Search results for: Generalised Additive Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7575

Search results for: Generalised Additive Model

7575 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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7574 Air Handling Units Power Consumption Using Generalized Additive Model for Anomaly Detection: A Case Study in a Singapore Campus

Authors: Ju Peng Poh, Jun Yu Charles Lee, Jonathan Chew Hoe Khoo

Abstract:

The emergence of digital twin technology, a digital replica of physical world, has improved the real-time access to data from sensors about the performance of buildings. This digital transformation has opened up many opportunities to improve the management of the building by using the data collected to help monitor consumption patterns and energy leakages. One example is the integration of predictive models for anomaly detection. In this paper, we use the GAM (Generalised Additive Model) for the anomaly detection of Air Handling Units (AHU) power consumption pattern. There is ample research work on the use of GAM for the prediction of power consumption at the office building and nation-wide level. However, there is limited illustration of its anomaly detection capabilities, prescriptive analytics case study, and its integration with the latest development of digital twin technology. In this paper, we applied the general GAM modelling framework on the historical data of the AHU power consumption and cooling load of the building between Jan 2018 to Aug 2019 from an education campus in Singapore to train prediction models that, in turn, yield predicted values and ranges. The historical data are seamlessly extracted from the digital twin for modelling purposes. We enhanced the utility of the GAM model by using it to power a real-time anomaly detection system based on the forward predicted ranges. The magnitude of deviation from the upper and lower bounds of the uncertainty intervals is used to inform and identify anomalous data points, all based on historical data, without explicit intervention from domain experts. Notwithstanding, the domain expert fits in through an optional feedback loop through which iterative data cleansing is performed. After an anomalously high or low level of power consumption detected, a set of rule-based conditions are evaluated in real-time to help determine the next course of action for the facilities manager. The performance of GAM is then compared with other approaches to evaluate its effectiveness. Lastly, we discuss the successfully deployment of this approach for the detection of anomalous power consumption pattern and illustrated with real-world use cases.

Keywords: Anomaly detection, digital twin, Generalised Additive Model, Power Consumption Model.

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7573 A Comparative Study of Additive and Nonparametric Regression Estimators and Variable Selection Procedures

Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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7572 Ignition Analysis in Supersonic Turbulent Mixing Layer

Authors: A. M. Tahsini

Abstract:

Numerical study of two dimensional supersonic hydrogen-air mixing layer is performed to investigate the effect of turbulence and chemical additive on ignition distance. Chemical reaction is treated using detail kinetics. Advection upstream splitting method is used to calculate the fluxes and one equation turbulence model is chosen here to simulate the considered problem. Hydrogen peroxide is used as an additive and the results show that inflow turbulence and chemical additive may drastically decrease the ignition delay in supersonic combustion.

Keywords: Ignition, Mixing layer, Numerical simulation, Supersonic combustion, Turbulence

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7571 Shifted Window Based Self-Attention via Swin Transformer for Zero-Shot Learning

Authors: Yasaswi Palagummi, Sareh Rowlands

Abstract:

Generalised Zero-Shot Learning, often known as GZSL, is an advanced variant of zero-shot learning in which the samples in the unseen category may be either seen or unseen. GZSL methods typically have a bias towards the seen classes because they learn a model to perform recognition for both the seen and unseen classes using data samples from the seen classes. This frequently leads to the misclassification of data from the unseen classes into the seen classes, making the task of GZSL more challenging. In this work, we propose an approach leveraging the Shifted Window based Self-Attention in the Swin Transformer (Swin-GZSL) to work in the inductive GZSL problem setting. We run experiments on three popular benchmark datasets: CUB, SUN, and AWA2, which are specifically used for ZSL and its other variants. The results show that our model based on Swin Transformer has achieved state-of-the-art harmonic mean for two datasets - AWA2 and SUN and near-state-of-the-art for the other dataset - CUB. More importantly, this technique has a linear computational complexity, which reduces training time significantly. We have also observed less bias than most of the existing GZSL models.

Keywords: Generalised Zero-shot Learning, Inductive Learning, Shifted-Window Attention, Swin Transformer, Vision Transformer.

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7570 Application of a Generalized Additive Model to Reveal the Relations between the Density of Zooplankton with Other Variables in the West Daya Bay, China

Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An

Abstract:

Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.

