Search results for: Time Series Analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13778

Search results for: Time Series Analysis

13478 Fuzzy Modeling for Micro EDM Parameters Optimization in Drilling of Biomedical Implants Ti-6Al-4V Alloy for Higher Machining Performance

Authors: Ahmed A.D. Sarhan, Lim Siew Fen, Mum Wai Yip, M. Sayuti

Abstract:

Ti6Al4V alloy is highly used in the automotive and aerospace industry due to its good machining characteristics. Micro EDM drilling is commonly used to drill micro hole on extremely hard material with very high depth to diameter ratio. In this study, the parameters of micro-electrical discharge machining (EDM) in drilling of Ti6Al4V alloy is optimized for higher machining accuracy with less hole-dilation and hole taper ratio. The micro-EDM machining parameters includes, peak current and pulse on time. Fuzzy analysis was developed to evaluate the machining accuracy. The analysis shows that hole-dilation and hole-taper ratio are increased with the increasing of peak current and pulse on time. However, the surface quality deteriorates as the peak current and pulse on time increase. The combination that gives the optimum result for hole dilation is medium peak current and short pulse on time. Meanwhile, the optimum result for hole taper ratio is low peak current and short pulse on time.

Keywords: Micro EDM, Ti-6Al-4V alloy, fuzzy logic based analysis, optimization, machining accuracy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2700
13477 Analysis of Event-related Response in Human Visual Cortex with fMRI

Authors: Ayesha Zaman, Tanvir Atahary, Shahida Rafiq

Abstract:

Functional Magnetic Resonance Imaging(fMRI) is a noninvasive imaging technique that measures the hemodynamic response related to neural activity in the human brain. Event-related functional magnetic resonance imaging (efMRI) is a form of functional Magnetic Resonance Imaging (fMRI) in which a series of fMRI images are time-locked to a stimulus presentation and averaged together over many trials. Again an event related potential (ERP) is a measured brain response that is directly the result of a thought or perception. Here the neuronal response of human visual cortex in normal healthy patients have been studied. The patients were asked to perform a visual three choice reaction task; from the relative response of each patient corresponding neuronal activity in visual cortex was imaged. The average number of neurons in the adult human primary visual cortex, in each hemisphere has been estimated at around 140 million. Statistical analysis of this experiment was done with SPM5(Statistical Parametric Mapping version 5) software. The result shows a robust design of imaging the neuronal activity of human visual cortex.

Keywords: Echo Planner Imaging, Event related Response, General Linear Model, Visual Neuronal Response.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1407
13476 Identification of the Causes of Construction Delay in Malaysia

Authors: N. Hamzah, M.A. Khoiry, I. Arshad, W.H.W. Badaruzzaman, N. M. Tawil

Abstract:

Construction delay is unavoidable in developing countries including Malaysia. It is defined as time overrun or extension of time for completion of a project. The purpose of the study is to determine the causes of delay in Malaysian construction industries based on previous worldwide research. The field survey conducted includes the experienced developers, consultants and contractors in Malaysia. 34 causes of the construction delay have been determined and 24 have been selected using the Rasch model analysis. The analysis result will be used as the baseline for the next research to find the causes of delay in the Malaysian construction industry taking place in Malaysian higher learning institutions.

Keywords: Causes of construction delay, construction projects, Malaysian construction industry, Rasch model analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7518
13475 Single Phase Fluid Flow in Series of Microchannel Connected via Converging-Diverging Section with or without Throat

Authors: Abhishek Kumar Chandra, Kaushal Kishor, Wasim Khan, Dhananjay Singh, M. S. Alam

Abstract:

Single phase fluid flow through series of uniform microchannels connected via transition section (converging-diverging section with or without throat) was analytically and numerically studied to characterize the flow within the channel and in the transition sections. Three sets of microchannels of diameters 100, 184, and 249 μm were considered for investigation. Each set contains 10 numbers of microchannels of length 20 mm, connected to each other in series via transition sections. Transition section consists of either converging-diverging section with throat or without throat. The effect of non-uniformity in microchannels on pressure drop was determined by passing water/air through the set of channels for Reynolds number 50 to 1000. Compressibility and rarefaction effects in transition sections were also tested analytically and numerically for air flow. The analytical and numerical results show that these configurations can be used in enhancement of transport processes. However, converging-diverging section without throat shows superior performance over with throat configuration.

