Search results for: optical linear prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3243

Search results for: optical linear prediction

3153 Using Historical Data for Stock Prediction of a Tech Company

Authors: Sofia Stoica

Abstract:

In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: Finance, machine learning, opening price, stock market.

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3152 Multi-Linear Regression Based Prediction of Mass Transfer by Multiple Plunging Jets

Authors: S. Deswal, M. Pal

Abstract:

The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 60O. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby, suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modeling mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, multi-linear regression.

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3151 Comparative Performance Analysis of Fiber Delay Line Based Buffer Architectures for Contention Resolution in Optical WDM Networks

Authors: Manoj Kumar Dutta

Abstract:

Wavelength Division Multiplexing (WDM) technology is the most promising technology for the proper utilization of huge raw bandwidth provided by an optical fiber. One of the key problems in implementing the all-optical WDM network is the packet contention. This problem can be solved by several different techniques. In time domain approach the packet contention can be reduced by incorporating Fiber Delay Lines (FDLs) as optical buffer in the switch architecture. Different types of buffering architectures are reported in literatures. In the present paper a comparative performance analysis of three most popular FDL architectures are presented in order to obtain the best contention resolution performance. The analysis is further extended to consider the effect of different fiber non-linearities on the network performance.

Keywords: WDM network, contention resolution, optical buffering, non-linearity, throughput.

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3150 Spectral Broadening in an InGaAsP Optical Waveguide with χ(3) Nonlinearity Including Two Photon Absorption

Authors: Keigo Matsuura, Isao Tomita

Abstract:

We have studied a method to widen the spectrum of optical pulses that pass through an InGaAsP waveguide for application to broadband optical communication. In particular, we have investigated the competitive effect between spectral broadening arising from nonlinear refraction (optical Kerr effect) and shrinking due to two photon absorption in the InGaAsP waveguide with χ(3) nonlinearity. The shrunk spectrum recovers broadening by the enhancement effect of the nonlinear refractive index near the bandgap of InGaAsP with a bandgap wavelength of 1490 nm. The broadened spectral width at around 1525 nm (196.7 THz) becomes 10.7 times wider than that at around 1560 nm (192.3 THz) without the enhancement effect, where amplified optical pulses with a pulse width of ∼ 2 ps and a peak power of 10 W propagate through a 1-cm-long InGaAsP waveguide with a cross-section of 4 (μm)2.

Keywords: InGaAsP Waveguide, χ(3) Nonlinearity, Spectral Broadening.

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3149 A Rapid Code Acquisition Scheme in OOC-Based CDMA Systems

Authors: Keunhong Chae, Seokho Yoon

Abstract:

We propose a code acquisition scheme called improved multiple-shift (IMS) for optical code division multiple access systems, where the optical orthogonal code is used instead of the pseudo noise code. Although the IMS algorithm has a similar process to that of the conventional MS algorithm, it has a better code acquisition performance than the conventional MS algorithm. We analyze the code acquisition performance of the IMS algorithm and compare the code acquisition performances of the MS and the IMS algorithms in single-user and multi-user environments.

Keywords: Code acquisition, optical CDMA, optical orthogonal code, serial algorithm.

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3148 The Effects of Tissue Optical Parameters and Interface Reflectivity on Light Diffusion in Biological Tissues

Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

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3147 All Optical Wavelength Conversion Based On Four Wave Mixing in Optical Fiber

Authors: Surinder Singh, Gursewak Singh Lovkesh

Abstract:

We have designed wavelength conversion based on four wave mixing in an optical fiber at 10 Gb/s. The power of converted signal increases with increase in signal power. The converted signal power is investigated as a function of input signal power and pump power. On comparison of converted signal power at different value of input signal power, we observe that best converted signal power is obtained at -2 dBm input signal power for both up conversion as well as for down conversion. Further, FWM efficiency, quality factor is observed for increase in input signal power and optical fiber length.

Keywords: FWM, Optical fiber, Quality, Wavelength Converter.

