4,654 research outputs found

    Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures

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    In this work we present a non-parametric online market regime detection method for multidimensional data structures using a path-wise two-sample test derived from a maximum mean discrepancy-based similarity metric on path space that uses rough path signatures as a feature map. The latter similarity metric has been developed and applied as a discriminator in recent generative models for small data environments, and has been optimised here to the setting where the size of new incoming data is particularly small, for faster reactivity. On the same principles, we also present a path-wise method for regime clustering which extends our previous work. The presented regime clustering techniques were designed as ex-ante market analysis tools that can identify periods of approximatively similar market activity, but the new results also apply to path-wise, high dimensional-, and to non-Markovian settings as well as to data structures that exhibit autocorrelation. We demonstrate our clustering tools on easily verifiable synthetic datasets of increasing complexity, and also show how the outlined regime detection techniques can be used as fast on-line automatic regime change detectors or as outlier detection tools, including a fully automated pipeline. Finally, we apply the fine-tuned algorithms to real-world historical data including high-dimensional baskets of equities and the recent price evolution of crypto assets, and we show that our methodology swiftly and accurately indicated historical periods of market turmoil.Comment: 65 pages, 52 figure

    Fuzzy Natural Logic in IFSA-EUSFLAT 2021

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    The present book contains five papers accepted and published in the Special Issue, “Fuzzy Natural Logic in IFSA-EUSFLAT 2021”, of the journal Mathematics (MDPI). These papers are extended versions of the contributions presented in the conference “The 19th World Congress of the International Fuzzy Systems Association and the 12th Conference of the European Society for Fuzzy Logic and Technology jointly with the AGOP, IJCRS, and FQAS conferences”, which took place in Bratislava (Slovakia) from September 19 to September 24, 2021. Fuzzy Natural Logic (FNL) is a system of mathematical fuzzy logic theories that enables us to model natural language terms and rules while accounting for their inherent vagueness and allows us to reason and argue using the tools developed in them. FNL includes, among others, the theory of evaluative linguistic expressions (e.g., small, very large, etc.), the theory of fuzzy and intermediate quantifiers (e.g., most, few, many, etc.), and the theory of fuzzy/linguistic IF–THEN rules and logical inference. The papers in this Special Issue use the various aspects and concepts of FNL mentioned above and apply them to a wide range of problems both theoretically and practically oriented. This book will be of interest for researchers working in the areas of fuzzy logic, applied linguistics, generalized quantifiers, and their applications

    Innovation in Energy Security and Long-Term Energy Efficiency Ⅱ

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    The sustainable development of our planet depends on the use of energy. The increasing world population inevitably causes an increase in the demand for energy, which, on the one hand, threatens us with the potential to encounter a shortage of energy supply, and, on the other hand, causes the deterioration of the environment. Therefore, our task is to reduce this demand through different innovative solutions (i.e., both technological and social). Social marketing and economic policies can also play their role by affecting the behavior of households and companies and by causing behavioral change oriented to energy stewardship, with an overall switch to renewable energy resources. This reprint provides a platform for the exchange of a wide range of ideas, which, ultimately, would facilitate driving societies toward long-term energy efficiency

    Specificity of the innate immune responses to different classes of non-tuberculous mycobacteria

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    Mycobacterium avium is the most common nontuberculous mycobacterium (NTM) species causing infectious disease. Here, we characterized a M. avium infection model in zebrafish larvae, and compared it to M. marinum infection, a model of tuberculosis. M. avium bacteria are efficiently phagocytosed and frequently induce granuloma-like structures in zebrafish larvae. Although macrophages can respond to both mycobacterial infections, their migration speed is faster in infections caused by M. marinum. Tlr2 is conservatively involved in most aspects of the defense against both mycobacterial infections. However, Tlr2 has a function in the migration speed of macrophages and neutrophils to infection sites with M. marinum that is not observed with M. avium. Using RNAseq analysis, we found a distinct transcriptome response in cytokine-cytokine receptor interaction for M. avium and M. marinum infection. In addition, we found differences in gene expression in metabolic pathways, phagosome formation, matrix remodeling, and apoptosis in response to these mycobacterial infections. In conclusion, we characterized a new M. avium infection model in zebrafish that can be further used in studying pathological mechanisms for NTM-caused diseases

