917 resultados para Numerical Algorithms and Problems


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Personalized recommender systems aim to assist users in retrieving and accessing interesting items by automatically acquiring user preferences from the historical data and matching items with the preferences. In the last decade, recommendation services have gained great attention due to the problem of information overload. However, despite recent advances of personalization techniques, several critical issues in modern recommender systems have not been well studied. These issues include: (1) understanding the accessing patterns of users (i.e., how to effectively model users' accessing behaviors); (2) understanding the relations between users and other objects (i.e., how to comprehensively assess the complex correlations between users and entities in recommender systems); and (3) understanding the interest change of users (i.e., how to adaptively capture users' preference drift over time). To meet the needs of users in modern recommender systems, it is imperative to provide solutions to address the aforementioned issues and apply the solutions to real-world applications. ^ The major goal of this dissertation is to provide integrated recommendation approaches to tackle the challenges of the current generation of recommender systems. In particular, three user-oriented aspects of recommendation techniques were studied, including understanding accessing patterns, understanding complex relations and understanding temporal dynamics. To this end, we made three research contributions. First, we presented various personalized user profiling algorithms to capture click behaviors of users from both coarse- and fine-grained granularities; second, we proposed graph-based recommendation models to describe the complex correlations in a recommender system; third, we studied temporal recommendation approaches in order to capture the preference changes of users, by considering both long-term and short-term user profiles. In addition, a versatile recommendation framework was proposed, in which the proposed recommendation techniques were seamlessly integrated. Different evaluation criteria were implemented in this framework for evaluating recommendation techniques in real-world recommendation applications. ^ In summary, the frequent changes of user interests and item repository lead to a series of user-centric challenges that are not well addressed in the current generation of recommender systems. My work proposed reasonable solutions to these challenges and provided insights on how to address these challenges using a simple yet effective recommendation framework.^

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The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

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Improving lava flow hazard assessment is one of the most important and challenging fields of volcanology, and has an immediate and practical impact on society. Here, we present a methodology for the quantitative assessment of lava flow hazards based on a combination of field data, numerical simulations and probability analyses. With the extensive data available on historic eruptions of Mt. Etna, going back over 2000 years, it has been possible to construct two hazard maps, one for flank and the other for summit eruptions, allowing a quantitative analysis of the most likely future courses of lava flows. The effective use of hazard maps of Etna may help in minimizing the damage from volcanic eruptions through correct land use in densely urbanized area with a population of almost one million people. Although this study was conducted on Mt. Etna, the approach used is designed to be applicable to other volcanic areas.

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There has been an increasing interest in the development of new methods using Pareto optimality to deal with multi-objective criteria (for example, accuracy and time complexity). Once one has developed an approach to a problem of interest, the problem is then how to compare it with the state of art. In machine learning, algorithms are typically evaluated by comparing their performance on different data sets by means of statistical tests. Standard tests used for this purpose are able to consider jointly neither performance measures nor multiple competitors at once. The aim of this paper is to resolve these issues by developing statistical procedures that are able to account for multiple competing measures at the same time and to compare multiple algorithms altogether. In particular, we develop two tests: a frequentist procedure based on the generalized likelihood-ratio test and a Bayesian procedure based on a multinomial-Dirichlet conjugate model. We further extend them by discovering conditional independences among measures to reduce the number of parameters of such models, as usually the number of studied cases is very reduced in such comparisons. Data from a comparison among general purpose classifiers is used to show a practical application of our tests.

