The spread of the coronavirus has reduced the value of stock indexes,depressed energy and metals commodities prices including oil,and caused instability in financial markets around the world.Due to this situation,inve...The spread of the coronavirus has reduced the value of stock indexes,depressed energy and metals commodities prices including oil,and caused instability in financial markets around the world.Due to this situation,investors should consider investing in more secure assets,such as real estate property,cash,gold,and crypto assets.In recent years,among secure assets,cryptoassets are gaining more attention than traditional investments.This study compares the Bitcoin market,the gold market,and American stock indexes(S&P500,Nasdaq,and Dow Jones)before and during the COVID-19 pandemic.For this purpose,the dynamic conditional correlation exponential generalized autoregressive conditional heteroskedasticity model was used to estimate the DCC coefficient and compare this model with the artificial neural network approach to predict volatility of these markets.Our empirical findings showed a substantial dynamic conditional correlation between Bitcoin,gold,and stock markets.In particular,we observed that Bitcoin offered better diversification opportunities to reduce risks in key stock markets during the COVID-19 period.This paper provides practical impacts on risk management and portfolio diversification.展开更多
The aim of this study is to develop processing maps based on two models and compare them with conventional processing maps.The hyperbolic sinus constitutive equation and artificial neural network(ANN)approaches were u...The aim of this study is to develop processing maps based on two models and compare them with conventional processing maps.The hyperbolic sinus constitutive equation and artificial neural network(ANN)approaches were used in this investigation to predict flow stress and to develop processing maps in various conditions.The hot compression tests of InX-750 superalloy were carried out above the gamma prime phase temperature and within the temperature range of 1000-1150℃and strain rate of 0.001-1.000 s^(-1).The processing maps were conducted based upon dynamic material model(DMM)for data by experimental,constitutive equation and ANN approaches.The processing maps drawn by either of the prediction methods show that the method developed by ANN data does not significantly differ from the experimental processing map.The ANN approach is thus a suitable way to predict the flow stress as well as hot working processing map of engineering metals and materials.展开更多
The pulsating heat pipe is a very promising heat dissipation device to address the challenge of higher heat-flux electronic chips,as it is characterised by excellent heat transfer ability and flexibility for miniaturi...The pulsating heat pipe is a very promising heat dissipation device to address the challenge of higher heat-flux electronic chips,as it is characterised by excellent heat transfer ability and flexibility for miniaturisation.To boost the application of PHP,reliable heat transfer performance evaluationmodels are especially important.In this paper,a heat transfer correlation was firstly proposed for closed PHP with various working fluids(water,ethanol,methanol,R123,acetone)based on collected experimental data.Dimensional analysis was used to group the parameters.It was shown that the average absolute deviation(AAD)and correlation coefficient(r)of the correlation were 40.67%and 0.7556,respectively.For 95%of the data,the prediction of thermal resistance and the temperature difference between evaporation and condensation section fell within 1.13K/Wand 40.76K,respectively.Meanwhile,an artificial neural networkmodelwas also proposed.The ANN model showed a better prediction accuracy with a mean square error(MSE)and correlation coefficient(r)of 7.88e-7 and 0.9821,respectively.展开更多
Based on the Residual Oil Hydrodesulfurization Treatment Unit (S-RHT), the n-order reaction kinetic model for residual oil HDS reactions and artificial neural network (ANN) model were developed to determine the sulfur...Based on the Residual Oil Hydrodesulfurization Treatment Unit (S-RHT), the n-order reaction kinetic model for residual oil HDS reactions and artificial neural network (ANN) model were developed to determine the sulfur content of hydrogenated residual oil. The established ANN model covered 4 input variables, 1 output variable and 1 hidden layer with 15 neurons. The comparison between the results of two models was listed. The results showed that the predicted mean relative errors of the two models with three different sample data were less than 5% and both the two models had good predictive precision and extrapolative feature for the HDS process. The mean relative error of 5 sets of testing data of the ANN model was 1.62%—3.23%, all of which were smaller than that of the common mechanism model (3.47%— 4.13%). It showed that the ANN model was better than the mechanism model both in terms of fitting results and fitting difficulty. The models could be easily applied in practice and could also provide a reference for the further research of residual oil HDS process.展开更多
