Search results for: Model order Reduction.

Authors: F. Pourhasanzade, S. H. Sabzpoushan

Abstract:

Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.

Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1280

Authors: Wajeeh Daher, Nimer Baya'a

Abstract:

High Order Thinking Skills (HOTS) are suggested today as essential for the cognitive development of students and as preparing them for real life skills. Teachers are encouraged to use HOTS activities in the classroom to help their students develop higher order skills and deep thinking. So it is essential to prepare preservice teachers to write and use HOTS activities for their students. This paper describes a model for integrating HOTS activities with GeoGebra in pre-service teachers’ preparation. This model describes four aspects of HOTS activities and working with them: activity components, preparation procedure, strategies and processes used in writing a HOTS activity and types of the HOTS activities. In addition, the paper describes the pre-service teachers' difficulties in preparing and working with HOTS activities, as well as their perceptions regarding the use of these activities and GeoGebra in the mathematics classroom. The paper also describes the contribution of a HOTS activity to pupils' learning of mathematics, where this HOTS activity was prepared and taught by one pre-service teacher.

Keywords: Higher order thinking, HOTS activities, pre-service teachers, teachers' preparation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906

Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

Periodicities in the environmetric time series can be idyllically assessed by utilizing periodic models. In this communication fugitive emission of gases from open sewer channel Lyari which follows periodic behaviour are approximated by employing periodic autoregressive model of order p. The orders of periodic model for each season are selected through the examination of periodic partial autocorrelation or information criteria. The parameters for the selected order of season are estimated individually for each emitted air toxin. Subsequently, adequacies of fitted models are established by examining the properties of the residual for each season. These models are beneficial for schemer and administrative bodies for the improvement of implemented policies to surmount future environmental problems.

Keywords: Exchange of Gases, Goodness of Fit, Open Sewer Channel, PAR(p) Models, Periodicities, Season Wise Models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1222

Authors: M. Cynthya, V. Prabhawathi, D. Mukesh

Abstract:

Food contamination occurs during post process handling. This leads to spoilage and growth of pathogenic microorganisms in the food, thereby reducing its shelf life or spreading of food borne diseases. Several methods are tried and one of which is use of antimicrobial packaging. Here, papain, a protease enzyme, is covalently immobilized with the help of glutarldehyde on polyurethane and used as a food wrap to protect food from microbial contamination. Covalent immobilization of papain was achieved at a pH of 7.4; temperature of 4°C; glutaraldehyde concentration of 0.5%; incubation time of 24h; and 50mg of papain. The formation of -C=Nobserved in the Fourier transform infrared spectrum confirmed the immobilization of the enzyme on the polymer. Immobilized enzyme retained higher activity than the native free enzyme. The modified polyurethane showed better reduction of Staphylococcus aureus biofilm than bare polymer film (eight folds reduction in live colonies, two times reduction in protein and 6 times reduction in carbohydrates). The efficacy of this was studied by wrapping it over S. aureus contaminated cottage cheese (paneer) and cheese and stored at a temperature of 4°C for 7days. The modified film reduced the bacterial contamination by eight folds when compared to the bare film. FTIR also indicated reduction in lipids, sugars and proteins in the biofilm.

Keywords: Cheese, Papain, polyurethane, Staphylococcus aureus.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2908

Authors: E. Binaeian, A.M. Rashidi, H. Attar

Abstract:

A comparative evaluation of acute toxicity of synthesized nano silvers using two different procedures (biological and chemical reduction methods) and silver ions on bacteria Vibrio fischeri was investigated. The bacterial light inhibition test as a toxicological endpoint was used by applying of a homemade luminometer. To compare the toxicity effects as a quantitative parameter, a nominal effective concentrations (EC) of chemicals and a susceptibility constant (Z-value) of bacteria, after 5 min and 30 min exposure times, were calculated. After 5 and 30 min contact times, the EC50 values of two silver nanoparticles and the EC20 values were about similar. It demonstrates that toxicity of silvers was independent of their procedure. The EC values of nanoparticles were larger than those of the silver ions. The susceptibilities(Z- Values) of V.fischeri (L/mg) to the silver ions were greater than those of the nano silvers. According to the EC and Z values, the toxicity of silvers decreased in the following order: Silver ions >> silver nanoparticles from chemical reduction method ~ silver nanoparticles from biological method.

Keywords: Bioluminescence, Luminometer, silver nano particles, Toxicity, Vibrio fischeri

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3028

Authors: Fulya Aydın, Ayşe Kuleyin

Abstract:

The purpose of this study is to investigate the capacity of natural Turkish zeolite for NH4-N removal from landfill leachate. The effects of modification and initial concentration on the removal of NH4-N from leachate were also investigated. The kinetics of adsorption of NH4-N has been discussed using three kinetic models, i.e., the pseudo-second order model, the Elovich equation, the intraparticle diffuion model. Kinetic parameters and correlation coefficients were determined. Equilibrium isotherms for the adsorption of NH4-N were analyzed by Langmuir, Freundlich and Tempkin isotherm models. Langmuir isotherm model was found to best represent the data for NH4-N.

