Search results for: multivariate data projection
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7494

Search results for: multivariate data projection

7404 Data Mining Determination of Sunlight Average Input for Solar Power Plant

Authors: Fl. Loury, P. Sablonière, C. Lamoureux, G. Magnier, Th. Gutierrez

Abstract:

A method is proposed to extract faithful representative patterns from data set of observations when they are suffering from non-negligible fluctuations. Supposing time interval between measurements to be extremely small compared to observation time, it consists in defining first a subset of intermediate time intervals characterizing coherent behavior. Data projection on these intervals gives a set of curves out of which an ideally “perfect” one is constructed by taking the sup limit of them. Then comparison with average real curve in corresponding interval gives an efficiency parameter expressing the degradation consecutive to fluctuation effect. The method is applied to sunlight data collected in a specific place, where ideal sunlight is the one resulting from direct exposure at location latitude over the year, and efficiency is resulting from action of meteorological parameters, mainly cloudiness, at different periods of the year. The extracted information already gives interesting element of decision, before being used for analysis of plant control.

Keywords: Base Input Reconstruction, Data Mining, Efficiency Factor, Information Pattern Operator.

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7403 Comparison of Multivariate Adaptive Regression Splines and Random Forest Regression in Predicting Forced Expiratory Volume in One Second

Authors: P. V. Pramila, V. Mahesh

Abstract:

Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients resulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF25, PEF, FEF25-75, FEF50 and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects) with the aforementioned input features. It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, as well as yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV1, Multivariate Adaptive Regression Splines Pulmonary Function Test, Random Forest.

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7402 Modified Data Mining Approach for Defective Diagnosis in Hard Disk Drive Industry

Authors: S. Soommat, S. Patamatamkul, T. Prempridi, M. Sritulyachot, P. Ineure, S. Yimman

Abstract:

Currently, slider process of Hard Disk Drive Industry become more complex, defective diagnosis for yield improvement becomes more complicated and time-consumed. Manufacturing data analysis with data mining approach is widely used for solving that problem. The existing mining approach from combining of the KMean clustering, the machine oriented Kruskal-Wallis test and the multivariate chart were applied for defective diagnosis but it is still be a semiautomatic diagnosis system. This article aims to modify an algorithm to support an automatic decision for the existing approach. Based on the research framework, the new approach can do an automatic diagnosis and help engineer to find out the defective factors faster than the existing approach about 50%.

Keywords: Slider process, Defective diagnosis and Data mining.

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7401 Variation in the Traditional Knowledge of Curcuma longa L. in North-Eastern Algeria

Authors: A. Bouzabata, A. Boukhari

Abstract:

Curcuma longa L. (Zingiberaceae), commonly known as turmeric, has a long history of traditional uses for culinary purposes as a spice and a food colorant. The present study aimed to document the ethnobotanical knowledge about Curcuma longa, and to assess the variation in the herbalists’ experience in Northeastern Algeria. Data were collected using semi-structured questionnaires and direct interviews with 30 herbalists. Ethnobotanical indices, including the fidelity level (FL%), the relative frequency citation (RFC), and use value (UV) were determined by quantitative methods. Diversity in the level of knowledge was analyzed using univariate, non-parametric, and multivariate statistical methods. Three main categories of uses were recorded for C. longa: for food, for medicine, and for cosmetic purposes. As a medicine, turmeric was used for the treatment of gastrointestinal, dermatological, and hepatic diseases. Medicinal and food uses were correlated with both forms of preparation (rhizome and powder). The age group did not influence the use. Multivariate analyses showed a significant variation in traditional knowledge, associated with the use value, origin, quality, and efficacy of the drug. The findings suggested that the geographical origin of C. longa affected the use in Algeria.

Keywords: Curcuma longa, curcuma indices, ethnobotanical knowledge, variation.

