Search results for: linear temperature sensor

Authors: Jason Zalev, Reza Sedaghat

Abstract:

This paper describes a complex energy signal model that is isomorphic with digital human fingerprint images. By using signal models, the problem of fingerprint matching is transformed into the signal processing problem of finding a correlation between two complex signals that differ by phase-rotation and time-scaling. A technique for minutiae matching that is independent of image translation, rotation and linear-scaling, and is resistant to missing minutiae is proposed. The method was tested using random data points. The results show that for matching prints the scaling and rotation angles are closely estimated and a stronger match will have a higher correlation.

Keywords: Affine Invariant, Fingerprint Recognition, Matching, Minutiae.

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Authors: Luísa P. Cruz-Lopes, Hugo Costa e Silva, Idalina Domingos, José Ferreira, Luís Teixeira de Lemos, Bruno Esteves

Abstract:

The liquefaction process of cork based tree barks has led to an increase of interest due to its potential innovation in the lumber and wood industries. In this particular study the bark of Quercus cerris (Turkish oak) is used due to its appreciable amount of cork tissue, although of inferior quality when compared to the cork provided by other Quercus trees. This study aims to optimize alkaline catalysis liquefaction conditions, regarding several parameters. To better comprehend the possible chemical characteristics of the bark of Quercus cerris, a complete chemical analysis was performed. The liquefaction process was performed in a double-jacket reactor heated with oil, using glycerol and a mixture of glycerol/ethylene glycol as solvents, potassium hydroxide as a catalyst, and varying the temperature, liquefaction time and granulometry. Due to low liquefaction efficiency resulting from the first experimental procedures a study was made regarding different washing techniques after the filtration process using methanol and methanol/water. The chemical analysis stated that the bark of Quercus cerris is mostly composed by suberin (ca. 30%) and lignin (ca. 24%) as well as insolvent hemicelluloses in hot water (ca. 23%). On the liquefaction stage, the results that led to higher yields were: using a mixture of methanol/ethylene glycol as reagents and a time and temperature of 120 minutes and 200 ºC, respectively. It is concluded that using a granulometry of <80 mesh leads to better results, even if this parameter barely influences the liquefaction efficiency. Regarding the filtration stage, washing the residue with methanol and then distilled water leads to a considerable increase on final liquefaction percentages, which proves that this procedure is effective at liquefying suberin content and lignocellulose fraction.

Keywords: Liquefaction, alkaline catalysis, optimization, Quercus cerris bark.

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Authors: N. Seyedrazi, S. H. Razavi, Z. Emam-Djomeh

Abstract:

In this research, natural canthaxanthin as one of the most important carotenoids was extracted from Dietzia natronolimnaea HS-1. The changes of canthaxanthin enriched in oilin- water emulsions with vegetable oil (5 mg/ 100 mL), Arabic gum (5 mg/100 mL), and potassium sorbate (0.5 g/100 mL) was investigated. The effects of different pH (3, 5 and 7), as well as, time treatment (3, 18 and 33 days) in the environmental temperature (24°C) on the degradation were studied by response surface methodology (RSM). The Hunter values (L*, a*, and b*) and the concentration of canthaxanthin (C, mg/L) illustrated more degradation of this pigment at low pHs (pH≤ 4) by passing the time (days≥10) with R² 97.00%, 91.31%, 97.60%, and 99.54% for C, L*, a*, and b* respectively. The predicted model were found to be significant (p<0.05).

Keywords: Degradation, Emulsion, Response SurfaceMethodology (RSM)

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Authors: D. Bala Bhaskar

Abstract:

An algorithm is proposed for the order reduction of large scale linear dynamic multi variable systems where the reduced order model denominator is obtained by using Stability equation method and numerator coefficients are obtained by using SRAM. The proposed algorithm produces a lower order model for an original stable high order multivariable system. The reduction procedure is easy to understand, efficient and computer oriented. To highlight the advantages of the approach, the algorithm is illustrated with the help of a numerical example and the results are compared with the other existing techniques in literature.

