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Total 151 records

    Spectral Analysis of Air Pollution in Tehran

    , M.Sc. Thesis Sharif University of Technology Zare Shahneh, Maryam (Author) ; Arhami, Mohammad (Supervisor)
    Abstract
    Tehran possesses various environmental crises due to excessive population growth, a huge increase of vehicles and heavy concentrated industries. One of the most important concern is air pollution. Spectral Analysis by discrete Fourier transform are described and applied to harmonic analysis of time series for detecting Present periodicities.
    The current work proposes an approach for the determine the contribution of different frequencies to the data variance using air quality measured data. In this research, we present a comprehensive review of methods for spectral analysis of nonuniformly sampled data. Because of The air quality data in Tehran have irregular sampling periods and... 

    Housing Market’s Cycles and Its Realtion to Economic Business Cycles in Iran

    , M.Sc. Thesis Sharif University of Technology Najafi Ziarani, Fateme (Author) ; Fatemi, Farshad (Supervisor) ; Barakchian, Mahdi (Co-Advisor)
    Abstract
    Implying non-model based approach and using seasonal data, we determined cyclical component of housing market and discussed about its lagging or leading behavior to overall economic business cycles in Iran. To extract cyclical component we applied band pass filters, including Hodrick-Prescot, Baxter- King, Butterworth and Christiano-Fitzjerald, and Bry-Boschan’s algorithm on any time series which is able to explain housing market’s behavior in aggregate level. After examining many criteria we found that real residential investment in urban cycles depict cyclical behavior of housing investment. Real residential investment’ cycles in urban lag monetary base rate cycles and m1 rate cycles which... 

    Time Series Analysis Of Meteorological-Climatic Variables For Urmia Lake Basin

    , M.Sc. Thesis Sharif University of Technology Hashemzadeh, Mohammad (Author) ; Tajrishy, Masoud (Supervisor)
    Abstract
    Human as an important part of the natural environment and can exert their positive or negative effects in the form of long-term and short-term on a natural environment. Human impacts on the natural system are very complex and consist of various components. The most considerable among them from past to now are maybe land use and land cover change, although, the impact of dam construction, water pollution, air pollution and etc, can not be neglected. To quantify the impact of these changes, many researchers have studied meteorological and climatic parameters using statistical relationships, but one major problem always existed, the low spatial accuracy of meteorological data. In recent years,... 

    Mixture of mlp-experts for trend forecasting of time series: A case study of the tehran stock exchange

    , Article International Journal of Forecasting ; Volume 27, Issue 3 , 2011 , Pages 804-816 ; 01692070 (ISSN) Ebrahimpour, R ; Nikoo, H ; Masoudnia, S ; Yousefi, M. R ; Ghaemi, M. S ; Sharif University of Technology
    2011
    Abstract
    A new method for forecasting the trend of time series, based on mixture of MLP experts, is presented. In this paper, three neural network combining methods and an Adaptive Network-Based Fuzzy Inference System (ANFIS) are applied to trend forecasting in the Tehran stock exchange. There are two experiments in this study. In experiment I, the time series data are the Kharg petrochemical company's daily closing prices on the Tehran stock exchange. In this case study, which considers different schemes for forecasting the trend of the time series, the recognition rates are 75.97%, 77.13% and 81.64% for stacked generalization, modified stacked generalization and ANFIS, respectively. Using the... 

    Stochastic processes with jumps and non-vanishing higher-order kramers–moyal coefficients

    , Article Understanding Complex Systems ; 2019 , Pages 99-110 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we study stochastic processes in the presence of jump discontinuity, and discuss the meaning of non-vanishing higher-order Kramers–Moyal coefficients. We describe in details the stochastic properties of Poisson jump processes. We derive the statistical moments of the Poisson process and the Kramers–Moyal coefficients for pure Poisson jump events. Growing evidence shows that continuous stochastic modeling (white noise-driven Langevin equation) of time series of complex systems should account for the presence of discontinuous jump components [1–6]. Such time series have some distinct important characteristics, such as heavy tails and occasionally sudden large jumps.... 