Keywords: Density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton.

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7569 Study of TiO2 Nanoparticles as Lubricant Additive in Two-Axial Groove Journal Bearing

Authors: K. Yathish, K. G. Binu, B. S. Shenoy, D. S. Rao, R. Pai

Abstract:

Load carrying capacity of an oil lubricated two-axial groove journal bearing is simulated by taking into account the viscosity variations in lubricant due to the addition of TiO2 nanoparticles as lubricant additive. Shear viscosities of TiO2 nanoparticle dispersions in oil are measured for various nanoparticle additive concentrations. The viscosity model derived from the experimental viscosities is employed in a modified Reynolds equation to obtain the pressure profiles and load carrying capacity of two-axial groove journal bearing. Results reveal an increase in load carrying capacity of bearings operating on nanoparticle dispersions as compared to plain oil.

Keywords: Journal bearing, TiO2 nanoparticles, viscosity model, Reynolds equation, load carrying capacity.

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7568 Optimization of Surface Roughness in Additive Manufacturing Processes via Taguchi Methodology

Authors: Anjian Chen, Joseph C. Chen

Abstract:

This paper studies a case where the targeted surface roughness of fused deposition modeling (FDM) additive manufacturing process is improved. The process is designing to reduce or eliminate the defects and improve the process capability index Cp and Cpk for an FDM additive manufacturing process. The baseline Cp is 0.274 and Cpk is 0.654. This research utilizes the Taguchi methodology, to eliminate defects and improve the process. The Taguchi method is used to optimize the additive manufacturing process and printing parameters that affect the targeted surface roughness of FDM additive manufacturing. The Taguchi L9 orthogonal array is used to organize the parameters' (four controllable parameters and one non-controllable parameter) effectiveness on the FDM additive manufacturing process. The four controllable parameters are nozzle temperature [°C], layer thickness [mm], nozzle speed [mm/s], and extruder speed [%]. The non-controllable parameter is the environmental temperature [°C]. After the optimization of the parameters, a confirmation print was printed to prove that the results can reduce the amount of defects and improve the process capability index Cp from 0.274 to 1.605 and the Cpk from 0.654 to 1.233 for the FDM additive manufacturing process. The final results confirmed that the Taguchi methodology is sufficient to improve the surface roughness of FDM additive manufacturing process.

Keywords: Additive manufacturing, fused deposition modeling, surface roughness, Six-Sigma, Taguchi method, 3D printing.

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7567 Reduction of Emissions of Nitrogen Oxides from Traffic

Authors: Frantisek Bozek, Jiri Dvorak, Jaromir Mares, Hana Malachova

Abstract:

The value of emission factor was calculated in the older type of Diesel engine operating on an engine testing bench and then compared with the parameters monitored under similar conditions when the EnviroxTM additive was applied. It has been found out that the additive based on CeO2 nanoparticles reduces emission of NOx. The dependencies of NOx emissions on reduced torque, engine power and revolutions have been observed as well.

Keywords: Additive, air, cerium dioxide, emission factor, emissions, nanoparticles, nitrogen oxides

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7566 Improving Convergence of Parameter Tuning Process of the Additive Fuzzy System by New Learning Strategy

Authors: Thi Nguyen, Lee Gordon-Brown, Jim Peterson, Peter Wheeler

Abstract:

An additive fuzzy system comprising m rules with n inputs and p outputs in each rule has at least t m(2n + 2 p + 1) parameters needing to be tuned. The system consists of a large number of if-then fuzzy rules and takes a long time to tune its parameters especially in the case of a large amount of training data samples. In this paper, a new learning strategy is investigated to cope with this obstacle. Parameters that tend toward constant values at the learning process are initially fixed and they are not tuned till the end of the learning time. Experiments based on applications of the additive fuzzy system in function approximation demonstrate that the proposed approach reduces the learning time and hence improves convergence speed considerably.

Keywords: Additive fuzzy system, improving convergence, parameter learning process, unsupervised learning.