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Data mining can be defined as the extraction of implicit, previously un-known, and potentially useful information from data. Numerous re-searchers have been developing security technology and exploring new methods to detect cyber-attacks with the DARPA 1998 dataset for Intrusion Detection and the modified versions of this dataset KDDCup99 and NSL-KDD, but until now no one have examined the performance of the Top 10 data mining algorithms selected by experts in data mining. The compared classification learning algorithms in this thesis are: C4.5, CART, k-NN and Naïve Bayes. The performance of these algorithms are compared with accuracy, error rate and average cost on modified versions of NSL-KDD train and test dataset where the instances are classified into normal and four cyber-attack categories: DoS, Probing, R2L and U2R. Additionally the most important features to detect cyber-attacks in all categories and in each category are evaluated with Weka’s Attribute Evaluator and ranked according to Information Gain. The results show that the classification algorithm with best performance on the dataset is the k-NN algorithm. The most important features to detect cyber-attacks are basic features such as the number of seconds of a network connection, the protocol used for the connection, the network service used, normal or error status of the connection and the number of data bytes sent. The most important features to detect DoS, Probing and R2L attacks are basic features and the least important features are content features. Unlike U2R attacks, where the content features are the most important features to detect attacks.

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During the epoch when the first collapsed structures formed (6<z<50) our Universe went through an extended period of changes. Some of the radiation from the first stars and accreting black holes in those structures escaped and changed the state of the Intergalactic Medium (IGM). The era of this global phase change in which the state of the IGM was transformed from cold and neutral to warm and ionized, is called the Epoch of Reionization.In this thesis we focus on numerical methods to calculate the effects of this escaping radiation. We start by considering the performance of the cosmological radiative transfer code C2-Ray. We find that although this code efficiently and accurately solves for the changes in the ionized fractions, it can yield inaccurate results for the temperature changes. We introduce two new elements to improve the code. The first element, an adaptive time step algorithm, quickly determines an optimal time step by only considering the computational cells relevant for this determination. The second element, asynchronous evolution, allows different cells to evolve with different time steps. An important constituent of methods to calculate the effects of ionizing radiation is the transport of photons through the computational domain or ``ray-tracing''. We devise a novel ray tracing method called PYRAMID which uses a new geometry - the pyramidal geometry. This geometry shares properties with both the standard Cartesian and spherical geometries. This makes it on the one hand easy to use in conjunction with a Cartesian grid and on the other hand ideally suited to trace radiation from a radially emitting source. A time-dependent photoionization calculation not only requires tracing the path of photons but also solving the coupled set of photoionization and thermal equations. Several different solvers for these equations are in use in cosmological radiative transfer codes. We conduct a detailed and quantitative comparison of four different standard solvers in which we evaluate how their accuracy depends on the choice of the time step. This comparison shows that their performance can be characterized by two simple parameters and that the C2-Ray generally performs best.

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66 p.

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Massive Open Online Courses (MOOCs) may be considered to be a new form of virtual technology enhanced learning environments. Since their first appearance in 2008, the increase in the number of MOOCs has been dramatic. The hype about MOOCs was accompanied by great expectations: 2012 was named the Year of the MOOCs and it was expected that MOOCs would revolutionise higher education. Two types of MOOCs may be distinguished: cMOOCs as proposed by Siemens, based on his ideas of connectivism, and xMOOCs developed in institutions such as Stanford and MIT. Although MOOCs have received a great deal of attention, they have also met with criticism. The time has therefore come to critically reflect upon this phenomenon.

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Le système éducatif encourage une histoire positiviste, ordonnée, unilatérale et universelle; par l´incorporation de le découpage chronologique de l´histoire en quatre étapes. Mais, est-ce qu´il serait posible que les élèves puissent étudier leur propre présent? Mon commuication poursuit d´exposer, comme Saab affirmait, le présent est “le point de départ et d´arrivée de l´enseignement de l´histoire détermine les allers et les retours au passé”. La façon d´approcher l´enseignement de l´histoire est confortable. Il n´y a pas de questions, il n´y a pas de discussions. Cette vision de l´histoire interprétée par l´homme blancoccidental-hétérosexuel s´inscrit dans le projet de la modernité du Siècle des Lumières. Par conséquent, cette histoire obvie que nous vivons dans una société postmoderne de la suspicion, de la pensée débile. En ce qui concerne la problématique autour de la pollution audiovisuelle et la façon dont les enseignants et les élèves sont quotidiennement confrontés à ce problème. Par conséquent, il est nécessaire de réfléchir à la question de l´enseignement de l´histoire quadripartite. Actuellement, les médias et les nouvelles technologies sont en train de changer la vie de l´humanité. Il est indispensable que l´élève connaisse son histoire presente et les scénarioshistoriques dans l´avenir. Je pense en la nécessité d´adopter une didactique de l’histoire presente et par conséquent, nous devons utiliser la maîtrise des médias et de l´information. Il faut une formation des enseignants que pose, comme Gadamer a dit: “le passé y le présent se trouvent par une négociation permanente”. Una formation des enseignants qui permette de comprendre et penser l´histoire future / les histoires futures. À mon avis, si les élèves comprennent la complexité de leur monde et leurs multiples visions, les élèves seront plus tolérantes et empathiques.