    Stochastic processes with jumps and non-vanishing higher-order kramers–moyal coefficients

    , Article Understanding Complex Systems ; 2019 , Pages 99-110 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we study stochastic processes in the presence of jump discontinuity, and discuss the meaning of non-vanishing higher-order Kramers–Moyal coefficients. We describe in details the stochastic properties of Poisson jump processes. We derive the statistical moments of the Poisson process and the Kramers–Moyal coefficients for pure Poisson jump events. Growing evidence shows that continuous stochastic modeling (white noise-driven Langevin equation) of time series of complex systems should account for the presence of discontinuous jump components [1–6]. Such time series have some distinct important characteristics, such as heavy tails and occasionally sudden large jumps.... 

    A Langevin equation for the rates of currency exchange based on the Markov analysis

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 385, Issue 2 , 2007 , Pages 601-608 ; 03784371 (ISSN) Farahpour, F ; Eskandari, Z ; Bahraminasab, A ; Jafari, G. R ; Ghasemi, F ; Sahimi, M ; Reza Rahimi Tabar, M ; Sharif University of Technology
    2007
    Abstract
    We propose a method for analyzing the data for the rates of exchange of various currencies versus the U.S. dollar. The method analyzes the return time series of the data as a Markov process, and develops an effective equation which reconstructs it. We find that the Markov time scale, i.e., the time scale over which the data are Markov-correlated, is one day for the majority of the daily exchange rates that we analyze. We derive an effective Langevin equation to describe the fluctuations in the rates. The equation contains two quantities, D(1) and D(2), representing the drift and diffusion coefficients, respectively. We demonstrate how the two coefficients are estimated directly from the... 

    Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods

    , Article Physica D: Nonlinear Phenomena ; Volume 233, Issue 2 , 2007 , Pages 138-150 ; 01672789 (ISSN) Bigdeli, N ; Haeri, M ; Choobkar, S ; Jannesari, F ; Sharif University of Technology
    Elsevier  2007
    Abstract
    Packet-level observations are representative of the high sensitivity of TCP/RED computer network behavior with respect to network/RED parameter variations. That is, while we do not have any control on network parameters, mis-choosing of the RED parameters results in complex non-periodic oscillations in the router queue length that may damage the Quality of Service requirements. Characterizing the nature of such behaviors, however, helps the network designers to modify the RED design method in order to achieve better overall performance. In this paper, we first investigate the effect of variations in different RED parameters on the network behavior and then seek for the origin of such complex... 

    Chaos control in delayed phase space constructed by the Takens embedding theory

    , Article Communications in Nonlinear Science and Numerical Simulation ; Volume 54 , 2018 , Pages 453-465 ; 10075704 (ISSN) Hajiloo, R ; Salarieh, H ; Alasty, A ; Sharif University of Technology
    Elsevier B.V  2018
    Abstract
    In this paper, the problem of chaos control in discrete-time chaotic systems with unknown governing equations and limited measurable states is investigated. Using the time-series of only one measurable state, an algorithm is proposed to stabilize unstable fixed points. The approach consists of three steps: first, using Takens embedding theory, a delayed phase space preserving the topological characteristics of the unknown system is reconstructed. Second, a dynamic model is identified by recursive least squares method to estimate the time-series data in the delayed phase space. Finally, based on the reconstructed model, an appropriate linear delayed feedback controller is obtained for... 

    A hybrid simulation-adaptive network based fuzzy inference system for improvement of electricity consumption estimation

    , Article Expert Systems with Applications ; Volume 36, Issue 8 , 2009 , Pages 11108-11117 ; 09574174 (ISSN) Azadeh, A ; Saberi, M ; Gitiforouz, A ; Saberi, Z ; Sharif University of Technology
    2009
    Abstract
    This paper presents a hybrid adaptive network based fuzzy inference system (ANFIS), computer simulation and time series algorithm to estimate and predict electricity consumption estimation. The difficulty with electricity consumption estimation modeling approach such as time series is the reason for proposing the hybrid approach of this study. The algorithm is ideal for uncertain, ambiguous and complex estimation and forecasting. Computer simulation is developed to generate random variables for monthly electricity consumption. Various structures of ANFIS are examined and the preferred model is selected for estimation by the proposed algorithm. Finally, the preferred ANFIS and time series... 

