The foreign exchange market is one of the largest and most active financial markets with enormous daily trading volumes. Exchange rates are influenced by the interactions of a large number of agents, each operating with different intentions and on different time scales. This gives rise to nonlinear and non-stationary behaviour which complicates modelling. This research proposes a neural network based model trained on data filtered with a novel Empirical Mode Decomposition (EMD) filtering method for the forecasting of exchange rates. One minor and two major exchange rates are evaluated in this study. Firstly the ideal prediction horizons for trading are calculated for each of the exchange rates. The data is filtered according to this ideal prediction horizon using the EMD-filter. This EMD-filter dynamically filters the data based on the apparent number of intrinsic modes in the signal that can contribute towards prediction over the selected horizon. The filter is employed to filter out high frequency noise and components that would not contribute to the prediction of the exchange rate at the chosen timescale. This results in a clearer signal that still includes nonlinear behaviour. An artificial neural network predictor is trained on the filtered data using different sampling rates that are compatible with the cut-off frequency. The neural network is able to capture the nonlinear relationships between historic and future filtered data with greater certainty compared to a neural network trained on unfiltered data. Results show that the neural network trained on EMD-filtered data is significantly more accurate at prediction of exchange rates compared to the benchmark models of a neural network trained on unfiltered data and a random walk model for all the exchange rates. The EMD-filtered neural network’s predicted returns for the higher sample rates show higher correlations with the actual returns, and significant profits can be made when applying a trading strategy based on the predictions. Lower sample rates that just marginally satisfy the Nyquist criterion perform comparably with the neural network trained on unfiltered data; this may indicate that some aliasing occurs for these sampling rates as the EMD low-pass filter has a gradual cut-off, leaving some high frequency noise within the signal. The proposed model of the neural network trained on EMD-filtered data was able to uncover systematic relationships between the filtered inputs and actual outputs. The model is able to deliver profitable average monthly returns for most of the tested sampling rates and forecast horizons of the different exchange rates. This provides evidence that systematic predictable behaviour is present within exchange rates, and that this systematic behaviour can be modelled if it is properly separated from high frequency noise. / MIng (Computer and Electronic Engineering), North-West University, Potchefstroom Campus, 2015

In this study the performance of pure, very fine iron (III) oxide powder was investigated as catalyst for the decomposition of sulphur trioxide into sulphur dioxide and oxygen. This highly endothermic reaction requires a catalyst to lower the reaction temperature. This reaction forms part of the HyS (Hybrid Sulphur) cycle, a proposed thermochemical process for the industrial scale production of hydrogen and oxygen from water. The study aimed at obtaining reaction kinetics for this reaction employing pure, unsupported iron (III) oxide as catalyst as a cheaper alternative compared to supported iron catalysts. It was found that the SO3 conversion was carried out in the absence of diffusion limitations and that the reverse reaction did not play a significant role. By assuming plug flow conditions in the reactor and 1st order kinetics, the kinetic parameters of the reaction were obtained. These parameters that form part of the Arrhenius law in describing the reaction rate constant, were determined to be 118(±23) kj / mol for the activation energy ( Ea ), and a value of 3(±0.5) x 108hr-1 was obtained for the Arrhenius frequency factor ( A ). Both values correspond to literature, although in general larger activation energies were published for iron (III) oxide derived supported catalysts. A comparison of the performance of the pure, unsupported iron (III) oxide catalyst with other iron (III) oxide derived supported catalysts (or pellets) has shown that the pure iron (III) oxide catalyst exhibit similar activities. Avoiding expensive catalyst preparation will be an initial step in the direction of developing a cost effective