Abstract: In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.
Abstract: As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.
Abstract: Various flows in the network require to go through
different types of middlebox. The improper placement of network
middlebox and path assignment for flows could greatly increase
the network latency and also decrease the performance of network.
Minimizing the total end to end latency of all the ows requires to
assign path for the incoming flows. In this paper, the flow path
assignment problem in regard to the placement of various kinds
of middlebox is studied. The flow path assignment problem is
formulated to a linear programming problem, which is very time
consuming. On the other hand, a naive greedy algorithm is studied.
Which is very fast but causes much more latency than the linear
programming algorithm. At last, the paper presents a heuristic
algorithm named FPA, which takes bottleneck link information and
estimated bandwidth occupancy into consideration, and achieves
near optimal latency in much less time. Evaluation results validate
the effectiveness of the proposed algorithm.
Abstract: This paper aims to demonstrate how various algorithms can be implemented within swarms of autonomous robots to provide continuous inspection within underground pipeline networks. Current methods of fault detection within pipes are costly, time consuming and inefficient. As such, solutions tend toward a more reactive approach, repairing faults, as opposed to proactively seeking leaks and blockages. The paper presents an efficient inspection method, showing that autonomous swarm robotics is a viable way of monitoring underground infrastructure. Tailored adaptations of various Vehicle Routing Problems (VRP) and path-planning algorithms provide a customised inspection procedure for complicated networks of underground pipes. The performance of multiple algorithms is compared to determine their effectiveness and feasibility. Notable inspirations come from ant colonies and stigmergy, graph theory, the k-Chinese Postman Problem ( -CPP) and traffic theory. Unlike most swarm behaviours which rely on fast communication between agents, underground pipe networks are a highly challenging communication environment with extremely limited communication ranges. This is due to the extreme variability in the pipe conditions and relatively high attenuation of acoustic and radio waves with which robots would usually communicate. This paper illustrates how to optimise the inspection process and how to increase the frequency with which the robots pass each other, without compromising the routes they are able to take to cover the whole network.
Abstract: Since its inception, predictive analysis has revolutionized the IT industry through its robustness and decision-making facilities. It involves the application of a set of data processing techniques and algorithms in order to create predictive models. Its principle is based on finding relationships between explanatory variables and the predicted variables. Past occurrences are exploited to predict and to derive the unknown outcome. With the advent of big data, many studies have suggested the use of predictive analytics in order to process and analyze big data. Nevertheless, they have been curbed by the limits of classical methods of predictive analysis in case of a large amount of data. In fact, because of their volumes, their nature (semi or unstructured) and their variety, it is impossible to analyze efficiently big data via classical methods of predictive analysis. The authors attribute this weakness to the fact that predictive analysis algorithms do not allow the parallelization and distribution of calculation. In this paper, we propose to extend the predictive analysis algorithm, Classification And Regression Trees (CART), in order to adapt it for big data analysis. The major changes of this algorithm are presented and then a version of the extended algorithm is defined in order to make it applicable for a huge quantity of data.
Abstract: Geometric modeling plays an important role in the
constructions and manufacturing of curve, surface and solid
modeling. Their algorithms are critically important not only in
the automobile, ship and aircraft manufacturing business, but are
also absolutely necessary in a wide variety of modern applications,
e.g., robotics, optimization, computer vision, data analytics and
visualization. The calculation and display of geometric objects
can be accomplished by these six techniques: Polynomial basis,
Recursive, Iterative, Coefficient matrix, Polar form approach and
Pyramidal algorithms. In this research, the coefficient matrix (simply
called monomial form approach) will be used to model polynomial
rectangular patches, i.e., Said-Ball, Wang-Ball, DP, Dejdumrong and
NB1 surfaces. Some examples of the monomial forms for these
surface modeling are illustrated in many aspects, e.g., construction,
derivatives, model transformation, degree elevation and degress
reduction.
Abstract: Newton-Lagrange Interpolations are widely used in
numerical analysis. However, it requires a quadratic computational
time for their constructions. In computer aided geometric design
(CAGD), there are some polynomial curves: Wang-Ball, DP and
Dejdumrong curves, which have linear time complexity algorithms.
Thus, the computational time for Newton-Lagrange Interpolations
can be reduced by applying the algorithms of Wang-Ball, DP and
Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong
algorithms, first, it is necessary to convert Newton-Lagrange
polynomials into Wang-Ball, DP or Dejdumrong polynomials. In
this work, the algorithms for converting from both uniform and
non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and
Dejdumrong polynomials are investigated. Thus, the computational
time for representing Newton-Lagrange polynomials can be reduced
into linear complexity. In addition, the other utilizations of using
CAGD curves to modify the Newton-Lagrange curves can be taken.