Keywords: Contraction-expansion flow, integrated microchannel, microchannel network, single phase flow.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 867
13474 Comparison of Machine Learning Models for the Prediction of System Marginal Price of Greek Energy Market

Authors: Ioannis P. Panapakidis, Marios N. Moschakis

Abstract:

The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1253
13473 The Visualizer for Real-Time Analysis of Internet Trends

Authors: Radek Malinský, Ivan Jelínek

Abstract:

The current web has become a modern encyclopedia, where people share their thoughts and ideas on various topics around them. This kind of encyclopedia is very useful for other people who are looking for answers to their questions. However, with the growing popularity of social networking and blogging and ever expanding network services, there has also been a growing diversity of technologies along with a different structure of individual web sites. It is therefore difficult to directly find a relevant answer for a common Internet user. This paper presents a web application for the real-time end-to-end analysis of selected Internet trends where the trend can be whatever the people post online. The application integrates fully configurable tools for data collection and analysis using selected webometric algorithms, and for its chronological visualization to user. It can be assumed that the application facilitates the users to evaluate the quality of various products that are mentioned online.

Keywords: Trend, visualizer, web analysis, web 2.0.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2201
13472 Growing Zeolite Y on FeCrAlloy Metal

Authors: Rana Th. A. Al-Rubaye, Burcin Atilgan, Richard J. Holmes, Arthur A. Garforth

Abstract:

Structured catalysts formed from the growth of zeolites on substrates is an area of increasing interest due to the increased efficiency of the catalytic process, and the ability to provide superior heat transfer and thermal conductivity for both exothermic and endothermic processes. However, the generation of structured catalysts represents a significant challenge when balancing the relationship variables between materials properties and catalytic performance, with the Na2O, H2O and Al2O3 gel composition paying a significant role in this dynamic, thereby affecting the both the type and range of application. The structured catalyst films generated as part of this investigation have been characterised using a range of techniques, including X-ray diffraction (XRD), Electron microscopy (SEM), Energy Dispersive X-ray analysis (EDX) and Thermogravimetric Analysis (TGA), with the transition from oxide-on-alloy wires to hydrothermally synthesised uniformly zeolite coated surfaces being demonstrated using both SEM and XRD. The robustness of the coatings has been ascertained by subjecting these to thermal cycling (ambient to 550oC), with the results indicating that the synthesis time and gel compositions have a crucial effect on the quality of zeolite growth on the FeCrAlloy wires. Finally, the activity of the structured catalyst was verified by a series of comparison experiments with standard zeolite Y catalysts in powdered pelleted forms.

Keywords: FeCrAlloy, Structured catalyst, and Zeolite Y.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2412
13471 Assessment of the Energy Balance Method in the Case of Masonry Domes

Authors: M. M. Sadeghi, S. Vahdani

Abstract:

Masonry dome structures had been widely used for covering large spans in the past. The seismic assessment of these historical structures is very complicated due to the nonlinear behavior of the material, their rigidness, and special stability configuration. The assessment method based on energy balance concept, as well as the standard pushover analysis, is used to evaluate the effectiveness of these methods in the case of masonry dome structures. The Soltanieh dome building is used as an example to which two methods are applied. The performance points are given from superimposing the capacity, and demand curves in Acceleration Displacement Response Spectra (ADRS) and energy coordination are compared with the nonlinear time history analysis as the exact result. The results show a good agreement between the dynamic analysis and the energy balance method, but standard pushover method does not provide an acceptable estimation.

Keywords: Energy balance method, pushover analysis, time history analysis, masonry dome.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 800
13470 Time Map

Authors: A. Peveri

Abstract:

The interaction of mass will determine the curvature of space-time, may determine that events proceed at different rates of time at each point in space, so each has a corresponding gravitational potential time. So we can find different values ​​of gravity (g), corresponding to different times (t), thus making a "map of time in space." The space-time is curved by present mass, causing a force of attraction towards the body, but if you invest the curvature of space-time, we find that this field is repulsive: Obtaining negative gravitational forces and positive gravitational forces respectively.