catalyst for the decomposition of sulphur trioxide. It is, however, recommended to investigate different particle sizes as well as purity levels of the unsupported iron (III) oxide to find an optimum cost to performance ratio, as the degree of fineness and the degree of purity will largely influence the final catalyst cost. A qualitative investigation with various reaction product species as well as water in the reactor feed was conducted to assess the influence of these species on the reaction rate. The addition of these species seems to have a larger influence on the reaction rate at low reaction temperatures around 700°C than at higher reaction temperatures (i.e. 750°C and 825°C). This can be attributed to adsorption rates of such species that reduce at higher temperatures. Observations at higher reaction temperatures also suggest that the reaction is of a first-order nature. / MIng (Chemical Engineering), North-West University, Potchefstroom Campus, 2014

The foreign exchange market is one of the largest and most active financial markets with enormous daily trading volumes. Exchange rates are influenced by the interactions of a large number of agents, each operating with different intentions and on different time scales. This gives rise to nonlinear and non-stationary behaviour which complicates modelling. This research proposes a neural network based model trained on data filtered with a novel Empirical Mode Decomposition (EMD) filtering method for the forecasting of exchange rates. One minor and two major exchange rates are evaluated in this study. Firstly the ideal prediction horizons for trading are calculated for each of the exchange rates. The data is filtered according to this ideal prediction horizon using the EMD-filter. This EMD-filter dynamically filters the data based on the apparent number of intrinsic modes in the signal that can contribute towards prediction over the selected horizon. The filter is employed to filter out high frequency noise and components that would not contribute to the prediction of the exchange rate at the chosen timescale. This results in a clearer signal that still includes nonlinear behaviour. An artificial neural network predictor is trained on the filtered data using different sampling rates that are compatible with the cut-off frequency. The neural network is able to capture the nonlinear relationships between historic and future filtered data with greater certainty compared to a neural network trained on unfiltered data. Results show that the neural network trained on EMD-filtered data is significantly more accurate at prediction of exchange rates compared to the benchmark models of a neural network trained on unfiltered data and a random walk model for all the exchange rates. The EMD-filtered neural network’s predicted returns for the higher sample rates show higher correlations with the actual returns, and significant profits can be made when applying a trading strategy based on the predictions. Lower sample rates that just marginally satisfy the Nyquist criterion perform comparably with the neural network trained on unfiltered data; this may indicate that some aliasing occurs for these sampling rates as the EMD low-pass filter has a gradual cut-off, leaving some high frequency noise within the signal. The proposed model of the neural network trained on EMD-filtered data was able to uncover systematic relationships between the filtered inputs and actual outputs. The model is able to deliver profitable average monthly returns for most of the tested sampling rates and forecast horizons of the different exchange rates. This provides evidence that systematic predictable behaviour is present within exchange rates, and that this systematic behaviour can be modelled if it is properly separated from high frequency noise. / MIng (Computer and Electronic Engineering), North-West University, Potchefstroom Campus, 2015

International Telemetering Conference Proceedings / October 18-21, 2004 / Town & Country Resort, San Diego, California / This paper describes a new approach to object recognition by using ground-penetrating radar (GPR) imaging systems. The recognition procedure utilizes the spectral content instead of the object shape in traditional methods. To produce the identification feature of an object, the most common spectral component is obtained by singular value decomposition (SVD) of the training sets. The identification process is then integrated into the backward propagation image reconstruction algorithm, which is implemented on the FMCW GPR imaging systems.