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7400 Multivariate Output-Associative RVM for Multi-Dimensional Affect Predictions

Authors: Achut Manandhar, Kenneth D. Morton, Peter A. Torrione, Leslie M. Collins

Abstract:

The current trends in affect recognition research are to consider continuous observations from spontaneous natural interactions in people using multiple feature modalities, and to represent affect in terms of continuous dimensions, incorporate spatio-temporal correlation among affect dimensions, and provide fast affect predictions. These research efforts have been propelled by a growing effort to develop affect recognition system that can be implemented to enable seamless real-time human-computer interaction in a wide variety of applications. Motivated by these desired attributes of an affect recognition system, in this work a multi-dimensional affect prediction approach is proposed by integrating multivariate Relevance Vector Machine (MVRVM) with a recently developed Output-associative Relevance Vector Machine (OARVM) approach. The resulting approach can provide fast continuous affect predictions by jointly modeling the multiple affect dimensions and their correlations. Experiments on the RECOLA database show that the proposed approach performs competitively with the OARVM while providing faster predictions during testing.

Keywords: Dimensional affect prediction, Output-associative RVM, Multivariate regression.

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7399 Empirical Process Monitoring Via Chemometric Analysis of Partially Unbalanced Data

Authors: Hyun-Woo Cho

Abstract:

Real-time or in-line process monitoring frameworks are designed to give early warnings for a fault along with meaningful identification of its assignable causes. In artificial intelligence and machine learning fields of pattern recognition various promising approaches have been proposed such as kernel-based nonlinear machine learning techniques. This work presents a kernel-based empirical monitoring scheme for batch type production processes with small sample size problem of partially unbalanced data. Measurement data of normal operations are easy to collect whilst special events or faults data are difficult to collect. In such situations, noise filtering techniques can be helpful in enhancing process monitoring performance. Furthermore, preprocessing of raw process data is used to get rid of unwanted variation of data. The performance of the monitoring scheme was demonstrated using three-dimensional batch data. The results showed that the monitoring performance was improved significantly in terms of detection success rate of process fault.

Keywords: Process Monitoring, kernel methods, multivariate filtering, data-driven techniques, quality improvement.

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7398 A Hybrid Scheme for on-Line Diagnostic Decision Making Using Optimal Data Representation and Filtering Technique

Authors: Hyun-Woo Cho

Abstract:

The early diagnostic decision making in industrial processes is absolutely necessary to produce high quality final products. It helps to provide early warning for a special event in a process, and finding its assignable cause can be obtained. This work presents a hybrid diagnostic schmes for batch processes. Nonlinear representation of raw process data is combined with classification tree techniques. The nonlinear kernel-based dimension reduction is executed for nonlinear classification decision boundaries for fault classes. In order to enhance diagnosis performance for batch processes, filtering of the data is performed to get rid of the irrelevant information of the process data. For the diagnosis performance of several representation, filtering, and future observation estimation methods, four diagnostic schemes are evaluated. In this work, the performance of the presented diagnosis schemes is demonstrated using batch process data.

Keywords: Diagnostics, batch process, nonlinear representation, data filtering, multivariate statistical approach

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7397 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

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7396 Web Proxy Detection via Bipartite Graphs and One-Mode Projections

Authors: Zhipeng Chen, Peng Zhang, Qingyun Liu, Li Guo

Abstract:

With the Internet becoming the dominant channel for business and life, many IPs are increasingly masked using web proxies for illegal purposes such as propagating malware, impersonate phishing pages to steal sensitive data or redirect victims to other malicious targets. Moreover, as Internet traffic continues to grow in size and complexity, it has become an increasingly challenging task to detect the proxy service due to their dynamic update and high anonymity. In this paper, we present an approach based on behavioral graph analysis to study the behavior similarity of web proxy users. Specifically, we use bipartite graphs to model host communications from network traffic and build one-mode projections of bipartite graphs for discovering social-behavior similarity of web proxy users. Based on the similarity matrices of end-users from the derived one-mode projection graphs, we apply a simple yet effective spectral clustering algorithm to discover the inherent web proxy users behavior clusters. The web proxy URL may vary from time to time. Still, the inherent interest would not. So, based on the intuition, by dint of our private tools implemented by WebDriver, we examine whether the top URLs visited by the web proxy users are web proxies. Our experiment results based on real datasets show that the behavior clusters not only reduce the number of URLs analysis but also provide an effective way to detect the web proxies, especially for the unknown web proxies.

Keywords: Bipartite graph, clustering, one-mode projection, web proxy detection.

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7395 Diagnosing the Cause and its Timing of Changes in Multivariate Process Mean Vector from Quality Control Charts using Artificial Neural Network

Authors: Farzaneh Ahmadzadeh

Abstract:

Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.

Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage

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7394 In situ Real-Time Multivariate Analysis of Methanolysis Monitoring of Sunflower Oil Using FTIR

Authors: Pascal Mwenge, Tumisang Seodigeng

Abstract:

The combination of world population and the third industrial revolution led to high demand for fuels. On the other hand, the decrease of global fossil 8fuels deposits and the environmental air pollution caused by these fuels has compounded the challenges the world faces due to its need for energy. Therefore, new forms of environmentally friendly and renewable fuels such as biodiesel are needed. The primary analytical techniques for methanolysis yield monitoring have been chromatography and spectroscopy, these methods have been proven reliable but are more demanding, costly and do not provide real-time monitoring. In this work, the in situ monitoring of biodiesel from sunflower oil using FTIR (Fourier Transform Infrared) has been studied; the study was performed using EasyMax Mettler Toledo reactor equipped with a DiComp (Diamond) probe. The quantitative monitoring of methanolysis was performed by building a quantitative model with multivariate calibration using iC Quant module from iC IR 7.0 software. 15 samples of known concentrations were used for the modelling which were taken in duplicate for model calibration and cross-validation, data were pre-processed using mean centering and variance scale, spectrum math square root and solvent subtraction. These pre-processing methods improved the performance indexes from 7.98 to 0.0096, 11.2 to 3.41, 6.32 to 2.72, 0.9416 to 0.9999, RMSEC, RMSECV, RMSEP and R2Cum, respectively. The R2 value of 1 (training), 0.9918 (test), 0.9946 (cross-validation) indicated the fitness of the model built. The model was tested against univariate model; small discrepancies were observed at low concentration due to unmodelled intermediates but were quite close at concentrations above 18%. The software eliminated the complexity of the Partial Least Square (PLS) chemometrics. It was concluded that the model obtained could be used to monitor methanol of sunflower oil at industrial and lab scale.

Keywords: Biodiesel, calibration, chemometrics, FTIR, methanolysis, multivariate analysis, transesterification.

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7393 Electrical Impedance Imaging Using Eddy Current

Authors: A. Ambia, T. Takemae, Y. Kosugi, M. Hongo

Abstract:

Electric impedance imaging is a method of reconstructing spatial distribution of electrical conductivity inside a subject. In this paper, a new method of electrical impedance imaging using eddy current is proposed. The eddy current distribution in the body depends on the conductivity distribution and the magnetic field pattern. By changing the position of magnetic core, a set of voltage differences is measured with a pair of electrodes. This set of voltage differences is used in image reconstruction of conductivity distribution. The least square error minimization method is used as a reconstruction algorithm. The back projection algorithm is used to get two dimensional images. Based on this principle, a measurement system is developed and some model experiments were performed with a saline filled phantom. The shape of each model in the reconstructed image is similar to the corresponding model, respectively. From the results of these experiments, it is confirmed that the proposed method is applicable in the realization of electrical imaging.

Keywords: Back projection algorithm, electrical impedancetomography, eddy current, magnetic inductance tomography.

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7392 Analysis of Highway Slope Failure by an Application of the Stereographic Projection

Authors: Chin-Yu Lee, Iau-Teh Wang

Abstract:

The mountain road slope failures triggered by earthquake activities and torrential rain namely to create the disaster. Province Road No. 24 is a main route to the Wutai Township. The area of the study is located at the mileages between 46K and 47K along the road. However, the road has been suffered frequent damages as a result of landslide and slope failures during typhoon seasons. An understanding of the sliding behaviors in the area appears to be necessary. Slope failures triggered by earthquake activities and heavy rainfalls occur frequently. The study is to understand the mechanism of slope failures and to look for the way to deal with the situation. In order to achieve these objectives, this paper is based on theoretical and structural geology data interpretation program to assess the potential slope sliding behavior. The study showed an intimate relationship between the landslide behavior of the slopes and the stratum materials, based on structural geology analysis method to analysis slope stability and finds the slope safety coefficient to predict the sites of destroyed layer. According to the case study and parameter analyses results, the slope mainly slips direction compared to the site located in the southeast area. Find rainfall to result in the rise of groundwater level is main reason of the landslide mechanism. Future need to set up effective horizontal drain at corrective location, that can effective restrain mountain road slope failures and increase stability of slope.