In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper intr...In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper introduces the models of autoregressive integrated moving average (ARIMA) and artificial neural network (ANN) which are applied to the price forecasts for up to 3 steps 8 weeks ahead in the UK electricity market. The half hourly data of historical prices are obtained from UK Reference Price Data from March 22nd to July 14th 2010 and the predictions are derived from a sliding training window with a length of 8 weeks. The ARIMA with various AR and MA orders and the ANN with different numbers of delays and neurons have been established and compared in terms of the root mean square errors (RMSEs) of price forecasts. The experimental results illustrate that the ARIMA (4,1,2) model gives greater improvement over persistence than the ANN (20 neurons, 4 delays) model.展开更多
According to the test data of subdivision errors in the measuring cycle of angular measuring system, the characteristics of subdivision errors generated by this system are analyzed. It is found that the subdivision er...According to the test data of subdivision errors in the measuring cycle of angular measuring system, the characteristics of subdivision errors generated by this system are analyzed. It is found that the subdivision errors are mainly due to the rotary-type inductosyn itself. For the characteristic of cyclical change, the subdivision errors in other measuring cycles can be compensated by the subdivision error model in one measuring cycle. Using the measured error data as training samples, combining GA and BP algorithm, an ANN model of subdivision error is designed. Simulation results indicate that GA reduces the uncertainty in the training process of the ANN model, and enhances the generalization of the model. Compared with the error model based on the least-mean-squared method, the designed ANN model of subdivision errors can achieve higher compensating precision.展开更多
The research examines fluid behavior in a porous box-shaped enclosure.The fluid contains nanoscale particles and swimming microbes and is subject to magnetic forces at an angle.Natural circulation driven by biological...The research examines fluid behavior in a porous box-shaped enclosure.The fluid contains nanoscale particles and swimming microbes and is subject to magnetic forces at an angle.Natural circulation driven by biological factors is investigated.The analysis combines a traditional numerical approach with machine learning techniques.Mathematical equations describing the system are transformed into a dimensionless form and then solved using computational methods.The artificial neural network(ANN)model,trained with the Levenberg-Marquardt method,accurately predicts(Nu)values,showing high correlation(R=1),low mean squared error(MSE),and minimal error clustering.Parametric analysis reveals significant effects of parameters,length and location of source(B),(D),heat generation/absorption coefficient(Q),and porosity parameter(ε).Increasing the cooling area length(B)reduces streamline intensity and local Nusselt and Sherwood numbers,while decreasing isotherms,isoconcentrations,and micro-rotation.The Bejan number(Be+)decreases with increasing(B),whereas(Be+++),and global entropy(e+++)increase.Variations in(Q)slightly affect streamlines but reduce isotherm intensity and average Nusselt numbers.Higher(D)significantly impacts isotherms,iso-concentrations,andmicro-rotation,altering streamline contours and local Bejan number distribution.Increased(ε)enhances streamline strength and local Nusselt number profiles but has mixed effects on average Nusselt numbers.These findings highlight the complex interactions between cooling area length,fluid flow,and heat transfer properties.By combining finite volume method(FVM)with machine learning technique,this study provides valuable insights into the complex interactions between key parameters and heat transfer,contributing to the development of more efficient designs in applications such as cooling systems,energy storage,and bioengineering.展开更多
The aim of the present study was to investigate the modeling and prediction of the high temperature flow characteristics of a cast magnesium(Mg-Al-Ca)alloy by both constitutive equation and ANN model.Toward this end,h...The aim of the present study was to investigate the modeling and prediction of the high temperature flow characteristics of a cast magnesium(Mg-Al-Ca)alloy by both constitutive equation and ANN model.Toward this end,hot compression experiments were performed in 250-450℃and in strain rates of 0.001-1 s^(−1).The true stress of alloy was first and foremost described by the hyperbolic sine function in an Arrhenius-type of constitutive equation taking the effects of strain,strain rate and temperature into account.Predictions indicated that unlike low strain rates and high temperature with dominant DRX activation,in relatively high strain rate and low temperature values,the precision of the models become decreased due to activation of twinning phenomenon.At that moment and for a better evaluation of twinning effect during deformation,a feed-forward back propagation ANN was developed to study the flow behavior of the investigated alloy.Then,the performance of the two suggested models has been assessed using a statistical criterion.The comparative assessment of the gained results specifies that the well-trained ANN is much more precise and accurate than the constitutive equations in predicting the hot flow behavior.展开更多