    Unified Bayesian Frameworks for Multi-criteria Decision-making Problems

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    This paper presents Bayesian frameworks for different tasks within multi-criteria decision-making (MCDM) based on a probabilistic interpretation of the MCDM methods and problems. Owing to the flexibility of Bayesian models, the proposed frameworks can address several long-standing and fundamental challenges in MCDM, including group decision-making problems and criteria correlation, in a statistically elegant manner. Also, the models can accommodate different forms of uncertainty in the preferences of the decision makers (DMs), such as normal and triangular distributions as well as interval preferences. Further, a probabilistic mixture model is developed that can group the DMs into several exhaustive classes. A probabilistic ranking scheme is also designed for both criteria and alternatives, where it identifies the extent to which one criterion/alternative is more important than another based on the DM(s) preferences. The experiments validate the outcome of the proposed frameworks on several numerical examples and highlight its salient features compared to other methods

    Bio-inspired optimization in integrated river basin management

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    Water resources worldwide are facing severe challenges in terms of quality and quantity. It is essential to conserve, manage, and optimize water resources and their quality through integrated water resources management (IWRM). IWRM is an interdisciplinary field that works on multiple levels to maximize the socio-economic and ecological benefits of water resources. Since this is directly influenced by the river’s ecological health, the point of interest should start at the basin-level. The main objective of this study is to evaluate the application of bio-inspired optimization techniques in integrated river basin management (IRBM). This study demonstrates the application of versatile, flexible and yet simple metaheuristic bio-inspired algorithms in IRBM. In a novel approach, bio-inspired optimization algorithms Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO) are used to spatially distribute mitigation measures within a basin to reduce long-term annual mean total nitrogen (TN) concentration at the outlet of the basin. The Upper Fuhse river basin developed in the hydrological model, Hydrological Predictions for the Environment (HYPE), is used as a case study. ACO and PSO are coupled with the HYPE model to distribute a set of measures and compute the resulting TN reduction. The algorithms spatially distribute nine crop and subbasin-level mitigation measures under four categories. Both algorithms can successfully yield a discrete combination of measures to reduce long-term annual mean TN concentration. They achieved an 18.65% reduction, and their performance was on par with each other. This study has established the applicability of these bio-inspired optimization algorithms in successfully distributing the TN mitigation measures within the river basin. Stakeholder involvement is a crucial aspect of IRBM. It ensures that researchers and policymakers are aware of the ground reality through large amounts of information collected from the stakeholder. Including stakeholders in policy planning and decision-making legitimizes the decisions and eases their implementation. Therefore, a socio-hydrological framework is developed and tested in the Larqui river basin, Chile, based on a field survey to explore the conditions under which the farmers would implement or extend the width of vegetative filter strips (VFS) to prevent soil erosion. The framework consists of a behavioral, social model (extended Theory of Planned Behavior, TPB) and an agent-based model (developed in NetLogo) coupled with the results from the vegetative filter model (Vegetative Filter Strip Modeling System, VFSMOD-W). The results showed that the ABM corroborates with the survey results and the farmers are willing to extend the width of VFS as long as their utility stays positive. This framework can be used to develop tailor-made policies for river basins based on the conditions of the river basins and the stakeholders' requirements to motivate them to adopt sustainable practices. It is vital to assess whether the proposed management plans achieve the expected results for the river basin and if the stakeholders will accept and implement them. The assessment via simulation tools ensures effective implementation and realization of the target stipulated by the decision-makers. In this regard, this dissertation introduces the application of bio-inspired optimization techniques in the field of IRBM. The successful discrete combinatorial optimization in terms of the spatial distribution of mitigation measures by ACO and PSO and the novel socio-hydrological framework using ABM prove the forte and diverse applicability of bio-inspired optimization algorithms

    A fuzzy set theory-based fast fault diagnosis approach for rotators of induction motors

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    Induction motors have been widely used in industry, agriculture, transportation, national defense engineering, etc. Defects of the motors will not only cause the abnormal operation of production equipment but also cause the motor to run in a state of low energy efficiency before evolving into a fault shutdown. The former may lead to the suspension of the production process, while the latter may lead to additional energy loss. This paper studies a fuzzy rule-based expert system for this purpose and focuses on the analysis of many knowledge representation methods and reasoning techniques. The rotator fault of induction motors is analyzed and diagnosed by using this knowledge, and the diagnosis result is displayed. The simulation model can effectively simulate the broken rotator fault by changing the resistance value of the equivalent rotor winding. And the influence of the broken rotor bar fault on the motors is described, which provides a basis for the fault characteristics analysis. The simulation results show that the proposed method can realize fast fault diagnosis for rotators of induction motors