Keywords: slope stability analysis, Stereographic Projection, wedge Failure.

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7391 Performance Analysis of Reconstruction Algorithms in Diffuse Optical Tomography

Authors: K. Uma Maheswari, S. Sathiyamoorthy, G. Lakshmi

Abstract:

Diffuse Optical Tomography (DOT) is a non-invasive imaging modality used in clinical diagnosis for earlier detection of carcinoma cells in brain tissue. It is a form of optical tomography which produces gives the reconstructed image of a human soft tissue with by using near-infra-red light. It comprises of two steps called forward model and inverse model. The forward model provides the light propagation in a biological medium. The inverse model uses the scattered light to collect the optical parameters of human tissue. DOT suffers from severe ill-posedness due to its incomplete measurement data. So the accurate analysis of this modality is very complicated. To overcome this problem, optical properties of the soft tissue such as absorption coefficient, scattering coefficient, optical flux are processed by the standard regularization technique called Levenberg - Marquardt regularization. The reconstruction algorithms such as Split Bregman and Gradient projection for sparse reconstruction (GPSR) methods are used to reconstruct the image of a human soft tissue for tumour detection. Among these algorithms, Split Bregman method provides better performance than GPSR algorithm. The parameters such as signal to noise ratio (SNR), contrast to noise ratio (CNR), relative error (RE) and CPU time for reconstructing images are analyzed to get a better performance.

Keywords: Diffuse optical tomography, ill-posedness, Levenberg Marquardt method, Split Bregman, the Gradient projection for sparse reconstruction.

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7390 A Prototype of Augmented Reality for Visualising Large Sensors’ Datasets

Authors: Folorunso Olufemi Ayinde, Mohd Shahrizal Sunar, Sarudin Kari, Dzulkifli Mohamad

Abstract:

In this paper we discuss the development of an Augmented Reality (AR) - based scientific visualization system prototype that supports identification, localisation, and 3D visualisation of oil leakages sensors datasets. Sensors generates significant amount of multivariate datasets during normal and leak situations. Therefore we have developed a data model to effectively manage such data and enhance the computational support needed for the effective data explorations. A challenge of this approach is to reduce the data inefficiency powered by the disparate, repeated, inconsistent and missing attributes of most available sensors datasets. To handle this challenge, this paper aim to develop an AR-based scientific visualization interface which automatically identifies, localise and visualizes all necessary data relevant to a particularly selected region of interest (ROI) along the virtual pipeline network. Necessary system architectural supports needed as well as the interface requirements for such visualizations are also discussed in this paper.

Keywords: Sensor Leakages Datasets, Augmented Reality, Sensor Data-Model, Scientific Visualization.

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7389 Anomaly Detection in a Data Center with a Reconstruction Method Using a Multi-Autoencoders Model

Authors: Victor Breux, Jérôme Boutet, Alain Goret, Viviane Cattin

Abstract:

Early detection of anomalies in data centers is important to reduce downtimes and the costs of periodic maintenance. However, there is little research on this topic and even fewer on the fusion of sensor data for the detection of abnormal events. The goal of this paper is to propose a method for anomaly detection in data centers by combining sensor data (temperature, humidity, power) and deep learning models. The model described in the paper uses one autoencoder per sensor to reconstruct the inputs. The auto-encoders contain Long-Short Term Memory (LSTM) layers and are trained using the normal samples of the relevant sensors selected by correlation analysis. The difference signal between the input and its reconstruction is then used to classify the samples using feature extraction and a random forest classifier. The data measured by the sensors of a data center between January 2019 and May 2020 are used to train the model, while the data between June 2020 and May 2021 are used to assess it. Performances of the model are assessed a posteriori through F1-score by comparing detected anomalies with the data center’s history. The proposed model outperforms the state-of-the-art reconstruction method, which uses only one autoencoder taking multivariate sequences and detects an anomaly with a threshold on the reconstruction error, with an F1-score of 83.60% compared to 24.16%.

Keywords: Anomaly detection, autoencoder, data centers, deep learning.

