Abstract: The prediction of financial time series is a very
complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather
controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends
the Adaptive Neuro Fuzzy Inference System for High Frequency
Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high
frequency. However, in order to eliminate unnecessary input in the
training phase a new event based volatility model was proposed.
Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based
volatility model provides the ANFIS system with more accurate input
and has increased the overall performance of the system.
Abstract: Herein, we report the different types of surface morphology due to the interaction between the pure protein Insulin (INS) and catanionic surfactant mixture of Sodium Dodecyl Sulfate (SDS) and Cetyl Trimethyl Ammonium Bromide (CTAB) at air/water interface obtained by the Langmuir-Blodgett (LB) technique. We characterized the aggregations by Scanning Electron Microscopy (SEM), Atomic Force Microscopy (AFM) and Fourier transform infrared spectroscopy (FTIR) in LB films. We found that the INS adsorption increased in presence of catanionic surfactant at air/water interface. The presence of small amount of surfactant induces two-stage growth kinetics due to the pure protein absorption and protein-catanionic surface micelle interaction. The protein remains in native state in presence of small amount of surfactant mixture. Smaller amount of surfactant mixture with INS is producing surface micelle type structure. This may be considered for drug delivery system. On the other hand, INS becomes unfolded and fibrillated in presence of higher amount of surfactant mixture. In both the cases, the protein was successfully immobilized on a glass substrate by the LB technique. These results may find applications in the fundamental science of the physical chemistry of surfactant systems, as well as in the preparation of drug-delivery system.
Abstract: It is well known that a linear dynamic system including
a delay will exhibit limit cycle oscillations when a bang-bang sensor
is used in the feedback loop of a PID controller. A similar behaviour
occurs when a delayed feedback signal is used to train a neural
network. This paper develops a method of predicting this behaviour
by linearizing the system, which can be shown to behave in a manner
similar to an integral controller. Using this procedure, it is possible
to predict the characteristics of the neural network driven limit cycle
to varying degrees of accuracy, depending on the information known
about the system. An application is also presented: the intelligent
control of a spark ignition engine.
Abstract: This paper deals with the modeling and the evaluation of a multiplicative phase noise influence on the bit error ratio in a general space communication system. Our research is focused on systems with multi-state phase shift keying modulation techniques and it turns out, that the phase noise significantly affects the bit error rate, especially for higher signal to noise ratios. These results come from a system model created in Matlab environment and are shown in a form of constellation diagrams and bit error rate dependencies. The change of a user data bit rate is also considered and included into simulation results. Obtained outcomes confirm theoretical presumptions.
Abstract: This paper presents Genetic Algorithm (GA) based
approach for the allocation of FACTS (Flexible AC Transmission
System) devices for the improvement of Power transfer capacity in an
interconnected Power System. The GA based approach is applied on
IEEE 30 BUS System. The system is reactively loaded starting from
base to 200% of base load. FACTS devices are installed in the
different locations of the power system and system performance is
noticed with and without FACTS devices. First, the locations, where
the FACTS devices to be placed is determined by calculating active
and reactive power flows in the lines. Genetic Algorithm is then
applied to find the amount of magnitudes of the FACTS devices. This
approach of GA based placement of FACTS devices is tremendous
beneficial both in terms of performance and economy is clearly
observed from the result obtained.
Abstract: The paper investigates the potential of support vector
machines and Gaussian process based regression approaches to
model the oxygen–transfer capacity from experimental data of
multiple plunging jets oxygenation systems. The results suggest the
utility of both the modeling techniques in the prediction of the
overall volumetric oxygen transfer coefficient (KLa) from operational
parameters of multiple plunging jets oxygenation system. The
correlation coefficient root mean square error and coefficient of
determination values of 0.971, 0.002 and 0.945 respectively were
achieved by support vector machine in comparison to values of
0.960, 0.002 and 0.920 respectively achieved by Gaussian process
regression. Further, the performances of both these regression
approaches in predicting the overall volumetric oxygen transfer
coefficient was compared with the empirical relationship for multiple
plunging jets. A comparison of results suggests that support vector
machines approach works well in comparison to both empirical
relationship and Gaussian process approaches, and could successfully
be employed in modeling oxygen-transfer.
Abstract: The paper gives the pilot results of the project that is
oriented on the use of data mining techniques and knowledge
discoveries from production systems through them. They have been
used in the management of these systems. The simulation models of
manufacturing systems have been developed to obtain the necessary
data about production. The authors have developed the way of
storing data obtained from the simulation models in the data
warehouse. Data mining model has been created by using specific
methods and selected techniques for defined problems of production
system management. The new knowledge has been applied to
production management system. Gained knowledge has been tested
on simulation models of the production system. An important benefit
of the project has been proposal of the new methodology. This
methodology is focused on data mining from the databases that store
operational data about the production process.
