Search results for: prediction method.

Authors: Nuha Omran Abokhdair, Azizah Bt Abdul Manaf

Abstract:

Reversible watermarking is a special branch of image watermarking, that is able to recover the original image after extracting the watermark from the image. In this paper, an adaptive prediction-based reversible watermarking scheme is presented, in order to increase the payload capacity of MRI medical images. The scheme divides the image into two parts, Region of Interest (ROI) and Region of Non-Interest (RONI). Two bits are embedded in each embeddable pixel of RONI and one bit is embedded in each embeddable pixel of ROI. The experimental results demonstrate that the proposed scheme is able to achieve high embedding capacity. This is mainly caused by two reasons. First, the pixels that were excluded from data embedding due to overflow/underflow are used for data embedding. Second, large location map that need to be added to watermark data as overhead is eliminated and thus lower data embedding capacity is prevented. Moreover, the scheme provides good visual quality to the watermarked image.

Keywords: Medical image watermarking, reversible watermarking, Difference Expansion, Prediction-Error Expansion.

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Authors: G.H. Farrahi, S.A. Faghidian, D.J. Smith

Abstract:

A thin layer on the component surface can be found with high tensile residual stresses, due to turning operations, which can dangerously affect the fatigue performance of the component. In this paper an analytical approach is presented to reconstruct the residual stress field from a limited incomplete set of measurements. Airy stress function is used as the primary unknown to directly solve the equilibrium equations and satisfying the boundary conditions. In this new method there exists the flexibility to impose the physical conditions that govern the behavior of residual stress to achieve a meaningful complete stress field. The analysis is also coupled to a least squares approximation and a regularization method to provide stability of the inverse problem. The power of this new method is then demonstrated by analyzing some experimental measurements and achieving a good agreement between the model prediction and the results obtained from residual stress measurement.

Keywords: Residual stress, Limited measurements, Inverse problems, Turning process.

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

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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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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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Authors: Ichihan Tai, Bill Olson, Paul Blessner

Abstract:

Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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Authors: Geng Xiangren, Liu Lei, Gui Ye-Wei, Tang Wei, Wang An-ling

Abstract:

The malfunction of thermal protection system (TPS) caused by aerodynamic heating is a latent trouble to aircraft structure safety. Accurately predicting the structure temperature field is quite important for the TPS design of hypersonic vehicle. Since Thornton’s work in 1988, the coupled method of aerodynamic heating and heat transfer has developed rapidly. However, little attention has been paid to the influence of structural deformation on aerodynamic heating and structural temperature field. In the flight, especially the long-endurance flight, the structural deformation, caused by the aerodynamic heating and temperature rise, has a direct impact on the aerodynamic heating and structural temperature field. Thus, the coupled interaction cannot be neglected. In this paper, based on the method of static aero-thermo-elasticity, considering the influence of aero-thermo-elasticity deformation, the aerodynamic heating and heat transfer coupled results of hypersonic vehicle wing model were calculated. The results show that, for the low-curvature region, such as fuselage or center-section wing, structure deformation has little effect on temperature field. However, for the stagnation region with high curvature, the coupled effect is not negligible. Thus, it is quite important for the structure temperature prediction to take into account the effect of elastic deformation. This work has laid a solid foundation for improving the prediction accuracy of the temperature distribution of aircraft structures and the evaluation capacity of structural performance.

Keywords: Aero-thermo-elasticity, elastic deformation, structural temperature, multi-field coupling.

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

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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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Authors: Majid Mirzaei, Saeid Samiezadeh , Abbas Khodadadi, Mohammad R. Ghazavi

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This paper presents a novel method for prediction of the mechanical behavior of proximal femur using the general framework of the quantitative computed tomography (QCT)-based finite element Analysis (FEA). A systematic imaging and modeling procedure was developed for reliable correspondence between the QCT-based FEA and the in-vitro mechanical testing. A speciallydesigned holding frame was used to define and maintain a unique geometrical reference system during the analysis and testing. The QCT images were directly converted into voxel-based 3D finite element models for linear and nonlinear analyses. The equivalent plastic strain and the strain energy density measures were used to identify the critical elements and predict the failure patterns. The samples were destructively tested using a specially-designed gripping fixture (with five degrees of freedom) mounted within a universal mechanical testing machine. Very good agreements were found between the experimental and the predicted failure patterns and the associated load levels.

Keywords: Bone, Osteoporosis, Noninvasive methods, Failure Analysis

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Authors: Bao Thach Nguyen, Abbas Mohajerani

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The California Bearing Ratio (CBR) has been acknowledged as an important parameter to characterize the bearing capacity of earth structures, such as earth dams, road embankments, airport runways, bridge abutments and pavements. Technically, the CBR test can be carried out in the laboratory or in the field. The CBR test is time-consuming and is infrequently performed due to the equipment needed and the fact that the field moisture content keeps changing over time. Over the years, many correlations have been developed for the prediction of CBR by various researchers, including the dynamic cone penetrometer, undrained shear strength and Clegg impact hammer. This paper reports and discusses some of the results from a study on the prediction of CBR. In the current study, the CBR test was performed in the laboratory on some finegrained subgrade soils collected from various locations in Victoria. Based on the test results, a satisfactory empirical correlation was found between the CBR and the physical properties of the experimental soils.