Keywords: Multi variable systems, order reduction, stability equation method, SRAM, time domain characteristics, ISE.

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Authors: A. Danbaba

Abstract:

Samurai Sudoku consists of five Sudoku square designs each having nine treatments in each row (column or sub-block) only once such the five Sudoku designs overlaps. Two or more Samurai designs can be joint together to give an extended Samurai design. In addition, two Samurai designs, each containing five Sudoku square designs, are mutually orthogonal (Graeco). If we superimpose two Samurai designs and obtained a pair of Latin and Greek letters in each row (column or sub-block) of the five Sudoku designs only once, then we have Graeco Samurai design. In this paper, simple method of constructing Samurai designs and mutually orthogonal Samurai design are proposed. In addition, linear models and methods of data analysis for the designs are proposed.

Keywords: Samurai design, Graeco samurai design, sudoku design, row or column swap.

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Authors: K. Shimola, M. Krishnaveni

Abstract:

This paper examines vulnerability assessment of water resources in a semi-arid basin using the 4-step approach. The vulnerability assessment framework is developed to study the water resources vulnerability which includes the creation of GIS-based vulnerability maps. These maps represent the spatial variability of the vulnerability index. This paper introduces the 4-step approach to assess vulnerability that incorporates a new set of indicators. The approach is demonstrated using a framework composed of a precipitation data for (1975–2010) period, temperature data for (1965–2010) period, hydrological model outputs and the water resources GIS data base. The vulnerability assessment is a function of three components such as exposure, sensitivity and adaptive capacity. The current water resources vulnerability is assessed using GIS based spatio-temporal information. Rainfall Coefficient of Variation, monsoon onset and end date, rainy days, seasonality indices, temperature are selected for the criterion ‘exposure’. Water yield, ground water recharge, evapotranspiration (ET) are selected for the criterion ‘sensitivity’. Type of irrigation and storage structures are selected for the criterion ‘Adaptive capacity’. These indicators were mapped and integrated in GIS environment using overlay analysis. The five sub-basins, namely Arjunanadhi, Kousiganadhi, Sindapalli-Uppodai and Vallampatti Odai, fall under medium vulnerability profile, which indicates that the basin is under moderate stress of water resources. The paper also explores prioritization of sub-basinwise adaptation strategies to climate change based on the vulnerability indices.

Keywords: Adaptive capacity, exposure, overlay analysis, sensitivity, vulnerability.

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Authors: Hashim Isam Jameel Al-Safi, P. Ranjan Sarukkalige

Abstract:

Climate change is likely to impact the Australian continent by changing the trends of rainfall, increasing temperature, and affecting the accessibility of water quantity and quality. This study investigates the possible impacts of future climate change on the hydrological system of the Harvey River catchment in Western Australia by using the conceptual modelling approach (HBV mode). Daily observations of rainfall and temperature and the long-term monthly mean potential evapotranspiration, from six weather stations, were available for the period (1961-2015). The observed streamflow data at Clifton Park gauging station for 33 years (1983-2015) in line with the observed climate variables were used to run, calibrate and validate the HBV-model prior to the simulation process. The calibrated model was then forced with the downscaled future climate signals from a multi-model ensemble of fifteen GCMs of the CMIP3 model under three emission scenarios (A2, A1B and B1) to simulate the future runoff at the catchment outlet. Two periods were selected to represent the future climate conditions including the mid (2046-2065) and late (2080-2099) of the 21^st century. A control run, with the reference climate period (1981-2000), was used to represent the current climate status. The modelling outcomes show an evident reduction in the mean annual streamflow during the mid of this century particularly for the A1B scenario relative to the control run. Toward the end of the century, all scenarios show a relatively high reduction trends in the mean annual streamflow, especially the A1B scenario, compared to the control run. The decline in the mean annual streamflow ranged between 4-15% during the mid of the current century and 9-42% by the end of the century.