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7565 A Compact Pi Network for Reducing Bit Error Rate in Dispersive FIR Channel Noise Model

Authors: Kavita Burse, R.N. Yadav, S.C. Shrivastava, Vishnu Pratap Singh Kirar

Abstract:

During signal transmission, the combined effect of the transmitter filter, the transmission medium, and additive white Gaussian noise (AWGN) are included in the channel which distort and add noise to the signal. This causes the well defined signal constellation to spread causing errors in bit detection. A compact pi neural network with minimum number of nodes is proposed. The replacement of summation at each node by multiplication results in more powerful mapping. The resultant pi network is tested on six different channels.

Keywords: Additive white Gaussian noise, digitalcommunication system, multiplicative neuron, Pi neural network.

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7564 Stability Criteria for Neural Networks with Two Additive Time-varying Delay Components

Authors: Qingqing Wang, Shouming Zhong

Abstract:

This paper is concerned with the stability problem with two additive time-varying delay components. By choosing one augmented Lyapunov-Krasovskii functional, using some new zero equalities, and combining linear matrix inequalities (LMI) techniques, two new sufficient criteria ensuring the global stability asymptotic stability of DNNs is obtained. These stability criteria are present in terms of linear matrix inequalities and can be easily checked. Finally, some examples are showed to demonstrate the effectiveness and less conservatism of the proposed method.

Keywords: Neural networks, Globally asymptotic stability, LMI approach, Additive time-varying delays.

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7563 Efficacy of Three Different Herbicides to the Control of Wild Barley (Hordeum spontaneum C. Koch) in Relation to Plant Growth Stage and Nitrogen Fertilizer Additive

Authors: Sh. Edrisi, M. Moeeni, A. Farahbakhsh

Abstract:

To study the effect of nitrogenous additive spray solution on the efficacy of three herbicides i.e. pinoxaden (Trade name: Axial), sulfosulfuron+metsulfuron-methyl (Trade name: Total) and sulfosulfuron (Trade name: Apirus) in controlling wild barley (Hordeum spontaneum C. Koch), in different growth stages, a greenhouse experiment as a split plot in a completely randomized design in three replications was conducted. One month after treatments, all plants were harvested and growth parameters were determined. The data were analyzed with computer. The results showed that the herbicide applications with and without nitrogen additive caused significant reductions in growth parameters of wild barley at 2-4 leaf stage. However, the plants were not killed by this herbicide. Plants were killed completely due to applications of the two other herbicides i.e. Apirus and Total at 2-4 leaf. There was no significant difference between the effect of these two herbicides. There was no significant difference between the highest rate of each herbicide used alone and that of the lowest rate with nitrogenous additive.

Keywords: Growth stage, herbicide, nitrogenous additive, wild barley.

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7562 Integrated Design in Additive Manufacturing Based on Design for Manufacturing

Authors: E. Asadollahi-Yazdi, J. Gardan, P. Lafon

Abstract:

Nowadays, manufactures are encountered with production of different version of products due to quality, cost and time constraints. On the other hand, Additive Manufacturing (AM) as a production method based on CAD model disrupts the design and manufacturing cycle with new parameters. To consider these issues, the researchers utilized Design For Manufacturing (DFM) approach for AM but until now there is no integrated approach for design and manufacturing of product through the AM. So, this paper aims to provide a general methodology for managing the different production issues, as well as, support the interoperability with AM process and different Product Life Cycle Management tools. The problem is that the models of System Engineering which is used for managing complex systems cannot support the product evolution and its impact on the product life cycle. Therefore, it seems necessary to provide a general methodology for managing the product’s diversities which is created by using AM. This methodology must consider manufacture and assembly during product design as early as possible in the design stage. The latest approach of DFM, as a methodology to analyze the system comprehensively, integrates manufacturing constraints in the numerical model in upstream. So, DFM for AM is used to import the characteristics of AM into the design and manufacturing process of a hybrid product to manage the criteria coming from AM. Also, the research presents an integrated design method in order to take into account the knowledge of layers manufacturing technologies. For this purpose, the interface model based on the skin and skeleton concepts is provided, the usage and manufacturing skins are used to show the functional surface of the product. Also, the material flow and link between the skins are demonstrated by usage and manufacturing skeletons. Therefore, this integrated approach is a helpful methodology for designer and manufacturer in different decisions like material and process selection as well as, evaluation of product manufacturability.

Keywords: Additive manufacturing, 3D printing, design for manufacturing, integrated design, interoperability.

