Search results for: Jenkins.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10

Search results for: Jenkins.

10 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).

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9 Piezoelectric Transducer Modeling: with System Identification (SI) Method

Authors: Nora Taghavi, Ali Sadr

Abstract:

System identification is the process of creating models of dynamic process from input- output signals. The aim of system identification can be identified as “ to find a model with adjustable parameters and then to adjust them so that the predicted output matches the measured output". This paper presents a method of modeling and simulating with system identification to achieve the maximum fitness for transformation function. First by using optimized KLM equivalent circuit for PVDF piezoelectric transducer and assuming different inputs including: sinuside, step and sum of sinusides, get the outputs, then by using system identification toolbox in MATLAB, we estimate the transformation function from inputs and outputs resulted in last program. Then compare the fitness of transformation function resulted from using ARX,OE(Output- Error) and BJ(Box-Jenkins) models in system identification toolbox and primary transformation function form KLM equivalent circuit.

Keywords: PVDF modeling, ARX, BJ(Box-Jenkins), OE(Output-Error), System Identification.

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8 Learning Algorithms for Fuzzy Inference Systems Composed of Double- and Single-Input Rule Modules

Authors: Hirofumi Miyajima, Kazuya Kishida, Noritaka Shigei, Hiromi Miyajima

Abstract:

Most of self-tuning fuzzy systems, which are automatically constructed from learning data, are based on the steepest descent method (SDM). However, this approach often requires a large convergence time and gets stuck into a shallow local minimum. One of its solutions is to use fuzzy rule modules with a small number of inputs such as DIRMs (Double-Input Rule Modules) and SIRMs (Single-Input Rule Modules). In this paper, we consider a (generalized) DIRMs model composed of double and single-input rule modules. Further, in order to reduce the redundant modules for the (generalized) DIRMs model, pruning and generative learning algorithms for the model are suggested. In order to show the effectiveness of them, numerical simulations for function approximation, Box-Jenkins and obstacle avoidance problems are performed.

Keywords: Box-Jenkins’s problem, Double-input rule module, Fuzzy inference model, Obstacle avoidance, Single-input rule module.

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7 Automatic Verification Technology of Virtual Machine Software Patch on IaaS Cloud

Authors: Yoji Yamato

Abstract:

In this paper, we propose an automatic verification technology of software patches for user virtual environments on IaaS Cloud to decrease verification costs of patches. In these days, IaaS services have been spread and many users can customize virtual machines on IaaS Cloud like their own private servers. Regarding to software patches of OS or middleware installed on virtual machines, users need to adopt and verify these patches by themselves. This task increases operation costs of users. Our proposed method replicates user virtual environments, extracts verification test cases for user virtual environments from test case DB, distributes patches to virtual machines on replicated environments and conducts those test cases automatically on replicated environments. We have implemented the proposed method on OpenStack using Jenkins and confirmed the feasibility. Using the implementation, we confirmed the effectiveness of test case creation efforts by our proposed idea of 2-tier abstraction of software functions and test cases. We also evaluated the automatic verification performance of environment replications, test cases extractions and test cases conductions.

Keywords: OpenStack, Cloud Computing, Automatic verification, Jenkins.

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6 Automating Test Activities: Test Cases Creation, Test Execution, and Test Reporting with Multiple Test Automation Tools

Authors: Loke Mun Sei

Abstract:

Software testing has become a mandatory process in assuring the software product quality. Hence, test management is needed in order to manage the test activities conducted in the software test life cycle. This paper discusses on the challenges faced in the software test life cycle, and how the test processes and test activities, mainly on test cases creation, test execution, and test reporting is being managed and automated using several test automation tools, i.e. Jira, Robot Framework, and Jenkins.

Keywords: Test automation tools, test case, test execution, test reporting.

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5 The Application of an Ensemble of Boosted Elman Networks to Time Series Prediction: A Benchmark Study

Authors: Chee Peng Lim, Wei Yee Goh

Abstract:

In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.

Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.

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4 Comparison of Artificial Neural Network Architectures in the Task of Tourism Time Series Forecast

Authors: João Paulo Teixeira, Paula Odete Fernandes

Abstract:

The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.

Keywords: Artificial Neural Network Architectures, time series forecast, tourism.

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3 Historical and Future Rainfall Variations in Bangladesh

Authors: M. M. Hossain, M. Z. Hasan, M. Alauddin, S. Akhter

Abstract:

Climate change has become a major concern across the world as the intensity along with quantity of the rainfall, mean surface temperature and other climatic parameters have been changed not only in Bangladesh but also in the entire globe. Bangladesh has already experienced many natural hazards. Among them changing of rainfall pattern, erratic and heavy rainfalls are very common. But changes of rainfall pattern and its amount is still in question to some extent. This study aimed to unfold how the historical rainfalls varied over time and how would be their future trends. In this context, historical rainfall data (1975-2014) were collected from Bangladesh Metrological Department (BMD) and then a time series model was developed using Box-Jenkins algorithm in IBM SPSS to forecast the future rainfall. From the historical data analysis, this study revealed that the amount of rainfall decreased over the time and shifted to the post monsoons. Forecasted rainfall shows that the pre-monsoon and early monsoon will get drier in future whereas late monsoon and post monsoon will show huge fluctuations in rainfall magnitudes with temporal variations which means Bangladesh will get comparatively drier seasons in future which may be a serious problem for the country as it depends on agriculture.

Keywords: Monsoon, Pre-monsoon, rainfall, pattern, variations, IBM-SPSS.

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2 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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1 Scale Time Offset Robust Modulation (STORM) in a Code Division Multiaccess Environment

Authors: David M. Jenkins Jr.

Abstract:

Scale Time Offset Robust Modulation (STORM) [1]– [3] is a high bandwidth waveform design that adds time-scale to embedded reference modulations using only time-delay [4]. In an environment where each user has a specific delay and scale, identification of the user with the highest signal power and that user-s phase is facilitated by the STORM processor. Both of these parameters are required in an efficient multiuser detection algorithm. In this paper, the STORM modulation approach is evaluated with a direct sequence spread quadrature phase shift keying (DS-QPSK) system. A misconception of the STORM time scale modulation is that a fine temporal resolution is required at the receiver. STORM will be applied to a QPSK code division multiaccess (CDMA) system by modifying the spreading codes. Specifically, the in-phase code will use a typical spreading code, and the quadrature code will use a time-delayed and time-scaled version of the in-phase code. Subsequently, the same temporal resolution in the receiver is required before and after the application of STORM. In this paper, the bit error performance of STORM in a synchronous CDMA system is evaluated and compared to theory, and the bit error performance of STORM incorporated in a single user WCDMA downlink is presented to demonstrate the applicability of STORM in a modern communication system.

Keywords: Pseudonoise coded communication, Cyclic codes, Code division multiaccess

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