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3146 Blind Spot Area Tracking Solution Using 1x12 POF-Based Optical Couplers

Authors: Mohammad Syuhaimi Ab-Rahman, Mohd Hadi Guna Safnal, Mohd Hazwan Harun, Mohd.Saiful Dzulkefly Zan, Kasmiran Jumari

Abstract:

Optical 1x12 fused-taper-twisted polymer optical fiber (POF) couplers has been fabricated by a perform technique. Characterization of the coupler which proposed to be used in passive night vision application to tracking a blind sport area was reported. During the development process of fused-taper-twisted POF couplers was carried out, red LED fully utilized to be injected into the couplers to test the quality of fabricated couplers. Some characterization parameters, such as optical output power, POFs attenuation characteristics and power losses on the network were observed. The maximum output power efficiency of the coupler is about 40%, but it can be improved gradually through experience and practice.

Keywords: polymer optical fiber (POF), customer-made, fused-taper-twisted fiber, optical coupler, small world communication, home network.

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3145 A Comparison of Artificial Neural Networks for Prediction of Suspended Sediment Discharge in River- A Case Study in Malaysia

Authors: M.R. Mustafa, M.H. Isa, R.B. Rezaur

Abstract:

Prediction of highly non linear behavior of suspended sediment flow in rivers has prime importance in the field of water resources engineering. In this study the predictive performance of two Artificial Neural Networks (ANNs) namely, the Radial Basis Function (RBF) Network and the Multi Layer Feed Forward (MLFF) Network have been compared. Time series data of daily suspended sediment discharge and water discharge at Pari River was used for training and testing the networks. A number of statistical parameters i.e. root mean square error (RMSE), mean absolute error (MAE), coefficient of efficiency (CE) and coefficient of determination (R2) were used for performance evaluation of the models. Both the models produced satisfactory results and showed a good agreement between the predicted and observed data. The RBF network model provided slightly better results than the MLFF network model in predicting suspended sediment discharge.

Keywords: ANN, discharge, modeling, prediction, suspendedsediment,

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3144 Two States Mapping Based Neural Network Model for Decreasing of Prediction Residual Error

Authors: Insung Jung, lockjo Koo, Gi-Nam Wang

Abstract:

The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.

Keywords: Neural network, U-healthcare, prediction, timeseries, computer aided prediction.

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3143 Surface Topography Measurement by Confocal Spectral Interferometry

Authors: A. Manallah, C. Meier

Abstract:

Confocal spectral interferometry (CSI) is an innovative optical method for determining microtopography of surfaces and thickness of transparent layers, based on the combination of two optical principles: confocal imaging, and spectral interferometry. Confocal optical system images at each instant a single point of the sample. The whole surface is reconstructed by plan scanning. The interference signal generated by mixing two white-light beams is analyzed using a spectrometer. In this work, five ‘rugotests’ of known standard roughnesses are investigated. The topography is then measured and illustrated, and the equivalent roughness is determined and compared with the standard values.

Keywords: Confocal spectral interferometry, Nondestructive testing, Optical metrology, Surface topography, Roughness.

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3142 Kalman Filter Gain Elimination in Linear Estimation

Authors: Nicholas D. Assimakis

Abstract:

In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.

Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.

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3141 Geometrically Non-Linear Free Vibration Analysis of Functionally Graded Rectangular Plates

Authors: Boukhzer Abdenbi, El Bikri Khalid, Benamar Rhali

Abstract:

In the present study, the problem of geometrically non-linear free vibrations of functionally graded rectangular plates (FGRP) is studied. The theoretical model, previously developed and based on Hamilton’s principle, is adapted here to determine the fundamental non-linear mode shape of these plates. Frequency parameters, displacements and stress are given for various power-law distributions of the volume fractions of the constituents and various aspect ratios. Good agreement with previous published results is obtained in the case of linear and non-linear analyses.

Keywords: Non-linear vibration, functionally graded materials, rectangular plates.

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3140 Protein Secondary Structure Prediction

Authors: Manpreet Singh, Parvinder Singh Sandhu, Reet Kamal Kaur

Abstract:

Protein structure determination and prediction has been a focal research subject in the field of bioinformatics due to the importance of protein structure in understanding the biological and chemical activities of organisms. The experimental methods used by biotechnologists to determine the structures of proteins demand sophisticated equipment and time. A host of computational methods are developed to predict the location of secondary structure elements in proteins for complementing or creating insights into experimental results. However, prediction accuracies of these methods rarely exceed 70%.

Keywords: Protein, Secondary Structure, Prediction, DNA, RNA.