Due to recent advances in the field of artificial neural networks(ANN)and the global sensitivity analysis(GSA)method,the application of these techniques in structural analysis has become feasible.A connector is an imp...Due to recent advances in the field of artificial neural networks(ANN)and the global sensitivity analysis(GSA)method,the application of these techniques in structural analysis has become feasible.A connector is an important part of a composite beam,and its shear strength can have a significant impact on structural design.In this paper,the shear performance of perfobond rib shear connectors(PRSCs)is predicted based on the back propagation(BP)ANN model,the Genetic Algorithm(GA)method and GSA method.A database was created using push-out test test and related references,where the input variables were based on different empirical formulas and the output variables were the corresponding shear strengths.The results predicted by the ANN models and empirical equations were compared,and the factors affecting shear strength were examined by the GSA method.The results show that the use of ANN model optimization by GA method has fewer errors compared to the empirical equations.Furthermore,penetrating reinforcement has the greatest sensitivity to shear performance,while the bonding force between steel plate and concrete has the least sensitivity to shear strength.展开更多
In this paper, a method of optimizing the number of hidden layer neurons has been put forward. This optimizing method is suitable for three layers B-p network. The purpose of this optimizing method is to reduce the pr...In this paper, a method of optimizing the number of hidden layer neurons has been put forward. This optimizing method is suitable for three layers B-p network. The purpose of this optimizing method is to reduce the predicting errors when the model is used as predicting model. As an example of application, a predicting model of steel end-quench curves has been designed by using this optimizing method. The result shows that the optimization of ANN hidden layer architecture has an effect on reducing predicting errors.展开更多
In this study, the capability of two different types of models including Hydrological Simulation Program-Fortran (HSPF) as a process-based model and ANN as a data-driven model in simulating runoff was evaluated. The c...In this study, the capability of two different types of models including Hydrological Simulation Program-Fortran (HSPF) as a process-based model and ANN as a data-driven model in simulating runoff was evaluated. The considered area is the Balkhichai River watershed in northwest of Iran. HSPF is a semi-distributed deterministic, continuous and physically-based model that can simulate the hydrologic cycle, associated water quality and quantity and process on pervious and impervious land surfaces and streams. Artificial neural network (ANN) is probably the most successful learning machine technique with flexible mathematical structure which is capable of identifying complex non-linear relationships between input and output data without attempting to reach the understanding of the nature of the phenomena. Statistical approach depending on cross-, auto- and partial-autocorrelation of the observed data is used as a good alternative to the trial and error method in identifying model inputs. The performances of ANN and HSPF models in calibration and validation stages are compared with the observed runoff values in order to identify the best fit forecasting model based upon a number of selected performance criteria. Results of runoff simulation indicated that the simulated runoff by ANN was generally closer to the observed values than those predicted by HSPF.展开更多
Determination of the infiltration rate in a watershed is not easy and in empirical and theoretical point of view, it is important to access average value of infiltration. Infiltration models has main role in managing ...Determination of the infiltration rate in a watershed is not easy and in empirical and theoretical point of view, it is important to access average value of infiltration. Infiltration models has main role in managing water sources. Therefore different types of models with various degrees of complexity were developed to reach this aim. Most of the estimating methods of soil infiltration are expensive and time consuming and these methods estimate infiltration with hypothesis of zero slope. One of the conceptual and physical models for estimating soil infiltration is Green-Ampt model which is similar to Richard model. This model uses slope factor in estimating infiltration and this is the power point of Green-Ampt model. In this research the empirical model of Green-Ampt was optimized with integrating artificial neural network model (ANN) and a model of geographical information system WMS to estimate the infiltration in Kakasharaf watershed. Results of the comparison between the output of this method and real value of infiltration in region (through multiple cylinders) showed that this method can estimate the infiltration rate of Kakasharaf watershed with low error and acceptable accuracy (Nash-Sutcliff performance coefficient 0.821, square error 0.216, correlation coefficient 0.905 and model error 0.024).展开更多
基金supported by the Department of Economics and Management,University of Luxembourgfinancial support from the Department of Economics and Management,University of Luxembourg.