Keywords: Space-time, time, positive gravitation, negative gravitation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1485
13469 Various Speech Processing Techniques For Speech Compression And Recognition

Authors: Jalal Karam

Abstract:

Years of extensive research in the field of speech processing for compression and recognition in the last five decades, resulted in a severe competition among the various methods and paradigms introduced. In this paper we include the different representations of speech in the time-frequency and time-scale domains for the purpose of compression and recognition. The examination of these representations in a variety of related work is accomplished. In particular, we emphasize methods related to Fourier analysis paradigms and wavelet based ones along with the advantages and disadvantages of both approaches.

Keywords: Time-Scale, Wavelets, Time-Frequency, Compression, Recognition.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296
13468 Lifelong Distance Learning and Skills Development: A Case Study Analysis in Greece

Authors: Eleni Giouli

Abstract:

Distance learning provides a flexible approach to education, enabling busy learners to complete their coursework at their own pace, on their own schedule, and from a convenient location. This flexibility combined with a series of other issues; make the benefits of lifelong distance learning numerous. The purpose of the paper is to investigate whether distance education can contribute to the improvement of adult skills in Greece, highlighting in this way the necessity of the lifelong distance learning. To investigate this goal, a questionnaire is constructed and analyzed based on responses from 3,016 attendees of lifelong distance learning programs in the e-learning of the National and Kapodistrian University of Athens in Greece. In order to do so, a series of relationships is examined including the effects of a) the gender, b) the previous educational level, c) the current employment status, and d) the method used in the distance learning program, on the development of new general, technical, administrative, social, cultural, entrepreneurial and green skills. The basic conclusions that emerge after using a binary logistic framework are that the following factors are critical in order to develop new skills: the gender, the education level and the educational method used in the lifelong distance learning program. The skills more significantly affected by those factors are the acquiring new skills in general, as well as acquiring general, language and cultural, entrepreneurial and green skills, while for technical and social skills only gender and educational method play a crucial role. Moreover, routine skills and social skills are not affected by the four factors included in the analysis.

Keywords: Adult skills, distance learning, education, lifelong learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 519
13467 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1656
13466 An Active Mixer with Vertical Flow Placement via a Series of Inlets for Micromixing

Authors: Pil Woo Heo, In Sub Park

Abstract:

Flows in a microchannel are laminar, which means that mixing depends on only inter-diffusion. A micromixer plays an important role in obtaining fast diagnosis results in the fields of m-TAS (total analysis system), Bio-MEMS and LOC (lab-on-a-chip).

In this paper, we propose a new active mixer with vertical flow placement via a series of inlets for micromixing. This has two inlets on the same axis, one of which is located before the other. The sample input by the first inlet flows into the down-position, while the other sample by the second inlet flows into the up-position. In the experiment, the samples were located vertically in up-down positions in a micro chamber. PZT was attached below a chamber, and ultrasonic waves were radiated in the down to up direction towards the samples in the micro chamber in order to accelerate the mixing. The mixing process was measured by the change of color in a micro chamber using phenolphthalein and NaOH. The results of the experiment showed that the samples in the microchamber were efficiently mixed and that our new active mixer was superior to the horizontal type of active mixers in view of the grey levels and the standard deviation.

Keywords: Active mixer, vertical flow placement, microchannel, bio-MEMS, LOC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1727
13465 Performance Modeling and Availability Analysis of Yarn Dyeing System of a Textile Industry

Authors: P. C. Tewari, Rajiv Kumar, Dinesh Khanduja

Abstract:

This paper discusses the performance modeling and availability analysis of Yarn Dyeing System of a Textile Industry. The Textile Industry is a complex and repairable engineering system. Yarn Dyeing System of Textile Industry consists of five subsystems arranged in series configuration. For performance modeling and analysis of availability, a performance evaluating model has been developed with the help of mathematical formulation based on Markov-Birth-Death Process. The differential equations have been developed on the basis of Probabilistic Approach using a Transition Diagram. These equations have further been solved using normalizing condition in order to develop the steady state availability, a performance measure of the system concerned. The system performance has been further analyzed with the help of decision matrices. These matrices provide various availability levels for different combinations of failure and repair rates for various subsystems. The findings of this paper are therefore, considered to be useful for the analysis of availability and determination of the best possible maintenance strategies which can be implemented in future to enhance the system performance.

