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    Real Time Trend Forecasting of Noisy Signal Using Deep Recurrent LSTM Network

    , M.Sc. Thesis Sharif University of Technology Aghaee, Arman (Author) ; Vosoughi Vahdat, Bijan (Supervisor)
    Abstract
    Artificial neural networks are mathematical models inspired by the nervous system and brain. The types and applications of these networks are very widespread nowadays, and it seems that they can be used to track the signals well and estimate the data of the next. In this research, we try to present a model that can predict the future of the trend of noisy signals that have unpredictable behavior, or in other words, chaotic signals. Such research is also widely used in the medical sciences, including the diagnosis of epileptic seizures or heart attacks. In this research, a study with high volatility financial data has been done as an example on this issue and the proposed model tries to be... 

    International Oil Price Time Series Prediction Using GMDH Neural Network and its Performance Comparison with MLP Neural Network and ARIMA Method

    , M.Sc. Thesis Sharif University of Technology Ghazanfari, Mahdi (Author) ; Haji, Alireza (Supervisor)
    Abstract
    Predicting oil prices, especially in exporting countries, will help governments in the policy-making process by obtaining a reliable estimate of oil revenues. The existence of a complex mechanism governing the process of oil price formation has reduced the efficiency of linear models in forecasting and led researchers to use nonlinear intelligent systems to predict oil prices. In this study, after a detailed study of the structure of artificial neural network, two models of neural network GMDH and MLP and ARIMA method have been used to predict oil price. There are important factors in the prediction process with neural networks, and if all these factors are selected correctly; One can expect... 

    Classification of sleep stages based on LSTAR model

    , Article Applied Soft Computing Journal ; Volume 75 , 2019 , Pages 523-536 ; 15684946 (ISSN) Ghasemzadeh, P ; Kalbkhani, H ; Sartipi, S ; Shayesteh, M. G ; Sharif University of Technology
    Elsevier Ltd  2019
    Abstract
    Sleep study is very important in the health since sleep disorders affect the productivity of individuals. One of the important topics in sleep research is the classification of sleep stages using the electroencephalogram (EEG) signal. Electrical activities of brain are measured by EEG signal in the laboratory. In real-world environments, EEG signal is also used in portable monitoring devices to analyze sleep. In this study, we propose an efficient method for classification of sleep stages. EEG signals are examined by a new model from autoregressive (AR) family, namely logistic smooth transition autoregressive (LSTAR) to study sleep process. In contrast to the AR model, LSTAR is a non-linear... 

    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... 

    Forecasting smoothed non-stationary time series using genetic algorithms

    , Article International Journal of Modern Physics C ; Volume 18, Issue 6 , 2007 , Pages 1071-1086 ; 01291831 (ISSN) Norouzzadeh, P ; Rahmani, B ; Norouzzadeh, M. S ; Sharif University of Technology
    2007
    Abstract
    We introduce kernel smoothing method to extract the global trend of a time series and remove short time scales variations and fluctuations from it. A multifractal detrended fluctuation analysis (MF-DFA) shows that the multifractality nature of TEPIX returns time series is due to both fatness of the probability density function of returns and long range correlations between them. MF-DFA results help us to understand how genetic algorithm and kernel smoothing methods act. Then we utilize a recently developed genetic algorithm for carrying out successful forecasts of the trend in financial time series and deriving a functional form of Tehran price index (TEPIX) that best approximates the time... 

    Project completion time in dynamic PERT networks with generating projects

    , Article Scientia Iranica ; Volume 14, Issue 1 , 2007 , Pages 56-63 ; 10263098 (ISSN) Azaron, A ; Modarres, M ; Sharif University of Technology
    Sharif University of Technology  2007
    Abstract
    In this paper, an analytical method is developed to compute the project completion time distribution in a dynamic PERT network, where the activity durations are exponentially distributed random variables. The projects are generated according to a renewal process and share the same facilities. Thus, these projects cannot be analyzed independently. The authors' approach is to transform this dynamic PERT network into a stochastic network and, then, to obtain the project completion time distribution by constructing a proper continuous-time Markov chain. This dynamic PERT network is represented as a network of queues, where the service times represent the durations of the corresponding activities... 

    On the resolution of existing discontinuities in the dynamic responses of an Euler-Bernoulli beam subjected to the moving mass

    , Article 8th Biennial ASME Conference on Engineering Systems Design and Analysis, ESDA2006, Torino, 4 July 2006 through 7 July 2006 ; Volume 2006 , 2006 ; 0791837793 (ISBN); 9780791837795 (ISBN) Kargarnovin, M. H ; Saeedi, K ; Sharif University of Technology
    American Society of Mechanical Engineers  2006
    Abstract
    The dynamic response of a one-dimensional distributed parameter system subjected to a moving mass with constant speed is investigated. An Euler-Bernoulli beam with the uniform cross-section and finite length with specified boundary support conditions is assumed. In this paper, rather a new method based on the time dependent series expansion for calculating the bending moment and the shear force due to motion of the mass is suggested. Governing differential equations of the motion are derived and solved. The accuracy of the numerical results primarily is verified and further the rapid convergence of this new technique was illustrated over other existing methods. Finally, it is shown that a... 