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7561 New Delay-Dependent Stability Criteria for Neural Networks With Two Additive Time-varying Delay Components

Authors: Xingyuan Qu, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria of neural networks (NNs) with two-additive time-varying delay compenents is investigated. The relationship between the time-varying delay and its lower and upper bounds is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some improved delay stability criteria for NNs with two-additive time-varying delay components are proposed. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

Keywords: Delay-dependent stability, time-varying delays, Lyapunov functional, linear matrix inequality (LMI).

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7560 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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7559 Effect of Addition Rate of Expansive Additive on Autogenous Shrinkage and Delayed Expansion of Ultra-High Strength Mortar

Authors: Yulu Zhang, Atushi Teramoto, Taka-Aki Ohkubo

Abstract:

In this study, the effect of expansive additives on autogenous shrinkage and delayed expansion of ultra-high strength mortar was explored. The specimens made for the study were composed of ultra-high strength mortar, which was mixed with ettringite-lime composite type expansive additive. Two series of experiments were conducted with the specimens. The experimental results confirmed that the autogenous shrinkage of specimens was effectively decreased by increasing the proportion of the expansive additive. On the other hand, for the specimens, which had 7% expansive additive, and were cured for seven days at a constant temperature of 20°C, and then cured for a long time in either in an underwater, moist (Relative humidity: 100%) or dry air (Relative humidity: 60%) environment, excessively large expansion strain occurred. Specifically, typical turtle shell-like swelling expansion cracks were confirmed in the specimens that underwent long-term curing in an underwater and moist environment. According to the result of hydration analysis, the formation of expansive substances, calcium hydroxide and alumina, ferric oxide, tri-sulfate contribute to the occurrence of delayed expansion.

Keywords: Ultra-high strength mortar, expansive additive, autogenous shrinkage, delayed expansion.

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7558 Discrete Estimation of Spectral Density for Alpha Stable Signals Observed with an Additive Error

Authors: R. Sabre, W. Horrigue, J. C. Simon

Abstract:

This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: Spectral density, stable processes, aliasing, periodogram.

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7557 Application of Rapid Prototyping to Create Additive Prototype Using Computer System

Authors: Meftah O. Bashir, Fatma A. Karkory

Abstract:

Rapid prototyping is a new group of manufacturing processes, which allows fabrication of physical of any complexity using a layer by layer deposition technique directly from a computer system. The rapid prototyping process greatly reduces the time and cost necessary to bring a new product to market. The prototypes made by these systems are used in a range of industrial application including design evaluation, verification, testing, and as patterns for casting processes. These processes employ a variety of materials and mechanisms to build up the layers to build the part. The present work was to build a FDM prototyping machine that could control the X-Y motion and material deposition, to generate two-dimensional and three-dimensional complex shapes. This study focused on the deposition of wax material. This work was to find out the properties of the wax materials used in this work in order to enable better control of the FDM process. This study will look at the integration of a computer controlled electro-mechanical system with the traditional FDM additive prototyping process. The characteristics of the wax were also analysed in order to optimise the model production process. These included wax phase change temperature, wax viscosity and wax droplet shape during processing.

Keywords: Rapid prototyping, wax, manufacturing processes, additive prototyping.

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7556 Strength and Permeability of the Granular Pavement Materials Treated with Polyacrylamide Based Additive

Authors: Romel N. Georgees, Rayya A Hassan, Robert P. Evans, Piratheepan Jegatheesan

Abstract:

Among other traditional and non-traditional additives, polymers have shown an efficient performance in the field and improved sustainability. Polyacrylamide (PAM) is one such additive that has demonstrated many advantages including a reduction in permeability, an increase in durability and the provision of strength characteristics. However, information about its effect on the improved geotechnical characteristics is very limited to the field performance monitoring. Therefore, a laboratory investigation was carried out to examine the basic and engineering behaviors of three types of soils treated with a PAM additive. The results showed an increase in dry density and unconfined compressive strength for all the soils. The results further demonstrated an increase in unsoaked CBR and a reduction in permeability for all stabilized samples.

Keywords: CBR, Hydraulic conductivity, PAM, Unconfined compressive strength.