    Endogenous measures for contextualising large-scale social phenomena: a corpus-based method for mediated public discourse

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    This work presents an interdisciplinary methodology for developing endogenous measures of group membership through analysis of pervasive linguistic patterns in public discourse. Focusing on political discourse, this work critiques the conventional approach to the study of political participation, which is premised on decontextualised, exogenous measures to characterise groups. Considering the theoretical and empirical weaknesses of decontextualised approaches to large-scale social phenomena, this work suggests that contextualisation using endogenous measures might provide a complementary perspective to mitigate such weaknesses. This work develops a sociomaterial perspective on political participation in mediated discourse as affiliatory action performed through language. While the affiliatory function of language is often performed consciously (such as statements of identity), this work is concerned with unconscious features (such as patterns in lexis and grammar). This work argues that pervasive patterns in such features that emerge through socialisation are resistant to change and manipulation, and thus might serve as endogenous measures of sociopolitical contexts, and thus of groups. In terms of method, the work takes a corpus-based approach to the analysis of data from the Twitter messaging service whereby patterns in users’ speech are examined statistically in order to trace potential community membership. The method is applied in the US state of Michigan during the second half of 2018—6 November having been the date of midterm (i.e. non-Presidential) elections in the United States. The corpus is assembled from the original posts of 5,889 users, who are nominally geolocalised to 417 municipalities. These users are clustered according to pervasive language features. Comparing the linguistic clusters according to the municipalities they represent finds that there are regular sociodemographic differentials across clusters. This is understood as an indication of social structure, suggesting that endogenous measures derived from pervasive patterns in language may indeed offer a complementary, contextualised perspective on large-scale social phenomena

    Knowledge-based Modelling of Additive Manufacturing for Sustainability Performance Analysis and Decision Making

