Abstract: The aim of the article is extending and developing
econometrics and network structure based methods which are able to
distinguish price manipulation in Tehran stock exchange. The
principal goal of the present study is to offer model for
approximating price manipulation in Tehran stock exchange. In order
to do so by applying separation method a sample consisting of 397
companies accepted at Tehran stock exchange were selected and
information related to their price and volume of trades during years
2001 until 2009 were collected and then through performing runs
test, skewness test and duration correlative test the selected
companies were divided into 2 sets of manipulated and non
manipulated companies. In the next stage by investigating
cumulative return process and volume of trades in manipulated
companies, the date of starting price manipulation was specified and
in this way the logit model, artificial neural network, multiple
discriminant analysis and by using information related to size of
company, clarity of information, ratio of P/E and liquidity of stock
one year prior price manipulation; a model for forecasting price
manipulation of stocks of companies present in Tehran stock
exchange were designed. At the end the power of forecasting models
were studied by using data of test set. Whereas the power of
forecasting logit model for test set was 92.1%, for artificial neural
network was 94.1% and multi audit analysis model was 90.2%;
therefore all of the 3 aforesaid models has high power to forecast
price manipulation and there is no considerable difference among
forecasting power of these 3 models.
Abstract: Accurately predicting non-peak traffic is crucial to
daily traffic for all forecasting models. In the paper, least squares
support vector machines (LS-SVMs) are investigated to solve such a
practical problem. It is the first time to apply the approach and analyze
the forecast performance in the domain. For comparison purpose, two
parametric and two non-parametric techniques are selected because of
their effectiveness proved in past research. Having good
generalization ability and guaranteeing global minima, LS-SVMs
perform better than the others. Providing sufficient improvement in
stability and robustness reveals that the approach is practically
promising.
Abstract: Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.
Abstract: Weather systems use enormously complex
combinations of numerical tools for study and forecasting.
Unfortunately, due to phenomena in the world climate, such
as the greenhouse effect, classical models may become
insufficient mostly because they lack adaptation. Therefore,
the weather forecast problem is matched for heuristic
approaches, such as Evolutionary Algorithms.
Experimentation with heuristic methods like Particle Swarm
Optimization (PSO) algorithm can lead to the development of
new insights or promising models that can be fine tuned with
more focused techniques. This paper describes a PSO
approach for analysis and prediction of data and provides
experimental results of the aforementioned method on realworld
meteorological time series.
Abstract: Many foreign and Lithuanian scientists, analyzing the
evaluation of the tax system in respect of the burden of taxation,
agree that the latter, in principle, depends on how many individuals
and what units of the residents constitute a household. Therefore, the
aim of scientific research is to substantiate or to deny the significance
of a household, but not a resident, as a statistical unit, during the
evaluation of tax system, to be precise, determination of the value of
the burden of taxation. A performed scientific research revealed that
evaluation of the tax system in respect of a household, but not a
resident, as a statistical unit, allows not only to evaluate the
efficiency of the tax system more objectively, but also to forecast
practicably existing poverty line, burden of taxation, and to
capacitate the initiation of efficient decisions in social and tax fields
creating the environment of existence.
Abstract: Avalanche velocity (from start to track zone) has been estimated in the present model for an avalanche which is triggered artificially by an explosive devise. The initial development of the model has been from the concept of micro-continuum theories [1], underwater explosions [2] and from fracture mechanics [3] with appropriate changes to the present model. The model has been computed for different slab depth R, slope angle θ, snow density ¤ü, viscosity μ, eddy viscosity η*and couple stress parameter η. The applicability of the present model in the avalanche forecasting has been highlighted.
Abstract: This paper is a continuation of our daily energy peak load forecasting approach using our modified network which is part of the recurrent networks family and is called feed forward and feed back multi context artificial neural network (FFFB-MCANN). The inputs to the network were exogenous variables such as the previous and current change in the weather components, the previous and current status of the day and endogenous variables such as the past change in the loads. Endogenous variable such as the current change in the loads were used on the network output. Experiment shows that using endogenous and exogenous variables as inputs to the FFFBMCANN rather than either exogenous or endogenous variables as inputs to the same network produces better results. Experiments show that using the change in variables such as weather components and the change in the past load as inputs to the FFFB-MCANN rather than the absolute values for the weather components and past load as inputs to the same network has a dramatic impact and produce better accuracy.
Abstract: In this paper, the application of neural networks to study the design of short-term load forecasting (STLF) Systems for Illam state located in west of Iran was explored. One important architecture of neural networks named Multi-Layer Perceptron (MLP) to model STLF systems was used. Our study based on MLP was trained and tested using three years (2004-2006) data. The results show that MLP network has the minimum forecasting error and can be considered as a good method to model the STLF systems.
Abstract: Load forecasting has always been the essential part of
an efficient power system operation and planning. A novel approach
based on support vector machines is proposed in this paper for annual
power load forecasting. Different kernel functions are selected to
construct a combinatorial algorithm. The performance of the new
model is evaluated with a real-world dataset, and compared with two
neural networks and some traditional forecasting techniques. The
results show that the proposed method exhibits superior performance.