Thesis (PhD)--Stellenbosch University, 2015. / ENGLISH ABSTRACT: Numerical simulations are widely used for predicting and optimising the exploitation of aquifers. They are also used to determine certain physical parameters, for example soil conductivity, by inverse calculations, where the model parameters are changed until the model results correspond optimally to measurements taken on site. The Richards’ equation describes the movement of an unsaturated fluid through porous media, and is characterised as a non-linear partial differential equation. The equation is subject to a number of parameters and is typically computationally expensive to solve. To determine the parameters in the Richards’ equation, inverse modelling studies often need to be undertaken. In these studies, the parameters of a numerical model are varied until the numerical response matches a measured response. Inverse modelling studies typically require 100’s of simulations, which implies that parameter optimisation in unsaturated case studies is common only in small or 1D problems in the literature. As a solution to overcome the computational expense incurred in inverse modelling, the use of Proper Orthogonal Decomposition (POD) as a Reduced Order Modelling (ROM) method is proposed in this thesis to speed-up individual simulations. An explanation of the Finite Element Method (FEM) is given using the Galerkin method, followed by a detailed explanation of the Galerkin POD approach. In the development of the Galerkin POD approach, the method of reducing matrices and vectors is shown, and the treatment of Neumann and Dirichlet boundary values is explained. The Galerkin POD method is applied to two case studies. The first case study is the Kogelberg site in the Table Mountain Group near Cape Town in South Africa. The response of the site is modelled at one well over the period of 2 years, and is assumed to be governed by saturated flow, making it a linear problem. The site is modelled as a 3D transient, homogeneous site, using 15 layers and ≈ 20000 nodes, using the FEM implemented on the open-source software FreeFem++. The model takes the evapotranspiration of the fynbos vegetation at the site into consideration, allowing the calculation of annual recharge into the aquifer. The ROM is created from high-fidelity responses taken over time at different parameter points, and speed-up times of ≈ 500 are achieved, corresponding to speed-up times found in the literature for linear problems. The purpose of the saturated groundwater model is to demonstrate that a POD-based ROM can approximate the full model response over the entire parameter domain, highlighting the excellent interpolation qualities and speed-up times of the Galerkin POD approach, when applied to linear problems. A second case study is undertaken on a synthetic unsaturated case study, using the Richards’ equation to describe the water movement. The model is a 2D transient model consisting of ≈ 5000 nodes, and is also created using FreeFem++. The Galerkin POD method is applied to the case study in order to replicate the high-fidelity response. This did not yield in any speed-up times, since the full matrices of non-linear problems need to be recreated at each time step in the transient simulation. Subsequently, a method is proposed in this thesis that adapts the Galerkin POD method by linearising the non-linear terms in the Richards’ equation, in a method named the Linearised Galerkin POD (LGP) method. This method is applied to the same 2D synthetic problem, and results in speed-up times in the range of 10 to 100. The adaptation, notably, does not use any interpolation techniques, favouring a code intrusive, but physics-based, approach. While the use of an intrusively linearised POD approach adds to the complexity of the ROM, it avoids the problem of finding kernel parameters typically present in interpolative POD approaches. Furthermore, the interpolation and possible extrapolation properties inherent to intrusive POD-based ROM’s are explored. The good extrapolation properties, within predetermined bounds, of intrusive POD’s allows for the development of an optimisation approach requiring a very small Design of Experiments (DOE) sets (e.g. with improved Latin Hypercube sampling). The optimisation method creates locally accurate models within the parameter space using Support Vector Classification (SVC). The region inside of the parameter space in which the optimiser is allowed to move is called the confidence region. This confidence region is chosen as the parameter region in which the ROM meets certain accuracy conditions. With the proposed optimisation technique, advantage is taken of the good extrapolation characteristics of the intrusive POD-based ROM’s. A further advantage of this optimisation approach is that the ROM is built on a set of high-fidelity responses obtained prior to the inverse modelling study, avoiding the need for full simulations during the inverse modelling study. In the methodologies and case studies presented in this thesis, initially infeasible