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3139 Stock Movement Prediction Using Price Factor and Deep Learning

Authors: Hy Dang, Bo Mei

Abstract:

The development of machine learning methods and techniques has opened doors for investigation in many areas such as medicines, economics, finance, etc. One active research area involving machine learning is stock market prediction. This research paper tries to consider multiple techniques and methods for stock movement prediction using historical price or price factors. The paper explores the effectiveness of some deep learning frameworks for forecasting stock. Moreover, an architecture (TimeStock) is proposed which takes the representation of time into account apart from the price information itself. Our model achieves a promising result that shows a potential approach for the stock movement prediction problem.

Keywords: Classification, machine learning, time representation, stock prediction.

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3138 On the Prediction of Transmembrane Helical Segments in Membrane Proteins

Authors: Yu Bin, Zhang Yan

Abstract:

The prediction of transmembrane helical segments (TMHs) in membrane proteins is an important field in the bioinformatics research. In this paper, a method based on discrete wavelet transform (DWT) has been developed to predict the number and location of TMHs in membrane proteins. PDB coded as 1F88 was chosen as an example to describe the prediction of the number and location of TMHs in membrane proteins by using this method. One group of test data sets that contain total 19 protein sequences was utilized to access the effect of this method. Compared with the prediction results of DAS, PRED-TMR2, SOSUI, HMMTOP2.0 and TMHMM2.0, the obtained results indicate that the presented method has higher prediction accuracy.

Keywords: hydrophobicity, membrane protein, transmembranehelical segments, wavelet transform

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3137 Simplex Method for Solving Linear Programming Problems with Fuzzy Numbers

Authors: S. H. Nasseri, E. Ardil, A. Yazdani, R. Zaefarian

Abstract:

The fuzzy set theory has been applied in many fields, such as operations research, control theory, and management sciences, etc. In particular, an application of this theory in decision making problems is linear programming problems with fuzzy numbers. In this study, we present a new method for solving fuzzy number linear programming problems, by use of linear ranking function. In fact, our method is similar to simplex method that was used for solving linear programming problems in crisp environment before.

Keywords: Fuzzy number linear programming, rankingfunction, simplex method.

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3136 Comparison of Back-Projection with Non-Uniform Fast Fourier Transform for Real-Time Photoacoustic Tomography

Authors: Moung Young Lee, Chul Gyu Song

Abstract:

Photoacoustic imaging is the imaging technology that combines the optical imaging and ultrasound. This provides the high contrast and resolution due to optical imaging and ultrasound imaging, respectively. We developed the real-time photoacoustic tomography (PAT) system using linear-ultrasound transducer and digital acquisition (DAQ) board. There are two types of algorithm for reconstructing the photoacoustic signal. One is back-projection algorithm, the other is FFT algorithm. Especially, we used the non-uniform FFT algorithm. To evaluate the performance of our system and algorithms, we monitored two wires that stands at interval of 2.89 mm and 0.87 mm. Then, we compared the images reconstructed by algorithms. Finally, we monitored the two hairs crossed and compared between these algorithms.

Keywords: Back-projection, image comparison, non-uniform FFT, photoacoustic tomography.

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3135 WDM and OCDMA Systems under MAI Effects: A Comparison Analysis

Authors: Hilal A. Fadhil, Thanaa Hussein Abd, Hamza M. R. Al-Khafaji, S. A. Aljunid

Abstract:

This paper presents a comparison between Spectrum- Sliced Wavelength Division Multiplexing (SS-WDM) and Spectrum Amplitude Coding Optical Code Division Multiple Access (SAC Optical CDMA) systems for different light sources. The performance of the system is shown in the simulated results of the bit error rate (BER) and the eye diagram of both systems. The comparison results indicate that the Multiple Access Interference (MAI) effects have a significant impact on SS-WDM over SAC Optical CDMA systems. Finally, in terms of spectral efficiency at constant BER of 10-12, SSWDM offers higher spectral efficiency than optical CDMA since no bandwidth expansion in needed.

Keywords: WDM, OCDMA, BER, RD code

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3134 Evaluation of Short-Term Load Forecasting Techniques Applied for Smart Micro Grids

Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone

Abstract:

Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.

Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.