Abstract: Nowadays there are several grid connected converter
in the grid system. These grid connected converters are generally the
converters of renewable energy sources, industrial four quadrant
drives and other converters with DC link. These converters are
connected to the grid through a three phase bridge. The standards
prescribe the maximal harmonic emission which could be easily
limited with high switching frequency. The increased switching
losses can be reduced to the half with the utilization of the wellknown
Flat-top modulation. The suggested control method is the
expansion of the Flat-top modulation with which the losses could be
also reduced to the half compared to the Flat-top modulation.
Comparing to traditional control these requirements can be
simultaneously satisfied much better with the DLF (DC Link
Floating) method.
Abstract: A hybrid Photovoltaic/Thermal (PV/T) solar system integrates photovoltaic and solar thermal technologies into one single solar energy device, with dual generation of electricity and heat energy. The aim of the present study is to evaluate the potential for introduction of the PV/T technology into Northern China. For this purpose, outdoor experiments were conducted on a prototype of a PV/T water-heating system. The annual thermal and electrical performances were investigated under the climatic conditions of Beijing. An economic analysis of the system was then carried out, followed by a sensitivity study. The analysis revealed that the hybrid system is not economically attractive with the current market and energy prices. However, considering the continuous commitment of the Chinese government towards policy development in the renewable energy sector, and technological improvements like the increasing cost-effectiveness of PV cells, PV/Thermal technology may become economically viable in the near future.
Abstract: Cenozoic basalts found in Jiangsu province of eastern
China include tholeiites and alkali basalts. The present paper analyzed
the major, trace elements, rare earth elements of these Cenozoic
basalts and combined with Sr-Nd isotopic compositions proposed by
Chen et al. (1990)[1] in the literatures to discuss the petrogenesis of
these basalts and the geochemical characteristics of the source mantle.
Based on major, trace elements and fractional crystallization model
established by Brooks and Nielsen (1982)[2] we suggest that the
basaltic magma has experienced olivine + clinopyroxene fractionation
during its evolution. The chemical compositions of basaltic rocks from
Jiangsu province indicate that these basalts may belong to the same
magmatic system. Spidergrams reveal that Cenozoic basalts from
Jiangsu province have geochemical characteristics similar to those of
ocean island basalts(OIB). The slight positive Nb and Ti anomalies
found in basaltic rocks of this study suggest the presence of Ti-bearing
minerals in the mantle source and these Ti-bearing minerals had
contributed to basaltic magma during partial melting, indicating a
metasomatic event might have occurred before the partial melting.
Based on the Sr vs. Nd isotopic ratio plots, we suggest that Jiangsu
basalts may be derived from partial melting of mantle source which
may represent two-end members mixing of DMM and EM-I. Some
Jiangsu basaltic magma may be derived from partial melting of EM-I
heated by the upwelling asthenospheric mantle or asthenospheric
diapirism.
Abstract: Magnesium is used implant material potentially for
non-toxicity to the human body. Due to the excellent
bio-compatibility, Mg alloys is applied to implants avoiding removal
second surgery. However, it is found commercial magnesium alloys
including aluminum has low corrosion resistance, resulting
subcutaneous gas bubbles and consequently the approach as
permanent bio-materials. Generally, Aluminum is known to pollution
substance, and it raises toxicity to nervous system. Therefore
especially Mg-35Zn-3Ca alloy is prepared for new biodegradable
materials in this study. And the pulsed power is used in
constant-current mode of DC power kinds of anodization. Based on
the aforementioned study, it examines corrosion resistance and
biocompatibility by effect of current and frequency variation. The
surface properties and thickness were compared using scanning
electronic microscopy. Corrosion resistance was assessed via
potentiodynamic polarization and the effect of oxide layer on the body
was assessed cell viability. Anodized Mg-35Zn-3Ca alloy has good
biocompatibility in vitro by current and frequency variation.
Abstract: Logistics outsourcing is a growing trend and measuring its performance, a challenge. It must be consistent with the objectives set for logistics outsourcing, but we have found no objective-based performance measurement system. We have conducted a comprehensive review of the specialist literature to cover this gap, which has led us to identify and define these objectives. The outcome is that we have obtained a list of the most relevant objectives and their descriptions. This will enable us to analyse in a future study whether the indicators used for measuring logistics outsourcing performance are consistent with the objectives pursued with the outsourcing. If this is not the case, a proposal will be made for a set of financial and operational indicators to measure performance in logistics outsourcing that take the goals being pursued into account.
Abstract: The paper presents a computational tool developed for
the evaluation of technical and economic advantages of an innovative
cleaning and conditioning technology of fluidized bed steam/oxygen
gasifiers outlet product gas. This technology integrates into a single
unit the steam gasification of biomass and the hot gas cleaning and
conditioning system. Both components of the computational tool,
process flowsheet and economic evaluator, have been developed
under IPSEpro software. The economic model provides information
that can help potential users, especially small and medium size
enterprises acting in the regenerable energy field, to decide the
optimal scale of a plant and to better understand both potentiality and
limits of the system when applied to a wide range of conditions.