Abstract: The production of a plant can be measured in terms of
seeds. The generation of seeds plays a critical role in our social and
daily life. The fruit production which generates seeds, depends on the
various parameters of the plant, such as shoot length, leaf number,
root length, root number, etc When the plant is growing, some leaves
may be lost and some new leaves may appear. It is very difficult to
use the number of leaves of the tree to calculate the growth of the
plant.. It is also cumbersome to measure the number of roots and
length of growth of root in several time instances continuously after
certain initial period of time, because roots grow deeper and deeper
under ground in course of time. On the contrary, the shoot length of
the tree grows in course of time which can be measured in different
time instances. So the growth of the plant can be measured using the
data of shoot length which are measured at different time instances
after plantation. The environmental parameters like temperature, rain
fall, humidity and pollution are also play some role in production of
yield. The soil, crop and distance management are taken care to
produce maximum amount of yields of plant. The data of the growth
of shoot length of some mustard plant at the initial stage (7,14,21 &
28 days after plantation) is available from the statistical survey by a
group of scientists under the supervision of Prof. Dilip De. In this
paper, initial shoot length of Ken( one type of mustard plant) has
been used as an initial data. The statistical models, the methods of
fuzzy logic and neural network have been tested on this mustard
plant and based on error analysis (calculation of average error) that
model with minimum error has been selected and can be used for the
assessment of shoot length at maturity. Finally, all these methods
have been tested with other type of mustard plants and the particular
soft computing model with the minimum error of all types has been
selected for calculating the predicted data of growth of shoot length.
The shoot length at the stage of maturity of all types of mustard
plants has been calculated using the statistical method on the
predicted data of shoot length.
Abstract: The use of artificial neural network (ANN) modeling
for prediction and forecasting variables in water resources
engineering are being increasing rapidly. Infrastructural applications
of ANN in terms of selection of inputs, architecture of networks,
training algorithms, and selection of training parameters in different
types of neural networks used in water resources engineering have
been reported. ANN modeling conducted for water resources
engineering variables (river sediment and discharge) published in
high impact journals since 2002 to 2011 have been examined and
presented in this review. ANN is a vigorous technique to develop
immense relationship between the input and output variables, and
able to extract complex behavior between the water resources
variables such as river sediment and discharge. It can produce robust
prediction results for many of the water resources engineering
problems by appropriate learning from a set of examples. It is
important to have a good understanding of the input and output
variables from a statistical analysis of the data before network
modeling, which can facilitate to design an efficient network. An
appropriate training based ANN model is able to adopt the physical
understanding between the variables and may generate more effective
results than conventional prediction techniques.
Abstract: This paper proposed a novel model for short term load
forecast (STLF) in the electricity market. The prior electricity
demand data are treated as time series. The model is composed of
several neural networks whose data are processed using a wavelet
technique. The model is created in the form of a simulation program
written with MATLAB. The load data are treated as time series data.
They are decomposed into several wavelet coefficient series using
the wavelet transform technique known as Non-decimated Wavelet
Transform (NWT). The reason for using this technique is the belief
in the possibility of extracting hidden patterns from the time series
data. The wavelet coefficient series are used to train the neural
networks (NNs) and used as the inputs to the NNs for electricity load
prediction. The Scale Conjugate Gradient (SCG) algorithm is used as
the learning algorithm for the NNs. To get the final forecast data, the
outputs from the NNs are recombined using the same wavelet
technique. The model was evaluated with the electricity load data of
Electronic Engineering Department in Mandalay Technological
University in Myanmar. The simulation results showed that the
model was capable of producing a reasonable forecasting accuracy in
STLF.
Abstract: Short term electricity demand forecasts are required
by power utilities for efficient operation of the power grid. In a
competitive market environment, suppliers and large consumers also
require short term forecasts in order to estimate their energy
requirements in advance. Electricity demand is influenced (among
other things) by the day of the week, the time of year and special
periods and/or days such as Ramadhan, all of which must be
identified prior to modelling. This identification, known as day-type
identification, must be included in the modelling stage either by
segmenting the data and modelling each day-type separately or by
including the day-type as an input. Day-type identification is the
main focus of this paper. A Kohonen map is employed to identify the
separate day-types in Algerian data.
Abstract: This paper proposes an innovative approach for the Connection Admission Control (CAC) problem. Starting from an abstract network modelling, the CAC problem is formulated in a technology independent fashion allowing the proposed concepts to be applied to any wireless and wired domain. The proposed CAC is decoupled from the other Resource Management procedures, but cooperates with them in order to guarantee the desired QoS requirements. Moreover, it is based on suitable performance measurements which, by using proper predictors, allow to forecast the domain dynamics in the next future. Finally, the proposed CAC control scheme is based on a feedback loop aiming at maximizing a suitable performance index accounting for the domain throughput, whilst respecting a set of constraints accounting for the QoS requirements.