inverse modelling problems are made possible by the use of the POD-based ROM’s. The speed up times and extrapolation properties of POD-based ROM’s are also shown to be favourable. In this research, the use of POD as a groundwater management tool for saturated and unsaturated sites is evident, and allows for the quick evaluation of different scenarios that would otherwise not be possible. It is proposed that a form of POD be implemented in conventional groundwater software to significantly reduce the time required for inverse modelling studies, thereby allowing for more effective groundwater management. / AFRIKAANSE OPSOMMING: Die Richards vergelyking beskryf die beweging van ’n vloeistof deur ’n onversadigde poreuse media, en word gekenmerk as ’n nie-lineêre parsiële differensiaalvergelyking. Die vergelyking is onderhewig aan ’n aantal parameters en is tipies berekeningsintensief om op te los. Om die parameters in die Richards vergelyking te bepaal, moet parameter optimering studies dikwels onderneem word. In hierdie studies, word die parameters van ’n numeriese model verander totdat die numeriese resultate die gemete resultate pas. Parameter optimering studies vereis in die orde van honderde simulasies, wat beteken dat studies wat gebruik maak van die Richards vergelyking net algemeen is in 1D probleme in die literatuur. As ’n oplossing vir die berekingskoste wat vereis word in parameter optimering studies, is die gebruik van Eie Ortogonale Ontbinding (POD) as ’n Verminderde Orde Model (ROM) in hierdie tesis voorgestel om individuele simulasies te versnel in die optimering konteks. Die Galerkin POD benadering is aanvanklik ondersoek en toegepas op die Richards vergelyking, en daarna is die tegniek getoets op verskeie gevallestudies. Die Galerkin POD metode word gedemonstreer op ’n hipotetiese gevallestudie waarin water beweging deur die Richards-vergelyking beskryf word. As gevolg van die nie-lineêre aard van die Richards vergelyking, het die Galerkin POD metode nie gelei tot beduidende vermindering in die berekeningskoste per simulasie nie. ’n Verdere gevallestudie word gedoen op ’n ware grootskaalse terrein in die Tafelberg Groep naby Kaapstad, Suid-Afrika, waar die grondwater beweging as versadig beskou word. Weens die lineêre aard van die vergelyking wat die beweging van versadigde water beskryf, is merkwaardige versnellings van > 500 in die ROM waargeneem in hierdie gevallestudie. Daarna was die die Galerkin POD metode aangepas deur die nie-lineêre terme in die Richards vergelyking te lineariseer. Die tegniek word die geLineariserde Galerkin POD (LGP) tegniek genoem. Die aanpassing het goeie resultate getoon, met versnellings groter as 50 keer wanneer die ROM met die oorspronklike simulasie vergelyk word. Al maak die tegniek gebruik van verder lineariseering, is die metode nogsteeds ’n fisika-gebaseerde benadering, en maak nie gebruik van interpolasie tegnieke nie. Die gebruik van ’n fisika-gebaseerde POD benaderings dra by tot die kompleksiteit van ’n volledige numeriese model, maar die kompleksiteit is geregverdig deur die merkwaardige versnellings in parameter optimerings studies. Verder word die interpolasie eienskappe, en moontlike ekstrapolasie eienskappe, inherent aan fisika-gebaseerde POD ROM tegnieke ondersoek in die navorsing. In die navorsing word ’n tegniek voorgestel waarin hierdie inherente eienskappe gebruik word om plaaslik akkurate modelle binne die parameter ruimte te skep. Die voorgestelde tegniek maak gebruik van ondersteunende vektor klassifikasie. Die grense van die plaaslik akkurate model word ’n vertrouens gebeid genoem. Hierdie vertrouens gebied is gekies as die parameter ruimte waarin die ROM voldoen aan vooraf uitgekiesde akkuraatheidsvereistes. Die optimeeringsbenadering vermy ook die uitvoer van volledige simulasies tydens die parameter optimering, deur gebruik te maak van ’n ROM wat gebaseer is op die resultate van ’n stel volledige simulasies, voordat die parameter optimering studie gedoen word. Die volledige simulasies word tipies uitgevoer op parameter punte wat gekies word deur ’n proses wat genoem word die ontwerp van eksperimente. Verdere hipotetiese grondwater gevallestudies is onderneem om die LGP en die plaaslik akkurate tegnieke te toets. In hierdie gevallestudies is die grondwater beweging weereens beskryf deur die Richards vergelyking. In die gevalle studie word komplekse en tyd-rowende modellerings probleme vervang deur ’n POD gebaseerde ROM, waarin individuele simulasies merkwaardig vinniger is. Die spoed en interpolasie/ekstrapolasie eienskappe blyk baie gunstig te wees. In hierdie navorsing is die gebruik van verminderde orde modelle as ’n grondwaterbestuursinstrument duidelik getoon, waarin voorsiening geskep word vir die vinnige evaluering van verskillende modellering situasies, wat andersins nie moontlik is nie. Daar word voorgestel dat ’n vorm van POD in konvensionele grondwater sagteware geïmplementeer word om aansienlike versnellings in parameter studies moontlik te maak, wat na meer effektiewe bestuur van grondwater sal lei.