Keywords: Leachate, Ammonium, zeolite

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2325

Authors: H. Alaleh, N. Hedayat, A. Alaleh, H. Ayazi, A. Ruhani

Abstract:

Run-offs are considered as important hydrological factors in feasibility studies of river engineering and irrigation-related projects under arid and semi-arid condition. Flood control is one of the crucial factor, the management of which while mitigates its destructive consequences, abstracts considerable volume of renewable water resources. The methodology applied here was based on Mizumura, which applied a mathematical model for simple tank to simulate the rainfall-run-off process in a particular water basin using the data from the observational hydrograph. The model was applied in the Dez River water basin adjacent to Greater Dezful region, Iran in order to simulate and estimate the floods. Results indicated that the calculated hydrographs using the simple tank method, SCS-CN model and the observation hydrographs had a close proximity. It was also found that on average the flood time and discharge peaks in the simple tank were closer to the observational data than the CN method. On the other hand, the calculated flood volume in the CN model was significantly closer to the observational data than the simple tank model.

Keywords: Simple tank, Dez River, run-off, lag time, excess rainfall.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2554

Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2254

Authors: S. Chauhan, T. P. K. Grewal, S. K. Agrawal, V. K. Srivastava

Abstract:

Combustion of fuels in industrial and transport sector has lead to an alarming release of polluting gases to the atmosphere. Carbon monoxide is one such pollutant, which is formed as a result of incomplete oxidation of the fuel. In order to analyze the effect of catalyst on the reduction of CO emissions to the atmosphere, two catalysts Mn2O3 and Hopcalite are considered. A model was formed based on mass and energy balance equations. Results show that Hopcalite catalyst as compared to Mn2O3 catalyst helped in faster conversion of the polluting gas as the operating temperature of the hopcalite catalyst is much lower as compared to the operating temperature of Mn2O3 catalyst.

Keywords: Carbon monoxide, modeling, hopcalite, manganese oxide.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1670

Authors: Shun-Qi Zhang, Shu-Yang Zhang, Min Chen

Abstract:

Applying strong electric field on piezoelectric actuators, on one hand very significant electroelastic material nonlinear effects will occur, on the other hand piezo plates and shells may undergo large displacements and rotations. In order to give a precise prediction of piezolaminated smart structures under large electric field, this paper develops a finite element (FE) model accounting for both electroelastic material nonlinearity and geometric nonlinearity with large rotations based on the first order shear deformation (FSOD) hypothesis. The proposed FE model is applied to analyze a piezolaminated semicircular shell structure.

Keywords: Smart structures, piezolamintes, material nonlinearity, geometric nonlinearity, strong electric field.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 984

Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1562

Authors: P. Ramana , K. Alice Mary, M. Surya Kalavathi, M. Phani Kumar

Abstract:

This paper discusses two observers, which are used for the estimation of parameters of PMSM. Former one, reduced order observer, which is used to estimate the inaccessible parameters of PMSM. Later one, full order observer, which is used to estimate all the parameters of PMSM even though some of the parameters are directly available for measurement, so as to meet with the insensitivity to the parameter variation. However, the state space model contains some nonlinear terms i.e. the product of different state variables. The asymptotic state observer, which approximately reconstructs the state vector for linear systems without uncertainties, was presented by Luenberger. In this work, a modified form of such an observer is used by including a non-linear term involving the speed. So, both the observers are designed in the framework of nonlinear control; their stability and rate of convergence is discussed.

Keywords: Permanent magnet synchronous motor, Mathematicalmodelling, Rotor reference frame, parameter estimation, Luenbergerobserver, reduced order observer, full order observer

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1822

Authors: Changyeop Lee, Sewon Kim

Abstract:

Reburning is a useful technology in reducing nitric oxide through injection of a secondary hydrocarbon fuel. In this paper, an experimental study has been conducted to evaluate the effect of fuel lean reburning on NOx/CO reduction in LNG flame. Experiments were performed in flames stabilized by a co-flow swirl burner, which was mounted at the bottom of the furnace. Tests were conducted using LNG gas as the reburn fuel as well as the main fuel. The effects of reburn fuel fraction and injection manner of the reburn fuel were studied when the fuel lean reburning system was applied. The paper reports data on flue gas emissions and temperature distribution in the furnace for a wide range of experimental conditions. At steady state, temperature distribution and emission formation in the furnace have been measured and compared. This paper makes clear that in order to decrease both NOx and CO concentrations in the exhaust when the pulsated fuel lean reburning system was adapted, it is important that the control of some factors such as frequency and duty ratio. Also it shows the fuel lean reburning is also effective method to reduce NOx as much as reburning.