    Time-series analysis of TCP/RED computer networks, an empirical study

    , Article Chaos, Solitons and Fractals ; Volume 39, Issue 2 , 2009 , Pages 784-800 ; 09600779 (ISSN) Bigdeli, N ; Haeri, M ; Sharif University of Technology
    2009
    Abstract
    Packet-level observations show that the TCP/RED congestion control systems exhibit complex non-periodic oscillations which vary with the network/RED parameter variations. In this paper, it is investigated whether such complex behaviors are due to nonlinear deterministic chaotic dynamics or do they originate from nonlinear stochastic dynamics. To do this, various methods of linear and nonlinear time series analyses have been applied to the packet-level data gathered from a typical network simulated in ns-2. The results of the analysis for a wide range of variations in averaging weight of RED (as the most important bifurcation factor in TCP/RED networks) show that such behaviors are not due to... 

    Time series forecasting of bitcoin price based on autoregressive integrated moving average and machine learning approaches

    , Article International Journal of Engineering, Transactions A: Basics ; Volume 33, Issue 7 , 2020 , Pages 1293-1303 Khedmati, M ; Seifi, F ; Azizi, M. J ; Sharif University of Technology
    Materials and Energy Research Center  2020
    Abstract
    Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine (SVM) and Random Forest (RF) are proposed and analyzed for modelling and forecasting the Bitcoin price. While some of the proposed models are univariate, the other models are multivariate and as a result, the maximum, minimum and the opening daily price of Bitcoin are also used in these models. The... 

    Chaos Control in Delayed phase Space Constructed by the Takens' Embedding Theory

    , M.Sc. Thesis Sharif University of Technology Hajiloo, Reza (Author) ; Salarieh, Hassan (Supervisor) ; Alasty, Aria (Supervisor)
    Abstract
    One of the most surprising lessons of dynamical systems theory is that the phase spaces of simple nonlinear systems may contain strange attractors. For certain simple systems, such as pendulum, direct observations of the phase space and finding strange attractors are possible. But physical systems in which all the relevant dynamical variables can be simultaneously monitored are relatively scarce. Takens’ theory shows how a time-series of measurements of a single observable state can be often used to reconstruct qualitative features of the phase space of the system. In this research, using the time-series of one measurable state, an algorithm is proposed to control chaos. The approach... 

    S&P500 Intelligent Trading Using Neural Networks

    , M.Sc. Thesis Sharif University of Technology Hoseinzade, Saeid (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    This project tries to select the inputs which really affect the change in the direction of S&P500. For this purpose, design of experiments and analysis of variance are used. T tests are carried out to calculate the statistical significance of mean differences. Experiment results indicate that the designed neural networks with the selected inputs significantly outperform the traditional logit model with respect of the number of correct predictions. Moreover, real trades are simulated using the neural network predictions in the test period and the results show that using the designed neural network can significantly increase the income.

     

    Fault Growth Forecasting of Rotatory Systems Using Wavelet Transform and Artificial Neural Network Algorithm

    , M.Sc. Thesis Sharif University of Technology Sohrabi, Ahmad (Author) ; Behzad, Mahdi (Supervisor) ; Mahdigholi, Hamid (Supervisor)
    Abstract
    Failure of mechanical parts in the industry lead to a larger system downtime and even imposing economic losses to the factory. For this Purpose, for many years, researchers have been trying to find ways to predict early failure and to prevent losses from occurring. Creation of new sciences like artificial intelligence, helped researchers in this field.In the current study, using experimental data of a set of bearings that have been tested and recorded in the Intelligent Systems Research Center, A new approach with sufficient accuracy is presented for the prediction algorithm. Among the features extracted, three features of entropy, root mean square and maximum are the most appropriate... 