文摘The spread of the coronavirus has reduced the value of stock indexes,depressed energy and metals commodities prices including oil,and caused instability in financial markets around the world.Due to this situation,investors should consider investing in more secure assets,such as real estate property,cash,gold,and crypto assets.In recent years,among secure assets,cryptoassets are gaining more attention than traditional investments.This study compares the Bitcoin market,the gold market,and American stock indexes(S&P500,Nasdaq,and Dow Jones)before and during the COVID-19 pandemic.For this purpose,the dynamic conditional correlation exponential generalized autoregressive conditional heteroskedasticity model was used to estimate the DCC coefficient and compare this model with the artificial neural network approach to predict volatility of these markets.Our empirical findings showed a substantial dynamic conditional correlation between Bitcoin,gold,and stock markets.In particular,we observed that Bitcoin offered better diversification opportunities to reduce risks in key stock markets during the COVID-19 period.This paper provides practical impacts on risk management and portfolio diversification.
基金the support by the Faculty of Engineering,Hakim Sabzevari University,Sabzevar,Iran。
文摘The aim of this study is to develop processing maps based on two models and compare them with conventional processing maps.The hyperbolic sinus constitutive equation and artificial neural network(ANN)approaches were used in this investigation to predict flow stress and to develop processing maps in various conditions.The hot compression tests of InX-750 superalloy were carried out above the gamma prime phase temperature and within the temperature range of 1000-1150℃and strain rate of 0.001-1.000 s^(-1).The processing maps were conducted based upon dynamic material model(DMM)for data by experimental,constitutive equation and ANN approaches.The processing maps drawn by either of the prediction methods show that the method developed by ANN data does not significantly differ from the experimental processing map.The ANN approach is thus a suitable way to predict the flow stress as well as hot working processing map of engineering metals and materials.
基金This work is funded by National Natural Science Foundation of China(No.51906216).
文摘The pulsating heat pipe is a very promising heat dissipation device to address the challenge of higher heat-flux electronic chips,as it is characterised by excellent heat transfer ability and flexibility for miniaturisation.To boost the application of PHP,reliable heat transfer performance evaluationmodels are especially important.In this paper,a heat transfer correlation was firstly proposed for closed PHP with various working fluids(water,ethanol,methanol,R123,acetone)based on collected experimental data.Dimensional analysis was used to group the parameters.It was shown that the average absolute deviation(AAD)and correlation coefficient(r)of the correlation were 40.67%and 0.7556,respectively.For 95%of the data,the prediction of thermal resistance and the temperature difference between evaporation and condensation section fell within 1.13K/Wand 40.76K,respectively.Meanwhile,an artificial neural networkmodelwas also proposed.The ANN model showed a better prediction accuracy with a mean square error(MSE)and correlation coefficient(r)of 7.88e-7 and 0.9821,respectively.