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3133 Heart Rate Variability Analysis for Early Stage Prediction of Sudden Cardiac Death

Authors: Reeta Devi, Hitender Kumar Tyagi, Dinesh Kumar

Abstract:

In present scenario, cardiovascular problems are growing challenge for researchers and physiologists. As heart disease have no geographic, gender or socioeconomic specific reasons; detecting cardiac irregularities at early stage followed by quick and correct treatment is very important. Electrocardiogram is the finest tool for continuous monitoring of heart activity. Heart rate variability (HRV) is used to measure naturally occurring oscillations between consecutive cardiac cycles. Analysis of this variability is carried out using time domain, frequency domain and non-linear parameters. This paper presents HRV analysis of the online dataset for normal sinus rhythm (taken as healthy subject) and sudden cardiac death (SCD subject) using all three methods computing values for parameters like standard deviation of node to node intervals (SDNN), square root of mean of the sequences of difference between adjacent RR intervals (RMSSD), mean of R to R intervals (mean RR) in time domain, very low-frequency (VLF), low-frequency (LF), high frequency (HF) and ratio of low to high frequency (LF/HF ratio) in frequency domain and Poincare plot for non linear analysis. To differentiate HRV of healthy subject from subject died with SCD, k –nearest neighbor (k-NN) classifier has been used because of its high accuracy. Results show highly reduced values for all stated parameters for SCD subjects as compared to healthy ones. As the dataset used for SCD patients is recording of their ECG signal one hour prior to their death, it is therefore, verified with an accuracy of 95% that proposed algorithm can identify mortality risk of a patient one hour before its death. The identification of a patient’s mortality risk at such an early stage may prevent him/her meeting sudden death if in-time and right treatment is given by the doctor.

Keywords: Early stage prediction, heart rate variability, linear and non linear analysis, sudden cardiac death.

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3132 A High Quality Speech Coder at 600 bps

Authors: Yong Zhang, Ruimin Hu

Abstract:

This paper presents a vocoder to obtain high quality synthetic speech at 600 bps. To reduce the bit rate, the algorithm is based on a sinusoidally excited linear prediction model which extracts few coding parameters, and three consecutive frames are grouped into a superframe and jointly vector quantization is used to obtain high coding efficiency. The inter-frame redundancy is exploited with distinct quantization schemes for different unvoiced/voiced frame combinations in the superframe. Experimental results show that the quality of the proposed coder is better than that of 2.4kbps LPC10e and achieves approximately the same as that of 2.4kbps MELP and with high robustness.

Keywords: Speech coding, Vector quantization, linear predicition, Mixed sinusoidal excitation

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3131 Analysis of Capillary Coating Die Flow in an Optical Fiber Coating Applicator

Authors: Kyoungjin Kim

Abstract:

Viscous heating becomes significant in the high speed resin coating process of glass fibers for optical fiber manufacturing. This study focuses on the coating resin flows inside the capillary coating die of optical fiber coating applicator and they are numerically simulated to examine the effects of viscous heating and subsequent temperature increase in coating resin. Resin flows are driven by fast moving glass fiber and the pressurization at the coating die inlet, while the temperature dependent viscosity of liquid coating resin plays an important role in the resin flow. It is found that the severe viscous heating near the coating die wall profoundly alters the radial velocity profiles and that the increase of final coating thickness by die pressurization is amplified if viscous heating is present.

Keywords: Optical fiber manufacturing, Optical fiber coating, Capillary flow, Viscous heating, Flow simulation

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3130 High Aspect Ratio SiO2 Capillary Based On Silicon Etching and Thermal Oxidation Process for Optical Modulator

Authors: N. V. Toan, S. Sangu, T. Saitoh, N. Inomata, T. Ono

Abstract:

This paper presents the design and fabrication of an optical window for an optical modulator toward image sensing applications. An optical window consists of micrometer-order SiO2 capillaries (porous solid) that can modulate transmission light intensity by moving the liquid in and out of porous solid. A high optical transmittance of the optical window can be achieved due to refractive index matching when the liquid is penetrated into the porous solid. Otherwise, its light transmittance is lower because of light reflection and scattering by air holes and capillary walls. Silicon capillaries fabricated by deep reactive ion etching (DRIE) process are completely oxidized to form the SiO2 capillaries. Therefore, high aspect ratio SiO2 capillaries can be achieved based on silicon capillaries formed by DRIE technique. Large compressive stress of the oxide causes bending of the capillary structure, which is reduced by optimizing the design of device structure. The large stress of the optical window can be released via thin supporting beams. A 7.2 mm x 9.6 mm optical window area toward a fully integrated with the image sensor format is successfully fabricated and its optical transmittance is evaluated with and without inserting liquids (ethanol and matching oil). The achieved modulation range is approximately 20% to 35% with and without liquid penetration in visible region (wavelength range from 450 nm to 650 nm).