Keywords: Climate change impact, Harvey catchment, HBV model, hydrological modelling, GCMs, LARS-WG, Australia.

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Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha

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State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.

Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)

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Authors: Ahmet Çay, Savvas Vassiliadis, Maria Rangoussi, Işık Tarakçıoğlu

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This paper presents a novel approach to assessing textile porosity by the application of the image analysis techniques. The images of different types of sample fabrics, taken through a microscope when the fabric is placed over a constant light source,transfer the problem into the image analysis domain. Indeed, porosity can thus be expressed in terms of a brightness percentage index calculated on the digital microscope image. Furthermore, it is meaningful to compare the brightness percentage index with the air permeability and the tightness indices of each fabric type. We have experimentally shown that there exists an approximately linear relation between brightness percentage and air permeability indices.

Keywords: Textile fabrics, porosity, air permeability, image analysis, light transmission.

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Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza

Abstract:

This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components as well as the introduction of the bars skew in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars are neglected.

Keywords: Modelling, MWFA, Skew effect, Squirrel cage induction motor, Spectral domain.

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Authors: V. K. Nelson, S. Karthikeyan

Abstract:

Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.

Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite

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Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai

Abstract:

The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.

Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.

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Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani

Abstract:

This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.

Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.

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Authors: Mahmood M. Al-Imam, M. Mustafa

Abstract:

In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.

Keywords: Output variance, minimum variance, overparameterization, DC-Motor.

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Authors: Siamak Rasulzadeh

Abstract:

Graph transformation has recently become more and more popular as a general visual modeling language to formally state the dynamic semantics of the designed models. Especially, it is a very natural formalism for languages which basically are graph (e.g. UML). Using this technique, we present a highly understandable yet precise approach to formally model and analyze the behavioral semantics of UML 2.0 Activity diagrams. In our proposal, AGG is used to design Activities, then using our previous approach to model checking graph transformation systems, designers can verify and analyze designed Activity diagrams by checking the interesting properties as combination of graph rules and LTL (Linear Temporal Logic) formulas on the Activities.

Keywords: UML 2.0 Activity, Verification, Model Checking, Graph Transformation, Dynamic Semantics.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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Authors: Khalid Alammar

Abstract:

Aim of this study is to evaluate a new three-equation turbulence model applied to flow and heat transfer through a pipe. Uncertainty is approximated by comparing with published direct numerical simulation results for fully-developed flow. Error in the mean axial velocity, temperature, friction, and heat transfer is found to be negligible.

Keywords: Heat Transfer, Nusselt number, Skin friction, Turbulence.

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Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia

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For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.

Keywords: Robot modelling, parameter identification and validation, AC servo-motors.

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Authors: PeiWen Liao, Tsung Hau Jen

Abstract:

This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.

Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.

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Authors: M. Abdulkadir, V. Hernandez-Perez, S. Sharaf, I. S. Lowndes, B. J. Azzopardi

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This paper reports the results of an experimental study conducted to characterise the gas-liquid multiphase flows experienced within a vertical riser transporting a range of gas-liquid flow rates. The scale experiments were performed using an air/silicone oil mixture within a 6 m long riser. The superficial air velocities studied ranged from 0.047 to 2.836 m/ s, whilst maintaining a liquid superficial velocity at 0.047 m/ s. Measurements of the mean cross-sectional and time average radial void fraction were obtained using a wire mesh sensor (WMS). The data were recorded at an acquisition frequency of 1000 Hz over an interval of 60 seconds. For the range of flow conditions studied, the average void fraction was observed to vary between 0.1 and 0.9. An analysis of the data collected concluded that the observed void fraction was strongly affected by the superficial gas velocity, whereby the higher the superficial gas velocity, the higher was the observed average void fraction. The average void fraction distributions observed were in good agreement with the results obtained by other researchers. When the air-silicone oil flows were fully developed reasonably symmetric profiles were observed, with the shape of the symmetry profile being strongly dependent on the superficial gas velocity.