Keywords: Availability Analysis, Markov Process, Performance Modeling, Steady State Availability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2261
13464 Synthesis, Structure and Functional Characteristics of Solid Electrolytes Based on Lanthanum Niobates

Authors: Maria V. Morozova, Yulia V. Emelyanova, Anastasia A. Levina, Elena S. Buyanova, Zoya A. Mikhaylovskaya, Sofia A. Petrova

Abstract:

The solid solutions of lanthanum niobates substituted by yttrium, bismuth and tungsten were synthesized. The structure of the solid solutions is either LaNbO4-based monoclinic or BiNbO4-based triclinic. The series where niobium is substituted by tungsten on B site reveals phase-modulated structure. The values of cell parameters decrease with increasing the dopant concentration for all samples except the tungsten series although the latter show higher total conductivity.

Keywords: Impedance spectroscopy, LaNbO4, lanthanum ortho-niobates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1526
13463 A New Intelligent, Dynamic and Real Time Management System of Sewerage

Authors: R. Tlili Yaakoubi, H. Nakouri, O. Blanpain, S. Lallahem

Abstract:

The current tools for real time management of sewer systems are based on two software tools: the software of weather forecast and the software of hydraulic simulation. The use of the first ones is an important cause of imprecision and uncertainty, the use of the second requires temporal important steps of decision because of their need in times of calculation. This way of proceeding fact that the obtained results are generally different from those waited. The major idea of this project is to change the basic paradigm by approaching the problem by the "automatic" face rather than by that "hydrology". The objective is to make possible the realization of a large number of simulations at very short times (a few seconds) allowing to take place weather forecasts by using directly the real time meditative pluviometric data. The aim is to reach a system where the decision-making is realized from reliable data and where the correction of the error is permanent. A first model of control laws was realized and tested with different return-period rainfalls. The gains obtained in rejecting volume vary from 19 to 100 %. The development of a new algorithm was then used to optimize calculation time and thus to overcome the subsequent combinatorial problem in our first approach. Finally, this new algorithm was tested with 16- year-rainfall series. The obtained gains are 40 % of total volume rejected to the natural environment and of 65 % in the number of discharges.

Keywords: Automation, optimization, paradigm, RTC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1454
13462 Coupled Multifield Analysis of Piezoelectrically Actuated Microfluidic Device for Transdermal Drug Delivery Applications

Authors: Muhammad Waseem Ashraf, Shahzadi Tayyaba, Nitin Afzulpurkar, Asim Nisar, Adisorn Tuantranont, Erik L J Bohez

Abstract:

In this paper, design, fabrication and coupled multifield analysis of hollow out-of-plane silicon microneedle array with piezoelectrically actuated microfluidic device for transdermal drug delivery (TDD) applications is presented. The fabrication process of silicon microneedle array is first done by series of combined isotropic and anisotropic etching processes using inductively coupled plasma (ICP) etching technology. Then coupled multifield analysis of MEMS based piezoelectrically actuated device with integrated 2×2 silicon microneedle array is presented. To predict the stress distribution and model fluid flow in coupled field analysis, finite element (FE) and computational fluid dynamic (CFD) analysis using ANSYS rather than analytical systems has been performed. Static analysis and transient CFD analysis were performed to predict the fluid flow through the microneedle array. The inlet pressure from 10 kPa to 150 kPa was considered for static CFD analysis. In the lumen region fluid flow rate 3.2946 μL/min is obtained at 150 V for 2×2 microneedle array. In the present study the authors have performed simulation of structural, piezoelectric and CFD analysis on three dimensional model of the piezoelectrically actuated mcirofluidic device integrated with 2×2 microneedle array.

Keywords: Coupled multifield, finite element analysis, hollow silicon microneedle, transdermal drug delivery.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801
13461 Transesterification of Jojoba Oil-Wax Using Microwave Technique

Authors: Labiba I. Hussein, Maher Z. Elsabee, Eid A. Ismail, Hala F. Naguib, Hilda A. Aziz, Moataz A. Elsawy

Abstract:

Jojoba oil-wax is extracted from the seeds of the jojoba (Simmondsia chinensis Link Schneider), a perennial shrub that grows in semi desert areas in Egypt and in some parts of the world. The main uses of jojoba oil-wax are in the cosmetics and pharmaceutical industry, but new uses could arise related to the search of new energetic crops. This paper summarizes a process to convert the jojoba oil-wax to biodiesel by transesterification with ethanol and a series of aliphatic alcohols using a more economic and energy saving method in a domestic microwave. The effect of time and power of the microwave on the extent of the transesterification using ethanol and other aliphatic alcohols has been studied. The separation of the alkyl esters from the fatty alcohols rich fraction has been done in a single crystallization step at low temperature (−18°C) from low boiling point petroleum ether. Gas chromatography has been used to follow up the transesterification process. All products have been characterized by spectral analysis.