Keywords: Thermal oxidation process, SiO2 capillaries, optical window, light transmittance, image sensor, liquid penetration.

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3129 Application of Neural Network on the Loading of Copper onto Clinoptilolite

Authors: John Kabuba

Abstract:

The study investigated the implementation of the Neural Network (NN) techniques for prediction of the loading of Cu ions onto clinoptilolite. The experimental design using analysis of variance (ANOVA) was chosen for testing the adequacy of the Neural Network and for optimizing of the effective input parameters (pH, temperature and initial concentration). Feed forward, multi-layer perceptron (MLP) NN successfully tracked the non-linear behavior of the adsorption process versus the input parameters with mean squared error (MSE), correlation coefficient (R) and minimum squared error (MSRE) of 0.102, 0.998 and 0.004 respectively. The results showed that NN modeling techniques could effectively predict and simulate the highly complex system and non-linear process such as ionexchange.

Keywords: Clinoptilolite, loading, modeling, Neural network.

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3128 Reliability of Digital FSO Links in Europe

Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova

Abstract:

The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.

Keywords: Computer networks, free-space optical links, meteorology, quality of service.

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3127 Stature Prediction Model Based On Hand Anthropometry

Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar

Abstract:

The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.

Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.

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3126 Climate Change in Albania and Its Effect on Cereal Yield

Authors: L. Basha, E. Gjika

Abstract:

This study is focused on analyzing climate change in Albania and its potential effects on cereal yields. Initially, monthly temperature and rainfalls in Albania were studied for the period 1960-2021. Climacteric variables are important variables when trying to model cereal yield behavior, especially when significant changes in weather conditions are observed. For this purpose, in the second part of the study, linear and nonlinear models explaining cereal yield are constructed for the same period, 1960-2021. The multiple linear regression analysis and lasso regression method are applied to the data between cereal yield and each independent variable: average temperature, average rainfall, fertilizer consumption, arable land, land under cereal production, and nitrous oxide emissions. In our regression model, heteroscedasticity is not observed, data follow a normal distribution, and there is a low correlation between factors, so we do not have the problem of multicollinearity. Machine learning methods, such as Random Forest (RF), are used to predict cereal yield responses to climacteric and other variables. RF showed high accuracy compared to the other statistical models in the prediction of cereal yield. We found that changes in average temperature negatively affect cereal yield. The coefficients of fertilizer consumption, arable land, and land under cereal production are positively affecting production. Our results show that the RF method is an effective and versatile machine-learning method for cereal yield prediction compared to the other two methods: multiple linear regression and lasso regression method.

Keywords: Cereal yield, climate change, machine learning, multiple regression model, random forest.

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3125 Novel GPU Approach in Predicting the Directional Trend of the S&P 500

Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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3124 Optimum Design of an 8x8 Optical Switch with Thermal Compensated Mechanisms

Authors: Tien-Tung Chung, Chin-Te Lin, Chung-Yun Lee, Kuang-Chao Fan, Shou-Heng Chen

Abstract:

This paper studies the optimum design for reducing optical loss of an 8x8 mechanical type optical switch due to the temperature change. The 8x8 optical switch is composed of a base, 8 input fibers, 8 output fibers, 3 fixed mirrors and 17 movable mirrors. First, an innovative switch configuration is proposed with thermal-compensated design. Most mechanical type optical switches have a disadvantage that their precision and accuracy are influenced by the ambient temperature. Therefore, the thermal-compensated design is to deal with this situation by using materials with different thermal expansion coefficients (α). Second, a parametric modeling program is developed to generate solid models for finite element analysis, and the thermal and structural behaviors of the switch are analyzed. Finally, an integrated optimum design program, combining Autodesk Inventor Professional software, finite element analysis software, and genetic algorithms, is developed for improving the thermal behaviors that the optical loss of the switch is reduced. By changing design parameters of the switch in the integrated design program, the final optimum design that satisfies the design constraints and specifications can be found.

Keywords: Optical switch, finite element analysis, thermal-compensated design, optimum design.

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