Abstract: 2016 has become the year of the Artificial Intelligence explosion. AI technologies are getting more and more matured that most world well-known tech giants are making large investment to increase the capabilities in AI. Machine learning is the science of getting computers to act without being explicitly programmed, and deep learning is a subset of machine learning that uses deep neural network to train a machine to learn features directly from data. Deep learning realizes many machine learning applications which expand the field of AI. At the present time, deep learning frameworks have been widely deployed on servers for deep learning applications in both academia and industry. In training deep neural networks, there are many standard processes or algorithms, but the performance of different frameworks might be different. In this paper we evaluate the running performance of two state-of-the-art distributed deep learning frameworks that are running training calculation in parallel over multi GPU and multi nodes in our cloud environment. We evaluate the training performance of the frameworks with ResNet-50 convolutional neural network, and we analyze what factors that result in the performance among both distributed frameworks as well. Through the experimental analysis, we identify the overheads which could be further optimized. The main contribution is that the evaluation results provide further optimization directions in both performance tuning and algorithmic design.
Abstract: Seizure is the main factor that affects the quality of life of epileptic patients. The diagnosis of epilepsy, and hence the identification of epileptogenic zone, is commonly made by using continuous Electroencephalogram (EEG) signal monitoring. Seizure identification on EEG signals is made manually by epileptologists and this process is usually very long and error prone. The aim of this paper is to describe an automated method able to detect seizures in EEG signals, using knowledge discovery in database process and data mining methods and algorithms, which can support physicians during the seizure detection process. Our detection method is based on Artificial Neural Network classifier, trained by applying the multilayer perceptron algorithm, and by using a software application, called Training Builder that has been developed for the massive extraction of features from EEG signals. This tool is able to cover all the data preparation steps ranging from signal processing to data analysis techniques, including the sliding window paradigm, the dimensionality reduction algorithms, information theory, and feature selection measures. The final model shows excellent performances, reaching an accuracy of over 99% during tests on data of a single patient retrieved from a publicly available EEG dataset.
Abstract: In general, issues related to design and maintenance are considered in an independent manner. However, the decisions made in these two sets influence each other. The design for maintenance is considered an opportunity to optimize the life cycle cost of a product, particularly in the nuclear or aeronautical field, where maintenance expenses represent more than 60% of life cycle costs. The design of large-scale systems starts with product architecture, a choice of components in terms of cost, reliability, weight and other attributes, corresponding to the specifications. On the other hand, the design must take into account maintenance by improving, in particular, real-time monitoring of equipment through the integration of new technologies such as connected sensors and intelligent actuators. We noticed that different approaches used in the Design For Maintenance (DFM) methods are limited to the simultaneous characterization of the reliability and maintainability of a multi-component system. This article proposes a method of DFM that assists designers to propose dynamic maintenance for multi-component industrial systems. The term "dynamic" refers to the ability to integrate available monitoring data to adapt the maintenance decision in real time. The goal is to maximize the availability of the system at a given life cycle cost. This paper presents an approach for simultaneous optimization of the design and maintenance of multi-component systems. Here the design is characterized by four decision variables for each component (reliability level, maintainability level, redundancy level, and level of monitoring data). The maintenance is characterized by two decision variables (the dates of the maintenance stops and the maintenance operations to be performed on the system during these stops). The DFM model helps the designers choose technical solutions for the large-scale industrial products. Large-scale refers to the complex multi-component industrial systems and long life-cycle, such as trains, aircraft, etc. The method is based on a two-level hybrid algorithm for simultaneous optimization of design and maintenance, using genetic algorithms. The first level is to select a design solution for a given system that considers the life cycle cost and the reliability. The second level consists of determining a dynamic and optimal maintenance plan to be deployed for a design solution. This level is based on the Maintenance Free Operating Period (MFOP) concept, which takes into account the decision criteria such as, total reliability, maintenance cost and maintenance time. Depending on the life cycle duration, the desired availability, and the desired business model (sales or rental), this tool provides visibility of overall costs and optimal product architecture.
Abstract: This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.
Abstract: Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.
Abstract: In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.
Abstract: This study presented hybrid pre-processing approach along with a conceptual model to enhance the accuracy of river discharge prediction. In order to achieve this goal, Ensemble Empirical Mode Decomposition algorithm (EEMD), Discrete Wavelet Transform (DWT) and Mutual Information (MI) were employed as a hybrid pre-processing approach conjugated to Least Square Support Vector Machine (LSSVM). A conceptual strategy namely multi-station model was developed to forecast the Souris River discharge more accurately. The strategy used herein was capable of covering uncertainties and complexities of river discharge modeling. DWT and EEMD was coupled, and the feature selection was performed for decomposed sub-series using MI to be employed in multi-station model. In the proposed feature selection method, some useless sub-series were omitted to achieve better performance. Results approved efficiency of the proposed DWT-EEMD-MI approach to improve accuracy of multi-station modeling strategies.