Keywords: WMS, phase distribution, silicone-oil, riser

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Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa

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Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.

Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple

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Authors: Fariba Jafari, Samaneh Heydarian

Abstract:

Al2(HPO4)3 was easily prepared and used as a solid acid in acetalization of carbonyl compounds at room temperature and under solvent-free conditions. The protection was done in short reaction times and in good to high isolated yields. The cheapness and availability of this reagent with easy procedure and work-up make this method attractive for the organic synthesis.

Keywords: Acetalization, acid catalysis, carbonylcompounds, green condition, protection.

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Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto

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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.

Keywords: Capacity-booking, SPA, monthly production planning, linear programming.

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.

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Authors: Walid Chakroun, Sorour Alotaibi, Nesreen Ghaddar, Kamel Ghali

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This study aims at determining the extent to which occupant control of microenvironment influences, improves thermal sensation and comfort, and saves energy in spaces equipped with ceiling personalized ventilation (CPV) system assisted by chair fans (CF) and desk fans (DF) in 2 experiments in a climatic chamber equipped with two-station CPV systems, one that allows control of fan flow rate and the other is set to the fan speed of the selected participant in control. Each experiment included two participants each entering the cooled space from transitional environment at a conventional mixed ventilation (MV) at 24 °C. For CPV diffuser, fresh air was delivered at a rate of 20 Cubic feet per minute (CFM) and a temperature of 16 °C while the recirculated air was delivered at the same temperature but at a flow rate 150 CFM. The macroclimate air of the space was at 26 °C. The full speed flow rates for both the CFs and DFs were at 5 CFM and 20 CFM, respectively. Occupant 1 was allowed to operate the CFs or the DFs at (1/3 of the full speed, 2/3 of the full speed, and the full speed) while occupant 2 had no control on the fan speed and their fan speed was selected by occupant 1. Furthermore, a parametric study was conducted to study the effect of increasing the fresh air flow rate on the occupants’ thermal comfort and whole body sensations. The results showed that most occupants in the CPV+CFs, who did not control the CF flow rate, felt comfortable 6 minutes. The participants, who controlled the CF speeds, felt comfortable in around 24 minutes because they were preoccupied with the CFs. For the DF speed control experiments, most participants who did not control the DFs felt comfortable within the first 8 minutes. Similarly to the CPV+CFs, the participants who controlled the DF flow rates felt comfortable at around 26 minutes. When the CPV system was either supported by CFs or DFs, 93% of participants in both cases reached thermal comfort. Participants in the parametric study felt more comfortable when the fresh air flow rate was low, and felt cold when as the flow rate increased.

Keywords: Thermal comfort, thermal sensation, predicted mean vote, thermal environment.

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Authors: Yusoff Y. S., Streftaris, G., Waters, H. R

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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.

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Authors: Andrés Gomez-Casseres, Rubén Contreras

Abstract:

In this paper, a bidirectional boost converter operated in Discontinuous Conduction Mode (DCM) is presented as a suitable power conditioning circuit for tuning of kinetic energy harvesters without the need of a battery. A nonlinear control scheme, composed by two linear controllers, is used to control the average value of the input current, enabling the synthesization of complex loads. The converter, along with the control system, is validated through SPICE simulations using the LTspice tool. The converter model and the controller transfer functions are derived. From the simulation results, it was found that the input current distortion increases with the introduced phase shift and that, such distortion, is almost entirely present at the zero-crossing point of the input voltage.

Keywords: Average current control, boost converter, electrical tuning, energy harvesting.

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Authors: Kazuyoshi Mori

Abstract:

In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.

Keywords: Linear systems, parametrization, Coprime Factorization, number of parameters.

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Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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