Abstract: Music has a great effect on human body and mind; it
can have a positive effect on hormone system. Objective of this study
is to analysis the effect of music (carnatic, hard rock and jazz) on
brain activity during mental work load using electroencephalography
(EEG). Eight healthy subjects without special musical education
participated in the study. EEG signals were acquired at frontal (Fz),
parietal (Pz) and central (Cz) lobes of brain while listening to music
at three experimental condition (rest, music without mental task and
music with mental task). Spectral powers features were extracted at
alpha, theta and beta brain rhythms. While listening to jazz music, the
alpha and theta powers were significantly (p < 0.05) high for rest as
compared to music with and without mental task in Cz. While
listening to Carnatic music, the beta power was significantly (p <
0.05) high for with mental task as compared to rest and music
without mental task at Cz and Fz location. This finding corroborates
that attention based activities are enhanced while listening to jazz and
carnatic as compare to Hard rock during mental task.
Abstract: The healthcare environment is generally perceived as
being information rich yet knowledge poor. However, there is a lack
of effective analysis tools to discover hidden relationships and trends
in data. In fact, valuable knowledge can be discovered from
application of data mining techniques in healthcare system. In this
study, a proficient methodology for the extraction of significant
patterns from the Coronary Heart Disease warehouses for heart
attack prediction, which unfortunately continues to be a leading cause
of mortality in the whole world, has been presented. For this purpose,
we propose to enumerate dynamically the optimal subsets of the
reduced features of high interest by using rough sets technique
associated to dynamic programming. Therefore, we propose to
validate the classification using Random Forest (RF) decision tree to
identify the risky heart disease cases. This work is based on a large
amount of data collected from several clinical institutions based on
the medical profile of patient. Moreover, the experts- knowledge in
this field has been taken into consideration in order to define the
disease, its risk factors, and to establish significant knowledge
relationships among the medical factors. A computer-aided system is
developed for this purpose based on a population of 525 adults. The
performance of the proposed model is analyzed and evaluated based
on set of benchmark techniques applied in this classification problem.
Abstract: The Wavelet-Galerkin finite element method for
solving the one-dimensional heat equation is presented in this work.
Two types of basis functions which are the Lagrange and multi-level
wavelet bases are employed to derive the full form of matrix system.
We consider both linear and quadratic bases in the Galerkin method.
Time derivative is approximated by polynomial time basis that
provides easily extend the order of approximation in time space. Our
numerical results show that the rate of convergences for the linear
Lagrange and the linear wavelet bases are the same and in order 2
while the rate of convergences for the quadratic Lagrange and the
quadratic wavelet bases are approximately in order 4. It also reveals
that the wavelet basis provides an easy treatment to improve
numerical resolutions that can be done by increasing just its desired
levels in the multilevel construction process.
Abstract: Experimental data from an atmospheric air/water terrain slugging case has been made available by the Shell Amsterdam research center, and has been subject to numerical simulation and comparison with a one-dimensional two-phase slug tracking simulator under development at the Norwegian University of Science and Technology. The code is based on tracking of liquid slugs in pipelines by use of a Lagrangian grid formulation implemented in Cµ by use of object oriented techniques. An existing hybrid spatial discretization scheme is tested, in which the stratified regions are modelled by the two-fluid model. The slug regions are treated incompressible, thus requiring a single momentum balance over the whole slug. Upon comparison with the experimental data, the period of the simulated severe slugging cycle is observed to be sensitive to slug generation in the horizontal parts of the system. Two different slug initiation methods have been tested with the slug tracking code, and grid dependency has been investigated.
Abstract: The design of Automatic Generation Control (AGC) system plays a vital role in automation of power system. This paper proposes Hybrid Neuro Fuzzy (HNF) approach for AGC of two-area interconnected reheat thermal power system with the consideration of Generation Rate Constraint (GRC). The advantage of proposed controller is that it can handle the system non-linearities and at the same time the proposed approach is faster than conventional controllers. The performance of HNF controller has been compared with that of both conventional Proportional Integral (PI) controller as well as Fuzzy Logic Controller (FLC) both in the absence and presence of Generation Rate Constraint (GRC). System performance is examined considering disturbance in each area of interconnected power system.
Abstract: A series of tests on cold-formed steel (CFS) wall plate system subjected to uplift force at the mid span of the wall plate is presented. The aim of the study was to study the behaviour and identify the modes of failure of CFS wall plate system. Two parameters were considered in these studies: 1) different dimension of U-bracket at the supports and 2) different sizes of lipped C-channel. The lipped C-channels used were C07508, C07512 and C10012. The dimensions of the leg of U-bracket were 50x35 mm and 50x60 mm respectively, where 25 mm clearance was provided to the connections for specimens with clearance. Results show that specimens with and without clearance experienced the same mode of failure. Failure began with the yielding of the connectors followed by distortional buckling of the wall plate. However, when C075 sections were used as wall plate, the system behaved differently. There was a large deformation in the wall plate and failure began in the distortional buckling of the wall plate followed by bearing of the connecting plates at the supports (U-bracket). The ultimate strength of the system also decreased dramatically when C075 sections were used.
Abstract: Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).