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7388 Multivariate Analytical Insights into Spatial and Temporal Variation in Water Quality of a Major Drinking Water Reservoir

Authors: Azadeh Golshan, Craig Evans, Phillip Geary, Abigail Morrow, Zoe Rogers, Marcel Maeder

Abstract:

22 physicochemical variables have been determined in water samples collected weekly from January to December in 2013 from three sampling stations located within a major drinking water reservoir. Classical Multivariate Curve Resolution Alternating Least Squares (MCR-ALS) analysis was used to investigate the environmental factors associated with the physico-chemical variability of the water samples at each of the sampling stations. Matrix augmentation MCR-ALS (MA-MCR-ALS) was also applied, and the two sets of results were compared for interpretative clarity. Links between these factors, reservoir inflows and catchment land-uses were investigated and interpreted in relation to chemical composition of the water and their resolved geographical distribution profiles. The results suggested that the major factors affecting reservoir water quality were those associated with agricultural runoff, with evidence of influence on algal photosynthesis within the water column. Water quality variability within the reservoir was also found to be strongly linked to physical parameters such as water temperature and the occurrence of thermal stratification. The two methods applied (MCR-ALS and MA-MCR-ALS) led to similar conclusions; however, MA-MCR-ALS appeared to provide results more amenable to interpretation of temporal and geological variation than those obtained through classical MCR-ALS.

Keywords: Catchment management, drinking water reservoir, multivariate curve resolution alternating least squares, thermal stratification, water quality.

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7387 Time Series Forecasting Using Independent Component Analysis

Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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7386 The Dependence of the Liquid Application on the Coverage of the Sprayed Objects in Terms of the Characteristics of the Sprayed Object during Spraying

Authors: Beata Cieniawska, Deta Łuczycka, Katarzyna Dereń

Abstract:

When assessing the quality of the spraying procedure, three indicators are used: uneven distribution of precipitation of liquid sprayed, degree of coverage of sprayed surfaces, and deposition of liquid spraying However, there is a lack of information on the relationship between the quality parameters of the procedure. Therefore, the research was carried out at the Institute of Agricultural Engineering of Wrocław University of Environmental and Life Sciences. The aim of the study was to determine the relationship between the degree of coverage of sprayed surfaces and the deposition of liquid in the aspect of the parametric characteristics of the protected plant using selected single and double stream nozzles. Experiments were conducted under laboratory conditions. The carrier of nozzles acted as an independent self-propelled sprayer used for spraying, whereas the parametric characteristics of plants were determined using artificial plants as the ratio of the vertical projection surface and the horizontal projection surface. The results and their analysis showed a strong and very strong correlation between the analyzed parameters in terms of the characteristics of the sprayed object.

Keywords: Degree of coverage, deposition of liquid, nozzle, spraying.

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7385 The Robust Clustering with Reduction Dimension

Authors: Dyah E. Herwindiati

Abstract:

A clustering is process to identify a homogeneous groups of object called as cluster. Clustering is one interesting topic on data mining. A group or class behaves similarly characteristics. This paper discusses a robust clustering process for data images with two reduction dimension approaches; i.e. the two dimensional principal component analysis (2DPCA) and principal component analysis (PCA). A standard approach to overcome this problem is dimension reduction, which transforms a high-dimensional data into a lower-dimensional space with limited loss of information. One of the most common forms of dimensionality reduction is the principal components analysis (PCA). The 2DPCA is often called a variant of principal component (PCA), the image matrices were directly treated as 2D matrices; they do not need to be transformed into a vector so that the covariance matrix of image can be constructed directly using the original image matrices. The decomposed classical covariance matrix is very sensitive to outlying observations. The objective of paper is to compare the performance of robust minimizing vector variance (MVV) in the two dimensional projection PCA (2DPCA) and the PCA for clustering on an arbitrary data image when outliers are hiden in the data set. The simulation aspects of robustness and the illustration of clustering images are discussed in the end of paper

Keywords: Breakdown point, Consistency, 2DPCA, PCA, Outlier, Vector Variance

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7384 Copper Price Prediction Model for Various Economic Situations

Authors: Haidy S. Ghali, Engy Serag, A. Samer Ezeldin

Abstract:

Copper is an essential raw material used in the construction industry. During 2021 and the first half of 2022, the global market suffered from a significant fluctuation in copper raw material prices due to the aftermath of both the COVID-19 pandemic and the Russia-Ukraine war which exposed its consumers to an unexpected financial risk. Thereto, this paper aims to develop two hybrid price prediction models using artificial neural network and long short-term memory (ANN-LSTM), by Python, that can forecast the average monthly copper prices, traded in the London Metal Exchange; the first model is a multivariate model that forecasts the copper price of the next 1-month and the second is a univariate model that predicts the copper prices of the upcoming three months. Historical data of average monthly London Metal Exchange copper prices are collected from January 2009 till July 2022 and potential external factors are identified and employed in the multivariate model. These factors lie under three main categories: energy prices, and economic indicators of the three major exporting countries of copper depending on the data availability. Before developing the LSTM models, the collected external parameters are analyzed with respect to the copper prices using correlation, and multicollinearity tests in R software; then, the parameters are further screened to select the parameters that influence the copper prices. Then, the two LSTM models are developed, and the dataset is divided into training, validation, and testing sets. The results show that the performance of the 3-month prediction model is better than the 1-month prediction model; but still, both models can act as predicting tools for diverse economic situations.

Keywords: Copper prices, prediction model, neural network, time series forecasting.

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7383 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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7382 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data

Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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7381 Photogrammetric Survey on the Natural Gas Pipeline Projects of Iran-Turkey- Europe (ITE)

Authors: Ferruh Yildiz

Abstract:

The ITE Project is a project that has 1800 km length and across the Turkey's land through east to west. The project of pipeline enters geographically from Iran to Doğubayazit (Turkey) in the east, exits to Greece from Ipsala province of Turkey in the west. This project is the one of the international projects in such scale that provides the natural gas of Iran and Caspian Sea through the European continent. In this investigation, some information will be given about the methods used to verify the direction of the pipeline and the technical properties of the results obtained. The cost of project itself entirely depends on the direction of the pipeline which would be as short as possible and the specifications of the land cover. Production standards of 1/2000 scaled digital orthophoto and vectoral maps as a results of the use of map production materials and methods (such as high resolution satellite images, and digital aerial images captured from digital aerial cameras), will also be given in this report. According to Turkish national map production standards, TM ((Transversal Mercator, 3 degree) projection is used for large scale map and UTM (Universal Transversal Mercator, 6 degree) is used for small scale map production standards. Some information is also given about the projection used in the ITE natural gas pipeline project.

Keywords: Digital Image Processing, Natural Gas Pipe Line, Photogrammetry.

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7380 Spatial Distribution and Risk Assessment of As, Hg, Co and Cr in Kaveh Industrial City, using Geostatistic and GIS

Authors: Abbas Hani

Abstract:

The concentrations of As, Hg, Co, Cr and Cd were tested for each soil sample, and their spatial patterns were analyzed by the semivariogram approach of geostatistics and geographical information system technology. Multivariate statistic approaches (principal component analysis and cluster analysis) were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that primary inputs of As, Hg and Cd were due to anthropogenic while, Co, and Cr were associated with pedogenic factors. Ordinary kriging was carried out to map the spatial patters of heavy metals. The high pollution sources evaluated was related with usage of urban and industrial wastewater. The results of this study helpful for risk assessment of environmental pollution for decision making for industrial adjustment and remedy soil pollution.

Keywords: Geographic Information system, Geostatistics, Kaveh, Multivariate Statistical Analysis.

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7379 An Anomaly Detection Approach to Detect Unexpected Faults in Recordings from Test Drives

Authors: Andreas Theissler, Ian Dear

Abstract:

In the automotive industry test drives are being conducted during the development of new vehicle models or as a part of quality assurance of series-production vehicles. The communication on the in-vehicle network, data from external sensors, or internal data from the electronic control units is recorded by automotive data loggers during the test drives. The recordings are used for fault analysis. Since the resulting data volume is tremendous, manually analysing each recording in great detail is not feasible. This paper proposes to use machine learning to support domainexperts by preventing them from contemplating irrelevant data and rather pointing them to the relevant parts in the recordings. The underlying idea is to learn the normal behaviour from available recordings, i.e. a training set, and then to autonomously detect unexpected deviations and report them as anomalies. The one-class support vector machine “support vector data description” is utilised to calculate distances of feature vectors. SVDDSUBSEQ is proposed as a novel approach, allowing to classify subsequences in multivariate time series data. The approach allows to detect unexpected faults without modelling effort as is shown with experimental results on recordings from test drives.