Keywords: Fuel lean reburn, NOx, CO, LNG flame.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2167

Authors: M. Gomez, M. D. Murcia, E. Gomez, J. L. Gomez, N. Christofi

Abstract:

Excilamps are new UV sources with great potential for application in wastewater treatment. In the present work, a XeBr excilamp emitting radiation at 283 nm has been used for the photodegradation of 4-chlorophenol within a range of concentrations from 50 to 500 mg L-1. Total removal of 4-chlorophenol was achieved for all concentrations assayed. The two main photoproduct intermediates formed along the photodegradation process, benzoquinone and hydroquinone, although not being completely removed, remain at very low residual concentrations. Such concentrations are insignificant compared to the 4-chlorophenol initial ones and non-toxic. In order to simulate the process and scaleup, a kinetic model has been developed and validated from the experimental data.

Keywords: 4-chlorophenol, excilamps, kinetic model, photodegradation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1347

Authors: Lukasz Peronski, Roy Bratley, Derek B. Ingham, Lin Ma, Mohamed Pourkashanian, StephenTaylor

Abstract:

The aim of the study was to investigate the possible use of commercial Computational Fluid Dynamics (CFD) software in the design process of a domestic gas boiler. Because of the limited computational resources some simplifications had to be made in order to contribute to the design in a reasonable timescale. The porous media model was used in order to simulate the influence of the pressure drop characteristic of particular elements of a heat transfer system on the water-flow distribution in the system. Further, a combination of CFD analyses and spread sheet calculations was used in order to solve the flow distribution problem.

Keywords: CFD, domestic gas boilers, flow distribution, heatexchanger, porous media

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2705

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1997

Authors: Nermin Sökmen

Abstract:

An effort estimation model is needed for softwareintensive projects that consist of hardware, embedded software or some combination of the two, as well as high level software solutions. This paper first focuses on functional decomposition techniques to measure functional complexity of a computer system and investigates its impact on system development effort. Later, it examines effects of technical difficulty and design team capability factors in order to construct the best effort estimation model. With using traditional regression analysis technique, the study develops a system development effort estimation model which takes functional complexity, technical difficulty and design team capability factors as input parameters. Finally, the assumptions of the model are tested.

Keywords: Functional complexity, functional decomposition, development effort, technical difficulty, design team capability, regression analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2234

Authors: Vishal Awasthi, Krishna Raj

Abstract:

Unwanted side effects because of spectral aliasing and spectral imaging during signal processing would be the major concern over the sampling rate alteration. Multirate-multistage implementation of digital filter could come about a large computational saving than single rate filter suitable for sample rate conversion. This implementation can further improve through high-level architectural transformation in circuit level. Reallocating registers and  relocating flip-flops across logic gates through retiming certainly a prominent sequential transformation technology, that optimize hardware circuits to achieve faster clocking speed without affecting the functionality. In this paper, we proposed an efficient compensated cascade Integrator comb (CIC) decimation filter structure that analyze the consequence of filter order variation which has a retimed FIR filter being compensator while using the cutset retiming technique and achieved an improvement in the passband droop by 14% to 39%, in computation time by 38.04%, 25.78%, 12.21%, 6.69% and 4.44% and reduction in path delay by 62.27%, 72%, 86.63%, 91.56% and 94.42% of 3, 6, 8, 12 and 24 order filter respectively than the non-retimed CIC compensation filter.

Keywords: Multirate Filtering, CIC decimation filter, Compensation theory, Retiming, Retiming algorithm, Filter order, Synchronous dataflow graph.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3663

Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu

Abstract:

Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

Keywords: DTM, unmanned aerial vehicle, UAV, random, Kriging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 752

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.

Keywords: DC motor model, Fault detection and diagnosis Kalman Filter, Unscented Kalman Filter

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2447

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1447

Authors: M. Mohamadi, A. M. Maskooki., S. A. Mortazavi

Abstract:

The quality and shelf life of foods of containing lipids (fats and oils) significantly reduces due to rancidity.Applications of natural antioxidants are one of the most effective manners to prevent the oxidation of oils and lipids. The antioxidant properties of juice extracted from barberry fruit (Berberris vulgaris.L) using maceration and SWE (10 bars and 120 - 180°C) methods were investigated and compared with conventional method. The amount of phenolic compound and reduction power of all samples were determined and the data were statistically analyzed using multifactor design. The results showed that the total amount of phenolic compound increased with increasing of pressure and temprature from 1861.9 to 2439.1 (mg Gallic acid /100gr Dry matter). The ability of reduction power of SWE obtained antioxidant extract compared with BHA (synthetic antioxidant) and ascorbic acid (natural antioxidant). There were significant differences among reduction power of extracts and there were remarkable difference with BHA and Ascorbic acid (P<0.01).