文摘Based on the Residual Oil Hydrodesulfurization Treatment Unit (S-RHT), the n-order reaction kinetic model for residual oil HDS reactions and artificial neural network (ANN) model were developed to determine the sulfur content of hydrogenated residual oil. The established ANN model covered 4 input variables, 1 output variable and 1 hidden layer with 15 neurons. The comparison between the results of two models was listed. The results showed that the predicted mean relative errors of the two models with three different sample data were less than 5% and both the two models had good predictive precision and extrapolative feature for the HDS process. The mean relative error of 5 sets of testing data of the ANN model was 1.62%—3.23%, all of which were smaller than that of the common mechanism model (3.47%— 4.13%). It showed that the ANN model was better than the mechanism model both in terms of fitting results and fitting difficulty. The models could be easily applied in practice and could also provide a reference for the further research of residual oil HDS process.
文摘In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper introduces the models of autoregressive integrated moving average (ARIMA) and artificial neural network (ANN) which are applied to the price forecasts for up to 3 steps 8 weeks ahead in the UK electricity market. The half hourly data of historical prices are obtained from UK Reference Price Data from March 22nd to July 14th 2010 and the predictions are derived from a sliding training window with a length of 8 weeks. The ARIMA with various AR and MA orders and the ANN with different numbers of delays and neurons have been established and compared in terms of the root mean square errors (RMSEs) of price forecasts. The experimental results illustrate that the ARIMA (4,1,2) model gives greater improvement over persistence than the ANN (20 neurons, 4 delays) model.
文摘According to the test data of subdivision errors in the measuring cycle of angular measuring system, the characteristics of subdivision errors generated by this system are analyzed. It is found that the subdivision errors are mainly due to the rotary-type inductosyn itself. For the characteristic of cyclical change, the subdivision errors in other measuring cycles can be compensated by the subdivision error model in one measuring cycle. Using the measured error data as training samples, combining GA and BP algorithm, an ANN model of subdivision error is designed. Simulation results indicate that GA reduces the uncertainty in the training process of the ANN model, and enhances the generalization of the model. Compared with the error model based on the least-mean-squared method, the designed ANN model of subdivision errors can achieve higher compensating precision.
基金Deanship of Scientific Research at King Khalid University,Abha,Saudi Arabia,for funding this work through theResearch Group Project underGrant Number(RGP.2/610/45)funded by the Princess Nourah bint Abdulrahman University Researchers Supporting Project Number(PNURSP2024R102)PrincessNourah bint Abdulrahman University,Riyadh,Saudi Arabia.
文摘The research examines fluid behavior in a porous box-shaped enclosure.The fluid contains nanoscale particles and swimming microbes and is subject to magnetic forces at an angle.Natural circulation driven by biological factors is investigated.The analysis combines a traditional numerical approach with machine learning techniques.Mathematical equations describing the system are transformed into a dimensionless form and then solved using computational methods.The artificial neural network(ANN)model,trained with the Levenberg-Marquardt method,accurately predicts(Nu)values,showing high correlation(R=1),low mean squared error(MSE),and minimal error clustering.Parametric analysis reveals significant effects of parameters,length and location of source(B),(D),heat generation/absorption coefficient(Q),and porosity parameter(ε).Increasing the cooling area length(B)reduces streamline intensity and local Nusselt and Sherwood numbers,while decreasing isotherms,isoconcentrations,and micro-rotation.The Bejan number(Be+)decreases with increasing(B),whereas(Be+++),and global entropy(e+++)increase.Variations in(Q)slightly affect streamlines but reduce isotherm intensity and average Nusselt numbers.Higher(D)significantly impacts isotherms,iso-concentrations,andmicro-rotation,altering streamline contours and local Bejan number distribution.Increased(ε)enhances streamline strength and local Nusselt number profiles but has mixed effects on average Nusselt numbers.These findings highlight the complex interactions between cooling area length,fluid flow,and heat transfer properties.By combining finite volume method(FVM)with machine learning technique,this study provides valuable insights into the complex interactions between key parameters and heat transfer,contributing to the development of more efficient designs in applications such as cooling systems,energy storage,and bioengineering.