Keywords: California bearing ratio, fine-grained soils, pavement, soil physical properties.

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Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi

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Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km², and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.

Keywords: Watershed simulation, WetSpa, stream flow, flood prediction.

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Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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Authors: Helyane B. Borges, Julio Cesar Nievola

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Hierarchical classification is a problem with applications in many areas as protein function prediction where the dates are hierarchically structured. Therefore, it is necessary the development of algorithms able to induce hierarchical classification models. This paper presents experimenters using the algorithm for hierarchical classification called Multi-label Hierarchical Classification using a Competitive Neural Network (MHC-CNN). It was tested in ten datasets the Gene Ontology (GO) Cellular Component Domain. The results are compared with the Clus-HMC and Clus-HSC using the hF-Measure.

Keywords: Hierarchical Classification, Competitive Neural Network, Global Classifier.

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Authors: S. A. Naeini, A. Khalili

Abstract:

Nowadays, tunnels with different applications are developed, and most of them are related to subway tunnels. The excavation of shallow tunnels that pass under municipal utilities is very important, and the surface settlement control is an important factor in the design. The study sought to analyze the settlement and also to find an appropriate model in order to predict the behavior of the tunnel in Tehran subway line-3. The displacement in these sections is also determined by using numerical analyses and numerical modeling. In addition, the Adaptive Neuro-Fuzzy Inference System (ANFIS) method is utilized by Hybrid training algorithm. The database pertinent to the optimum network was obtained from 46 subway tunnels in Iran and Turkey which have been constructed by the new Austrian tunneling method (NATM) with similar parameters based on type of their soil. The surface settlement was measured, and the acquired results were compared to the predicted values. The results disclosed that computing intelligence is a good substitute for numerical modeling.

Keywords: Settlement, subway line, FLAC3D, ANFIS method.

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Authors: Mikhail Gritskevich, Sebastian Hohenstein

Abstract:

The paper presents the results of a detailed assessment of several modern Reynolds Averaged Navier-Stokes (RANS) turbulence models for prediction of C3X vane film cooling at various injection regimes. Three models are considered, namely the Shear Stress Transport (SST) model, the modification of the SST model accounting for the streamlines curvature (SST-CC), and the Explicit Algebraic Reynolds Stress Model (EARSM). It is shown that all the considered models face with a problem in prediction of the adiabatic effectiveness in the vicinity of the cooling holes; however, accounting for the Reynolds stress anisotropy within the EARSM model noticeably increases the solution accuracy. On the other hand, further downstream all the models provide a reasonable agreement with the experimental data for the adiabatic effectiveness and among the considered models the most accurate results are obtained with the use EARMS.

Keywords: Discrete holes film cooling, Reynolds Averaged Navier-Stokes, Reynolds stress tensor anisotropy, turbulent heat transfer.

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Authors: Henok Hailemariam, Frank Wuttke

Abstract:

Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.

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Authors: G. R. Rameshkumar, B. V. A Rao, K. P. Ramachandran

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Misalignment and unbalance are the major concerns in rotating machinery. When the power supply to any rotating system is cutoff, the system begins to lose the momentum gained during sustained operation and finally comes to rest. The exact time period from when the power is cutoff until the rotor comes to rest is called Coast Down Time. The CDTs for different shaft cutoff speeds were recorded at various misalignment and unbalance conditions. The CDT reduction percentages were calculated for each fault and there is a specific correlation between the CDT reduction percentage and the severity of the fault. In this paper, radial basis network, a new generation of artificial neural networks, has been successfully incorporated for the prediction of CDT for misalignment and unbalance conditions. Radial basis network has been found to be successful in the prediction of CDT for mechanical faults in rotating machinery.

Keywords: Coast Down Time, Misalignment, Unbalance, Artificial Neural Networks, Radial Basis Network.

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Authors: Dursun Aydin

Abstract:

This paper study about using of nonparametric models for Gross National Product data in Turkey and Stanford heart transplant data. It is discussed two nonparametric techniques called smoothing spline and kernel regression. The main goal is to compare the techniques used for prediction of the nonparametric regression models. According to the results of numerical studies, it is concluded that smoothing spline regression estimators are better than those of the kernel regression.

Keywords: Kernel regression, Nonparametric models, Prediction, Smoothing spline.

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Authors: Abdulqader M. Mohsen, Ahamad Tajudin Khader, Dhanesh Ramachandram, Abdullatif Ghallab

Abstract:

The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.