Invasive species are significant drivers of global environmental change, altering the stability and functioning of numerous ecosystems. The exotic shrub Lonicera maackii is an aggressive invader throughout much of the eastern United States. While much is known about its population and community impacts, little is known about effects on ecosystem processes. This dissertation documents changes in ecosystem processes associated with L. maackii growing beneath three native tree species (Fraxinus quadrangulata, Quercus muehlenbergii, Carya ovata) in a savanna in Kentucky. Like many invasive plants, L. maackii litter decomposed and lost nitrogen (N) rapidly, especially in comparison with native tree litter. In comparison to the soils beneath the trees where the exotic shrub was absent, soils beneath L. maackii had a lower bulk density, elevated soil organic matter, C:N, and total soil N and a modified soil microbial community. Inorganic N deposition from spring throughfall was also altered by L. maackii, with higher NO3-N deposition beneath shrubs located beneath the tree canopy relative to canopy locations without L. maackii. While many exotic plant species have been shown to alter ecosystem processes, their impact is often not uniform. This variability is attributed to among-site differences (soil, climate, plant community): within site variability is often ignored. While many of L. maackii’s alterations to ecosystem processes were uniform across the site, several were dependent upon interactions between the exotic and the native tree species. Litter from L. maackii decomposed and lost N more rapidly under C. ovata than under the other native tree species. Soils beneath L. maackii shrubs located under C. ovata also had a greater fungal:bacterial ratio and a greater abundance of the saprophytic fungal lipid biomarker 18:1ω9c. These results demonstrate that L. maackii’s impact extends to ecosystem processes and suggests that invasive plants may have variable effects within a given environment depending on their interactions with the dominant native species. Identifying native species or communities that are more vulnerable to alterations of ecosystem function upon invasion may prove useful to land managers and foster a better understanding of the role that community dynamics play in moderating or enhancing invasive species impacts.

Most traditional routing problems assume perfect operability of all arcs and nodes. However, when independent arc failure probabilities exist, a secondary objective must be present to retain some measure of expected functionality. We first briefly consider the reliability-constrained single-path problem, where we look for the lowest cost path that meets a reliability side constraint. This analysis enables us to then examine the reliability-constrained two-path problem, which seeks to establish two minimum-cost paths between a source and destination node wherein at least one path must remain fully operable with some threshold probability. We consider the case in which both paths must be arc-disjoint and the case in which arcs can be shared between the paths. We prove both problems to be NP-hard. We examine strategies for solving the resulting nonlinear integer program, including pruning, coefficient tightening, lifting, and branch-and-bound partitioning schemes. Next, we consider the reliable h-path routing problem, which seeks a minimum-cost set of h ≥ 2 arc-independent paths between a source and destination node, such that the probability that at least one path remains operational is sufficiently large. Our prior arc-based models and algorithms tailored for the case in which h = 2 do not extend well to the general h-path problem. Thus, we propose two alternative integer programming formulations for the h-path problem in which the variables correspond to origin-destination paths. We propose two branch-and-price-and-cut algorithms for solving these new formulations, and provide computational results to demonstrate the efficiency of these algorithms. Finally, we examine the robust design of an evacuation tree, in which evacuation is subject to capacity restrictions on arcs. Given a discrete set of disaster scenarios with varying network populations, arc capacities, transit times, and time-dependent penalty functions, we seek to establish an optimal a priori evacuation tree that minimizes the expected evacuation penalty. The solution strategy is based on Benders decomposition, and we provide effcient methods for obtaining primal and dual sub-problem solutions. We analyze techniques for strengthening the master problem formulation, thus reducing the number of master problem solutions required for the algorithm's convergence.