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This short paper presents a numerical method for spatial and temporal downscaling of solar global radiation and mean air temperature data from global weather forecast models and its validation. The final objective is to develop a prediction algorithm to be integrated in energy management models and forecast of energy harvesting in solar thermal systems of medium/low temperature. Initially, hourly prediction and measurement data of solar global radiation and mean air temperature were obtained, being then numerically downscaled to half-hourly prediction values for the location where measurements were taken. The differences between predictions and measurements were analyzed for more than one year of data of mean air temperature and solar global radiation on clear sky days, resulting in relative daily deviations of around -0.9±3.8% and 0.02±3.92%, respectively.

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This paper compares the performance of the complex nonlinear least squares algorithm implemented in the LEVM/LEVMW software with the performance of a genetic algorithm in the characterization of an electrical impedance of known topology. The effect of the number of measured frequency points and of measurement uncertainty on the estimation of circuit parameters is presented. The analysis is performed on the equivalent circuit impedance of a humidity sensor.

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A numerical study on shocked flows induced by a supersonic projectile moving in tubes is described in this paper. The dispersion-controlled scheme was adopted to solve the Euler equations implemented with moving boundary conditions. Four test cases were carried out in the present study: the first two cases are for validation of numerical algorithms and verification of moving boundary conditions, and the last two cases are for investigation into wave dynamic processes induced by the projectile moving at Mach numbers of M-p = 2.0 and 2.4, respectively, in a short time duration after the projectile was released from a shock tube into a big chamber. It was found that complex shock phenomena exist in the shocked flow, resulting from shock-wave/projectile interaction, shock-wave focusing, shock-wave reflection and shock-wave/contact-surface interactions, from which turbulence and vortices may be generated. This is a fundamental study on complex shock phenomena, and is also a useful investigation for understanding on shocked flows in the ram accelerator that may provide a highly efficient facility for launching hypersonic projectiles.

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A numerical method is developed to simulate complex two-dimensional crack propagation in quasi-brittle materials considering random heterogeneous fracture properties. Potential cracks are represented by pre-inserted cohesive elements with tension and shear softening constitutive laws modelled by spatially varying Weibull random fields. Monte Carlo simulations of a concrete specimen under uni-axial tension were carried out with extensive investigation of the effects of important numerical algorithms and material properties on numerical efficiency and stability, crack propagation processes and load-carrying capacities. It was found that the homogeneous model led to incorrect crack patterns and load–displacement curves with strong mesh-dependence, whereas the heterogeneous model predicted realistic, complicated fracture processes and load-carrying capacity of little mesh-dependence. Increasing the variance of the tensile strength random fields with increased heterogeneity led to reduction in the mean peak load and increase in the standard deviation. The developed method provides a simple but effective tool for assessment of structural reliability and calculation of characteristic material strength for structural design.

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The SUGAR Toolbox contains scripts coded in MATLAB for calculating various thermodynamic, kinetic, and geologic properties of substances occurring in the marine environment, particularly gas hydrate and seep systems. Brief descriptions of the toolbox scripts and some notes on the underlying basic theory as well as tables of additional property values can be found in the accompanying documentation.