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7555 Influence of Surface Area on Dissolution of Additively Manufactured Polyvinyl Alcohol Tablets

Authors: Seyedebrahim Afkhami, Meisam Abdi, Reza Baserinia

Abstract:

Additive manufacturing is revolutionizing production in different industries, including pharmaceuticals. This case study explores the influence of surface area on the dissolution of additively manufactured polyvinyl alcohol parts as a polymer candidate. Specimens of different geometries and constant mass were fabricated using a Fused Deposition Modeling (FDM) 3D printer. The dissolution behavior of these samples was compared with respect to their surface area. Improved and accelerated dissolution was observed for samples with a larger surface area. This study highlights the capabilities of additive manufacturing to produce samples of complex geometries that cannot be manufactured otherwise to control the dissolution behavior for pharmaceutical and biopharmaceutical applications.

Keywords: Additive manufacturing, polymer dissolution, fused deposition modelling, geometry optimization.

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7554 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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7553 Design for Metal Additive Manufacturing: An Investigation of Key Design Application on Electron Beam Melting

Authors: Wadea Ameen, Abdulrahman Al-Ahmari, Osama Abdulhameed

Abstract:

Electron beam melting (EBM) is one of the modern additive manufacturing (AM) technologies. In EBM, the electron beam melts metal powder into a fully solid part layer by layer. Since EBM is a new technology, most designers are unaware of the capabilities and the limitations of EBM technology. Also, many engineers are facing many challenges to utilize the technology because of a lack of design rules for the technology. The aim of this study is to identify the capabilities and the limitations of EBM technology in fabrication of small features and overhang structures and develop a design rules that need to be considered by designers and engineers. In order to achieve this objective, a series of experiments are conducted. Several features having varying sizes were designed, fabricated, and evaluated to determine their manufacturability limits. In general, the results showed the capabilities and limitations of the EBM technology in fabrication of the small size features and the overhang structures. In the end, the results of these investigation experiments are used to develop design rules. Also, the results showed the importance of developing design rules for AM technologies in increasing the utilization of these technologies.

Keywords: Additive manufacturing, design for additive manufacturing, electron beam melting, self-supporting overhang.

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7552 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods

Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate.

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7551 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: Bayesian, Forecast, Stock, BART.

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7550 Orthosis and Finite Elements: A Study for Development of New Designs through Additive Manufacturing

Authors: M. Volpini, D. Alves, A. Horta, M. Borges, P. Reis

Abstract:

The gait pattern in people that present motor limitations foment the demand for auxiliary locomotion devices. These artifacts for movement assistance vary according to its shape, size and functional features, following the clinical applications desired. Among the ortheses of lower limbs, the ankle-foot orthesis aims to improve the ability to walk in people with different neuromuscular limitations, although they do not always answer patients' expectations for their aesthetic and functional characteristics. The purpose of this study is to explore the possibility of using new design in additive manufacturer to reproduce the shape and functional features of a ankle-foot orthesis in an efficient and modern way. Therefore, this work presents a study about the performance of the mechanical forces through the analysis of finite elements in an ankle-foot orthesis. It will be demonstrated a study of distribution of the stress on the orthopedic device in orthostatism and during the movement in the course of patient's walk.

Keywords: Additive manufacture, new designs, orthoses, finite elements.

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7549 Classification of Soil Aptness to Establish of Panicum virgatum in Mississippi using Sensitivity Analysis and GIS

Authors: Eduardo F. Arias, William Cooke III, Zhaofei Fan, William Kingery

Abstract:

During the last decade Panicum virgatum, known as Switchgrass, has been broadly studied because of its remarkable attributes as a substitute pasture and as a functional biofuel source. The objective of this investigation was to establish soil suitability for Switchgrass in the State of Mississippi. A linear weighted additive model was developed to forecast soil suitability. Multicriteria analysis and Sensitivity analysis were utilized to adjust and optimize the model. The model was fit using seven years of field data associated with soils characteristics collected from Natural Resources Conservation System - United States Department of Agriculture (NRCS-USDA). The best model was selected by correlating calculated biomass yield with each model's soils-based output for Switchgrass suitability. Coefficient of determination (r2) was the decisive factor used to establish the 'best' soil suitability model. Coefficients associated with the 'best' model were implemented within a Geographic Information System (GIS) to create a map of relative soil suitability for Switchgrass in Mississippi. A Geodatabase associated with soil parameters was built and is available for future Geographic Information System use.

Keywords: Aptness, GIS, sensitivity analysis, switchgrass, soil.