    Forecasting P/E Ratio Using Neural Networks

    , M.Sc. Thesis Sharif University of Technology Darvishan, Majid (Author) ; ahramgiri, Mohsen (Supervisor)
    Abstract
    This thesis firstly studies the parameters affecting P/E ratio. These parameters vary from Macroeconomics level, Economic growth and Inflation, to company level. Then this study deploys Neural Networks to predict magnitude of P/E and change direction of P/E ratio. To increase accuracy, thesis uses three different method of normalizing for Input data. Finally, results are compared to results of regression method  

    Design of Sensory Gove for Recognition of Persian Sign Language

    , M.Sc. Thesis Sharif University of Technology Sarsharzaedh, Mohammad Mahdi (Author) ; Vossoughi, Gholamreza (Supervisor) ; Parnianpour, Mohammad (Supervisor)
    Abstract
    Sign language is recognized by considering the combination of the hand gesture, orientation, location and patterns of hand and arm movement. These complex interactions make the character and word recognition very challenging. In this paper, with the aid of sensory gloves and multiple inertial measurement units (IMUs) we measure the shoulder and elbow joint trajectories and hand gesture to train the discriminant functions to recognize the words intended and represented by sign language. For recognition of hand gesture, the Naive Baysian classifier was used while for Eulerian angles a new time series similarity measures were computed. Different aggregation method was used to integrate temporal... 

    Determining the Optimal Level of Reserve in Power Systems with High Penetration of Wind Energy

    , M.Sc. Thesis Sharif University of Technology Riahinia, Shahin (Author) ; Abbaspour Tehrani Fard, Ali (Supervisor) ; Fotuhi-Firuzabad, Mahmud (Co-Advisor)
    Abstract
    Shortage in fossil fuels resources together with the pollution concerns have caused a systematic change in power system planners and decision makers policies to renewable energies as an alternative to produce electrical energy. However, some intrinsic features of the wind energy overshadow its profitability. Inability to predict the wind speed changes and consequently the output level of wind turbines, being an uncontrollable generation unit, and also being an intermittent unit can be accounted as the main attributes of renewable-based units. Taking into account these features, one can conclude that new challenges can be brought into existence in planning and operation issues of... 

    Exploiting Transfer Learning in Deep Neural Networks for Time Series

    , M.Sc. Thesis Sharif University of Technology Salami, Mohammad Sadegh (Author) ; Manzuri Shalmani, Mohammad Taghi (Supervisor)
    Abstract
    The importance of transfer learning in image-related problems comes from its many advantages that are sometimes undeniable. Previous researches have well shown the success of transfer learning in this area using deep neural networks. However, transfer learning for time series data has not yet been done in a conventional and automated manner. The main reason for avoiding transfer learning in this domain relates to the dynamic and stochastic nature of the time series, where they show a time-varying behavior. Previous experiments have shown that transfer learning between two heterogeneous time series could harm the forecasting accuracy of a model. Therefore, in this thesis, we aim to explore... 

    State Space Reconstruction with Application in Revealing the Nonlinear Dynamics of Brain

    , M.Sc. Thesis Sharif University of Technology Heydari, Mohammad Reza (Author) ; Tavazoei, Mohammad Saleh (Supervisor) ; Ghazazideh, Ali (Co-Supervisor)
    Abstract
    Learning is an essential mechanism for the survival of living things. There are different types of learning, and value learning is among the most important types. A child learns that water resolves the thirst need by repeatedly experiencing this situation. Eventually, the value of water, which has been valueless before that, increases gradually in his mind. How this concept is encoded in the brain? previous works reveal the role of different neurons and regions that are relevant to value learning. However, population analysis and dynamic modeling are less considered. Moreover, the links between different brain regions are unknown.Finding the relationship between two relevant regions of the...