Abstract: Acoustic noise becoming ever more obnoxious radiated by voltage source inverter fed induction motor drive in modern and industrial applications. The drive utilized for industrial and modern applications should use “spread spectrum” innovation known as Random pulse width modulation (PWM) algorithms where acoustic noise emanates through the machine should be critically concerned. This paper illustrates three types of random PWM control algorithms with fixed switching frequency namely 1) Random modulating PWM 2) Random carrier PWM and 3) Random modulating-carrier PWM. The spectrum plots of the motor stator current demonstrate the strength and robustness of the proposed PWM algorithms. To affirm the proposed algorithms, experimental tests have been conducted using dSPACE rt1104 control board on a v/f control three phase induction motor drive fed by DC link cascaded multilevel inverter.
Abstract: This research presents an analytical model for the development of an energy harvester with piezoelectric rings stacked at the boundary of the structure based on the Adomian decomposition method. The model is applied to geometrically non-uniform beams to derive the steady-state dynamic response of the structure subjected to base motion excitation and efficiently harvest the subsequent vibrational energy. The in-plane polarization of the piezoelectric rings is employed to enhance the electrical power output. A parametric study for the proposed energy harvester with various design parameters is done to prepare the dataset required for optimization. Finally, simulation-based optimization technique helps to find the optimum structural design with maximum efficiency. To solve the optimization problem, an artificial neural network is first trained to replace the simulation model, and then, a genetic algorithm is employed to find the optimized design variables. Higher geometrical non-uniformity and length of the beam lowers the structure natural frequency and generates a larger power output.
Abstract: Visible light communication (VLC) is a new approach of optical wireless communication proposed to support the congested radio frequency (RF) spectrum. VLC systems are combined with orthogonal frequency division multiplexing (OFDM) to achieve high rate transmission and high spectral efficiency. In this paper, we investigate the Pilot-Assisted Channel Estimation for DC biased Optical OFDM (PACE-DCO-OFDM) systems to reduce the effects of the distortion on the transmitted signal. Least-square (LS) and linear minimum mean-squared error (LMMSE) estimators are implemented in MATLAB/Simulink to enhance the bit-error-rate (BER) of PACE-DCO-OFDM. Results show that DCO-OFDM system based on PACE scheme has achieved better BER performance compared to conventional system without pilot assisted channel estimation. Simulation results show that the proposed PACE-DCO-OFDM based on LMMSE algorithm can more accurately estimate the channel and achieves better BER performance when compared to the LS based PACE-DCO-OFDM and the traditional system without PACE. For the same signal to noise ratio (SNR) of 25 dB, the achieved BER is about 5×10-4 for LMMSE-PACE and 4.2×10-3 with LS-PACE while it is about 2×10-1 for system without PACE scheme.
Abstract: In this paper, the joint optimization of the
economic manufacturing quantity (EMQ), safety stock level,
and condition-based maintenance (CBM) is presented for a partially
observable, deteriorating system subject to random failure. The
demand is stochastic and it is described by a Poisson process.
The stochastic model is developed and the optimization problem
is formulated in the semi-Markov decision process framework. A
modification of the policy iteration algorithm is developed to find
the optimal policy. A numerical example is presented to compare
the optimal policy with the policy considering zero safety stock.
Abstract: Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.
Abstract: Frequency diverse array (FDA) beamforming is a technology developed in recent years, and its antenna pattern has a unique angle-distance-dependent characteristic. However, the beam is always required to have strong concentration, high resolution and low sidelobe level to form the point-to-point interference in the concentrated set. In order to eliminate the angle-distance coupling of the traditional FDA and to make the beam energy more concentrated, this paper adopts a multi-carrier FDA structure based on proposed power exponential frequency offset to improve the array structure and frequency offset of the traditional FDA. The simulation results show that the beam pattern of the array can form a dot-shape beam with more concentrated energy, and its resolution and sidelobe level performance are improved. However, the covariance matrix of the signal in the traditional adaptive beamforming algorithm is estimated by the finite-time snapshot data. When the number of snapshots is limited, the algorithm has an underestimation problem, which leads to the estimation error of the covariance matrix to cause beam distortion, so that the output pattern cannot form a dot-shape beam. And it also has main lobe deviation and high sidelobe level problems in the case of limited snapshot. Aiming at these problems, an adaptive beamforming technique based on exponential correction for multi-carrier FDA is proposed to improve beamforming robustness. The steps are as follows: first, the beamforming of the multi-carrier FDA is formed under linear constrained minimum variance (LCMV) criteria. Then the eigenvalue decomposition of the covariance matrix is performed to obtain the diagonal matrix composed of the interference subspace, the noise subspace and the corresponding eigenvalues. Finally, the correction index is introduced to exponentially correct the small eigenvalues of the noise subspace, improve the divergence of small eigenvalues in the noise subspace, and improve the performance of beamforming. The theoretical analysis and simulation results show that the proposed algorithm can make the multi-carrier FDA form a dot-shape beam at limited snapshots, reduce the sidelobe level, improve the robustness of beamforming, and have better performance.