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7548 Additive Friction Stir Manufacturing Process: Interest in Understanding Thermal Phenomena and Numerical Modeling of the Temperature Rise Phase

Authors: A. Lauvray, F. Poulhaon, P. Michaud, P. Joyot, E. Duc

Abstract:

Additive Friction Stir Manufacturing, or AFSM, is a new industrial process that follows the emergence of friction-based processes. The AFSM process is a solid-state additive process using the energy produced by the friction at the interface between a rotating non-consumable tool and a substrate. Friction depends on various parameters like axial force, rotation speed or friction coefficient. The feeder material is a metallic rod that flows through a hole in the tool. There is still a lack in understanding of the physical phenomena taking place during the process. This research aims at a better AFSM process understanding and implementation, thanks to numerical simulation and experimental validation performed on a prototype effector. Such an approach is considered a promising way for studying the influence of the process parameters and to finally identify a process window that seems relevant. The deposition of material through the AFSM process takes place in several phases. In chronological order these phases are the docking phase, the dwell time phase, the deposition phase, and the removal phase. The present work focuses on the dwell time phase that enables the temperature rise of the system due to pure friction. An analytic modeling of heat generation based on friction considers as main parameters the rotational speed and the contact pressure. Another parameter considered influential is the friction coefficient assumed to be variable, due to the self-lubrication of the system with the rise in temperature or the materials in contact roughness smoothing over time. This study proposes through a numerical modeling followed by an experimental validation to question the influence of the various input parameters on the dwell time phase. Rotation speed, temperature, spindle torque and axial force are the main monitored parameters during experimentations and serve as reference data for the calibration of the numerical model. This research shows that the geometry of the tool as well as fluctuations of the input parameters like axial force and rotational speed are very influential on the temperature reached and/or the time required to reach the targeted temperature. The main outcome is the prediction of a process window which is a key result for a more efficient process implementation.

Keywords: numerical model, additive manufacturing, frictional heat generation, process

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7547 A Multigranular Linguistic Additive Ratio Assessment Model in Group Decision Making

Authors: Wiem Daoud Ben Amor, Luis Martínez López, Jr., Hela Moalla Frikha

Abstract:

Most of the multi-criteria group decision making (MCGDM) problems dealing with qualitative criteria require consideration of the large background of expert information. It is common that experts have different degrees of knowledge for giving their alternative assessments according to criteria. So, it seems logical that they use different evaluation scales to express their judgment, i.e., multi granular linguistic scales. In this context, we propose the extension of the classical additive ratio assessment (ARAS) method to the case of a hierarchical linguistics term for managing multi granular linguistic scales in uncertain context where uncertainty is modeled by means in linguistic information. The proposed approach is called the extended hierarchical linguistics-ARAS method (ELH-ARAS). Within the ELH-ARAS approach, the decision maker (DMs) can diagnose the results (the ranking of the alternatives) in a decomposed style i.e., not only at one level of the hierarchy but also at the intermediate ones. Also, the developed approach allows a feedback transformation i.e., the collective final results of all experts are able to be transformed at any level of the extended linguistic hierarchy that each expert has previously used. Therefore, the ELH-ARAS technique makes it easier for decision-makers to understand the results. Finally, an MCGDM case study is given to illustrate the proposed approach.

Keywords: Additive ratio assessment, extended hierarchical linguistic, multi-criteria group decision making problems, multi granular linguistic contexts.

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7546 Forecasting Malaria Cases in Bujumbura

Authors: Hermenegilde Nkurunziza, Albrecht Gebhardt, Juergen Pilz

Abstract:

The focus in this work is to assess which method allows a better forecasting of malaria cases in Bujumbura ( Burundi) when taking into account association between climatic factors and the disease. For the period 1996-2007, real monthly data on both malaria epidemiology and climate in Bujumbura are described and analyzed. We propose a hierarchical approach to achieve our objective. We first fit a Generalized Additive Model to malaria cases to obtain an accurate predictor, which is then used to predict future observations. Various well-known forecasting methods are compared leading to different results. Based on in-sample mean average percentage error (MAPE), the multiplicative exponential smoothing state space model with multiplicative error and seasonality performed better.

Keywords: Burundi, Forecasting, Malaria, Regressionmodel, State space model.

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