    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... 

    Developing a conjunctive nonlinear model for inflow prediction using wavelet transforms and artificial neural networks: A case study of Dez reservoir dam, Iran

    , Article Operations Management 2006, Sacramento, CA, 14 August 2006 through 16 August 2006 ; Volume 2006 , 2006 , Pages 69-78 ; 0784408750 (ISBN); 9780784408759 (ISBN) Mehdikhani, H ; Abrishamchi, A ; Khodaei, H ; Sharif University of Technology
    2006
    Abstract
    Dez reservoir dam is one of the famous dams in Khuzestan province in southwestern part of Iran. Operation of Dez reservoir dam and it's strategic position has an important role regard to providing country's net power, it's long precedence in operation, Dam dimension, multidisciplinary uses and existence of essential land use in downstream. Thus inflow forecasting could have a great role in effective operation of dam, flood non-structural and risk management by applying an effective flood warning. The more accurate the forecasting of inflow to reservoir will be results the less peak outflow and less risk to downstream. This paper presents a new Conjunctive nonlinear model using Wavelet... 

    Seizure detection in EEG signals: a comparison of different approaches

    , Article 28th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBS'06, New York, NY, 30 August 2006 through 3 September 2006 ; 2006 , Pages 6724-6727 ; 05891019 (ISSN); 1424400325 (ISBN); 9781424400324 (ISBN) Mohseni, H. R ; Maghsoudi, A ; Shamsollahi, M. B ; Sharif University of Technology
    2006
    Abstract
    In this paper, the performance of traditional variance-based method for detection of epileptic seizures in EEG signals are compared with various methods based on nonlinear time series analysis, entropies, logistic regression, discrete wavelet transform and time frequency distributions. We noted that variance-based method in compare to the mentioned methods had the best result (100%) applied on the same database. © 2006 IEEE  

    Short Term Traffic State Forecasting for Travel Time Estimation

    , M.Sc. Thesis Sharif University of Technology Badrestani, Ebrahim (Author) ; Beigy, Hamid (Supervisor)
    Abstract
    Real-time travel time estimation is a major requirement in many transportation related systems. One of the main challeges is to estimate the traffic speed and then forecast it for a short time. A valuable data source for this task is instant location of moving cars that is captured using global positioning system (GPS) and sent through internet in online manner. The main problem is that the resulting traffic data is severely sparse and also contains a lot of noise. Previous researchs on this type of data are mostly based on matrix or tensor factorization. In this work it is shown that despite the large fraction of missing value it is possible to use neural network for this problem with some... 

    Spatial-temporal Variation of Urmia Lake Basin Using Artificial Intelligence Algorithms

    , M.Sc. Thesis Sharif University of Technology Novin, Soroush (Author) ; Torkian, Ayoub (Supervisor)
    Abstract
    Water shortages resulting from macro-environmental climate changes as well as local inefficient agricultural practices and dam constructions activities have resulted in the gradual reduction of water level in Urmia Lake, located in the northwest of Iran. As such, restoration efforts were initiated to prevent further adverse impacts exacerbating the conditions and creating secondary problems such as regional salt dust generation and dispersion, resulting in health issues for the greater area population in the neighboring vicinities. The utilization of advanced forecast modeling based on deep learning algorithms can assist the authorities to manage better multi-dimensional issues affecting the... 

    Pattern recognition in financial surveillance with the ARMA-GARCH time series model using support vector machine

    , Article Expert Systems with Applications ; Volume 182 , 2021 ; 09574174 (ISSN) Doroudyan, M. H ; Akhavan Niaki, S. T ; Sharif University of Technology
    Elsevier Ltd  2021
    Abstract
    As the intersection of finance and statistics, financial surveillance is a new interdisciplinary field of research. In this field, statistical process control methods are applied to monitor financial indices. The final aim is to detect out-of-control conditions and trigger a signal as soon as possible. These early signals can help practitioners in making on-time decisions. In this paper, a new method based on a support vector machine is proposed to detect upward and downward shifts with step and trend patterns in auto-correlated financial processes. These processes are modeled by the autoregressive moving average (ARMA) and generalized autoregressive conditional heteroskedasticity (GARCH)... 