Keywords: Subcritical water, Antioxidant, Barberry, Phenolic compound, Reduction power

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2646

Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: Active suspension, bending vibration, railway vehicle, vibration control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 684

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 933

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1300

Authors: Madhukar Nagare, Pankaj Dutta

Abstract:

Inventory decisional environment of short life-cycle products is full of uncertainties arising from randomness and fuzziness of input parameters like customer demand requiring modeling under hybrid uncertainty. Prior inventory models incorporating fuzzy demand have unfortunately ignored stochastic variation of demand. This paper determines an unambiguous optimal order quantity from a set of n fuzzy observations in a newsvendor inventory setting in presence of fuzzy random variable demand capturing both fuzzy perception and randomness of customer demand. The stress of this paper is in providing solution procedure that attains optimality in two steps with demand information availability in linguistic phrases leading to fuzziness along with stochastic variation. The first step of solution procedure identifies and prefers one best fuzzy opinion out of all expert opinions and the second step determines optimal order quantity from the selected event that maximizes profit. The model and solution procedure is illustrated with a numerical example.

Keywords: Fuzzy expected value, Fuzzy random demand, Hybrid uncertainty, Optimal order quantity, Single-period inventory

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1979

Authors: Md. Armin Islam, Les Dallin, Mark Boland, W. J. Zhang

Abstract:

This paper reports a study on the optimal magnetic design of a compact quadrupole electromagnet for the Canadian Light Source (CLS 2.0). The nature of the design is to determine a quadrupole with low relative higher order harmonics and better field quality. The design problem was formulated as an optimization model, in which the objective function is the higher order harmonics (multipole errors) and the variable to be optimized is the material distribution on the pole. The higher order harmonics arose in the quadrupole due to truncating the ideal hyperbola at a certain point to make the pole. In this project, the arisen harmonics have been optimized both transversely and longitudinally by adjusting material on the poles in a controlled way. For optimization, finite element analysis (FEA) has been conducted. A better higher order harmonics amplitudes and field quality have been achieved through the optimization. On the basis of the optimized magnetic design, electrical and cooling calculation has been performed for the magnet.

Keywords: Drift, electrical, and cooling calculation, integrated field, higher order harmonics (multipole errors), magnetic field gradient, quadrupole.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 762

Authors: Preeda Sansakorn, Min An

Abstract:

In order to be capable of dealing with uncertainties, subjectivities, including vagueness arising in building construction projects, the application of fuzzy reasoning technique based on fuzzy set theory is proposed. This study contributes significantly to the development of a fuzzy reasoning safety risk assessment model for building construction projects that could be employed to assess the risk magnitude of each hazardous event identified during construction, and a third parameter of probability of consequence is incorporated in the model. By using the proposed safety risk analysis methodology, more reliable and less ambiguities, which provide the safety risk management project team for decision-making purposes.

Keywords: Safety risks assessment, building construction safety, fuzzy reasoning, construction risk assessment model, building construction projects.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2289

Authors: Georgia Pozoukidou

Abstract:

TELUM software is a land use model designed specifically to help metropolitan planning organizations (MPOs) prepare their transportation improvement programs and fulfill their numerous planning responsibilities. In this context obtaining, preparing, and validating socioeconomic forecasts are becoming fundamental tasks for an MPO in order to ensure that consistent population and employment data are provided to travel demand models. Chittenden County Metropolitan Planning Organization of Vermont State was used as a case study to test the applicability of TELUM land use model. The technical insights and lessons learned from the land use model application have transferable value for all MPOs faced with land use forecasting development and transportation modeling.

Keywords: Calibration data requirements, land use models, land use planning, Metropolitan Planning Organizations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2053

Authors: Majid Mokhtarnia, Alireza Amini

Abstract:

Mobile operators deal with increasing in the data traffic as a critical issue. As a result, a vital responsibility of the operators is to deal with such a trend in order to create added values. This paper addresses a bundling method in a Canvas business model in a WiFi Data Offloading (WDO) strategy by which some elements of the model may be affected. In the proposed method, it is supposed to sell a number of data packages for subscribers in which there are some packages with a free given volume of data-offloaded WiFi complimentary. The paper on hands analyses this method in the views of attractiveness and profitability. The results demonstrate that the quality of implementation of the WDO strongly affects the final result and helps the decision maker to make the best one.

Keywords: Bundling, canvas business model, telecommunication, WiFi Data Offloading.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 843