Keywords: Jojoba oil, transesterification, microwave, gas chromatography jojoba esters, Jojoba alcohol.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3668
13460 Design and Development of Real-Time Optimal Energy Management System for Hybrid Electric Vehicles

Authors: Masood Roohi, Amir Taghavipour

Abstract:

This paper describes a strategy to develop an energy management system (EMS) for a charge-sustaining power-split hybrid electric vehicle. This kind of hybrid electric vehicles (HEVs) benefit from the advantages of both parallel and series architecture. However, it gets relatively more complicated to manage power flow between the battery and the engine optimally. The applied strategy in this paper is based on nonlinear model predictive control approach. First of all, an appropriate control-oriented model which was accurate enough and simple was derived. Towards utilization of this controller in real-time, the problem was solved off-line for a vast area of reference signals and initial conditions and stored the computed manipulated variables inside look-up tables. Look-up tables take a little amount of memory. Also, the computational load dramatically decreased, because to find required manipulated variables the controller just needed a simple interpolation between tables.

Keywords: Hybrid electric vehicles, energy management system, nonlinear model predictive control, real-time.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1318
13459 The Analysis of Defects Prediction in Injection Molding

Authors: Mehdi Moayyedian, Kazem Abhary, Romeo Marian

Abstract:

This paper presents an evaluation of a plastic defect in injection molding before it occurs in the process; it is known as the short shot defect. The evaluation of different parameters which affect the possibility of short shot defect is the aim of this paper. The analysis of short shot possibility is conducted via SolidWorks Plastics and Taguchi method to determine the most significant parameters. Finite Element Method (FEM) is employed to analyze two circular flat polypropylene plates of 1 mm thickness. Filling time, part cooling time, pressure holding time, melt temperature and gate type are chosen as process and geometric parameters, respectively. A methodology is presented herein to predict the possibility of the short-shot occurrence. The analysis determined melt temperature is the most influential parameter affecting the possibility of short shot defect with a contribution of 74.25%, and filling time with a contribution of 22%, followed by gate type with a contribution of 3.69%. It was also determined the optimum level of each parameter leading to a reduction in the possibility of short shot are gate type at level 1, filling time at level 3 and melt temperature at level 3. Finally, the most significant parameters affecting the possibility of short shot were determined to be melt temperature, filling time, and gate type.

Keywords: Injection molding, plastic defects, short shot, Taguchi method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1493
13458 Fitness Action Recognition Based on MediaPipe

Authors: Zixuan Xu, Yichun Lou, Yang Song, Zihuai Lin

Abstract:

MediaPipe is an open-source machine learning computer vision framework that can be ported into a multi-platform environment, which makes it easier to use it to recognize human activity. Based on this framework, many human recognition systems have been created, but the fundamental issue is the recognition of human behavior and posture. In this paper, two methods are proposed to recognize human gestures based on MediaPipe, the first one uses the Adaptive Boosting algorithm to recognize a series of fitness gestures, and the second one uses the Fast Dynamic Time Warping algorithm to recognize 413 continuous fitness actions. These two methods are also applicable to any human posture movement recognition.

Keywords: Computer Vision, MediaPipe, Adaptive Boosting, Fast Dynamic Time Warping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 690
13457 An Analysis of Global Stability of a Class of Neutral-Type Neural Systems with Time Delays

Authors: Ozlem Faydasicok, Sabri Arik

Abstract:

This paper derives some new sufficient conditions for the stability of a class of neutral-type neural networks with discrete time delays by employing a suitable Lyapunov functional. The obtained conditions can be easily verified as they can be expressed in terms of the network parameters only. It is shown that the results presented in this paper for neutral-type delayed neural networks establish a new set of stability criteria, and therefore can be considered as the alternative results to the previously published literature results. A numerical example is also given to demonstrate the applicability of our proposed stability criterion.