    Time series analysis framework for forecasting the construction labor costs

    , Article KSCE Journal of Civil Engineering ; Volume 25, Issue 8 , 2021 , Pages 2809-2823 ; 12267988 (ISSN) Faghih, S. A. M ; Gholipour, Y ; Kashani, H ; Sharif University of Technology
    Springer Verlag  2021
    Abstract
    This manuscript presents a framework to develop vector error correction (VEC) models applicable to forecasting the short- and long-run movements of the average hourly earnings of construction labor, which is an essential predictor of the construction labor costs. These models characterize the relationship between average hourly earnings and a set of explanatory variables. The framework is applied to develop VEC forecasting models for the average hourly earnings of construction labor in the USA based on the identified variables that govern its movements, such as Global Energy Price Index, Gross Domestic Product, and Personal Consumption Expenditures. More than 150 candidate VEC models were... 

    Dynamic time warping-based features with class-specific joint importance maps for action recognition using kinect depth sensor

    , Article IEEE Sensors Journal ; Volume 21, Issue 7 , 2021 , Pages 9300-9313 ; 1530437X (ISSN) Mohammadzade, H ; Hosseini, S ; Rezaei Dastjerdehei, M. R ; Tabejamaat, M ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2021
    Abstract
    This paper proposes a novel 3D action recognition technique that uses time-series information extracted from depth image sequences for use in systems of human daily activity monitoring. To this end, each action is represented as a multi-dimensional time series, where each dimension represents the position variation of one skeleton joint over time. The time series is then mapped onto a vector space using Dynamic Time Warping (DTW) distance. Furthermore, to employ the correlation-distinctiveness relationship of the sequences in recognition, this vector space is remapped onto a discriminative space using the regularized Fisher method, where final decisions about the actions are made. Unlike... 

    fMRI functional connectivity analysis via kernel graph in Alzheimer’s disease

    , Article Signal, Image and Video Processing ; Volume 15, Issue 4 , 2021 , Pages 715-723 ; 18631703 (ISSN) Ahmadi, H ; Fatemizadeh, E ; Motie Nasrabadi, A ; Sharif University of Technology
    Springer Science and Business Media Deutschland GmbH  2021
    Abstract
    Functional magnetic resonance imaging (fMRI) is an imaging tool that is used to analyze the brain’s functions. Brain functional connectivity analysis based on fMRI signals often calculated correlations among time series in different areas of the brain. For FC analysis most prior research works generate the brain graphs based on linear correlations, however, the nonlinear behavior of the brain can lower the accuracy of such graphs. Usually, the Pearson correlation coefficient is used which has limitations in revealing nonlinear relationships. One of the proper methods for nonlinear analysis is the Kernel trick. This method maps the data into a high dimensional space and calculates the linear... 

    Prognostics of Rolling Element Bearings and Determining the Condition Monitoring Intervals Using LSTM

    , M.Sc. Thesis Sharif University of Technology Hosseinli, Ali (Author) ; Behzad, Mehdi (Supervisor)
    Abstract
    This study proposes a method to predict the remaining useful life (RUL) of the rolling element bearings (REBs) by forecasting the future trend of the peak of the acceleration signal. It is also employed to determine an appropriate time interval between the measurements of REBs vibration to reduce the error of forecasting and avoid collecting too much data in addition to increasing the reliability. In the first step, in order to achieve better results, the history of the acceleration peak is transformed into a stationary space before using the long short-term memory (LSTM) model to make it normally distributed and stationary. Then, LSTM forecasts the future trend of the stationary time series... 

    Proposing a Method for Forecasting Interrupted Time Series based on Fuzzy Logic: a System Dynamics Approach

    , M.Sc. Thesis Sharif University of Technology Modarres Vahid, Melika (Author) ; Khedmati, Majid (Supervisor)
    Abstract
    Performing analysis and forecasting is crucial. Better forecasting will lead to better decisions. One method for predicting the future is time series analysis. In reality, it is common for an intervention to occur and alter the characteristics of a time series. In recent years, interrupted time series analysis has been receiving a lot of attention. A new forecasting method for interrupted time series has been developed in this study. This is a system dynamics-based approach. At every stage of the approach, system thinking is incorporated. In order to model the effects of a given intervention, common modes of behavior in dynamic systems are used. Furthermore, control theory has been used to... 

    fMRI functional connectivity analysis via kernel graph in Alzheimer’s disease

    , Article Signal, Image and Video Processing ; Volume 15, Issue 4 , 2021 , Pages 715-723 ; 18631703 (ISSN) Ahmadi, H ; Fatemizadeh, E ; Motie-Nasrabadi, A ; Sharif University of Technology
    Springer Science and Business Media Deutschland GmbH  2021
    Abstract
    Functional magnetic resonance imaging (fMRI) is an imaging tool that is used to analyze the brain’s functions. Brain functional connectivity analysis based on fMRI signals often calculated correlations among time series in different areas of the brain. For FC analysis most prior research works generate the brain graphs based on linear correlations, however, the nonlinear behavior of the brain can lower the accuracy of such graphs. Usually, the Pearson correlation coefficient is used which has limitations in revealing nonlinear relationships. One of the proper methods for nonlinear analysis is the Kernel trick. This method maps the data into a high dimensional space and calculates the linear...