Keywords: Metaheuristic algorithms, dynamic programming algorithms, harmony search optimization, RNA folding, Minimum free energy.

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Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes consideration of the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: Drying, hydraulic concretes, shrinkage, modeling, prediction.

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Authors: Su Jin Kim, Ji Yeon Cho, Bong Gyou Lee

Abstract:

The purpose of this study is to suggest energy efficient routing for ad hoc networks which are composed of nodes with limited energy. There are diverse problems including limitation of energy supply of node, and the node energy management problem has been presented. And a number of protocols have been proposed for energy conservation and energy efficiency. In this study, the critical point of the EA-MPDSR, that is the type of energy efficient routing using only two paths, is improved and developed. The proposed TP-MESR uses multi-path routing technique and traffic prediction function to increase number of path more than 2. It also verifies its efficiency compared to EA-MPDSR using network simulator (NS-2). Also, To give a academic value and explain protocol systematically, research guidelines which the Hevner(2004) suggests are applied. This proposed TP-MESR solved the existing multi-path routing problem related to overhead, radio interference, packet reassembly and it confirmed its contribution to effective use of energy in ad hoc networks.

Keywords: Ad hoc, energy-aware, multi-path, routing protocol, traffic prediction.

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence.

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Authors: Nazar Zaki, Safaai Deris, Hany Alashwal

Abstract:

Detecting protein-protein interactions is a central problem in computational biology and aberrant such interactions may have implicated in a number of neurological disorders. As a result, the prediction of protein-protein interactions has recently received considerable attention from biologist around the globe. Computational tools that are capable of effectively identifying protein-protein interactions are much needed. In this paper, we propose a method to detect protein-protein interaction based on substring similarity measure. Two protein sequences may interact by the mean of the similarities of the substrings they contain. When applied on the currently available protein-protein interaction data for the yeast Saccharomyces cerevisiae, the proposed method delivered reasonable improvement over the existing ones.

Keywords: Protein-Protein Interaction, support vector machine, feature extraction, pairwise alignment, Smith-Waterman score.

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Authors: Paratibha Aggarwal, Yogesh Aggarwal

Abstract:

The paper presents the potential of fuzzy logic (FL-I) and neural network techniques (ANN-I) for predicting the compressive strength, for SCC mixtures. Six input parameters that is contents of cement, sand, coarse aggregate, fly ash, superplasticizer percentage and water-to-binder ratio and an output parameter i.e. 28- day compressive strength for ANN-I and FL-I are used for modeling. The fuzzy logic model showed better performance than neural network model.

Keywords: Self compacting concrete, compressive strength, prediction, neural network, Fuzzy logic.

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Authors: R. Alipour, F.Najarian

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Because of high ductility, aluminum alloys, have been widely used as an important base of metal forming industries. But the main week point of these alloys is their low strength so in forming them with conventional methods like deep drawing, hydro forming, etc have been always faced with problems like fracture during of forming process. Because of this, recently using of explosive forming method for forming of these plates has been recommended. In this paper free explosive forming of A2024 aluminum alloy is numerically simulated and during it, explosion wave propagation process is studied. Consequences of this simulation can be effective in prediction of quality of production. These consequences are compared with an experimental test and show the superiority of this method to similar methods like hydro forming and deep drawing.

Keywords: Free explosive forming, CEL, Johnson cook.

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Authors: Ewa. M. Sztendur, Neil T. Diamond

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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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Authors: Hyunchul Ahn, William X. S. Wong

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Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.

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Authors: D. Prangchumpol

Abstract:

This paper is a description approach to predict incoming and outgoing data rate in network system by using association rule discover, which is one of the data mining techniques. Information of incoming and outgoing data in each times and network bandwidth are network performance parameters, which needed to solve in the traffic problem. Since congestion and data loss are important network problems. The result of this technique can predicted future network traffic. In addition, this research is useful for network routing selection and network performance improvement.

Keywords: Traffic prediction, association rule, data mining.

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Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels

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The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.

Keywords: Prediction Model, Sensitivity Analysis, Simulation Method, USMLE.

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Authors: Mostafa Alinezhad, Mehrdad Ahmadi Kamarposhti

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According to the increasing utilization in power system, the transmission lines and power plants often operate in stability boundary and system probably lose its stable condition by over loading or occurring disturbance. According to the reasons that are mentioned, the prediction and recognition of voltage instability in power system has particular importance and it makes the network security stronger.This paper, by considering of power system contingencies based on the effects of them on Mega Watt Margin (MWM) and maximum loading point is focused in order to analyse the static voltage stability using continuation power flow method. The study has been carried out on IEEE 14-Bus Test System using Matlab and Psat softwares and results are presented.

Keywords: Contingency, Continuation Power Flow, Static Voltage Stability, Voltage Collapse.

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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