is necessary to evaluate the persistent pollutant dispersion in hydroecosystem using fish tissue metal concentration. In hydroecosystems of hybrid type (e.g. river-pond-river) the distance from the pollution source could be a perfect indicator of such a kind of metal distribution. The studies were carried out in the Kairiai landfill neighboring hybrid-type ecosystem which is located 5 km east of the Šiauliai City. Fish tissue (gills, liver, and muscle) metal concentration measurements were performed on two types of ecologically-different fishes according to their feeding characteristics: benthophagous (Gibel carp, roach) and predatory (Northern pike, perch). A number of mathematical models (linear, non-linear, using log and other transformations) have been applied in order to identify the most satisfactorily description of the interdependence between fish tissue metal concentration and the distance from the pollution source. However, the only one log-multiple regression model revealed the pattern that the distance from the pollution source is closely and positively correlated with metal concentration in all predatory fish tissues studied (gills, liver, and muscle).

Keywords: Bioaccumulation in fish, heavy metals, hydroecosystem, landfill leachate, mathematical model.

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1209 Reliability Analysis for Cyclic Fatigue Life Prediction in Railroad Bolt Hole

Authors: Hasan Keshavarzian, Tayebeh Nesari

Abstract:

Bolted rail joint is one of the most vulnerable areas in railway track. A comprehensive approach was developed for studying the reliability of fatigue crack initiation of railroad bolt hole under random axle loads and random material properties. The operation condition was also considered as stochastic variables. In order to obtain the comprehensive probability model of fatigue crack initiation life prediction in railroad bolt hole, we used FEM, response surface method (RSM), and reliability analysis. Combined energy-density based and critical plane based fatigue concept is used for the fatigue crack prediction. The dynamic loads were calculated according to the axle load, speed, and track properties. The results show that axle load is most sensitive parameter compared to Poisson’s ratio in fatigue crack initiation life. Also, the reliability index decreases slowly due to high cycle fatigue regime in this area.

Keywords: Rail-wheel tribology, rolling contact mechanic, finite element modeling, reliability analysis.

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1208 Analysis and Remediation of Fecal Coliform Bacteria Pollution in Selected Surface Water Bodies of Enugu State of Nigeria

Authors: Chime Charles C., Ikechukwu Alexander Okorie, Ekanem E.J., Kagbu J. A.

Abstract:

The assessment of surface waters in Enugu metropolis for fecal coliform bacteria was undertaken. Enugu urban was divided into three areas (A1, A2 and A3), and fecal coliform bacteria analysed in the surface waters found in these areas for four years (2005-2008). The plate count method was used for the analyses. Data generated were subjected to statistical tests involving; Normality test, Homogeneity of variance test, correlation test, and tolerance limit test. The influence of seasonality and pollution trends were investigated using time series plots. Results from the tolerance limit test at 95% coverage with 95% confidence, and with respect to EU maximum permissible concentration show that the three areas suffer from fecal coliform pollution. To this end, remediation procedure involving the use of saw-dust extracts from three woods namely; Chlorophora-Excelsa (C-Excelsa),Khayan-Senegalensis,(CSenegalensis) and Erythrophylum-Ivorensis (E-Ivorensis) in controlling the coliforms was studied. Results show that mixture of the acetone extracts of the woods show the most effective antibacterial inhibitory activities (26.00mm zone of inhibition) against E-coli. Methanol extract mixture of the three woods gave best inhibitory activity (26.00mm zone of inhibition) against S-areus, and 25.00mm zones of inhibition against E-Aerogenes. The aqueous extracts mixture gave acceptable zones of inhibitions against the three bacteria organisms.

Keywords: Coliform bacteria, Pollution, Remediation, Saw-dust

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1207 Identification, Prediction and Detection of the Process Fault in a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique

Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.

Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.

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1206 Predicting Protein-Protein Interactions from Protein Sequences Using Phylogenetic Profiles

Authors: Omer Nebil Yaveroglu, Tolga Can

Abstract:

In this study, a high accuracy protein-protein interaction prediction method is developed. The importance of the proposed method is that it only uses sequence information of proteins while predicting interaction. The method extracts phylogenetic profiles of proteins by using their sequence information. Combining the phylogenetic profiles of two proteins by checking existence of homologs in different species and fitting this combined profile into a statistical model, it is possible to make predictions about the interaction status of two proteins. For this purpose, we apply a collection of pattern recognition techniques on the dataset of combined phylogenetic profiles of protein pairs. Support Vector Machines, Feature Extraction using ReliefF, Naive Bayes Classification, K-Nearest Neighborhood Classification, Decision Trees, and Random Forest Classification are the methods we applied for finding the classification method that best predicts the interaction status of protein pairs. Random Forest Classification outperformed all other methods with a prediction accuracy of 76.93%

Keywords: Protein Interaction Prediction, Phylogenetic Profile, SVM , ReliefF, Decision Trees, Random Forest Classification

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