: This thesis applies neural network feature selection techniques to multivariate time series data to improve prediction of a target time series. Two approaches to feature selection are used. First, a subset enumeration method is used to determine which financial indicators are most useful for aiding in prediction of the S&P 500 futures daily price. The candidate indicators evaluated include RSI, Stochastics and several moving averages. Results indicate that the Stochastics and RSI indicators result in better prediction results than the moving averages. The second approach to feature selection is calculation of individual saliency metrics. A new decision boundary-based individual saliency metric, and a classifier independent saliency metric are developed and tested. Ruck's saliency metric, the decision boundary based saliency metric, and the classifier independent saliency metric are compared for a data set consisting of the RSI and Stochastics indicators as well as delayed closing price values. The decision based metric and the Ruck metric results are similar, but the classifier independent metric agrees with neither of the other metrics. The nine most salient features, determined by the decision boundary based metric, are used to train a neural network and the results are presented and compared to other published results. (AN)

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Nonlinear Time Series Analysis.

A versatile sharp interface immersed boundary method for incompressible flows with complex boundaries

This study describes the development and validation of Computational Fluid Dynamics (CFD) methodology for the simulation of dispersed two-phase flows. A two-fluid (Euler-Euler) methodology previously developed at Imperial College is adapted to high phase fractions. It employs averaged mass and momentum conservation equations to describe the time-dependent motion of both phases and, due to the averaging process, requires additional models for the inter-phase momentum transfer and turbulence for closure. The continuous phase turbulence is represented using a two-equation k − ε−turbulence model which contains additional terms to account for the effects of the dispersed on the continuous phase turbulence. The Reynolds stresses of the dispersed phase are calculated by relating them to those of the continuous phase through a turbulence response function. The inter-phase momentum transfer is determined from the instantaneous forces acting on the dispersed phase, comprising drag, lift and virtual mass. These forces are phase fraction dependent and in this work revised modelling is put forward in order to capture the phase fraction dependency of drag and lift. Furthermore, a correlation for the effect of the phase fraction on the turbulence response function is proposed. The revised modelling is based on an extensive survey of the existing literature. The conservation equations are discretised using the finite-volume method and solved in a solution procedure, which is loosely based on the PISO algorithm, adapted to the solution of the two-fluid model. Special techniques are employed to ensure the stability of the procedure when the phase fraction is high or changing rapidely. Finally, assessment of the methodology is made with reference to experimental data for gas-liquid bubbly flow in a sudden enlargement of a circular pipe and in a plane mixing layer. Additionally, Direct Numerical Simulations (DNS) are performed using an interface-capturing methodology in order to gain insight into the dynamics of free rising bubbles, with a view towards use in the longer term as an aid in the development of inter-phase momentum transfer models for the two-fluid methodology. The direct numerical simulation employs the mass and momentum conservation equations in their unaveraged form and the topology of the interface between the two phases is determined as part of the solution. A novel solution procedure, similar to that used for the two-fluid model, is used for the interface-capturing methodology, which allows calculation of air bubbles in water. Two situations are investigated: bubbles rising in a stagnant liquid and in a shear flow. Again, experimental data are used to verify the computational results.

Computational fluid dynamics of dispersed two-phase flows at high phase fractions

Biomass is considered to have potential to be used as an alternative energy source. High carbon content present in biomass converts it into high energy biochar on thermochemical treatment. Among few well established thermochemical technologies for the treatment of biomass and biogenic waste to produce high energy char along with oil and gaseous yield, pyrolysis is the most studied and discussed technique in the recent past. A comparison between the existing techniques is established in the present work. Production of char from the biomass and biogenic wastes is reviewed and it was found that yield of the biochar depends upon the biomass composition like moisture content and presence of cellulose or lignin. Pyrolysis product distribution and their quality strongly depend upon the process parameters. Different biomasses which can be used as raw material in pyrolysis are also reviewed and categorized depending upon their source. Pyrolysis process parameters such as temperature, heating rate, residence time etc. also influence the biochar yield. This study discusses the effect of these process parameters on the production of biochar through pyrolysis of biomass.

Effect of process parameters on production of biochar from biomass waste through pyrolysis: A review

Fluctuating lift on a circular cylinder: review and new measurements

Liquid fuels and chemicals from pyrolysis of motorcycle tire waste: Product yields, compositions and related properties

Experiments to investigate the formation mechanism and frequency of vortex shedding from a sphere in uniform shear flow were conducted in a water channel using flow visualization and velocity measurement. The Reynolds number, defined in terms of the sphere diameter and approach velocity at its centre, ranged from 200 to 3000. The shear parameter K, defined as the transverse velocity gradient of the shear flow non-dimensionalized by the above two parameters, was varied from 0 to 0.25. The critical Reynolds number beyond which vortex shedding from the sphere occurred was found to be lower than that for uniform flow and decreased approximately linearly with increasing shear parameter. Also, the Strouhal number of the hairpin-shaped vortex loops became larger than that for uniform flow and increased as the shear parameter increased.The formation mechanism and the structure of vortex shedding were examined on the basis of series of photographs and subsequent image processing using computer graphics. The range of Reynolds number in the present investigation, extending up to 3000, could be classified into three regions on the basis of this study, and it was observed that the wake configuration did not differ substantially from that for uniform flow. Also, unlike the detachment point of vortex loops in uniform flow, which was irregularly located along the circumference of the sphere, the detachment point in shear flow was always on the high-velocity side.

The formation mechanism and shedding frequency of vortices from a sphere in uniform shear flow

Properties of sugarcane waste-derived bio-oils obtained by fixed-bed fire-tube heating pyrolysis.

The objective of this paper is to investigate the suppression of the fluid forces acting on a circular cylinder (hereafter called the main cylinder) by controlling the flow around it. Flow control was established by introducing a fine circular cylinder (hereafter called the control cylinder) near the main cylinder. Measurements were carried out with variation of the position of the control cylinder in the ranges of G/d = 0.004 [approximately] 0.20 (G is the gap between main cylinder and control cylinder, d is diameter of main cylinder) and [alpha] = 0 [approximately] 180 deg ([alpha] is the angle along circumference from the front stagnation point of main cylinder) at a Reynolds number of 6.5 [times] 10[sup 4]. Subsequently, the steady and unsteady fluid forces, vortex shedding frequency and flow pattern were systematically examined. Furthermore, such matters as the mechanism of the flow control, the nature of the controlled wake, the relationship between the characteristics of the controlled fluid forces, and the behavior of the flow were discussed in detail on the basis of the obtained results regarding fluid forces, vortex shedding frequency and flow pattern.

Hiroyuki Haniu

Papers

Liquid fuels and chemicals from pyrolysis of motorcycle tire waste: Product yields, compositions and related properties

The formation mechanism and shedding frequency of vortices from a sphere in uniform shear flow

Properties of sugarcane waste-derived bio-oils obtained by fixed-bed fire-tube heating pyrolysis.

Optimum Suppression of Fluid Forces Acting on a Circular Cylinder

Production of liquid fuels and chemicals from pyrolysis of Bangladeshi bicycle/rickshaw tire wastes