Keywords: Anomaly detection, fault detection, test drive analysis, machine learning.

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7378 Analytical Studies on Volume Determination of Leg Ulcer using Structured Light and Laser Triangulation Data Acquisition Techniques

Authors: M. Abdul-Rani, K. K. Chong, A. F. M. Hani, Y. B. Yap, A. Jamil

Abstract:

Imaging is defined as the process of obtaining geometric images either two dimensional or three dimensional by scanning or digitizing the existing objects or products. In this research, it applied to retrieve 3D information of the human skin surface in medical application. This research focuses on analyzing and determining volume of leg ulcers using imaging devices. Volume determination is one of the important criteria in clinical assessment of leg ulcer. The volume and size of the leg ulcer wound will give the indication on responding to treatment whether healing or worsening. Different imaging techniques are expected to give different result (and accuracies) in generating data and images. Midpoint projection algorithm was used to reconstruct the cavity to solid model and compute the volume. Misinterpretation of the results can affect the treatment efficacy. The objectives of this paper is to compare the accuracy between two 3D data acquisition method, which is laser triangulation and structured light methods, It was shown that using models with known volume, that structured-light-based 3D technique produces better accuracy compared with laser triangulation data acquisition method for leg ulcer volume determination.

Keywords: Imaging, Laser Triangulation, Structured Light, Volume Determination.

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7377 Application of GIS and Statistical Multivariate Techniques for Estimation of Soil Erosion and Sediment Yield

Authors: Masoud Nasri, Ali Gholami, Ali Najafi

Abstract:

In recent years, most of the regions in the world are exposed to degradation and erosion caused by increasing population and over use of land resources. The understanding of the most important factors on soil erosion and sediment yield are the main keys for decision making and planning. In this study, the sediment yield and soil erosion were estimated and the priority of different soil erosion factors used in the MPSIAC method of soil erosion estimation is evaluated in AliAbad watershed in southwest of Isfahan Province, Iran. Different information layers of the parameters were created using a GIS technique. Then, a multivariate procedure was applied to estimate sediment yield and to find the most important factors of soil erosion in the model. The results showed that land use, geology, land and soil cover are the most important factors describing the soil erosion estimated by MPSIAC model.

Keywords: land degradation, Soil erosion, Sediment yield, Aliabad, GIS technique, Land use.

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7376 Automated Process Quality Monitoring with Prediction of Fault Condition Using Measurement Data

Authors: Hyun-Woo Cho

Abstract:

Detection of incipient abnormal events is important to improve safety and reliability of machine operations and reduce losses caused by failures. Improper set-ups or aligning of parts often leads to severe problems in many machines. The construction of prediction models for predicting faulty conditions is quite essential in making decisions on when to perform machine maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of machine measurement data. The calibration model is used to predict two faulty conditions from historical reference data. This approach utilizes genetic algorithms (GA) based variable selection, and we evaluate the predictive performance of several prediction methods using real data. The results shows that the calibration model based on supervised probabilistic principal component analysis (SPPCA) yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: Prediction, operation monitoring, on-line data, nonlinear statistical methods, empirical model.

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7375 Benchmarking Cleaner Production Performance of Coal-fired Power Plants Using Two-stage Super-efficiency Data Envelopment Analysis

Authors: Shao-lun Zeng, Yu-long Ren

Abstract:

Benchmarking cleaner production performance is an effective way of pollution control and emission reduction in coal-fired power industry. A benchmarking method using two-stage super-efficiency data envelopment analysis for coal-fired power plants is proposed – firstly, to improve the cleaner production performance of DEA-inefficient or weakly DEA-efficient plants, then to select the benchmark from performance-improved power plants. An empirical study is carried out with the survey data of 24 coal-fired power plants. The result shows that in the first stage the performance of 16 plants is DEA-efficient and that of 8 plants is relatively inefficient. The target values for improving DEA-inefficient plants are acquired by projection analysis. The efficient performance of 24 power plants and the benchmarking plant is achieved in the second stage. The two-stage benchmarking method is practical to select the optimal benchmark in the cleaner production of coal-fired power industry and will continuously improve plants- cleaner production performance.

Keywords: benchmarking, cleaner production performance, coal-fired power plant, super-efficiency data envelopment analysis

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