Due to the fast development in 3D technology during recent decades, many approaches in 3D representation technologies have been proposed worldwide. In order to get an accurate information to render a 3D representation, more data need to be recorded compared to normal video sequence. In this case, how to find an efficient way to transmit the 3D representation data becomes an important part in the whole 3D representation technology. Recent years, many coding schemes based on the principle of encoding the depth have been proposed. Compared to the traditional multiview coding schemes, those new proposed schemes can achieve higher compression efficiency. Due to the development of depth capturing technology, the accuracy and quality of the reconstructed depth image also get improved. In this thesis we propose an efficient depth data compression scheme for 3D images. Our proposed depth data compression scheme is platelet based coding using Lagrangian optimization, quadtree decomposition and quadratic curve fitting. We study and improve the original platelet based coding scheme and achieve a compression improvement of 1-2 dB compared to the original platelet based scheme. The experimental results illustrate the improvement provided by our scheme. The quality of the reconstructed results of our proposed curve fitting based platelet coding scheme are better than that of the original scheme.

This thesis describes a stochastic ship routing problem with inventory management. The problem involves finding a set of least costs routes for a fleet of ships transporting a single commodity when the demand for the commodity is uncertain. Storage at consumption and supply ports is limited and inventory levels are monitored in the model. Consumer demands are at a constant rate within each time period in the deterministic problem, and in the stochastic problem, the demand rate for a period is not known until the beginning of that period. The demand situation in each time period can be described by a scenario tree with corresponding probabilities. Several possible solution approaches for solving the problem are studied in the thesis. This problem can be formulated as a mixed integer programming (MIP) model. However solving the problem this way is very time consuming even for a deterministic problem with small problem size. In order to solve the stochastic problem, we develop a decomposition formulation and solve it using a Branch and Price framework. A master problem (set partitioning with extra inventory constraints) is built, and the subproblems, one for each ship, involve solving stochastic dynamic programming problems to generate columns for the master problem. Each column corresponds to one possible tree of schedules for one ship giving the schedule for the ship for all demand scenarios. In each branch-and-bound node, the node problem is solved by iterating between the master problem and the subproblems. Dual variables can be obtained solving the master problem and are used in the subproblems to generate the most promising columns for the master problem. Computational results are given showing that medium sized problems can be solved successfully. Several extensions to the original model are developed, including a variable speed model, a diverting model, and a model which allows ships to do extra tasks in return for a bonus. Possible solution approaches for solving the variable speed and the diverting model are presented and computational results are given.

Moderation does not constitute a monolithic model and the difference in the moderation process will influence the way a political party manages its internal dynamics. The cases of the AKP and the PKS show that both have different levels of moderation due to the different contexts of their social and political environments. The AKP has to deal with an extreme interpretation of secularism in Turkey that influences the party’s members to refrain from any confrontation with secular strongholds. The PKS has more freedom to express its ideology in the Indonesian democratic political system; hence the party is able to develop internal organisational procedures and programmes based on religious principles. To anticipate difficulties arising from from moderation, the AKP uses an organisational approach to give space for open and dynamic internal management and reduce the role of ideology significantly. The PKS still utilises its ideology in managing the impact of moderation by defining religious values as principles of organisation in parallel with organisational principles. Both parties are relatively successful in convincing their members to trust the party and its leaders in different ways. Party vision and personal charisma are more apparent for the AKP, although the PKS has to rely on interpretation of ideology as the main source of trust. By placing more emphasis on organisation, the AKP employs definition of violation toward party’s rules and decisions based on an organisational approach. In contrast, the definition of violation in the PKS relies on both religious and organisational principles. As a result, the AKP implements policies to dismiss members based on unambiguous principles with relatively insignificant opposition. The PKS has to deal with complaints of dismissal since the policies are taken based on interpretation of procedures and reasons. It is also proven that the AKP is able to convince voters by offering programmes to meet popular demands without relying on a religious agenda. While the PKS has been successful in developing an effective and solid party, it still has many problems in gaining support during elections as its pragmatic adjustment moderation also generates confusion internally and externally.