文摘The aim of the present study was to investigate the modeling and prediction of the high temperature flow characteristics of a cast magnesium(Mg-Al-Ca)alloy by both constitutive equation and ANN model.Toward this end,hot compression experiments were performed in 250-450℃and in strain rates of 0.001-1 s^(−1).The true stress of alloy was first and foremost described by the hyperbolic sine function in an Arrhenius-type of constitutive equation taking the effects of strain,strain rate and temperature into account.Predictions indicated that unlike low strain rates and high temperature with dominant DRX activation,in relatively high strain rate and low temperature values,the precision of the models become decreased due to activation of twinning phenomenon.At that moment and for a better evaluation of twinning effect during deformation,a feed-forward back propagation ANN was developed to study the flow behavior of the investigated alloy.Then,the performance of the two suggested models has been assessed using a statistical criterion.The comparative assessment of the gained results specifies that the well-trained ANN is much more precise and accurate than the constitutive equations in predicting the hot flow behavior.
文摘Due to recent advances in the field of artificial neural networks(ANN)and the global sensitivity analysis(GSA)method,the application of these techniques in structural analysis has become feasible.A connector is an important part of a composite beam,and its shear strength can have a significant impact on structural design.In this paper,the shear performance of perfobond rib shear connectors(PRSCs)is predicted based on the back propagation(BP)ANN model,the Genetic Algorithm(GA)method and GSA method.A database was created using push-out test test and related references,where the input variables were based on different empirical formulas and the output variables were the corresponding shear strengths.The results predicted by the ANN models and empirical equations were compared,and the factors affecting shear strength were examined by the GSA method.The results show that the use of ANN model optimization by GA method has fewer errors compared to the empirical equations.Furthermore,penetrating reinforcement has the greatest sensitivity to shear performance,while the bonding force between steel plate and concrete has the least sensitivity to shear strength.
文摘In this paper, a method of optimizing the number of hidden layer neurons has been put forward. This optimizing method is suitable for three layers B-p network. The purpose of this optimizing method is to reduce the predicting errors when the model is used as predicting model. As an example of application, a predicting model of steel end-quench curves has been designed by using this optimizing method. The result shows that the optimization of ANN hidden layer architecture has an effect on reducing predicting errors.
文摘In this study, the capability of two different types of models including Hydrological Simulation Program-Fortran (HSPF) as a process-based model and ANN as a data-driven model in simulating runoff was evaluated. The considered area is the Balkhichai River watershed in northwest of Iran. HSPF is a semi-distributed deterministic, continuous and physically-based model that can simulate the hydrologic cycle, associated water quality and quantity and process on pervious and impervious land surfaces and streams. Artificial neural network (ANN) is probably the most successful learning machine technique with flexible mathematical structure which is capable of identifying complex non-linear relationships between input and output data without attempting to reach the understanding of the nature of the phenomena. Statistical approach depending on cross-, auto- and partial-autocorrelation of the observed data is used as a good alternative to the trial and error method in identifying model inputs. The performances of ANN and HSPF models in calibration and validation stages are compared with the observed runoff values in order to identify the best fit forecasting model based upon a number of selected performance criteria. Results of runoff simulation indicated that the simulated runoff by ANN was generally closer to the observed values than those predicted by HSPF.
文摘Determination of the infiltration rate in a watershed is not easy and in empirical and theoretical point of view, it is important to access average value of infiltration. Infiltration models has main role in managing water sources. Therefore different types of models with various degrees of complexity were developed to reach this aim. Most of the estimating methods of soil infiltration are expensive and time consuming and these methods estimate infiltration with hypothesis of zero slope. One of the conceptual and physical models for estimating soil infiltration is Green-Ampt model which is similar to Richard model. This model uses slope factor in estimating infiltration and this is the power point of Green-Ampt model. In this research the empirical model of Green-Ampt was optimized with integrating artificial neural network model (ANN) and a model of geographical information system WMS to estimate the infiltration in Kakasharaf watershed. Results of the comparison between the output of this method and real value of infiltration in region (through multiple cylinders) showed that this method can estimate the infiltration rate of Kakasharaf watershed with low error and acceptable accuracy (Nash-Sutcliff performance coefficient 0.821, square error 0.216, correlation coefficient 0.905 and model error 0.024).