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    Additiivista valmistusta on pidetty käyttökelpoisena monimutkaisissa geometrioissa, topologisesti optimoiduissa kappaleissa ja kappaleissa joita on muuten vaikea valmistaa perinteisillä valmistusprosesseilla. Eduista huolimatta, yksi additiivisen valmistuksen vallitsevista haasteista on ollut heikko kyky tuottaa toimivia osia kilpailukykyisillä tuotantomäärillä perinteisen valmistuksen kanssa. Mallintaminen ja simulointi ovat tehokkaita työkaluja, jotka voivat auttaa lyhentämään suunnittelun, rakentamisen ja testauksen sykliä mahdollistamalla erilaisten tuotesuunnitelmien ja prosessiskenaarioiden nopean analyysin. Perinteisten ja edistyneiden valmistusteknologioiden mahdollisuudet ja rajoitukset määrittelevät kuitenkin rajat uusille tuotekehityksille. Siksi on tärkeää, että suunnittelijoilla on käytettävissään menetelmät ja työkalut, joiden avulla he voivat mallintaa ja simuloida tuotteen suorituskykyä ja siihen liittyvän valmistusprosessin suorituskykyä, toimivien korkea arvoisten tuotteiden toteuttamiseksi. Motivaation tämän väitöstutkimuksen tekemiselle on, meneillään oleva kehitystyö uudenlaisen korkean lämpötilan suprajohtavan (high temperature superconducting (HTS)) magneettikokoonpanon kehittämisessä, joka toimii kryogeenisissä lämpötiloissa. Sen monimutkaisuus edellyttää monitieteisen asiantuntemuksen lähentymistä suunnittelun ja prototyyppien valmistuksen aikana. Tutkimus hyödyntää tietopohjaista mallinnusta valmistusprosessin analysoinnin ja päätöksenteon apuna HTS-magneettien mekaanisten komponenttien suunnittelussa. Tämän lisäksi, tutkimus etsii mahdollisuuksia additiivisen valmistuksen toteutettavuuteen HTS-magneettikokoonpanon tuotannossa. Kehitetty lähestymistapa käyttää fysikaalisiin kokeisiin perustuvaa tuote-prosessi-integroitua mallinnusta tuottamaan kvantitatiivista ja laadullista tietoa, joka määrittelee prosessi-rakenne-ominaisuus-suorituskyky-vuorovaikutuksia tietyille materiaali-prosessi-yhdistelmille. Tuloksina saadut vuorovaikutukset integroidaan kaaviopohjaiseen malliin, joka voi auttaa suunnittelutilan tutkimisessa ja täten auttaa varhaisessa suunnittelu- ja valmistuspäätöksenteossa. Tätä varten testikomponentit valmistetaan käyttämällä kahta metallin additiivista valmistus prosessia: lankakaarihitsaus additiivista valmistusta (wire arc additive manufacturing) ja selektiivistä lasersulatusta (selective laser melting). Rakenteellisissa sovelluksissa yleisesti käytetyistä metalliseoksista (ruostumaton teräs, pehmeä teräs, luja niukkaseosteinen teräs, alumiini ja kupariseokset) testataan niiden mekaaniset, lämpö- ja sähköiset ominaisuudet. Lisäksi tehdään metalliseosten mikrorakenteen karakterisointi, jotta voidaan ymmärtää paremmin valmistusprosessin parametrien vaikutusta materiaalin ominaisuuksiin. Integroitu mallinnustapa yhdistää kerätyn kokeellisen tiedon, olemassa olevat analyyttiset ja empiiriset vuorovaikutus suhteet, sekä muut tietopohjaiset mallit (esim. elementtimallit, koneoppimismallit) päätöksenteon tukijärjestelmän muodossa, joka mahdollistaa optimaalisen materiaalin, valmistustekniikan, prosessiparametrien ja muitten ohjausmuuttujien valinnan, lopullisen 3d-tulosteun komponentin halutun rakenteen, ominaisuuksien ja suorituskyvyn saavuttamiseksi. Valmistuspäätöksenteko tapahtuu todennäköisyysmallin, eli Bayesin verkkomallin toteuttamisen kautta, joka on vankka, modulaarinen ja sovellettavissa muihin valmistusjärjestelmiin ja tuotesuunnitelmiin. Väitöstyössä esitetyn mallin kyky parantaa additiivisien valmistusprosessien suorituskykyä ja laatua, täten edistää kestävän tuotannon tavoitteita.Additive manufacturing (AM) has been considered viable for complex geometries, topology optimized parts, and parts that are otherwise difficult to produce using conventional manufacturing processes. Despite the advantages, one of the prevalent challenges in AM has been the poor capability of producing functional parts at production volumes that are competitive with traditional manufacturing. Modelling and simulation are powerful tools that can help shorten the design-build-test cycle by enabling rapid analysis of various product designs and process scenarios. Nevertheless, the capabilities and limitations of traditional and advanced manufacturing technologies do define the bounds for new product development. Thus, it is important that the designers have access to methods and tools that enable them to model and simulate product performance and associated manufacturing process performance to realize functional high value products. The motivation for this dissertation research stems from ongoing development of a novel high temperature superconducting (HTS) magnet assembly, which operates in cryogenic environment. Its complexity requires the convergence of multidisciplinary expertise during design and prototyping. The research applies knowledge-based modelling to aid manufacturing process analysis and decision making in the design of mechanical components of the HTS magnet. Further, it explores the feasibility of using AM in the production of the HTS magnet assembly. The developed approach uses product-process integrated modelling based on physical experiments to generate quantitative and qualitative information that define process-structure-property-performance interactions for given material-process combinations. The resulting interactions are then integrated into a graph-based model that can aid in design space exploration to assist early design and manufacturing decision-making. To do so, test components are fabricated using two metal AM processes: wire and arc additive manufacturing and selective laser melting. Metal alloys (stainless steel, mild steel, high-strength low-alloyed steel, aluminium, and copper alloys) commonly used in structural applications are tested for their mechanical-, thermal-, and electrical properties. In addition, microstructural characterization of the alloys is performed to further understand the impact of manufacturing process parameters on material properties. The integrated modelling approach combines the collected experimental data, existing analytical and empirical relationships, and other data-driven models (e.g., finite element models, machine learning models) in the form of a decision support system that enables optimal selection of material, manufacturing technology, process parameters, and other control variables for attaining desired structure, property, and performance characteristics of the final printed component. The manufacturing decision making is performed through implementation of a probabilistic model i.e., a Bayesian network model, which is robust, modular, and can be adapted for other manufacturing systems and product designs. The ability of the model to improve throughput and quality of additive manufacturing processes will boost sustainable manufacturing goals

    Modelling, Monitoring, Control and Optimization for Complex Industrial Processes

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    This reprint includes 22 research papers and an editorial, collected from the Special Issue "Modelling, Monitoring, Control and Optimization for Complex Industrial Processes", highlighting recent research advances and emerging research directions in complex industrial processes. This reprint aims to promote the research field and benefit the readers from both academic communities and industrial sectors
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