Keywords: Stability Analysis, Neutral-Type Neural Networks, Time Delay Systems, Lyapunov Functionals.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1603
13456 A Comparative Analysis of Artificial Neural Network and Autoregressive Integrated Moving Average Model on Modeling and Forecasting Exchange Rate

Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1306
13455 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5967
13454 Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations

Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay

Abstract:

In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.

Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1611
13453 Exponential Stability Analysis for Uncertain Neural Networks with Discrete and Distributed Time-Varying Delays

Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for uncertain neural networks with discrete and distributed time-varying delays. Together with a suitable augmented Lyapunov Krasovskii function, zero equalities, reciprocally convex approach and a novel sufficient condition to guarantee the exponential stability of the considered system. The several exponential stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability, Uncertain Neural networks, LMI approach, Lyapunov-Krasovskii function, Time-varying.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1409
13452 Diffusion Analysis of a Scalable Feistel Network

Authors: Subariah Ibrahim, Mohd Aizaini Maarof

Abstract:

A generalization of the concepts of Feistel Networks (FN), known as Extended Feistel Network (EFN) is examined. EFN splits the input blocks into n > 2 sub-blocks. Like conventional FN, EFN consists of a series of rounds whereby at least one sub-block is subjected to an F function. The function plays a key role in the diffusion process due to its completeness property. It is also important to note that in EFN the F-function is the most computationally expensive operation in a round. The aim of this paper is to determine a suitable type of EFN for a scalable cipher. This is done by analyzing the threshold number of rounds for different types of EFN to achieve the completeness property as well as the number of F-function required in the network. The work focuses on EFN-Type I, Type II and Type III only. In the analysis it is found that EFN-Type II and Type III diffuses at the same rate and both are faster than Type-I EFN. Since EFN-Type-II uses less F functions as compared to EFN-Type III, therefore Type II is the most suitable EFN for use in a scalable cipher.

Keywords: Cryptography, Extended Feistel Network, Diffusion Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1675
13451 Building a Trend Based Segmentation Method with SVR Model for Stock Turning Detection

Authors: Jheng-Long Wu, Pei-Chann Chang, Yi-Fang Pan

Abstract:

This research focus on developing a new segmentation method for improving forecasting model which is call trend based segmentation method (TBSM). Generally, the piece-wise linear representation (PLR) can finds some of pair of trading points is well for time series data, but in the complicated stock environment it is not well for stock forecasting because of the stock has more trends of trading. If we consider the trends of trading in stock price for the trading signal which it will improve the precision of forecasting model. Therefore, a TBSM with SVR model used to detect the trading points for various stocks of Taiwanese and America under different trend tendencies. The experimental results show our trading system is more profitable and can be implemented in real time of stock market

Keywords: Trend based segmentation method, support vector machine, turning detection, stock forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3120
13450 Calibration of Time-Skew Error in a M-Channel Time-Interleaved Analog-to-Digital Converter

Authors: Yu-Sheng Lee, Qi An

Abstract:

Offset mismatch, gain mismatch, and time-skew error between time-interleaved channels limit the performance of time-interleaved analog-to-digital converters (TIADC). This paper focused on the time-skew error. A new technique for calibrating time-skew error in M-channels TIADC is described, and simulation results are also presented.

Keywords: Calibration, time-skew error, time-interleavedanalog-to-digital converters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1537
13449 Signal Generator Circuit Carrying Information as Embedded Features from Multi-Transducer Signals

Authors: Sheroz Khan, Mustafa Zeki, Shihab Abdel Hameed, AHM Zahirul Alam, Aisha Hassan Abdalla, A. F. Salami, W. A. Lawal

Abstract:

A novel circuit for generating a signal embedded with features about data from three sensors is presented. This suggested circuit is making use of a resistance-to-time converter employing a bridge amplifier, an integrator and a comparator. The second resistive sensor (Rz) is transformed into duty cycle. Another bridge with varying resistor, (Ry) in the feedback of an OP AMP is added in series to change the amplitude of the resulting signal in a proportional relationship while keeping the same frequency and duty cycle representing proportional changes in resistors Rx and Rz already mentioned. The resultant output signal carries three types of information embedded as variations of its frequency, duty cycle and amplitude.

Keywords: Integrator, Comparator, Bridge Circuit, Resistanceto-Time Converter, Conditioning Circuit.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1339